{"ts": "2026-08-04T10:00:45.125882-04:00", "symbol": "ASML", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:00:30.107128-04:00", "decision_ts": "2026-08-04T10:00:45.107128-04:00", "open": 1701.02, "high": 1701.14, "low": 1696.33, "close": 1696.9, "fill": 1697.575, "vwap": 1697.0470057057548, "ticks": 41}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1696.90", "bar VWAP": "1697.0470", "close \u2212 VWAP": "-0.1470"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:00:45.234035-04:00"}
{"ts": "2026-08-04T10:01:07.219833-04:00", "symbol": "MU", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:00:52.200605-04:00", "decision_ts": "2026-08-04T10:01:07.200605-04:00", "open": 876.48, "high": 877.39, "low": 869.38, "close": 869.645, "fill": 869.56, "vwap": 871.7691744499068, "ticks": 479}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "869.64", "bar VWAP": "871.7692", "close \u2212 VWAP": "-2.1242"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:01:07.263995-04:00"}
{"ts": "2026-08-04T10:01:16.881465-04:00", "symbol": "MRVL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:01:01.788144-04:00", "decision_ts": "2026-08-04T10:01:16.788144-04:00", "open": 213.26, "high": 213.37, "low": 212.63, "close": 213.065, "fill": 213.05, "vwap": 213.1118040829358, "ticks": 131}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "213.06", "bar VWAP": "213.1118", "close \u2212 VWAP": "-0.0468"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:01:16.916153-04:00"}
{"ts": "2026-08-04T10:01:22.596116-04:00", "symbol": "CSCO", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:01:07.083017-04:00", "decision_ts": "2026-08-04T10:01:22.083017-04:00", "open": 120.37, "high": 120.4, "low": 120.13, "close": 120.25, "fill": 120.25, "vwap": 120.1366594829366, "ticks": 75}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 120.14 +0.10% = 120.26; first tick (after delay) 120.25 @ 10:01:22; gap +0.09% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:01:22.596558-04:00"}
{"ts": "2026-08-04T10:01:22.263735-04:00", "symbol": "SNDK", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260804T100122-entry", "alpaca_parent_id": "c84db2a0-a591-47b1-9bbe-4f4356b2bd75", "alpaca_tp_id": "48a6e391-a095-467e-afd3-259dd48feae3", "alpaca_sl_id": "bbb6c836-a47e-42be-91ca-f1c50bc9042d", "shares": 44.0, "entry_anchor_price": 1374.07, "entry_price_ref": 1371.8846307870524, "entry_price_fill": 1375.0, "entry_gate_price": 1374.07, "signal_ts": "2026-08-04T10:01:07.228208-04:00", "entry_filled_at": "2026-08-04T14:01:23.609234+00:00", "decision_bar_wall": "2026-08-04T10:01:07.408593-04:00", "entry_confirmed_wall": "2026-08-04T10:01:22.263735-04:00", "decision_bar": {"signal_ts": "2026-08-04T10:01:07.228208-04:00", "decision_ts": "2026-08-04T10:01:22.228208-04:00", "open": 1376.795, "high": 1377.26, "low": 1371.0, "close": 1374.06, "fill": 1374.07, "vwap": 1371.8846307870524, "ticks": 97}, "tp_level": 1389.18, "sl_level": 1366.51, "sl_anchor_price": 1374.07, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "713.55", "deviation": "+1.93%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "1371.8846", "bar low": "1371.44", "bar high": "1377.26"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.16% = (1374.07 \u2212 1371.88) / 1371.88", "close": "1374.06 above VWAP 1371.88", "open": "1376.80 above VWAP 1371.88", "local trend": "signal bar 0.46%/0.20% < 0.40%/0.20%  \u00b7  prior 3/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +1.93% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:01:23.729572-04:00"}
{"ts": "2026-08-04T10:01:56.821814-04:00", "symbol": "CCEP", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:01:40.948686-04:00", "decision_ts": "2026-08-04T10:01:55.948686-04:00", "open": 103.505, "high": 103.68, "low": 103.44, "close": 103.59, "fill": 103.59, "vwap": 103.64703346457195, "ticks": 32}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "QQQ rose +1.93% > +1.50% (EOD 700.07 \u2192 1m 713.55); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "713.55", "deviation": "+1.93%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "713.55", "deviation": "+1.93%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:01:56.822670-04:00"}
{"ts": "2026-08-04T10:02:07.188121-04:00", "symbol": "SNDK", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260804T100122-entry", "alpaca_parent_id": "c84db2a0-a591-47b1-9bbe-4f4356b2bd75", "alpaca_tp_id": "48a6e391-a095-467e-afd3-259dd48feae3", "alpaca_sl_id": "bbb6c836-a47e-42be-91ca-f1c50bc9042d", "shares": 44.0, "entry_anchor_price": 1374.07, "entry_price_ref": 1371.8846307870524, "entry_price_fill": 1375.0, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1389.18, "sl_level": 1366.51, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 1389.18, "exit_price_fill": 1389.71, "exit_filled_at": "2026-08-04T14:02:08.594092+00:00", "pnl_ref": 760.9962453696971, "pnl_fill": 647.2400000000016, "return_pct_ref": 1.2607014339846678, "return_pct_fill": 1.069818181818194, "slip_entry_bps": 22.708682224687553, "slip_exit_bps": -3.8152003340097953, "slip_total_bps": 18.89348189067776, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:02:08.817188-04:00"}
{"ts": "2026-08-04T10:03:06.383419-04:00", "symbol": "IDXX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:03:06.400001-04:00"}
{"ts": "2026-08-04T10:04:55.300937-04:00", "symbol": "BA", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:04:39.962025-04:00", "decision_ts": "2026-08-04T10:04:54.962025-04:00", "open": 234.8853, "high": 235.18, "low": 234.6701, "close": 235.03, "fill": 235.03, "vwap": 235.1352464364968, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 235.14 -0.10% = 234.90; first tick (after delay) 235.03 @ 10:04:55; gap +0.04% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:04:55.500170-04:00"}
{"ts": "2026-08-04T10:05:41.671691-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:05:26.629059-04:00", "decision_ts": "2026-08-04T10:05:41.629059-04:00", "open": 347.23, "high": 349.8192, "low": 346.865, "close": 349.5224, "fill": 349.5224, "vwap": 348.4954643250812, "ticks": 16}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "349.52", "bar VWAP": "348.4955", "close \u2212 VWAP": "+1.0269"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:05:41.712411-04:00"}
{"ts": "2026-08-04T10:08:40.155168-04:00", "symbol": "MRK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:08:24.946243-04:00", "decision_ts": "2026-08-04T10:08:39.946243-04:00", "open": 128.8, "high": 128.81, "low": 128.44, "close": 128.5, "fill": 128.5, "vwap": 128.56595866229245, "ticks": 34}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "128.50", "bar VWAP": "128.5660", "close \u2212 VWAP": "-0.0660"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:08:40.223168-04:00"}
