{"ts": "2026-08-05T10:00:33.921301-04:00", "symbol": "TER", "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": "2026-08-05T10:00:18.567605-04:00", "decision_ts": "2026-08-05T10:00:33.567605-04:00", "open": 404.87, "high": 405.06, "low": 402.33, "close": 402.655, "fill": 402.655, "vwap": 403.4175705214695, "ticks": 27}, "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": "402.65", "bar VWAP": "403.4176", "close \u2212 VWAP": "-0.7626"}, "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": "2026-08-05T10:00:34.540648-04:00"}
{"ts": "2026-08-05T10:00:39.430059-04:00", "symbol": "INTC", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-INTC-20260805T100039-entry", "alpaca_parent_id": "868aca69-fedc-429a-bbaa-29d94418ffaf", "alpaca_tp_id": "86fa6676-6b96-4190-b02c-fc150a07a2f9", "alpaca_sl_id": "588237bf-1955-40dc-869a-935287ec52f8", "shares": 613.0, "entry_anchor_price": 100.48, "entry_price_ref": 100.34137504827656, "entry_price_fill": 100.46, "entry_gate_price": 100.48, "signal_ts": "2026-08-05T10:00:24.250969-04:00", "entry_filled_at": "2026-08-05T14:00:40.045309+00:00", "decision_bar_wall": "2026-08-05T10:00:24.301866-04:00", "entry_confirmed_wall": "2026-08-05T10:00:39.430059-04:00", "decision_bar": {"signal_ts": "2026-08-05T10:00:24.250969-04:00", "decision_ts": "2026-08-05T10:00:39.250969-04:00", "open": 101.11, "high": 101.13, "low": 100.29, "close": 100.47, "fill": 100.48, "vwap": 100.34137504827656, "ticks": 395}, "tp_level": 102.09, "sl_level": 99.68, "sl_anchor_price": 100.48, "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": "2026-08-05T15:45:00-04:00", "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": "575.71", "last 1m close": "583.26", "deviation": "+1.31%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "100.3414", "bar low": "100.30", "bar high": "101.13"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.14% = (100.48 \u2212 100.34) / 100.34", "close": "100.47 above VWAP 100.34", "open": "101.11 above VWAP 100.34", "local trend": "signal bar 0.84%/0.64% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.31% 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": "2026-08-05T10:00:40.092931-04:00"}
{"ts": "2026-08-05T10:00:43.650467-04:00", "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": "2026-08-05T10:00:28.607818-04:00", "decision_ts": "2026-08-05T10:00:43.607818-04:00", "open": 1717.42, "high": 1718.8502, "low": 1711.16, "close": 1712.4229, "fill": 1712.4229, "vwap": 1711.3253647301892, "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 1711.33 +0.10% = 1713.04; first tick (after delay) 1712.42 @ 10:00:43; gap +0.06% \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": "2026-08-05T10:00:43.650896-04:00"}
{"ts": "2026-08-05T10:01:42.665183-04:00", "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": "2026-08-05T10:01:27.338357-04:00", "decision_ts": "2026-08-05T10:01:42.338357-04:00", "open": 480.98, "high": 481.0, "low": 477.0, "close": 479.095, "fill": 478.928, "vwap": 478.50556650717317, "ticks": 40}, "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 478.51 +0.10% = 478.98; first tick (after delay) 478.93 @ 10:01:42; 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": "2026-08-05T10:01:43.373128-04:00"}
{"ts": "2026-08-05T10:01:47.344218-04:00", "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": "2026-08-05T10:01:32.152079-04:00", "decision_ts": "2026-08-05T10:01:47.152079-04:00", "open": 219.64, "high": 219.7, "low": 217.8, "close": 218.14, "fill": 218.14, "vwap": 218.1104804144272, "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": "small_gap", "skip_detail": "threshold VWAP@touch 218.11 +0.10% = 218.33; first tick (after delay) 218.14 @ 10:01:47; 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": "2026-08-05T10:01:47.424973-04:00"}
{"ts": "2026-08-05T10:01:47.494808-04:00", "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": {"signal_ts": "2026-08-05T10:01:32.161737-04:00", "decision_ts": "2026-08-05T10:01:47.161737-04:00", "open": 423.57, "high": 423.68, "low": 422.17, "close": 422.388, "fill": 422.48, "vwap": 422.36421554036264, "ticks": 62}, "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 422.36 +0.10% = 422.79; first tick (after delay) 422.48 @ 10:01:47; 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": "2026-08-05T10:01:47.554151-04:00"}
{"ts": "2026-08-05T10:01:59.118825-04:00", "symbol": "LRCX", "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": "2026-08-05T10:01:43.929116-04:00", "decision_ts": "2026-08-05T10:01:58.929116-04:00", "open": 321.105, "high": 321.39, "low": 319.1201, "close": 319.36, "fill": 319.36, "vwap": 319.20742547596785, "ticks": 39}, "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 319.21 +0.10% = 319.53; first tick (after delay) 319.36 @ 10:01:59; 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": "2026-08-05T10:01:59.119769-04:00"}
{"ts": "2026-08-05T10:02:03.067108-04:00", "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": "2026-08-05T10:01:47.833838-04:00", "decision_ts": "2026-08-05T10:02:02.833838-04:00", "open": 559.66, "high": 559.86, "low": 554.09, "close": 554.79, "fill": 554.895, "vwap": 554.5467371967355, "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": "small_gap", "skip_detail": "threshold VWAP@touch 554.55 +0.10% = 555.10; first tick (after delay) 554.89 @ 10:02:03; gap +0.06% \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": "2026-08-05T10:02:03.092169-04:00"}
{"ts": "2026-08-05T10:02:17.497218-04:00", "symbol": "ON", "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": "2026-08-05T10:02:02.368619-04:00", "decision_ts": "2026-08-05T10:02:17.368619-04:00", "open": 79.31, "high": 79.34, "low": 79.0, "close": 79.0, "fill": 78.98, "vwap": 79.30121133277522, "ticks": 40}, "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": "79.00", "bar VWAP": "79.3012", "close \u2212 VWAP": "-0.3012"}, "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": "2026-08-05T10:02:17.529672-04:00"}
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{"ts": "2026-08-05T10:23:33.471533-04:00", "symbol": "WDC", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-WDC-20260805T102026-entry", "alpaca_parent_id": "9d3bdd8d-c317-433e-9910-7f456b202d1d", "alpaca_tp_id": "ce47d63b-9667-4448-8bcb-e65192eb9b77", "alpaca_sl_id": "aaea16c7-5c04-407f-9c68-e93a23f56ddb", "shares": 13.0, "entry_anchor_price": 556.2375, "entry_price_ref": 555.1364449071446, "entry_price_fill": 556.444615, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 565.14, "sl_level": 551.79, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 551.79, "exit_price_fill": 551.741539, "exit_filled_at": "2026-08-05T14:23:32.444242+00:00", "pnl_ref": -43.50378379287963, "pnl_fill": -61.13998800000013, "return_pct_ref": -0.6028148463040117, "return_pct_fill": -0.8452010987652359, "slip_entry_bps": 23.56483896628802, "slip_exit_bps": 0.8782507838122252, "slip_total_bps": 24.443089750100242, "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": "2026-08-05T10:23:33.626703-04:00"}
{"ts": "2026-08-05T10:26:11.924898-04:00", "symbol": "CVS", "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": "2026-08-05T10:25:56.824472-04:00", "decision_ts": "2026-08-05T10:26:11.824472-04:00", "open": 97.915, "high": 97.99, "low": 97.63, "close": 97.73, "fill": 97.7396, "vwap": 97.71309416040022, "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": "small_gap", "skip_detail": "threshold VWAP@touch 97.71 +0.10% = 97.81; first tick (after delay) 97.74 @ 10:26:11; 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": "2026-08-05T10:26:12.075536-04:00"}
{"ts": "2026-08-05T10:28:41.521511-04:00", "symbol": "DDOG", "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": "2026-08-05T10:28:26.388473-04:00", "decision_ts": "2026-08-05T10:28:41.388473-04:00", "open": 289.375, "high": 290.0, "low": 289.375, "close": 289.83, "fill": 289.83, "vwap": 289.93138535211, "ticks": 14}, "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 289.93 -0.10% = 289.64; first tick (after delay) 289.83 @ 10:28:41; 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": "2026-08-05T10:28:41.544018-04:00"}
{"ts": "2026-08-05T10:28:44.693698-04:00", "symbol": "ZS", "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": "2026-08-05T10:28:29.081073-04:00", "decision_ts": "2026-08-05T10:28:44.081073-04:00", "open": 163.66, "high": 164.12, "low": 163.66, "close": 164.06, "fill": 164.06, "vwap": 164.02467950915775, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "164.06", "bar VWAP": "164.0247", "close \u2212 VWAP": "+0.0353"}, "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": "2026-08-05T10:28:44.694259-04:00"}
{"ts": "2026-08-05T10:30:21.759125-04:00", "symbol": "ADBE", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ADBE-20260805T100547-entry", "alpaca_parent_id": "16153a45-8864-4ad9-88d8-c9564924834b", "alpaca_tp_id": "f90af820-32e0-4964-98e1-5ce099c1c47d", "alpaca_sl_id": "17712972-0ae3-490a-9ad0-9f9189c80355", "shares": 180.0, "entry_anchor_price": 258.61, "entry_price_ref": 259.0329552480173, "entry_price_fill": 258.42, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 255.77, "sl_level": 260.03, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 260.03, "exit_price_fill": 260.17, "exit_filled_at": "2026-08-05T14:30:15.606525+00:00", "pnl_ref": -179.46805535688327, "pnl_fill": -315.0, "return_pct_ref": -0.38491038757135776, "return_pct_fill": -0.6771921677888759, "slip_entry_bps": 23.663214876670164, "slip_exit_bps": 5.383994154522294, "slip_total_bps": 29.04720903119246, "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": "2026-08-05T10:30:21.783981-04:00"}
{"ts": "2026-08-05T10:30:28.957080-04:00", "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": "2026-08-05T10:30:13.061193-04:00", "decision_ts": "2026-08-05T10:30:28.061193-04:00", "open": 866.525, "high": 866.525, "low": 859.0, "close": 859.0, "fill": 859.0, "vwap": 860.0382110840246, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "859.00", "bar VWAP": "860.0382", "close \u2212 VWAP": "-1.0382"}, "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": "2026-08-05T10:30:29.188222-04:00"}
{"ts": "2026-08-05T10:31:49.628890-04:00", "symbol": "CAT", "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": "2026-08-05T10:31:34.074190-04:00", "decision_ts": "2026-08-05T10:31:49.074190-04:00", "open": 891.28, "high": 892.24, "low": 889.5401, "close": 889.5401, "fill": 890.55, "vwap": 889.6941181289629, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "889.54", "bar VWAP": "889.6941", "close \u2212 VWAP": "-0.1540"}, "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": "2026-08-05T10:31:49.714428-04:00"}
{"ts": "2026-08-05T10:31:56.639330-04:00", "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": 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": "SMH anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:23:33 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": "2026-08-05T10:31:56.651618-04:00"}
{"ts": "2026-08-05T10:31:58.812859-04:00", "symbol": "NVDA", "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": "2026-08-05T10:31:43.681146-04:00", "decision_ts": "2026-08-05T10:31:58.681146-04:00", "open": 220.337, "high": 220.42, "low": 219.77, "close": 219.79, "fill": 219.79, "vwap": 219.8581938498496, "ticks": 488}, "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": "219.79", "bar VWAP": "219.8582", "close \u2212 VWAP": "-0.0682"}, "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": "2026-08-05T10:31:58.955881-04:00"}
{"ts": "2026-08-05T10:32:26.046306-04:00", "symbol": "FANG", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-FANG-20260805T100452-entry", "alpaca_parent_id": "34874373-6dff-4176-a51a-35e229fba786", "alpaca_tp_id": "6e0fcae2-d56d-41e3-bbc0-bc811ada121a", "alpaca_sl_id": "31856f41-681e-4876-a222-f3dddc6b2aae", "shares": 247.0, "entry_anchor_price": 188.5, "entry_price_ref": 188.7686688004819, "entry_price_fill": 188.26, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 186.43, "sl_level": 189.54, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 186.43, "exit_price_fill": 186.51, "exit_filled_at": "2026-08-05T14:32:26.635132+00:00", "pnl_ref": 577.6511937190253, "pnl_fill": 432.25, "return_pct_ref": 1.2389072907823095, "return_pct_fill": 0.929565494528839, "slip_entry_bps": 26.946675193198214, "slip_exit_bps": 4.29115485705005, "slip_total_bps": 31.237830050248263, "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": "2026-08-05T10:32:26.875075-04:00"}
{"ts": "2026-08-05T10:33:24.425029-04:00", "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": "2026-08-05T10:33:09.128411-04:00", "decision_ts": "2026-08-05T10:33:24.128411-04:00", "open": 278.34, "high": 278.37, "low": 277.76, "close": 278.13, "fill": 278.13, "vwap": 277.94684631693417, "ticks": 85}, "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 277.95 +0.10% = 278.22; first tick (after delay) 278.13 @ 10:33:24; 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": "2026-08-05T10:33:24.483833-04:00"}
{"ts": "2026-08-05T10:33:46.842504-04:00", "symbol": "DIS", "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": "2026-08-05T10:33:31.144288-04:00", "decision_ts": "2026-08-05T10:33:46.144288-04:00", "open": 100.97, "high": 101.185, "low": 100.97, "close": 101.185, "fill": 101.185, "vwap": 101.15693737733147, "ticks": 52}, "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": "101.19", "bar VWAP": "101.1569", "close \u2212 VWAP": "+0.0281"}, "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": "2026-08-05T10:33:46.842927-04:00"}
{"ts": "2026-08-05T10:34:20.577222-04:00", "symbol": "PANW", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-PANW-20260805T101743-entry", "alpaca_parent_id": "6fdca517-087a-4c0a-9ce9-47351fddba82", "alpaca_tp_id": "ec817bb2-968f-4d87-be8d-d304dd2396d8", "alpaca_sl_id": "e4c35775-a047-467c-9d77-cb443cac2f35", "shares": 27.0, "entry_anchor_price": 372.4, "entry_price_ref": 372.9691699685571, "entry_price_fill": 372.41, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 368.3, "sl_level": 374.45, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 368.3, "exit_price_fill": 368.887037, "exit_filled_at": "2026-08-05T14:34:22.847351+00:00", "pnl_ref": 126.06758915104092, "pnl_fill": 95.12000100000012, "return_pct_ref": 1.251891669477856, "return_pct_fill": 0.9459904406433739, "slip_entry_bps": 14.992391156732818, "slip_exit_bps": 15.939098560955998, "slip_total_bps": 30.931489717688816, "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": "2026-08-05T10:34:22.963101-04:00"}
{"ts": "2026-08-05T10:35:27.356264-04:00", "symbol": "CMCSA", "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": "2026-08-05T10:35:11.665825-04:00", "decision_ts": "2026-08-05T10:35:26.665825-04:00", "open": 24.54, "high": 24.55, "low": 24.535, "close": 24.545, "fill": 24.545, "vwap": 24.54993474543628, "ticks": 58}, "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 24.55 -0.10% = 24.53; first tick (after delay) 24.55 @ 10:35:27; 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": "2026-08-05T10:35:27.449805-04:00"}
{"ts": "2026-08-05T10:37:48.013145-04:00", "symbol": "GEV", "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": "2026-08-05T10:37:32.765098-04:00", "decision_ts": "2026-08-05T10:37:47.765098-04:00", "open": 1031.19, "high": 1032.1399, "low": 1026.0953, "close": 1026.99, "fill": 1026.99, "vwap": 1026.482924737169, "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": "small_gap", "skip_detail": "threshold VWAP@touch 1026.48 +0.10% = 1027.51; first tick (after delay) 1026.99 @ 10:37:48; 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": "2026-08-05T10:37:48.072735-04:00"}