{"ts": "2026-08-04T10:09:11.213662-04:00", "symbol": "INTU", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-INTU-20260804T100911-entry", "alpaca_parent_id": "af0ccd77-d7b5-4d5f-b2b7-75f7b5420e57", "alpaca_tp_id": "88eecbed-719b-4e8e-b917-ef682e794d28", "alpaca_sl_id": "c6f3f25e-5d42-4786-b19d-0a0b25210387", "shares": 194.0, "entry_anchor_price": 316.5, "entry_price_ref": 315.4945782072271, "entry_price_fill": 316.83, "entry_gate_price": 316.5, "signal_ts": "2026-08-04T10:08:55.665395-04:00", "entry_filled_at": "2026-08-04T14:09:12.005981+00:00", "decision_bar_wall": "2026-08-04T10:08:55.689374-04:00", "entry_confirmed_wall": "2026-08-04T10:09:11.213662-04:00", "decision_bar": {"signal_ts": "2026-08-04T10:08:55.665395-04:00", "decision_ts": "2026-08-04T10:09:10.665395-04:00", "open": 316.38, "high": 316.505, "low": 315.47, "close": 316.5, "fill": 316.5, "vwap": 315.4945782072271, "ticks": 24}, "tp_level": 319.98, "sl_level": 314.76, "sl_anchor_price": 316.5, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "715.35", "deviation": "+2.18%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "315.4946", "bar low": "315.47", "bar high": "316.38"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.32% = (316.50 \u2212 315.49) / 315.49", "close": "316.50 above VWAP 315.49", "open": "316.38 above VWAP 315.49", "local trend": "signal bar: with-trade bar  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +2.18% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:09:12.113522-04:00"}
{"ts": "2026-08-04T10:10:27.495496-04:00", "symbol": "PFE", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-PFE-20260804T101027-entry", "alpaca_parent_id": "2f27b136-0871-4e6b-894c-9d2ab8b4f49e", "alpaca_tp_id": "2b1facbc-6351-41c7-82d3-9554f8ce3b58", "alpaca_sl_id": "fc13a8ac-94ed-449c-83f7-2c820515cb59", "shares": 1872.0, "entry_anchor_price": 24.9916, "entry_price_ref": 24.964883911258312, "entry_price_fill": 25.0, "entry_gate_price": 24.9916, "signal_ts": "2026-08-04T10:10:12.369103-04:00", "entry_filled_at": "2026-08-04T14:10:28.921816+00:00", "decision_bar_wall": "2026-08-04T10:10:12.383166-04:00", "entry_confirmed_wall": "2026-08-04T10:10:27.495496-04:00", "decision_bar": {"signal_ts": "2026-08-04T10:10:12.369103-04:00", "decision_ts": "2026-08-04T10:10:27.369103-04:00", "open": 24.992, "high": 25.0, "low": 24.96, "close": 24.9916, "fill": 24.9916, "vwap": 24.964883911258312, "ticks": 89}, "tp_level": 25.27, "sl_level": 24.85, "sl_anchor_price": 24.9916, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "764.34", "deviation": "+0.88%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "24.9649", "bar low": "24.96", "bar high": "25.00"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (24.99 \u2212 24.96) / 24.96", "close": "24.99 above VWAP 24.96", "open": "24.99 above VWAP 24.96", "local trend": "signal bar 0.16%/0.00% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev +0.88% vs band -1.00%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:10:28.985298-04:00"}
{"ts": "2026-08-04T10:13:25.207331-04:00", "symbol": "LLY", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:13:09.370541-04:00", "decision_ts": "2026-08-04T10:13:24.370541-04:00", "open": 1125.665, "high": 1126.3099, "low": 1123.64, "close": 1124.1325, "fill": 1124.1325, "vwap": 1123.9099381859642, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1123.91 +0.10% = 1125.03; first tick (after delay) 1124.13 @ 10:13:25; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:13:25.268784-04:00"}
{"ts": "2026-08-04T10:14:42.809979-04:00", "symbol": "APH", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:14:27.631635-04:00", "decision_ts": "2026-08-04T10:14:42.631635-04:00", "open": 167.1, "high": 167.42, "low": 167.085, "close": 167.345, "fill": 167.345, "vwap": 167.3448078108453, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "167.34", "bar VWAP": "167.3448", "close \u2212 VWAP": "+0.0002"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:14:42.969354-04:00"}
{"ts": "2026-08-04T10:14:44.097630-04:00", "symbol": "ADSK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:14:28.887291-04:00", "decision_ts": "2026-08-04T10:14:43.887291-04:00", "open": 233.72, "high": 233.725, "low": 233.5, "close": 233.5, "fill": 233.5, "vwap": 233.52839297720539, "ticks": 1}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "233.50", "bar VWAP": "233.5284", "close \u2212 VWAP": "-0.0284"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:14:44.118748-04:00"}
{"ts": "2026-08-04T10:15:22.430128-04:00", "symbol": "STX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:15:06.443535-04:00", "decision_ts": "2026-08-04T10:15:21.443535-04:00", "open": 860.0301, "high": 861.4, "low": 859.165, "close": 860.64, "fill": 860.64, "vwap": 861.2346494903695, "ticks": 16}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "QQQ rose +2.22% > +1.50% (EOD 700.07 \u2192 1m 715.60); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "715.60", "deviation": "+2.22%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "715.60", "deviation": "+2.22%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:15:22.453129-04:00"}
{"ts": "2026-08-04T10:17:36.759411-04:00", "symbol": "KLAC", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-KLAC-20260804T101736-entry", "alpaca_parent_id": "f980a75e-dc5b-4d3b-947b-997c6d82f696", "alpaca_tp_id": "2098f227-681b-46c2-bd5b-615433202596", "alpaca_sl_id": "52c17bdb-027a-40c4-882a-099e6506d099", "shares": 186.0, "entry_anchor_price": 191.26, "entry_price_ref": 190.98865204107827, "entry_price_fill": 191.307419, "entry_gate_price": 191.26, "signal_ts": "2026-08-04T10:17:21.709814-04:00", "entry_filled_at": "2026-08-04T14:17:38.086433+00:00", "decision_bar_wall": "2026-08-04T10:17:21.722666-04:00", "entry_confirmed_wall": "2026-08-04T10:17:36.759411-04:00", "decision_bar": {"signal_ts": "2026-08-04T10:17:21.709814-04:00", "decision_ts": "2026-08-04T10:17:36.709814-04:00", "open": 191.42, "high": 191.42, "low": 190.93, "close": 191.19, "fill": 191.26, "vwap": 190.98865204107827, "ticks": 72}, "tp_level": 194.80842508189983, "sl_level": 189.73, "sl_anchor_price": 191.26, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "567.78", "deviation": "+4.09%", "threshold": "-1.50%", "TP boost": "SMH +4.09% \u2192 TP 2.00% from VWAP"}, "retouch_metrics": {"bar VWAP": "190.9887", "bar low": "190.97", "bar high": "191.42"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.14% = (191.26 \u2212 190.99) / 190.99", "close": "191.19 above VWAP 190.99", "open": "191.42 above VWAP 190.99", "local trend": "signal bar 0.26%/0.12% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +4.09% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:17:38.115752-04:00"}
{"ts": "2026-08-04T10:18:10.547413-04:00", "symbol": "MRVL", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MRVL-20260804T101810-entry", "alpaca_parent_id": "1c9fff30-7d48-4e9b-b791-5b67fc5287ec", "alpaca_tp_id": "d3003eb1-3ed6-4e12-8bb0-4b0264f10fd1", "alpaca_sl_id": "111f417b-3492-4e71-93d1-43ab0aa974b0", "shares": 166.0, "entry_anchor_price": 213.71, "entry_price_ref": 213.30268761945604, "entry_price_fill": 213.815542, "entry_gate_price": 213.71, "signal_ts": "2026-08-04T10:17:55.357398-04:00", "entry_filled_at": "2026-08-04T14:18:12.729485+00:00", "decision_bar_wall": "2026-08-04T10:17:55.377447-04:00", "entry_confirmed_wall": "2026-08-04T10:18:10.547413-04:00", "decision_bar": {"signal_ts": "2026-08-04T10:17:55.357398-04:00", "decision_ts": "2026-08-04T10:18:10.357398-04:00", "open": 213.63, "high": 213.98, "low": 213.27, "close": 213.71, "fill": 213.71, "vwap": 213.30268761945604, "ticks": 59}, "tp_level": 217.56874137184516, "sl_level": 212.0, "sl_anchor_price": 213.71, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "567.78", "deviation": "+4.09%", "threshold": "-1.50%", "TP boost": "SMH +4.09% \u2192 TP 2.00% from VWAP"}, "retouch_metrics": {"bar VWAP": "213.3027", "bar low": "213.30", "bar high": "213.98"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.19% = (213.71 \u2212 213.30) / 213.30", "close": "213.71 above VWAP 213.30", "open": "213.63 above VWAP 213.30", "local trend": "signal bar: with-trade bar  \u00b7  prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +4.09% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:18:13.004536-04:00"}