{"ts": "2026-08-05T10:40:03.673470-04:00", "symbol": "T", "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": "2026-08-05T10:39:48.671269-04:00", "decision_ts": "2026-08-05T10:40:03.671269-04:00", "open": 22.825, "high": 22.89, "low": 22.81, "close": 22.89, "fill": 22.88, "vwap": 22.861189654022496, "ticks": 66}, "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": "22.89", "bar VWAP": "22.8612", "close \u2212 VWAP": "+0.0288"}, "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": "2026-08-05T10:40:03.720163-04:00"}
{"ts": "2026-08-05T10:40:07.666632-04:00", "symbol": "APP", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260805T100306-entry", "alpaca_parent_id": "9ba6befb-dd01-4cc4-bc87-52e8c06ad002", "alpaca_tp_id": "7f8f78dd-bece-4366-bb61-dae3550cd709", "alpaca_sl_id": "ea1b1709-5bfe-4085-927b-f43e5d16d18e", "shares": 141.0, "entry_anchor_price": 433.82, "entry_price_ref": 433.2296116574265, "entry_price_fill": 434.0, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 438.59, "sl_level": 431.43, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 431.43, "exit_price_fill": 430.78, "exit_filled_at": "2026-08-05T14:40:06.075332+00:00", "pnl_ref": -253.74524369713794, "pnl_fill": -454.02000000000385, "return_pct_ref": -0.4153944257276554, "return_pct_fill": -0.7419354838709702, "slip_entry_bps": 17.782448887234942, "slip_exit_bps": 15.066175277566098, "slip_total_bps": 32.84862416480104, "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": "2026-08-05T10:40:07.695417-04:00"}
{"ts": "2026-08-05T10:44:02.107178-04:00", "symbol": "MU", "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": "SMH anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:23:33 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": "2026-08-05T10:44:02.153143-04:00"}
{"ts": "2026-08-05T10:47:25.893107-04:00", "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": "2026-08-05T10:47:10.629615-04:00", "decision_ts": "2026-08-05T10:47:25.629615-04:00", "open": 858.2375, "high": 859.989, "low": 857.5001, "close": 858.78, "fill": 858.785, "vwap": 859.0580450635044, "ticks": 18}, "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 859.06 -0.10% = 858.20; first tick (after delay) 858.78 @ 10:47:25; 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": "2026-08-05T10:47:26.059530-04:00"}
{"ts": "2026-08-05T10:52:38.070687-04:00", "symbol": "CCEP", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CCEP-20260805T105238-entry", "alpaca_parent_id": "3da8fd86-64f3-42b8-8a65-c4e49dbdaebc", "alpaca_tp_id": "1657c3af-7855-4bac-a1c6-3161efc7e72c", "alpaca_sl_id": "27e98b76-4b0b-4f47-a3b9-c6927309d46b", "shares": 561.0, "entry_anchor_price": 108.14, "entry_price_ref": 107.93195313420028, "entry_price_fill": 108.19, "entry_gate_price": 108.14, "signal_ts": "2026-08-05T10:52:22.819938-04:00", "entry_filled_at": "2026-08-05T14:52:40.555583+00:00", "decision_bar_wall": "2026-08-05T10:52:22.834662-04:00", "entry_confirmed_wall": "2026-08-05T10:52:38.070687-04:00", "decision_bar": {"signal_ts": "2026-08-05T10:52:22.819938-04:00", "decision_ts": "2026-08-05T10:52:37.819938-04:00", "open": 108.13, "high": 108.15, "low": 107.925, "close": 108.14, "fill": 108.14, "vwap": 107.93195313420028, "ticks": 26}, "tp_level": 109.33, "sl_level": 107.55, "sl_anchor_price": 108.14, "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": "2026-08-05T15:45:00-04:00", "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": "723.85", "last 1m close": "723.17", "deviation": "-0.09%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "107.9320", "bar low": "107.92", "bar high": "108.15"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.19% = (108.14 \u2212 107.93) / 107.93", "close": "108.14 above VWAP 107.93", "open": "108.13 above VWAP 107.93", "local trend": "signal bar: with-trade bar  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -0.09% 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": "2026-08-05T10:52:41.313962-04:00"}
{"ts": "2026-08-05T11:00:26.884794-04:00", "symbol": "MSFT", "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": "2026-08-05T11:00:11.347371-04:00", "decision_ts": "2026-08-05T11:00:26.347371-04:00", "open": 491.14, "high": 491.61, "low": 491.105, "close": 491.61, "fill": 491.67, "vwap": 491.4219392525351, "ticks": 89}, "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": "491.61", "bar VWAP": "491.4219", "close \u2212 VWAP": "+0.1881"}, "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": "2026-08-05T11:00:26.929681-04:00"}
{"ts": "2026-08-05T11:02:34.678556-04:00", "symbol": "MSTR", "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": "2026-08-05T11:02:19.416997-04:00", "decision_ts": "2026-08-05T11:02:34.416997-04:00", "open": 97.42, "high": 97.7, "low": 97.3976, "close": 97.625, "fill": 97.625, "vwap": 97.56867279032679, "ticks": 156}, "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": "97.62", "bar VWAP": "97.5687", "close \u2212 VWAP": "+0.0563"}, "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": "2026-08-05T11:02:35.081978-04:00"}
{"ts": "2026-08-05T11:02:51.295973-04:00", "symbol": "KHC", "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": "2026-08-05T11:02:51.306904-04:00"}
{"ts": "2026-08-05T11:03:03.298764-04:00", "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": "2026-08-05T11:02:48.014626-04:00", "decision_ts": "2026-08-05T11:03:03.014626-04:00", "open": 172.71, "high": 173.1299, "low": 172.71, "close": 173.1299, "fill": 173.1299, "vwap": 172.97058394750155, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "173.13", "bar VWAP": "172.9706", "close \u2212 VWAP": "+0.1593"}, "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": "2026-08-05T11:03:03.325161-04:00"}
{"ts": "2026-08-05T11:03:16.495623-04:00", "symbol": "ORLY", "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": "2026-08-05T11:03:00.822787-04:00", "decision_ts": "2026-08-05T11:03:15.822787-04:00", "open": 93.375, "high": 93.4, "low": 93.3725, "close": 93.4, "fill": 93.4, "vwap": 93.37591588677456, "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": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "93.38", "bar VWAP": "93.3759", "bar open \u2212 VWAP": "-0.0009"}, "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": "2026-08-05T11:03:16.632913-04:00"}
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{"ts": "2026-08-05T11:57:19.736764-04:00", "symbol": "ALAB", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ALAB-20260805T113959-entry", "alpaca_parent_id": "a49cd878-d9a9-4890-8cc5-f3a88e3ebc4c", "alpaca_tp_id": "55df144f-14ec-45c0-a119-034df56e11ea", "alpaca_sl_id": "40e671a7-259c-4156-b011-24a488094842", "shares": 135.0, "entry_anchor_price": 335.16, "entry_price_ref": 335.7049034711054, "entry_price_fill": 334.92, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 329.8, "sl_level": 337.84, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 329.8, "exit_price_fill": 330.0, "exit_filled_at": "2026-08-05T15:57:20.839473+00:00", "pnl_ref": 797.1619685992289, "pnl_fill": 664.2000000000021, "return_pct_ref": 1.7589565746732205, "return_pct_fill": 1.4690075241848843, "slip_entry_bps": 23.380756819149422, "slip_exit_bps": 6.06428138265581, "slip_total_bps": 29.445038201805232, "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": "2026-08-05T11:57:21.101005-04:00"}
{"ts": "2026-08-05T11:58:48.760707-04:00", "symbol": "MAR", "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": "2026-08-05T11:58:33.159034-04:00", "decision_ts": "2026-08-05T11:58:48.159034-04:00", "open": 357.57, "high": 357.575, "low": 357.06, "close": 357.06, "fill": 357.06, "vwap": 357.3296090748611, "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": "357.06", "bar VWAP": "357.3296", "close \u2212 VWAP": "-0.2696"}, "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": "2026-08-05T11:58:48.926603-04:00"}
{"ts": "2026-08-05T12:02:09.858017-04:00", "symbol": "AMGN", "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": "2026-08-05T12:01:54.138687-04:00", "decision_ts": "2026-08-05T12:02:09.138687-04:00", "open": 408.425, "high": 409.27, "low": 408.425, "close": 408.945, "fill": 408.945, "vwap": 409.07174773836175, "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": "small_gap", "skip_detail": "threshold VWAP@touch 409.07 -0.10% = 408.66; first tick (after delay) 408.94 @ 12:02:09; 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": "2026-08-05T12:02:10.053739-04:00"}
{"ts": "2026-08-05T12:03:47.489279-04:00", "symbol": "NEE", "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": "2026-08-05T12:03:31.760132-04:00", "decision_ts": "2026-08-05T12:03:46.760132-04:00", "open": 85.66, "high": 85.725, "low": 85.65, "close": 85.72, "fill": 85.72, "vwap": 85.69091434819227, "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": "85.72", "bar VWAP": "85.6909", "close \u2212 VWAP": "+0.0291"}, "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": "2026-08-05T12:03:47.616182-04:00"}
{"ts": "2026-08-05T12:03:51.767103-04:00", "symbol": "VZ", "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": "2026-08-05T12:03:36.538817-04:00", "decision_ts": "2026-08-05T12:03:51.538817-04:00", "open": 45.795, "high": 45.825, "low": 45.775, "close": 45.825, "fill": 45.825, "vwap": 45.82093287376277, "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": "45.83", "bar VWAP": "45.8209", "close \u2212 VWAP": "+0.0041"}, "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": "2026-08-05T12:03:51.769643-04:00"}
{"ts": "2026-08-05T12:04:47.421659-04:00", "symbol": "CSCO", "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": "2026-08-05T12:04:32.063420-04:00", "decision_ts": "2026-08-05T12:04:47.063420-04:00", "open": 121.83, "high": 121.985, "low": 121.83, "close": 121.885, "fill": 121.885, "vwap": 121.9464846158625, "ticks": 117}, "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 121.95 -0.10% = 121.82; first tick (after delay) 121.89 @ 12:04:47; 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": "2026-08-05T12:04:47.539785-04:00"}
{"ts": "2026-08-05T12:10:48.241845-04:00", "symbol": "AEP", "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": "2026-08-05T12:10:33.121143-04:00", "decision_ts": "2026-08-05T12:10:48.121143-04:00", "open": 126.41, "high": 126.49, "low": 126.41, "close": 126.475, "fill": 126.475, "vwap": 126.48019979658396, "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 126.48 -0.10% = 126.35; first tick (after delay) 126.47 @ 12:10:48; 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": "2026-08-05T12:10:48.390097-04:00"}
{"ts": "2026-08-05T12:12:00.820057-04:00", "symbol": "ABT", "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": "2026-08-05T12:11:45.085567-04:00", "decision_ts": "2026-08-05T12:12:00.085567-04:00", "open": 104.8404, "high": 104.905, "low": 104.84, "close": 104.9, "fill": 104.9, "vwap": 104.89492022747004, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "104.90", "bar VWAP": "104.8949", "close \u2212 VWAP": "+0.0051"}, "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": "2026-08-05T12:12:00.920876-04:00"}
{"ts": "2026-08-05T12:16:16.093380-04:00", "symbol": "COP", "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": "2026-08-05T12:16:00.204937-04:00", "decision_ts": "2026-08-05T12:16:15.204937-04:00", "open": 115.9, "high": 115.9, "low": 115.87, "close": 115.895, "fill": 115.895, "vwap": 115.87634878743198, "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": "115.89", "bar VWAP": "115.8763", "close \u2212 VWAP": "+0.0187"}, "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": "2026-08-05T12:16:16.256020-04:00"}
{"ts": "2026-08-05T12:19:13.738002-04:00", "symbol": "MSTR", "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": "2026-08-05T12:18:58.508218-04:00", "decision_ts": "2026-08-05T12:19:13.508218-04:00", "open": 97.2574, "high": 97.5, "low": 97.2501, "close": 97.38, "fill": 97.405, "vwap": 97.43709888538166, "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 97.44 -0.10% = 97.34; first tick (after delay) 97.41 @ 12:19:13; 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": "2026-08-05T12:19:13.891544-04:00"}
{"ts": "2026-08-05T12:19:26.090803-04:00", "symbol": "GLW", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-GLW-20260805T121926-entry", "alpaca_parent_id": "b9050d86-c86b-4093-bb19-3c9f75403a63", "alpaca_tp_id": "d2a57cc2-0893-4c3a-a5f9-a913bf30d06a", "alpaca_sl_id": "c4d2ce1f-0685-439c-922a-081a1ef84967", "shares": 287.0, "entry_anchor_price": 158.9101, "entry_price_ref": 159.07809275539262, "entry_price_fill": 158.915366, "entry_gate_price": 158.9101, "signal_ts": "2026-08-05T12:19:10.356299-04:00", "entry_filled_at": "2026-08-05T16:19:28.121185+00:00", "decision_bar_wall": "2026-08-05T12:19:10.369969-04:00", "entry_confirmed_wall": "2026-08-05T12:19:26.090803-04:00", "decision_bar": {"signal_ts": "2026-08-05T12:19:10.356299-04:00", "decision_ts": "2026-08-05T12:19:25.356299-04:00", "open": 159.04, "high": 159.1899, "low": 158.9101, "close": 158.9101, "fill": 158.9101, "vwap": 159.07809275539262, "ticks": 9}, "tp_level": 157.16, "sl_level": 159.78, "sl_anchor_price": 158.9101, "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": "2026-08-05T15:45:00-04:00", "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": "771.33", "last 1m close": "770.76", "deviation": "-0.07%", "threshold": "+1.00%"}, "retouch_metrics": {"bar VWAP": "159.0781", "bar low": "158.99", "bar high": "159.09"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (159.08 \u2212 158.91) / 159.08", "close": "158.91 below VWAP 159.08", "open": "159.04 below VWAP 159.08", "local trend": "signal bar: with-trade bar  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.07% 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": "2026-08-05T12:19:28.211406-04:00"}
{"ts": "2026-08-05T12:21:18.022750-04:00", "symbol": "MRVL", "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": "2026-08-05T12:21:02.129042-04:00", "decision_ts": "2026-08-05T12:21:17.129042-04:00", "open": 216.66, "high": 216.8, "low": 216.66, "close": 216.71, "fill": 216.71, "vwap": 216.67134240697297, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "216.71", "bar VWAP": "216.6713", "close \u2212 VWAP": "+0.0387"}, "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": "2026-08-05T12:21:18.119984-04:00"}
{"ts": "2026-08-05T12:24:12.359655-04:00", "symbol": "INTU", "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": "2026-08-05T12:23:57.086053-04:00", "decision_ts": "2026-08-05T12:24:12.086053-04:00", "open": 323.5699, "high": 324.29, "low": 323.455, "close": 324.04, "fill": 324.04, "vwap": 324.19575386973963, "ticks": 11}, "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 324.20 -0.10% = 323.87; first tick (after delay) 324.04 @ 12:24:12; 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": "2026-08-05T12:24:12.583880-04:00"}
{"ts": "2026-08-05T12:25:17.001054-04:00", "symbol": "AMD", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-AMD-20260805T113805-entry", "alpaca_parent_id": "c3a785cc-953a-4fca-9e12-89d51d389431", "alpaca_tp_id": "5a506317-d109-49d5-8abc-f5ab015fffd1", "alpaca_sl_id": "a36bf2fd-33ea-4a0a-9311-d5a0518ac3ff", "shares": 123.0, "entry_anchor_price": 486.3899, "entry_price_ref": 486.9069342314862, "entry_price_fill": 486.09, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 478.61, "sl_level": 490.28, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 490.28, "exit_price_fill": 490.631544, "exit_filled_at": "2026-08-05T16:25:14.677584+00:00", "pnl_ref": -414.8870895271918, "pnl_fill": -558.6099120000055, "return_pct_ref": -0.6927536930312339, "return_pct_fill": -0.9343010553601205, "slip_entry_bps": 16.778036500458935, "slip_exit_bps": 7.170270049768433, "slip_total_bps": 23.948306550227368, "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": "2026-08-05T12:25:17.020019-04:00"}