{"ts": "2026-08-04T10:18:15.206365-04:00", "symbol": "TMO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:17:59.742147-04:00", "decision_ts": "2026-08-04T10:18:14.742147-04:00", "open": 567.395, "high": 568.89, "low": 567.395, "close": 568.69, "fill": 568.69, "vwap": 568.4234190856673, "ticks": 21}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "568.69", "bar VWAP": "568.4234", "close \u2212 VWAP": "+0.2666"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:18:15.224218-04:00"}
{"ts": "2026-08-04T10:19:02.008501-04:00", "symbol": "MU", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:18:46.831170-04:00", "decision_ts": "2026-08-04T10:19:01.831170-04:00", "open": 874.58, "high": 875.9, "low": 872.02, "close": 873.2029, "fill": 873.2083, "vwap": 872.8346516384743, "ticks": 235}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 872.83 +0.10% = 873.71; first tick (after delay) 873.21 @ 10:19:02; gap +0.04% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:19:02.066669-04:00"}
{"ts": "2026-08-04T10:19:22.858181-04:00", "symbol": "VRTX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:19:07.188122-04:00", "decision_ts": "2026-08-04T10:19:22.188122-04:00", "open": 480.96, "high": 480.96, "low": 479.18, "close": 479.18, "fill": 479.18, "vwap": 479.4031395639911, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "479.18", "bar VWAP": "479.4031", "close \u2212 VWAP": "-0.2231"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:19:22.880385-04:00"}
{"ts": "2026-08-04T10:19:45.233818-04:00", "symbol": "INTU", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-INTU-20260804T100911-entry", "alpaca_parent_id": "af0ccd77-d7b5-4d5f-b2b7-75f7b5420e57", "alpaca_tp_id": "88eecbed-719b-4e8e-b917-ef682e794d28", "alpaca_sl_id": "c6f3f25e-5d42-4786-b19d-0a0b25210387", "shares": 194.0, "entry_anchor_price": 316.5, "entry_price_ref": 315.4945782072271, "entry_price_fill": 316.83, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 319.98, "sl_level": 314.76, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 319.98, "exit_price_fill": 319.63, "exit_filled_at": "2026-08-04T14:19:46.027229+00:00", "pnl_ref": 870.1718277979447, "pnl_fill": 543.2000000000022, "return_pct_ref": 1.421711212364074, "return_pct_fill": 0.8837546949468145, "slip_entry_bps": 42.32788405941253, "slip_exit_bps": 10.93818363647799, "slip_total_bps": 53.26606769589053, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:19:46.064779-04:00"}
{"ts": "2026-08-04T10:20:23.319776-04:00", "symbol": "AVGO", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:20:08.303571-04:00", "decision_ts": "2026-08-04T10:20:23.303571-04:00", "open": 408.49, "high": 408.49, "low": 407.52, "close": 407.86, "fill": 407.81, "vwap": 408.0044662189738, "ticks": 250}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "407.86", "bar VWAP": "408.0045", "close \u2212 VWAP": "-0.1445"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:20:23.359238-04:00"}
{"ts": "2026-08-04T10:20:23.485932-04:00", "symbol": "SNDK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:20:08.434926-04:00", "decision_ts": "2026-08-04T10:20:23.434926-04:00", "open": 1376.9701, "high": 1378.36, "low": 1369.0, "close": 1372.9, "fill": 1372.9, "vwap": 1374.5430272604794, "ticks": 247}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1372.90", "bar VWAP": "1374.5430", "close \u2212 VWAP": "-1.6430"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:20:23.508319-04:00"}
{"ts": "2026-08-04T10:20:24.640301-04:00", "symbol": "DELL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:20:09.144357-04:00", "decision_ts": "2026-08-04T10:20:24.144357-04:00", "open": 453.45, "high": 454.15, "low": 451.1001, "close": 451.9457, "fill": 451.9457, "vwap": 452.9676922149298, "ticks": 46}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "451.95", "bar VWAP": "452.9677", "close \u2212 VWAP": "-1.0220"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:20:24.656330-04:00"}
{"ts": "2026-08-04T10:24:32.657589-04:00", "symbol": "KLAC", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-KLAC-20260804T101736-entry", "alpaca_parent_id": "f980a75e-dc5b-4d3b-947b-997c6d82f696", "alpaca_tp_id": "2098f227-681b-46c2-bd5b-615433202596", "alpaca_sl_id": "52c17bdb-027a-40c4-882a-099e6506d099", "shares": 186.0, "entry_anchor_price": 191.26, "entry_price_ref": 190.98865204107827, "entry_price_fill": 191.307419, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 194.80842508189983, "sl_level": 189.73, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 189.73, "exit_price_fill": 189.66, "exit_filled_at": "2026-08-04T14:24:30.066878+00:00", "pnl_ref": -234.10927964055975, "pnl_fill": -306.4199340000025, "return_pct_ref": -0.6590192807934825, "return_pct_fill": -0.8611370163328691, "slip_entry_bps": 16.69036120811937, "slip_exit_bps": 3.689453433826658, "slip_total_bps": 20.379814641946027, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:24:32.683815-04:00"}
{"ts": "2026-08-04T10:24:57.991442-04:00", "symbol": "SNPS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:24:42.823545-04:00", "decision_ts": "2026-08-04T10:24:57.823545-04:00", "open": 400.4075, "high": 400.6896, "low": 400.0, "close": 400.425, "fill": 400.425, "vwap": 400.1629912565157, "ticks": 6}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 400.16 +0.10% = 400.56; first tick (after delay) 400.43 @ 10:24:57; gap +0.07% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:24:58.072518-04:00"}
{"ts": "2026-08-04T10:29:11.583092-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:28:56.519555-04:00", "decision_ts": "2026-08-04T10:29:11.519555-04:00", "open": 347.259, "high": 347.94, "low": 346.37, "close": 347.095, "fill": 347.095, "vwap": 347.718647793016, "ticks": 22}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH rose +4.25% > +1.50% (EOD 545.46 \u2192 1m 568.63); skip short", "skip_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "568.63", "deviation": "+4.25%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "568.63", "deviation": "+4.25%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:29:11.695451-04:00"}
{"ts": "2026-08-04T10:29:21.870115-04:00", "symbol": "AMZN", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:29:06.509053-04:00", "decision_ts": "2026-08-04T10:29:21.509053-04:00", "open": 278.31, "high": 278.39, "low": 277.86, "close": 278.04, "fill": 278.04, "vwap": 278.073095397889, "ticks": 388}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "278.04", "bar VWAP": "278.0731", "close \u2212 VWAP": "-0.0331"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:29:21.888482-04:00"}