{"ts": "2026-08-05T12:26:58.829648-04:00", "symbol": "ASML", "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": "not_shortable", "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": "2026-08-05T12:26:58.862027-04:00"}
{"ts": "2026-08-05T12:27:07.771297-04:00", "symbol": "TXN", "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": "2026-08-05T12:26:51.896817-04:00", "decision_ts": "2026-08-05T12:27:06.896817-04:00", "open": 279.45, "high": 279.99, "low": 279.45, "close": 279.99, "fill": 279.99, "vwap": 279.69383251697866, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "279.99", "bar VWAP": "279.6938", "close \u2212 VWAP": "+0.2962"}, "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": "2026-08-05T12:27:08.120868-04:00"}
{"ts": "2026-08-05T12:27:17.372854-04:00", "symbol": "ADI", "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": "2026-08-05T12:27:01.688703-04:00", "decision_ts": "2026-08-05T12:27:16.688703-04:00", "open": 378.31, "high": 378.59, "low": 378.31, "close": 378.59, "fill": 378.59, "vwap": 378.39993719964076, "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": "378.59", "bar VWAP": "378.3999", "close \u2212 VWAP": "+0.1901"}, "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": "2026-08-05T12:27:17.455369-04:00"}
{"ts": "2026-08-05T12:27:18.578148-04:00", "symbol": "MCHP", "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": "2026-08-05T12:27:02.973577-04:00", "decision_ts": "2026-08-05T12:27:17.973577-04:00", "open": 78.3, "high": 78.36, "low": 78.275, "close": 78.275, "fill": 78.275, "vwap": 78.3358757962688, "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": "small_gap", "skip_detail": "threshold VWAP@touch 78.34 -0.10% = 78.26; first tick (after delay) 78.28 @ 12:27:18; gap +0.08% \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": "2026-08-05T12:27:18.579305-04:00"}
{"ts": "2026-08-05T12:27:19.734601-04:00", "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": "2026-08-05T12:27:03.630610-04:00", "decision_ts": "2026-08-05T12:27:18.630610-04:00", "open": 78.16, "high": 78.26, "low": 78.145, "close": 78.17, "fill": 78.17, "vwap": 78.20366451979275, "ticks": 66}, "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 78.20 -0.10% = 78.13; first tick (after delay) 78.17 @ 12:27:19; 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": "2026-08-05T12:27:19.736486-04:00"}
{"ts": "2026-08-05T12:27:47.987765-04:00", "symbol": "SYK", "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": "2026-08-05T12:27:32.132595-04:00", "decision_ts": "2026-08-05T12:27:47.132595-04:00", "open": 334.25, "high": 334.715, "low": 334.18, "close": 334.715, "fill": 334.715, "vwap": 334.6198361656216, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "334.71", "bar VWAP": "334.6198", "close \u2212 VWAP": "+0.0952"}, "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": "2026-08-05T12:27:48.056762-04:00"}
{"ts": "2026-08-05T12:29:15.782533-04:00", "symbol": "TER", "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": "2026-08-05T12:29:00.129296-04:00", "decision_ts": "2026-08-05T12:29:15.129296-04:00", "open": 397.79, "high": 397.94, "low": 397.44, "close": 397.44, "fill": 397.44, "vwap": 397.6376989540058, "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": "open_above_vwap", "skip_detail": null, "skip_metrics": {"bar open": "397.79", "bar VWAP": "397.6377", "bar open \u2212 VWAP": "+0.1523"}, "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": "2026-08-05T12:29:15.961008-04:00"}
{"ts": "2026-08-05T12:29:24.089894-04:00", "symbol": "GLW", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-GLW-20260805T121926-entry", "alpaca_parent_id": "b9050d86-c86b-4093-bb19-3c9f75403a63", "alpaca_tp_id": "d2a57cc2-0893-4c3a-a5f9-a913bf30d06a", "alpaca_sl_id": "c4d2ce1f-0685-439c-922a-081a1ef84967", "shares": 287.0, "entry_anchor_price": 158.9101, "entry_price_ref": 159.07809275539262, "entry_price_fill": 158.915366, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 157.16, "sl_level": 159.78, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 159.78, "exit_price_fill": 159.85, "exit_filled_at": "2026-08-05T16:29:22.447304+00:00", "pnl_ref": -201.44737920231907, "pnl_fill": -268.2399579999967, "return_pct_ref": -0.4412343852315814, "return_pct_fill": -0.5881331827911396, "slip_entry_bps": 10.229362986066818, "slip_exit_bps": 4.381023907872899, "slip_total_bps": 14.610386893939717, "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": "2026-08-05T12:29:24.116131-04:00"}
{"ts": "2026-08-05T12:30:17.311522-04:00", "symbol": "KLAC", "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": "2026-08-05T12:30:01.865234-04:00", "decision_ts": "2026-08-05T12:30:16.865234-04:00", "open": 195.16, "high": 195.365, "low": 195.13, "close": 195.15, "fill": 195.15, "vwap": 195.33196529044238, "ticks": 117}, "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 195.33 -0.10% = 195.14; first tick (after delay) 195.15 @ 12:30:17; 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": "2026-08-05T12:30:17.566814-04:00"}
{"ts": "2026-08-05T12:32:23.233820-04:00", "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": {"signal_ts": "2026-08-05T12:32:07.671841-04:00", "decision_ts": "2026-08-05T12:32:22.671841-04:00", "open": 199.16, "high": 199.35, "low": 199.11, "close": 199.22, "fill": 199.22, "vwap": 199.29090815718803, "ticks": 13}, "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 199.29 -0.10% = 199.09; first tick (after delay) 199.22 @ 12:32:23; 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": "2026-08-05T12:32:23.416938-04:00"}
{"ts": "2026-08-05T12:36:36.490511-04:00", "symbol": "AMD", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-AMD-20260805T123636-entry", "alpaca_parent_id": "b0edb302-44c7-4a94-a1a9-da3c9fa8b6db", "alpaca_tp_id": "911857d9-65b3-410e-ab35-b104998b552d", "alpaca_sl_id": "3c394520-32e1-4fc6-959d-752379b288ad", "shares": 122.0, "entry_anchor_price": 487.555, "entry_price_ref": 486.912476824982, "entry_price_fill": 487.63, "entry_gate_price": 487.555, "signal_ts": "2026-08-05T12:36:21.440103-04:00", "entry_filled_at": "2026-08-05T16:36:37.682360+00:00", "decision_bar_wall": "2026-08-05T12:36:21.457890-04:00", "entry_confirmed_wall": "2026-08-05T12:36:36.490511-04:00", "decision_bar": {"signal_ts": "2026-08-05T12:36:21.440103-04:00", "decision_ts": "2026-08-05T12:36:36.440103-04:00", "open": 487.75, "high": 487.7699, "low": 486.725, "close": 487.555, "fill": 487.555, "vwap": 486.912476824982, "ticks": 72}, "tp_level": 495.36, "sl_level": 483.65, "sl_anchor_price": 487.555, "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": "2026-08-05T15:45:00-04:00", "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": "575.71", "last 1m close": "576.23", "deviation": "+0.09%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "486.9125", "bar low": "486.86", "bar high": "487.77"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.13% = (487.56 \u2212 486.91) / 486.91", "close": "487.56 above VWAP 486.91", "open": "487.75 above VWAP 486.91", "local trend": "signal bar 0.21%/0.04% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +0.09% 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": "2026-08-05T12:36:37.916645-04:00"}
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{"ts": "2026-08-05T13:05:55.325345-04:00", "symbol": "AXON", "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": "2026-08-05T13:05:39.937032-04:00", "decision_ts": "2026-08-05T13:05:54.937032-04:00", "open": 600.98, "high": 601.42, "low": 600.84, "close": 601.14, "fill": 601.14, "vwap": 601.2127491292144, "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 601.21 -0.10% = 600.61; first tick (after delay) 601.14 @ 13:05:55; 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": "2026-08-05T13:05:55.390749-04:00"}
{"ts": "2026-08-05T13:08:02.185114-04:00", "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": "2026-08-05T13:07:46.437105-04:00", "decision_ts": "2026-08-05T13:08:01.437105-04:00", "open": 206.37, "high": 206.74, "low": 206.32, "close": 206.62, "fill": 206.63, "vwap": 206.66252403633024, "ticks": 54}, "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 206.66 -0.10% = 206.46; first tick (after delay) 206.63 @ 13:08:02; 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": "2026-08-05T13:08:02.664843-04:00"}
{"ts": "2026-08-05T13:14:22.521000-04:00", "symbol": "PAYX", "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": "2026-08-05T13:14:07.461102-04:00", "decision_ts": "2026-08-05T13:14:22.461102-04:00", "open": 117.325, "high": 117.38, "low": 117.325, "close": 117.355, "fill": 117.355, "vwap": 117.34833088519346, "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": "117.36", "bar VWAP": "117.3483", "close \u2212 VWAP": "+0.0067"}, "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": "2026-08-05T13:14:22.589904-04:00"}
{"ts": "2026-08-05T13:15:16.334192-04:00", "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": "2026-08-05T13:15:01.279580-04:00", "decision_ts": "2026-08-05T13:15:16.279580-04:00", "open": 1410.1, "high": 1410.31, "low": 1407.6162, "close": 1409.2009, "fill": 1409.1659, "vwap": 1409.3327239714183, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1409.20", "bar VWAP": "1409.3327", "close \u2212 VWAP": "-0.1318"}, "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": "2026-08-05T13:15:16.372041-04:00"}
{"ts": "2026-08-05T13:23:23.626177-04:00", "symbol": "ABNB", "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": "2026-08-05T13:23:08.077763-04:00", "decision_ts": "2026-08-05T13:23:23.077763-04:00", "open": 152.22, "high": 152.59, "low": 152.22, "close": 152.47, "fill": 152.47, "vwap": 152.47035967338448, "ticks": 18}, "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 152.47 -0.10% = 152.32; first tick (after delay) 152.47 @ 13:23:23; 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": "2026-08-05T13:23:23.718019-04:00"}
{"ts": "2026-08-05T13:23:45.975107-04:00", "symbol": "DIS", "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": "2026-08-05T13:23:30.891046-04:00", "decision_ts": "2026-08-05T13:23:45.891046-04:00", "open": 100.5392, "high": 100.7725, "low": 100.535, "close": 100.765, "fill": 100.765, "vwap": 100.72341150436436, "ticks": 26}, "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": "100.77", "bar VWAP": "100.7234", "close \u2212 VWAP": "+0.0416"}, "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": "2026-08-05T13:23:46.118403-04:00"}
{"ts": "2026-08-05T13:24:02.336364-04:00", "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": "2026-08-05T13:23:46.587111-04:00", "decision_ts": "2026-08-05T13:24:01.587111-04:00", "open": 198.56, "high": 198.58, "low": 198.41, "close": 198.56, "fill": 198.56, "vwap": 198.46491333316126, "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 198.46 +0.10% = 198.66; first tick (after delay) 198.56 @ 13:24:02; 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": "2026-08-05T13:24:02.336703-04:00"}
{"ts": "2026-08-05T13:30:18.115912-04:00", "symbol": "ARM", "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": "2026-08-05T13:30:02.314380-04:00", "decision_ts": "2026-08-05T13:30:17.314380-04:00", "open": 276.11, "high": 276.11, "low": 275.5801, "close": 275.59, "fill": 275.59, "vwap": 276.0937109150982, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "275.59", "bar VWAP": "276.0937", "close \u2212 VWAP": "-0.5037"}, "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": "2026-08-05T13:30:18.438147-04:00"}
{"ts": "2026-08-05T13:30:45.724106-04:00", "symbol": "ADP", "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": "2026-08-05T13:30:30.022944-04:00", "decision_ts": "2026-08-05T13:30:45.022944-04:00", "open": 269.2, "high": 269.31, "low": 269.2, "close": 269.31, "fill": 269.31, "vwap": 269.3031817992819, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "269.31", "bar VWAP": "269.3032", "close \u2212 VWAP": "+0.0068"}, "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": "2026-08-05T13:30:45.760342-04:00"}
{"ts": "2026-08-05T13:34:15.789564-04:00", "symbol": "CTSH", "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": "2026-08-05T13:33:59.900642-04:00", "decision_ts": "2026-08-05T13:34:14.900642-04:00", "open": 56.0, "high": 56.04, "low": 55.995, "close": 56.04, "fill": 56.04, "vwap": 56.032244908072684, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "56.04", "bar VWAP": "56.0322", "close \u2212 VWAP": "+0.0078"}, "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": "2026-08-05T13:34:15.909504-04:00"}
{"ts": "2026-08-05T13:37:57.514149-04:00", "symbol": "SHOP", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SHOP-20260805T130135-entry", "alpaca_parent_id": "efbac3f6-2a00-4fc2-95b4-45b4dd1c487c", "alpaca_tp_id": "55771d8f-acac-493e-991b-cec40e8b701a", "alpaca_sl_id": "d2698504-f7a2-46fa-bd68-1318f32e39d3", "shares": 234.0, "entry_anchor_price": 146.24, "entry_price_ref": 146.41114480990134, "entry_price_fill": 146.25, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 144.63, "sl_level": 147.04, "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": "2026-08-05T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 147.04, "exit_price_fill": 147.09, "exit_filled_at": "2026-08-05T17:37:49.312666+00:00", "pnl_ref": -147.15211448308355, "pnl_fill": -196.5600000000008, "return_pct_ref": -0.42951319786150854, "return_pct_fill": -0.5743589743589794, "slip_entry_bps": 11.006321281796756, "slip_exit_bps": 3.4004352557135045, "slip_total_bps": 14.406756537510262, "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": "2026-08-05T13:37:57.535483-04:00"}
{"ts": "2026-08-05T13:40:22.575967-04:00", "symbol": "CRM", "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": "2026-08-05T13:40:07.073087-04:00", "decision_ts": "2026-08-05T13:40:22.073087-04:00", "open": 192.62, "high": 192.7, "low": 192.62, "close": 192.68, "fill": 192.68, "vwap": 192.63426122131526, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "192.68", "bar VWAP": "192.6343", "close \u2212 VWAP": "+0.0457"}, "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": "2026-08-05T13:40:22.987687-04:00"}
{"ts": "2026-08-05T13:40:48.221671-04:00", "symbol": "ADBE", "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": "2026-08-05T13:40:32.726852-04:00", "decision_ts": "2026-08-05T13:40:47.726852-04:00", "open": 258.07, "high": 258.295, "low": 258.01, "close": 258.28, "fill": 258.28, "vwap": 258.2726023784746, "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": "258.28", "bar VWAP": "258.2726", "close \u2212 VWAP": "+0.0074"}, "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": "2026-08-05T13:40:48.253838-04:00"}
{"ts": "2026-08-05T13:44:23.765584-04:00", "symbol": "WDAY", "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": "2026-08-05T13:44:08.393455-04:00", "decision_ts": "2026-08-05T13:44:23.393455-04:00", "open": 170.68, "high": 170.8696, "low": 170.66, "close": 170.79, "fill": 170.79, "vwap": 170.8193527290322, "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 170.82 -0.10% = 170.65; first tick (after delay) 170.79 @ 13:44:23; 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": "2026-08-05T13:44:23.788996-04:00"}