{"ts": "2026-08-04T10:29:41.100429-04:00", "symbol": "VRT", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-VRT-20260804T102941-entry", "alpaca_parent_id": "4157b985-bf89-453c-add3-bf070154b9eb", "alpaca_tp_id": "e9665747-24ea-469d-9ef7-b4dcaa53d7b8", "alpaca_sl_id": "f8933d1c-627b-4c51-86ba-92e0a30c5eff", "shares": 154.0, "entry_anchor_price": 271.25, "entry_price_ref": 271.72989467757344, "entry_price_fill": 271.175065, "entry_gate_price": 271.25, "signal_ts": "2026-08-04T10:29:25.403453-04:00", "entry_filled_at": "2026-08-04T14:29:43.463759+00:00", "decision_bar_wall": "2026-08-04T10:29:25.421009-04:00", "entry_confirmed_wall": "2026-08-04T10:29:41.100429-04:00", "decision_bar": {"signal_ts": "2026-08-04T10:29:25.403453-04:00", "decision_ts": "2026-08-04T10:29:40.403453-04:00", "open": 271.105, "high": 271.736, "low": 271.0925, "close": 271.25, "fill": 271.25, "vwap": 271.72989467757344, "ticks": 31}, "tp_level": 268.27, "sl_level": 272.74, "sl_anchor_price": 271.25, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "764.51", "deviation": "+0.90%", "threshold": "+1.00%"}, "retouch_metrics": {"bar VWAP": "271.7299", "bar low": "271.09", "bar high": "271.74"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.18% = (271.73 \u2212 271.25) / 271.73", "close": "271.25 below VWAP 271.73", "open": "271.11 below VWAP 271.73", "local trend": "signal bar 0.24%/0.05% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev +0.90% vs band +1.00%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:29:43.478961-04:00"}
{"ts": "2026-08-04T10:33:17.152716-04:00", "symbol": "LRCX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:33:02.071459-04:00", "decision_ts": "2026-08-04T10:33:17.071459-04:00", "open": 309.4, "high": 309.76, "low": 309.365, "close": 309.47, "fill": 309.47, "vwap": 309.5231970012947, "ticks": 17}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH rose +4.16% > +1.50% (EOD 545.46 \u2192 1m 568.13); skip short", "skip_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "568.13", "deviation": "+4.16%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "568.13", "deviation": "+4.16%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:33:17.174143-04:00"}
{"ts": "2026-08-04T10:33:41.420750-04:00", "symbol": "PFE", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-PFE-20260804T101027-entry", "alpaca_parent_id": "2f27b136-0871-4e6b-894c-9d2ab8b4f49e", "alpaca_tp_id": "2b1facbc-6351-41c7-82d3-9554f8ce3b58", "alpaca_sl_id": "fc13a8ac-94ed-449c-83f7-2c820515cb59", "shares": 1872.0, "entry_anchor_price": 24.9916, "entry_price_ref": 24.964883911258312, "entry_price_fill": 25.0, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 25.27, "sl_level": 24.85, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 24.85, "exit_price_fill": 24.84, "exit_filled_at": "2026-08-04T14:33:33.981114+00:00", "pnl_ref": -215.06268187555713, "pnl_fill": -299.52000000000027, "return_pct_ref": -0.4601820367628573, "return_pct_fill": -0.6399999999999961, "slip_entry_bps": 14.066193484621808, "slip_exit_bps": 4.02414486921592, "slip_total_bps": 18.09033835383773, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:33:41.449088-04:00"}
{"ts": "2026-08-04T10:34:53.867634-04:00", "symbol": "MRVL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "duplicate_signal_open_bracket", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:34:53.880294-04:00"}
{"ts": "2026-08-04T10:35:29.132115-04:00", "symbol": "ISRG", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:35:14.091391-04:00", "decision_ts": "2026-08-04T10:35:29.091391-04:00", "open": 369.57, "high": 369.74, "low": 369.38, "close": 369.38, "fill": 369.5, "vwap": 369.62716456480973, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "QQQ rose +2.22% > +1.50% (EOD 700.07 \u2192 1m 715.64); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "715.64", "deviation": "+2.22%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "715.64", "deviation": "+2.22%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:35:29.197584-04:00"}
{"ts": "2026-08-04T10:35:36.171156-04:00", "symbol": "VRT", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-VRT-20260804T102941-entry", "alpaca_parent_id": "4157b985-bf89-453c-add3-bf070154b9eb", "alpaca_tp_id": "e9665747-24ea-469d-9ef7-b4dcaa53d7b8", "alpaca_sl_id": "f8933d1c-627b-4c51-86ba-92e0a30c5eff", "shares": 154.0, "entry_anchor_price": 271.25, "entry_price_ref": 271.72989467757344, "entry_price_fill": 271.175065, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 268.27, "sl_level": 272.74, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 272.74, "exit_price_fill": 272.878442, "exit_filled_at": "2026-08-04T14:35:32.562817+00:00", "pnl_ref": -155.55621965369153, "pnl_fill": -262.3200579999983, "return_pct_ref": -0.37173139290584967, "return_pct_fill": -0.6281466181265571, "slip_entry_bps": 20.418426107726102, "slip_exit_bps": 5.075969788076472, "slip_total_bps": 25.494395895802576, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:35:36.307300-04:00"}
{"ts": "2026-08-04T10:41:09.396619-04:00", "symbol": "ANET", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SPY anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:35:36 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:41:09.407422-04:00"}
{"ts": "2026-08-04T10:44:17.215594-04:00", "symbol": "FTNT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:44:01.894085-04:00", "decision_ts": "2026-08-04T10:44:16.894085-04:00", "open": 166.74, "high": 166.74, "low": 166.59, "close": 166.62, "fill": 166.62, "vwap": 166.7239041254715, "ticks": 6}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "166.62", "bar VWAP": "166.7239", "close \u2212 VWAP": "-0.1039"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:44:17.239924-04:00"}
{"ts": "2026-08-04T10:49:17.306741-04:00", "symbol": "ORCL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SPY anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:35:36 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:49:17.347624-04:00"}
{"ts": "2026-08-04T10:50:29.799246-04:00", "symbol": "PANW", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:50:14.702047-04:00", "decision_ts": "2026-08-04T10:50:29.702047-04:00", "open": 359.89, "high": 359.985, "low": 359.3279, "close": 359.51, "fill": 359.54, "vwap": 359.4248377200001, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 359.42 +0.10% = 359.78; first tick (after delay) 359.54 @ 10:50:29; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:50:29.829894-04:00"}
{"ts": "2026-08-04T10:52:11.971137-04:00", "symbol": "CEG", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:51:56.124080-04:00", "decision_ts": "2026-08-04T10:52:11.124080-04:00", "open": 267.2, "high": 267.9995, "low": 267.2, "close": 267.9995, "fill": 267.9995, "vwap": 267.853292824367, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "268.00", "bar VWAP": "267.8533", "close \u2212 VWAP": "+0.1462"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:52:12.041411-04:00"}
{"ts": "2026-08-04T10:53:51.499464-04:00", "symbol": "CRWD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:53:36.476780-04:00", "decision_ts": "2026-08-04T10:53:51.476780-04:00", "open": 210.1895, "high": 210.1895, "low": 209.38, "close": 209.51, "fill": 209.51, "vwap": 209.63149027375962, "ticks": 23}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "209.51", "bar VWAP": "209.6315", "close \u2212 VWAP": "-0.1215"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:53:51.576932-04:00"}
{"ts": "2026-08-04T10:53:54.748882-04:00", "symbol": "ZS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:53:39.703541-04:00", "decision_ts": "2026-08-04T10:53:54.703541-04:00", "open": 160.4438, "high": 160.4441, "low": 159.6, "close": 159.775, "fill": 159.775, "vwap": 159.69600833417067, "ticks": 31}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 159.70 +0.10% = 159.86; first tick (after delay) 159.78 @ 10:53:54; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:53:54.749415-04:00"}
{"ts": "2026-08-04T10:55:30.845686-04:00", "symbol": "GLW", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SPY anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:35:36 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:55:30.860417-04:00"}
{"ts": "2026-08-04T10:55:59.393885-04:00", "symbol": "BKNG", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:55:43.983574-04:00", "decision_ts": "2026-08-04T10:55:58.983574-04:00", "open": 192.95, "high": 193.22, "low": 192.95, "close": 193.22, "fill": 193.22, "vwap": 193.14766950353527, "ticks": 84}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "193.22", "bar VWAP": "193.1477", "close \u2212 VWAP": "+0.0723"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:55:59.467501-04:00"}
{"ts": "2026-08-04T10:59:02.145187-04:00", "symbol": "AXON", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:58:46.529307-04:00", "decision_ts": "2026-08-04T10:59:01.529307-04:00", "open": 594.95, "high": 595.08, "low": 594.01, "close": 594.01, "fill": 594.01, "vwap": 594.4981082416269, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "594.01", "bar VWAP": "594.4981", "close \u2212 VWAP": "-0.4881"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:59:02.222268-04:00"}
{"ts": "2026-08-04T10:59:27.903491-04:00", "symbol": "LITE", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T10:59:12.776965-04:00", "decision_ts": "2026-08-04T10:59:27.776965-04:00", "open": 838.075, "high": 840.9799, "low": 838.075, "close": 838.8745, "fill": 839.4225, "vwap": 840.2630211212069, "ticks": 56}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "QQQ rose +2.19% > +1.50% (EOD 700.07 \u2192 1m 715.42); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "715.42", "deviation": "+2.19%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "715.42", "deviation": "+2.19%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T10:59:27.931052-04:00"}
{"ts": "2026-08-04T11:00:45.845137-04:00", "symbol": "ALNY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:00:30.569747-04:00", "decision_ts": "2026-08-04T11:00:45.569747-04:00", "open": 218.14, "high": 219.065, "low": 218.14, "close": 219.065, "fill": 219.065, "vwap": 218.9811958388977, "ticks": 21}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "219.06", "bar VWAP": "218.9812", "close \u2212 VWAP": "+0.0838"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:00:45.861722-04:00"}
{"ts": "2026-08-04T11:01:23.070157-04:00", "symbol": "WDC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:01:07.590877-04:00", "decision_ts": "2026-08-04T11:01:22.590877-04:00", "open": 546.62, "high": 547.92, "low": 546.18, "close": 547.92, "fill": 547.47, "vwap": 547.3357316845639, "ticks": 51}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "547.92", "bar VWAP": "547.3357", "close \u2212 VWAP": "+0.5843"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:01:23.391655-04:00"}
{"ts": "2026-08-04T11:01:53.000502-04:00", "symbol": "AMAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:01:37.656465-04:00", "decision_ts": "2026-08-04T11:01:52.656465-04:00", "open": 540.115, "high": 541.9499, "low": 540.115, "close": 541.42, "fill": 541.41, "vwap": 541.4108567473959, "ticks": 32}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "541.42", "bar VWAP": "541.4109", "close \u2212 VWAP": "+0.0091"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:01:53.012030-04:00"}
{"ts": "2026-08-04T11:06:26.918864-04:00", "symbol": "ETN", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SPY anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:35:36 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:06:26.932825-04:00"}
{"ts": "2026-08-04T11:08:05.309299-04:00", "symbol": "CHTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:07:50.042840-04:00", "decision_ts": "2026-08-04T11:08:05.042840-04:00", "open": 146.0, "high": 146.0, "low": 145.58, "close": 145.58, "fill": 145.58, "vwap": 145.6078312613253, "ticks": 2}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "145.58", "bar VWAP": "145.6078", "close \u2212 VWAP": "-0.0278"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:08:05.375743-04:00"}
{"ts": "2026-08-04T11:12:38.454082-04:00", "symbol": "STX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:12:22.632100-04:00", "decision_ts": "2026-08-04T11:12:37.632100-04:00", "open": 851.99, "high": 854.619, "low": 851.49, "close": 852.96, "fill": 852.96, "vwap": 854.4972969893012, "ticks": 38}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "QQQ rose +2.42% > +1.50% (EOD 700.07 \u2192 1m 717.04); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "717.04", "deviation": "+2.42%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "717.04", "deviation": "+2.42%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:12:38.518246-04:00"}
{"ts": "2026-08-04T11:19:18.320743-04:00", "symbol": "MRVL", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MRVL-20260804T101810-entry", "alpaca_parent_id": "1c9fff30-7d48-4e9b-b791-5b67fc5287ec", "alpaca_tp_id": "d3003eb1-3ed6-4e12-8bb0-4b0264f10fd1", "alpaca_sl_id": "111f417b-3492-4e71-93d1-43ab0aa974b0", "shares": 166.0, "entry_anchor_price": 213.71, "entry_price_ref": 213.30268761945604, "entry_price_fill": 213.815542, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 217.56874137184516, "sl_level": 212.0, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 217.56874137184516, "exit_price_fill": 217.415904, "exit_filled_at": "2026-08-04T15:19:19.863354+00:00", "pnl_ref": 708.164922896595, "pnl_fill": 597.660092000003, "return_pct_ref": 2.0000000000000018, "return_pct_fill": 1.6838635612372865, "slip_entry_bps": 24.043502980089837, "slip_exit_bps": 7.0247854026024195, "slip_total_bps": 31.068288382692256, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:19:19.917395-04:00"}
{"ts": "2026-08-04T11:25:29.036034-04:00", "symbol": "GEV", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SPY anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:35:36 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:25:29.049562-04:00"}
{"ts": "2026-08-04T11:28:14.226519-04:00", "symbol": "VRT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SPY anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:35:36 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:28:14.242429-04:00"}
{"ts": "2026-08-04T11:30:13.944354-04:00", "symbol": "APP", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:29:58.690270-04:00", "decision_ts": "2026-08-04T11:30:13.690270-04:00", "open": 412.05, "high": 413.63, "low": 411.8, "close": 413.6, "fill": 413.6, "vwap": 412.97824416271385, "ticks": 60}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "413.60", "bar VWAP": "412.9782", "close \u2212 VWAP": "+0.6218"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:30:14.060880-04:00"}
{"ts": "2026-08-04T11:35:03.739548-04:00", "symbol": "SHOP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:34:48.257589-04:00", "decision_ts": "2026-08-04T11:35:03.257589-04:00", "open": 119.885, "high": 120.04, "low": 119.64, "close": 119.65, "fill": 119.65, "vwap": 119.71401868337293, "ticks": 19}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "119.65", "bar VWAP": "119.7140", "close \u2212 VWAP": "-0.0640"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:35:03.834891-04:00"}