{"ts": "2026-08-05T13:49:15.598320-04:00", "symbol": "ADSK", "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": "2026-08-05T13:49:00.023614-04:00", "decision_ts": "2026-08-05T13:49:15.023614-04:00", "open": 237.67, "high": 237.67, "low": 237.6, "close": 237.6, "fill": 237.6, "vwap": 237.61755366671554, "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": "open_above_vwap", "skip_detail": null, "skip_metrics": {"bar open": "237.67", "bar VWAP": "237.6176", "bar open \u2212 VWAP": "+0.0524"}, "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": "2026-08-05T13:49:15.812996-04:00"}
{"ts": "2026-08-05T13:55:19.762061-04:00", "symbol": "NXPI", "side": "short", "phase": "error", "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": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "get_order", "error_http_status": null, "error_code": null, "error_message": "HTTPSConnectionPool(host='paper-api.alpaca.markets', port=443): Max retries exceeded with url: /v2/orders/ce420531-427e-49ad-8abe-89f45913759a (Caused by NewConnectionError(\"HTTPSConnection(host='paper-api.alpaca.markets', port=443): Failed to establish a new connection: [Errno 111] Connection refused\"))", "retry": "2/3 \u2192 recovered", "logged_at": "2026-08-05T13:55:19.762103-04:00"}
{"ts": "2026-08-05T13:56:32.005468-04:00", "symbol": "AMD", "side": "long", "phase": "error", "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": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "get_order", "error_http_status": null, "error_code": null, "error_message": "HTTPSConnectionPool(host='paper-api.alpaca.markets', port=443): Max retries exceeded with url: /v2/orders/911857d9-65b3-410e-ab35-b104998b552d (Caused by NewConnectionError(\"HTTPSConnection(host='paper-api.alpaca.markets', port=443): Failed to establish a new connection: [Errno 111] Connection refused\"))", "retry": "3/3", "logged_at": "2026-08-05T13:56:32.005499-04:00"}
{"ts": "2026-08-05T14:05:12.990765-04:00", "symbol": "AMD", "side": "long", "phase": "error", "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": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "get_order", "error_http_status": null, "error_code": null, "error_message": "('Connection aborted.', RemoteDisconnected('Remote end closed connection without response'))", "retry": "2/3 \u2192 recovered", "logged_at": "2026-08-05T14:05:12.990852-04:00"}
{"ts": "2026-08-05T14:07:52.168155-04:00", "symbol": "CVX", "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": "2026-08-05T14:07:36.495027-04:00", "decision_ts": "2026-08-05T14:07:51.495027-04:00", "open": 187.595, "high": 187.64, "low": 187.5757, "close": 187.63, "fill": 187.63, "vwap": 187.63811176591992, "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 187.64 -0.10% = 187.45; first tick (after delay) 187.63 @ 14:07:52; 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": "2026-08-05T14:07:52.320549-04:00"}
{"ts": "2026-08-05T14:10:01.257767-04:00", "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": "2026-08-05T14:09:45.349566-04:00", "decision_ts": "2026-08-05T14:10:00.349566-04:00", "open": 1164.765, "high": 1168.37, "low": 1164.765, "close": 1167.79, "fill": 1167.79, "vwap": 1167.5354296709545, "ticks": 25}, "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": "1167.79", "bar VWAP": "1167.5354", "close \u2212 VWAP": "+0.2546"}, "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": "2026-08-05T14:10:01.353013-04:00"}
{"ts": "2026-08-05T14:10:10.582013-04:00", "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": "2026-08-05T14:09:55.567444-04:00", "decision_ts": "2026-08-05T14:10:10.567444-04:00", "open": 477.62, "high": 477.62, "low": 474.46, "close": 475.235, "fill": 475.515, "vwap": 475.7064299539741, "ticks": 48}, "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": "475.24", "bar VWAP": "475.7064", "close \u2212 VWAP": "-0.4714"}, "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": "2026-08-05T14:10:10.594142-04:00"}
{"ts": "2026-08-05T14:11:19.116903-04:00", "symbol": "ZS", "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": "2026-08-05T14:11:03.865319-04:00", "decision_ts": "2026-08-05T14:11:18.865319-04:00", "open": 162.86, "high": 162.965, "low": 162.86, "close": 162.965, "fill": 162.965, "vwap": 162.87010818513508, "ticks": 13}, "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": "162.97", "bar VWAP": "162.8701", "close \u2212 VWAP": "+0.0949"}, "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": "2026-08-05T14:11:19.279077-04:00"}
{"ts": "2026-08-05T14:11:50.414531-04:00", "symbol": "CRWD", "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": "2026-08-05T14:11:34.662190-04:00", "decision_ts": "2026-08-05T14:11:49.662190-04:00", "open": 213.445, "high": 213.74, "low": 213.445, "close": 213.645, "fill": 213.645, "vwap": 213.70620761581944, "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": "small_gap", "skip_detail": "threshold VWAP@touch 213.71 -0.10% = 213.49; first tick (after delay) 213.65 @ 14:11:50; 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": "2026-08-05T14:11:50.414901-04:00"}
{"ts": "2026-08-05T14:23:18.534076-04:00", "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": {"signal_ts": "2026-08-05T14:23:02.675510-04:00", "decision_ts": "2026-08-05T14:23:17.675510-04:00", "open": 144.455, "high": 144.455, "low": 144.31, "close": 144.32, "fill": 144.32, "vwap": 144.3933476387402, "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": "144.32", "bar VWAP": "144.3933", "close \u2212 VWAP": "-0.0733"}, "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": "2026-08-05T14:23:18.588242-04:00"}
{"ts": "2026-08-05T14:34:17.380896-04:00", "symbol": "MSTR", "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": "2026-08-05T14:34:01.953914-04:00", "decision_ts": "2026-08-05T14:34:16.953914-04:00", "open": 97.59, "high": 97.59, "low": 97.385, "close": 97.4601, "fill": 97.4601, "vwap": 97.53295011236392, "ticks": 95}, "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": "97.46", "bar VWAP": "97.5330", "close \u2212 VWAP": "-0.0729"}, "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": "2026-08-05T14:34:17.419801-04:00"}
{"ts": "2026-08-05T14:40:35.704092-04:00", "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": "2026-08-05T14:40:19.962309-04:00", "decision_ts": "2026-08-05T14:40:34.962309-04:00", "open": 871.1296, "high": 871.1296, "low": 869.16, "close": 869.7901, "fill": 869.7901, "vwap": 869.3085459907569, "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 869.31 +0.10% = 870.18; first tick (after delay) 869.79 @ 14:40:35; gap +0.06% \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": "2026-08-05T14:40:35.850766-04:00"}
{"ts": "2026-08-05T14:57:10.843831-04:00", "symbol": "DIS", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-DIS-20260805T145710-entry", "alpaca_parent_id": "b20dbc8d-de0f-4d12-8083-1643c14845fe", "alpaca_tp_id": "9c5c97ce-dc01-48ea-a996-270175b603c0", "alpaca_sl_id": "2501458d-0988-4199-b87d-52dad1fda1b4", "shares": 339.0, "entry_anchor_price": 101.04, "entry_price_ref": 100.86823569427914, "entry_price_fill": 101.06, "entry_gate_price": 101.04, "signal_ts": "2026-08-05T14:56:55.834857-04:00", "entry_filled_at": "2026-08-05T18:57:13.283987+00:00", "decision_bar_wall": "2026-08-05T14:56:55.852183-04:00", "entry_confirmed_wall": "2026-08-05T14:57:10.843831-04:00", "decision_bar": {"signal_ts": "2026-08-05T14:56:55.834857-04:00", "decision_ts": "2026-08-05T14:57:10.834857-04:00", "open": 101.07, "high": 101.07, "low": 100.82, "close": 101.04, "fill": 101.04, "vwap": 100.86823569427914, "ticks": 483}, "tp_level": 102.15, "sl_level": 100.48, "sl_anchor_price": 101.04, "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": "2026-08-05T15:45:00-04:00", "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": "771.33", "last 1m close": "771.44", "deviation": "+0.01%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "100.8682", "bar low": "100.85", "bar high": "101.07"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.17% = (101.04 \u2212 100.87) / 100.87", "close": "101.04 above VWAP 100.87", "open": "101.07 above VWAP 100.87", "local trend": "signal bar 0.25%/0.03% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev +0.01% 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": "2026-08-05T14:57:14.048402-04:00"}