{"ts": "2026-08-04T11:38:42.394561-04:00", "symbol": "UNH", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:38:26.906527-04:00", "decision_ts": "2026-08-04T11:38:41.906527-04:00", "open": 408.94, "high": 409.1, "low": 408.801, "close": 408.875, "fill": 408.875, "vwap": 409.0424355939136, "ticks": 78}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SPY rose +1.29% > +1.00% (EOD 757.67 \u2192 1m 767.46); skip short", "skip_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "767.46", "deviation": "+1.29%", "threshold": "+1.00%"}, "anchor_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "767.46", "deviation": "+1.29%", "threshold": "+1.00%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:38:42.438922-04:00"}
{"ts": "2026-08-04T11:38:49.568929-04:00", "symbol": "DHR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:38:34.218397-04:00", "decision_ts": "2026-08-04T11:38:49.218397-04:00", "open": 194.88, "high": 195.25, "low": 194.88, "close": 195.13, "fill": 195.13, "vwap": 195.14484278162772, "ticks": 41}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SPY rose +1.29% > +1.00% (EOD 757.67 \u2192 1m 767.46); skip short", "skip_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "767.46", "deviation": "+1.29%", "threshold": "+1.00%"}, "anchor_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "767.46", "deviation": "+1.29%", "threshold": "+1.00%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:38:49.569402-04:00"}
{"ts": "2026-08-04T11:40:29.837364-04:00", "symbol": "COP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:40:14.196625-04:00", "decision_ts": "2026-08-04T11:40:29.196625-04:00", "open": 117.5, "high": 117.51, "low": 117.35, "close": 117.46, "fill": 117.46, "vwap": 117.39705603954002, "ticks": 23}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 117.40 +0.10% = 117.51; first tick (after delay) 117.46 @ 11:40:29; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:40:29.966690-04:00"}
{"ts": "2026-08-04T11:49:10.177704-04:00", "symbol": "MRK", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:48:54.200383-04:00", "decision_ts": "2026-08-04T11:49:09.200383-04:00", "open": 128.0, "high": 128.33, "low": 127.945, "close": 128.33, "fill": 128.33, "vwap": 128.31843367231457, "ticks": 2}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "128.33", "bar VWAP": "128.3184", "close \u2212 VWAP": "+0.0116"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:49:10.207013-04:00"}
{"ts": "2026-08-04T11:49:23.350617-04:00", "symbol": "ON", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:49:08.063385-04:00", "decision_ts": "2026-08-04T11:49:23.063385-04:00", "open": 81.21, "high": 81.46, "low": 81.2, "close": 81.305, "fill": 81.305, "vwap": 81.43865666200449, "ticks": 47}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH rose +5.07% > +1.50% (EOD 545.46 \u2192 1m 573.14); skip short", "skip_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "573.14", "deviation": "+5.07%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "545.46", "last 1m close": "573.14", "deviation": "+5.07%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:49:23.392656-04:00"}
{"ts": "2026-08-04T11:55:20.284362-04:00", "symbol": "WDC", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:55:05.244907-04:00", "decision_ts": "2026-08-04T11:55:20.244907-04:00", "open": 548.9399, "high": 548.9399, "low": 548.11, "close": 548.21, "fill": 548.205, "vwap": 548.3787798960543, "ticks": 43}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "548.21", "bar VWAP": "548.3788", "close \u2212 VWAP": "-0.1688"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:55:20.315303-04:00"}
{"ts": "2026-08-04T11:59:18.529640-04:00", "symbol": "STX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T11:59:03.089311-04:00", "decision_ts": "2026-08-04T11:59:18.089311-04:00", "open": 856.0, "high": 856.52, "low": 855.95, "close": 855.95, "fill": 855.945, "vwap": 856.3488353748169, "ticks": 20}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "855.95", "bar VWAP": "856.3488", "close \u2212 VWAP": "-0.3988"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T11:59:18.670298-04:00"}
{"ts": "2026-08-04T12:14:26.114352-04:00", "symbol": "APP", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260804T121426-entry", "alpaca_parent_id": "7f072c04-2a50-4714-a208-3ed80893a4f8", "alpaca_tp_id": "b4a29a8c-1744-42b9-8783-027f431d7866", "alpaca_sl_id": "ab59e46d-d27d-4ed6-8645-89ff619015d3", "shares": 148.0, "entry_anchor_price": 414.905, "entry_price_ref": 413.9049951581091, "entry_price_fill": 415.42, "entry_gate_price": 414.905, "signal_ts": "2026-08-04T12:14:10.620137-04:00", "entry_filled_at": "2026-08-04T16:14:26.675382+00:00", "decision_bar_wall": "2026-08-04T12:14:10.637713-04:00", "entry_confirmed_wall": "2026-08-04T12:14:26.114352-04:00", "decision_bar": {"signal_ts": "2026-08-04T12:14:10.620137-04:00", "decision_ts": "2026-08-04T12:14:25.620137-04:00", "open": 414.21, "high": 415.27, "low": 413.89, "close": 414.905, "fill": 414.905, "vwap": 413.9049951581091, "ticks": 63}, "tp_level": 419.47, "sl_level": 412.62, "sl_anchor_price": 414.905, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "719.04", "deviation": "+2.71%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "413.9050", "bar low": "413.89", "bar high": "414.24"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.24% = (414.90 \u2212 413.90) / 413.90", "close": "414.90 above VWAP 413.90", "open": "414.21 above VWAP 413.90", "local trend": "signal bar: with-trade bar  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +2.71% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T12:14:26.797615-04:00"}
{"ts": "2026-08-04T12:22:49.621029-04:00", "symbol": "CEG", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T12:22:33.817525-04:00", "decision_ts": "2026-08-04T12:22:48.817525-04:00", "open": 267.2, "high": 267.545, "low": 267.175, "close": 267.46, "fill": 267.46, "vwap": 267.4299568417189, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "267.46", "bar VWAP": "267.4300", "close \u2212 VWAP": "+0.0300"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T12:22:49.756009-04:00"}
{"ts": "2026-08-04T12:42:22.199742-04:00", "symbol": "IDXX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T12:42:06.280529-04:00", "decision_ts": "2026-08-04T12:42:21.280529-04:00", "open": 599.6, "high": 599.6, "low": 598.97, "close": 599.11, "fill": 599.11, "vwap": 599.2652201000494, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_above_vwap", "skip_detail": null, "skip_metrics": {"bar open": "599.60", "bar VWAP": "599.2652", "bar open \u2212 VWAP": "+0.3348"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T12:42:22.369059-04:00"}
{"ts": "2026-08-04T12:43:43.759638-04:00", "symbol": "ADSK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T12:43:28.102342-04:00", "decision_ts": "2026-08-04T12:43:43.102342-04:00", "open": 234.89, "high": 234.89, "low": 234.7, "close": 234.7, "fill": 234.7, "vwap": 234.82211958928414, "ticks": 1}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "234.70", "bar VWAP": "234.8221", "close \u2212 VWAP": "-0.1221"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T12:43:43.795895-04:00"}
{"ts": "2026-08-04T12:54:31.288163-04:00", "symbol": "TRI", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T12:54:16.125587-04:00", "decision_ts": "2026-08-04T12:54:31.125587-04:00", "open": 105.38, "high": 105.39, "low": 105.31, "close": 105.31, "fill": 105.31, "vwap": 105.36155999988856, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "105.31", "bar VWAP": "105.3616", "close \u2212 VWAP": "-0.0516"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T12:54:31.346776-04:00"}
{"ts": "2026-08-04T12:54:41.491960-04:00", "symbol": "LLY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T12:54:26.404550-04:00", "decision_ts": "2026-08-04T12:54:41.404550-04:00", "open": 1124.82, "high": 1125.57, "low": 1123.77, "close": 1123.77, "fill": 1123.77, "vwap": 1125.409012912964, "ticks": 33}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SPY rose +1.66% > +1.00% (EOD 757.67 \u2192 1m 770.25); skip short", "skip_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "770.25", "deviation": "+1.66%", "threshold": "+1.00%"}, "anchor_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "770.25", "deviation": "+1.66%", "threshold": "+1.00%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T12:54:41.545175-04:00"}
{"ts": "2026-08-04T13:17:16.003153-04:00", "symbol": "CEG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T13:17:00.813340-04:00", "decision_ts": "2026-08-04T13:17:15.813340-04:00", "open": 267.875, "high": 267.875, "low": 267.67, "close": 267.76, "fill": 267.76, "vwap": 267.7024720196465, "ticks": 5}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 267.70 +0.10% = 267.97; first tick (after delay) 267.76 @ 13:17:16; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T13:17:16.380216-04:00"}
{"ts": "2026-08-04T13:24:42.865904-04:00", "symbol": "WFC", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T13:24:27.687496-04:00", "decision_ts": "2026-08-04T13:24:42.687496-04:00", "open": 88.715, "high": 88.72, "low": 88.65, "close": 88.6698, "fill": 88.6698, "vwap": 88.67882155620865, "ticks": 37}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "88.67", "bar VWAP": "88.6788", "close \u2212 VWAP": "-0.0090"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T13:24:42.968682-04:00"}
{"ts": "2026-08-04T13:30:35.386034-04:00", "symbol": "C", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T13:30:20.244086-04:00", "decision_ts": "2026-08-04T13:30:35.244086-04:00", "open": 137.0101, "high": 137.0101, "low": 136.9, "close": 136.95, "fill": 136.95, "vwap": 136.91057022615826, "ticks": 29}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 136.91 +0.10% = 137.05; first tick (after delay) 136.95 @ 13:30:35; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T13:30:35.473347-04:00"}
{"ts": "2026-08-04T13:33:20.183032-04:00", "symbol": "ALNY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T13:33:04.475066-04:00", "decision_ts": "2026-08-04T13:33:19.475066-04:00", "open": 217.625, "high": 217.83, "low": 217.62, "close": 217.795, "fill": 217.795, "vwap": 217.81861771297355, "ticks": 8}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "QQQ rose +3.19% > +1.50% (EOD 700.07 \u2192 1m 722.39); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "722.39", "deviation": "+3.19%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "700.07", "last 1m close": "722.39", "deviation": "+3.19%", "threshold": "+1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T13:33:20.256717-04:00"}
{"ts": "2026-08-04T13:42:55.389181-04:00", "symbol": "MRK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T13:42:40.125163-04:00", "decision_ts": "2026-08-04T13:42:55.125163-04:00", "open": 128.59, "high": 128.74, "low": 128.47, "close": 128.4701, "fill": 128.495, "vwap": 128.5237129752825, "ticks": 6}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "128.47", "bar VWAP": "128.5237", "close \u2212 VWAP": "-0.0536"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T13:42:55.521001-04:00"}
{"ts": "2026-08-04T13:45:45.278235-04:00", "symbol": "BKNG", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T13:45:30.118958-04:00", "decision_ts": "2026-08-04T13:45:45.118958-04:00", "open": 192.76, "high": 192.9, "low": 192.69, "close": 192.85, "fill": 192.85, "vwap": 192.7923701442947, "ticks": 105}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "192.85", "bar VWAP": "192.7924", "close \u2212 VWAP": "+0.0576"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T13:45:45.369318-04:00"}
{"ts": "2026-08-04T13:52:11.143698-04:00", "symbol": "JPM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T13:51:55.804324-04:00", "decision_ts": "2026-08-04T13:52:10.804324-04:00", "open": 359.91, "high": 359.92, "low": 359.67, "close": 359.725, "fill": 359.725, "vwap": 359.7169997296786, "ticks": 35}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 359.72 +0.10% = 360.08; first tick (after delay) 359.73 @ 13:52:11; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T13:52:11.209609-04:00"}
{"ts": "2026-08-04T14:02:49.796418-04:00", "symbol": "GS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T14:02:34.572223-04:00", "decision_ts": "2026-08-04T14:02:49.572223-04:00", "open": 1058.95, "high": 1058.95, "low": 1057.24, "close": 1057.48, "fill": 1057.48, "vwap": 1057.4047058602698, "ticks": 9}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1057.40 +0.10% = 1058.46; first tick (after delay) 1057.48 @ 14:02:49; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T14:02:50.255419-04:00"}
{"ts": "2026-08-04T14:07:31.620013-04:00", "symbol": "VRT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T14:07:16.433080-04:00", "decision_ts": "2026-08-04T14:07:31.433080-04:00", "open": 273.1499, "high": 273.15, "low": 272.59, "close": 272.621, "fill": 272.621, "vwap": 272.8486649859916, "ticks": 74}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "272.62", "bar VWAP": "272.8487", "close \u2212 VWAP": "-0.2277"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T14:07:31.826903-04:00"}
{"ts": "2026-08-04T14:17:49.685394-04:00", "symbol": "ON", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T14:17:34.611781-04:00", "decision_ts": "2026-08-04T14:17:49.611781-04:00", "open": 81.05, "high": 81.41, "low": 81.04, "close": 81.38, "fill": 81.38, "vwap": 81.32710127450282, "ticks": 61}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "81.38", "bar VWAP": "81.3271", "close \u2212 VWAP": "+0.0529"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T14:17:49.933713-04:00"}
{"ts": "2026-08-04T14:42:03.167932-04:00", "symbol": "CDNS", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T14:41:47.321131-04:00", "decision_ts": "2026-08-04T14:42:02.321131-04:00", "open": 341.815, "high": 342.165, "low": 341.815, "close": 342.165, "fill": 342.165, "vwap": 342.0469419088592, "ticks": 4}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "342.17", "bar VWAP": "342.0469", "close \u2212 VWAP": "+0.1181"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T14:42:03.384700-04:00"}
{"ts": "2026-08-04T14:49:29.762554-04:00", "symbol": "DHR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T14:49:14.435574-04:00", "decision_ts": "2026-08-04T14:49:29.435574-04:00", "open": 196.1, "high": 196.13, "low": 196.06, "close": 196.13, "fill": 196.13, "vwap": 196.07132559676714, "ticks": 2}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 196.07 +0.10% = 196.27; first tick (after delay) 196.13 @ 14:49:29; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T14:49:30.048613-04:00"}
{"ts": "2026-08-04T15:00:57.213471-04:00", "symbol": "CAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T15:00:41.468219-04:00", "decision_ts": "2026-08-04T15:00:56.468219-04:00", "open": 888.5, "high": 890.9, "low": 888.495, "close": 890.56, "fill": 890.56, "vwap": 890.8500749881463, "ticks": 51}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SPY rose +1.90% > +1.00% (EOD 757.67 \u2192 1m 772.07); skip short", "skip_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "772.07", "deviation": "+1.90%", "threshold": "+1.00%"}, "anchor_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "772.07", "deviation": "+1.90%", "threshold": "+1.00%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:00:57.325734-04:00"}