{"ts": "2026-08-05T15:05:19.430931-04:00", "symbol": "TTWO", "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": "2026-08-05T15:05:03.393565-04:00", "decision_ts": "2026-08-05T15:05:18.393565-04:00", "open": 236.49, "high": 236.5, "low": 236.44, "close": 236.44, "fill": 236.44, "vwap": 236.32736992944498, "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": "236.44", "bar VWAP": "236.3274", "close \u2212 VWAP": "+0.1126"}, "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": "2026-08-05T15:05:19.737345-04:00"}
{"ts": "2026-08-05T15:06:11.074688-04:00", "symbol": "TSM", "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": "2026-08-05T15:05:56.043056-04:00", "decision_ts": "2026-08-05T15:06:11.043056-04:00", "open": 417.59, "high": 418.23, "low": 417.545, "close": 418.01, "fill": 418.05, "vwap": 418.17597816906624, "ticks": 99}, "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 418.18 -0.10% = 417.76; first tick (after delay) 418.05 @ 15:06:11; 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": "2026-08-05T15:06:11.121036-04:00"}
{"ts": "2026-08-05T15:12:37.351528-04:00", "symbol": "WELL", "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": "2026-08-05T15:12:22.338942-04:00", "decision_ts": "2026-08-05T15:12:37.338942-04:00", "open": 235.7, "high": 235.795, "low": 235.55, "close": 235.685, "fill": 235.685, "vwap": 235.5707154108375, "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 235.57 +0.10% = 235.81; first tick (after delay) 235.69 @ 15:12:37; 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": "2026-08-05T15:12:37.384820-04:00"}
{"ts": "2026-08-05T15:15:57.952325-04:00", "symbol": "TER", "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": "2026-08-05T15:15:42.090271-04:00", "decision_ts": "2026-08-05T15:15:57.090271-04:00", "open": 395.98, "high": 396.18, "low": 395.38, "close": 396.06, "fill": 396.06, "vwap": 396.03394820547334, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "396.06", "bar VWAP": "396.0339", "close \u2212 VWAP": "+0.0261"}, "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": "2026-08-05T15:15:58.023636-04:00"}
{"ts": "2026-08-05T15:20:40.259806-04:00", "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": "2026-08-05T15:20:25.226075-04:00", "decision_ts": "2026-08-05T15:20:40.226075-04:00", "open": 146.9072, "high": 146.9072, "low": 146.4305, "close": 146.58, "fill": 146.58, "vwap": 146.53825149432723, "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": "small_gap", "skip_detail": "threshold VWAP@touch 146.54 +0.10% = 146.68; first tick (after delay) 146.58 @ 15:20:40; 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": "2026-08-05T15:20:40.415865-04:00"}
{"ts": "2026-08-05T15:22:26.187463-04:00", "symbol": "ALNY", "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": "2026-08-05T15:22:10.736747-04:00", "decision_ts": "2026-08-05T15:22:25.736747-04:00", "open": 227.69, "high": 227.74, "low": 226.52, "close": 226.87, "fill": 226.87, "vwap": 226.80604429313752, "ticks": 40}, "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 226.81 +0.10% = 227.03; first tick (after delay) 226.87 @ 15:22:26; 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": "2026-08-05T15:22:26.288396-04:00"}
{"ts": "2026-08-05T15:25:45.868595-04:00", "symbol": "KLAC", "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": "2026-08-05T15:25:30.695524-04:00", "decision_ts": "2026-08-05T15:25:45.695524-04:00", "open": 194.695, "high": 194.84, "low": 194.64, "close": 194.84, "fill": 194.84, "vwap": 194.81946498995003, "ticks": 98}, "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": "194.84", "bar VWAP": "194.8195", "close \u2212 VWAP": "+0.0205"}, "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": "2026-08-05T15:25:45.963940-04:00"}
{"ts": "2026-08-05T15:26:22.672404-04:00", "symbol": "META", "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": "2026-08-05T15:26:07.541326-04:00", "decision_ts": "2026-08-05T15:26:22.541326-04:00", "open": 587.91, "high": 588.4, "low": 587.855, "close": 588.36, "fill": 588.36, "vwap": 588.237332516224, "ticks": 148}, "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": "588.36", "bar VWAP": "588.2373", "close \u2212 VWAP": "+0.1227"}, "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": "2026-08-05T15:26:22.731115-04:00"}
{"ts": "2026-08-05T15:26:46.468588-04:00", "symbol": "QCOM", "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": "2026-08-05T15:26:31.144807-04:00", "decision_ts": "2026-08-05T15:26:46.144807-04:00", "open": 158.9, "high": 159.12, "low": 158.87, "close": 159.06, "fill": 159.06, "vwap": 158.98208342899295, "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": "159.06", "bar VWAP": "158.9821", "close \u2212 VWAP": "+0.0779"}, "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": "2026-08-05T15:26:46.513848-04:00"}
{"ts": "2026-08-05T15:26:50.427498-04:00", "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": "2026-08-05T15:26:34.902311-04:00", "decision_ts": "2026-08-05T15:26:49.902311-04:00", "open": 77.93, "high": 78.08, "low": 77.91, "close": 78.075, "fill": 78.08, "vwap": 78.07180954076445, "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": "78.08", "bar VWAP": "78.0718", "close \u2212 VWAP": "+0.0032"}, "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": "2026-08-05T15:26:50.437149-04:00"}
{"ts": "2026-08-05T15:28:22.273359-04:00", "symbol": "STM", "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": "2026-08-05T15:28:07.210481-04:00", "decision_ts": "2026-08-05T15:28:22.210481-04:00", "open": 53.32, "high": 53.335, "low": 53.3, "close": 53.3, "fill": 53.3, "vwap": 53.33143566523546, "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 53.33 -0.10% = 53.28; first tick (after delay) 53.30 @ 15:28:22; gap +0.06% \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": "2026-08-05T15:28:22.347686-04:00"}
{"ts": "2026-08-05T15:29:06.444534-04:00", "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": "2026-08-05T15:28:51.114402-04:00", "decision_ts": "2026-08-05T15:29:06.114402-04:00", "open": 313.84, "high": 314.08, "low": 313.74, "close": 313.79, "fill": 313.73, "vwap": 314.0147679850483, "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": "small_gap", "skip_detail": "threshold VWAP@touch 314.01 -0.10% = 313.70; first tick (after delay) 313.73 @ 15:29:06; 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": "2026-08-05T15:29:06.453360-04:00"}
{"ts": "2026-08-05T15:30:43.718282-04:00", "symbol": "PLD", "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": "2026-08-05T15:30:28.636290-04:00", "decision_ts": "2026-08-05T15:30:43.636290-04:00", "open": 140.31, "high": 140.31, "low": 140.22, "close": 140.265, "fill": 140.265, "vwap": 140.24613254794275, "ticks": 63}, "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 140.25 +0.10% = 140.39; first tick (after delay) 140.26 @ 15:30:43; 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": "2026-08-05T15:30:43.791982-04:00"}
{"ts": "2026-08-05T15:33:47.784682-04:00", "symbol": "VRTX", "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": "2026-08-05T15:33:47.800379-04:00"}
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