{"ts": "2026-08-04T15:06:27.637070-04:00", "symbol": "ALNY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T15:06:12.429924-04:00", "decision_ts": "2026-08-04T15:06:27.429924-04:00", "open": 217.56, "high": 218.195, "low": 217.56, "close": 218.1875, "fill": 218.195, "vwap": 217.81914102653099, "ticks": 29}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "218.19", "bar VWAP": "217.8191", "close \u2212 VWAP": "+0.3684"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:06:27.995263-04:00"}
{"ts": "2026-08-04T15:20:32.052502-04:00", "symbol": "DASH", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T15:20:16.194647-04:00", "decision_ts": "2026-08-04T15:20:31.194647-04:00", "open": 201.58, "high": 201.65, "low": 201.4865, "close": 201.65, "fill": 201.65, "vwap": 201.58617372276964, "ticks": 2}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "201.65", "bar VWAP": "201.5862", "close \u2212 VWAP": "+0.0638"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:20:32.244089-04:00"}
{"ts": "2026-08-04T15:21:37.593767-04:00", "symbol": "ANET", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-ANET-20260804T152137-entry", "alpaca_parent_id": "44c2e843-2155-4205-9826-6cde1e032d49", "alpaca_tp_id": "5fc1e476-5cb6-473d-9d45-595ccdbb7491", "alpaca_sl_id": "6c851b00-046c-4811-a088-bc5807c8d2ca", "shares": 244.0, "entry_anchor_price": 192.2, "entry_price_ref": 191.906022083102, "entry_price_fill": 192.21, "entry_gate_price": 192.2, "signal_ts": "2026-08-04T15:21:21.961387-04:00", "entry_filled_at": "2026-08-04T19:21:38.245579+00:00", "decision_bar_wall": "2026-08-04T15:21:21.979341-04:00", "entry_confirmed_wall": "2026-08-04T15:21:37.593767-04:00", "decision_bar": {"signal_ts": "2026-08-04T15:21:21.961387-04:00", "decision_ts": "2026-08-04T15:21:36.961387-04:00", "open": 192.31, "high": 192.33, "low": 191.875, "close": 192.2, "fill": 192.2, "vwap": 191.906022083102, "ticks": 110}, "tp_level": 194.31, "sl_level": 191.14, "sl_anchor_price": 192.2, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SPY", "EOD close": "757.67", "last 1m close": "773.08", "deviation": "+2.03%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "191.9060", "bar low": "191.89", "bar high": "192.33"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.15% = (192.20 \u2212 191.91) / 191.91", "close": "192.20 above VWAP 191.91", "open": "192.31 above VWAP 191.91", "local trend": "signal bar 0.24%/0.06% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev +2.03% vs band -1.00%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:21:38.458416-04:00"}
{"ts": "2026-08-04T15:26:10.517593-04:00", "symbol": "ANET", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ANET-20260804T152137-entry", "alpaca_parent_id": "44c2e843-2155-4205-9826-6cde1e032d49", "alpaca_tp_id": "5fc1e476-5cb6-473d-9d45-595ccdbb7491", "alpaca_sl_id": "6c851b00-046c-4811-a088-bc5807c8d2ca", "shares": 244.0, "entry_anchor_price": 192.2, "entry_price_ref": 191.906022083102, "entry_price_fill": 192.21, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 194.31, "sl_level": 191.14, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 191.14, "exit_price_fill": 191.04, "exit_filled_at": "2026-08-04T19:26:10.458974+00:00", "pnl_ref": -186.9093882768883, "pnl_fill": -285.4800000000039, "return_pct_ref": -0.3991652136743684, "return_pct_fill": -0.6087092242859415, "slip_entry_bps": 15.839936318746023, "slip_exit_bps": 5.2317672909906, "slip_total_bps": 21.071703609736623, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:26:10.554980-04:00"}
{"ts": "2026-08-04T15:26:15.694265-04:00", "symbol": "STX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T15:25:59.873571-04:00", "decision_ts": "2026-08-04T15:26:14.873571-04:00", "open": 865.59, "high": 866.06, "low": 863.0405, "close": 863.857, "fill": 863.857, "vwap": 863.2546612242003, "ticks": 20}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 863.25 +0.10% = 864.12; first tick (after delay) 863.86 @ 15:26:15; gap +0.07% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:26:15.815550-04:00"}
{"ts": "2026-08-04T15:29:27.302176-04:00", "symbol": "WDC", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-04T15:29:11.523070-04:00", "decision_ts": "2026-08-04T15:29:26.523070-04:00", "open": 550.755, "high": 551.07, "low": 550.56, "close": 550.79, "fill": 550.79, "vwap": 550.6058114985489, "ticks": 28}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 550.61 +0.10% = 551.16; first tick (after delay) 550.79 @ 15:29:27; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:29:27.461901-04:00"}
{"ts": "2026-08-04T15:36:29.997007-04:00", "symbol": "WBD", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:36:30.016239-04:00"}
{"ts": "2026-08-04T15:37:12.264368-04:00", "symbol": "MCD", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:37:12.280848-04:00"}
{"ts": "2026-08-04T15:40:08.322528-04:00", "symbol": "CEG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:40:08.337212-04:00"}
{"ts": "2026-08-04T15:43:13.187222-04:00", "symbol": "CVX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:43:13.202713-04:00"}
{"ts": "2026-08-04T15:45:00.220615-04:00", "symbol": "APP", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260804T121426-entry", "alpaca_parent_id": "7f072c04-2a50-4714-a208-3ed80893a4f8", "alpaca_tp_id": "b4a29a8c-1744-42b9-8783-027f431d7866", "alpaca_sl_id": "ab59e46d-d27d-4ed6-8645-89ff619015d3", "shares": 148.0, "entry_anchor_price": 414.905, "entry_price_ref": 413.9049951581091, "entry_price_fill": 415.42, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 419.47, "sl_level": 412.62, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-04T15:45:00-04:00", "exit_reason": "eod_close", "exit_price_ref": 416.23, "exit_price_fill": 416.23, "exit_filled_at": "2026-08-04T19:45:02.403319+00:00", "pnl_ref": 344.10071659985556, "pnl_fill": 119.88000000000034, "return_pct_ref": 0.5617242770899145, "return_pct_fill": 0.1949833903037934, "slip_entry_bps": 36.60271945527479, "slip_exit_bps": 0.0, "slip_total_bps": 36.60271945527479, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:45:02.482433-04:00"}
{"ts": "2026-08-04T15:49:35.126054-04:00", "symbol": "TSM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:49:35.140667-04:00"}
{"ts": "2026-08-04T15:50:29.942145-04:00", "symbol": "LMT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:50:29.953738-04:00"}
{"ts": "2026-08-04T15:55:00.473161-04:00", "symbol": "MSFT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:55:02.193597-04:00"}
{"ts": "2026-08-04T15:59:34.591106-04:00", "symbol": "AMD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:59:34.612188-04:00"}
{"ts": "2026-08-04T15:59:56.348711-04:00", "symbol": "LLY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T15:59:56.366675-04:00"}
{"ts": "2026-08-04T16:00:00-04:00", "symbol": "APP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T16:01:00.151142-04:00"}
{"ts": "2026-08-04T16:00:00-04:00", "symbol": "ASML", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T16:01:00.333464-04:00"}
{"ts": "2026-08-04T16:00:00-04:00", "symbol": "ANET", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T16:01:00.526479-04:00"}
{"ts": "2026-08-04T16:00:00-04:00", "symbol": "BKNG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-04T16:01:00.757751-04:00"}