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{"ts": "2026-08-06T10:40:35.017996-04:00", "symbol": "VRSK", "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": "2026-08-06T10:40:19.245492-04:00", "decision_ts": "2026-08-06T10:40:34.245492-04:00", "open": 184.78, "high": 185.0, "low": 184.71, "close": 184.87, "fill": 184.84, "vwap": 184.88118369181473, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 184.88 -0.10% = 184.70; first tick (after delay) 184.84 @ 10:40:35; 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": "2026-08-06T10:40:35.330704-04:00"}
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{"ts": "2026-08-06T10:43:20.585414-04:00", "symbol": "SBUX", "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": "2026-08-06T10:43:05.513532-04:00", "decision_ts": "2026-08-06T10:43:20.513532-04:00", "open": 104.55, "high": 104.61, "low": 104.55, "close": 104.61, "fill": 104.61, "vwap": 104.56241974807904, "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": "104.61", "bar VWAP": "104.5624", "close \u2212 VWAP": "+0.0476"}, "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": "2026-08-06T10:43:20.804448-04:00"}
{"ts": "2026-08-06T10:45:02.531163-04:00", "symbol": "DHR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T10:44:46.830928-04:00", "decision_ts": "2026-08-06T10:45:01.830928-04:00", "open": 197.97, "high": 198.16, "low": 197.97, "close": 198.145, "fill": 198.145, "vwap": 198.13973656313786, "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": "198.15", "bar VWAP": "198.1397", "close \u2212 VWAP": "+0.0053"}, "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": "2026-08-06T10:45:02.824129-04:00"}
{"ts": "2026-08-06T10:45:16.047745-04:00", "symbol": "KHC", "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": "2026-08-06T10:45:00.774669-04:00", "decision_ts": "2026-08-06T10:45:15.774669-04:00", "open": 25.02, "high": 25.05, "low": 25.015, "close": 25.035, "fill": 25.035, "vwap": 25.020190108566645, "ticks": 178}, "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": "25.04", "bar VWAP": "25.0202", "close \u2212 VWAP": "+0.0148"}, "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": "2026-08-06T10:45:16.458350-04:00"}
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{"ts": "2026-08-06T11:19:35.727269-04:00", "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": "2026-08-06T11:19:20.154997-04:00", "decision_ts": "2026-08-06T11:19:35.154997-04:00", "open": 97.44, "high": 97.45, "low": 97.182, "close": 97.22, "fill": 97.22, "vwap": 97.27281387090605, "ticks": 30}, "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": "97.22", "bar VWAP": "97.2728", "close \u2212 VWAP": "-0.0528"}, "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": "2026-08-06T11:19:35.774928-04:00"}
{"ts": "2026-08-06T11:20:15.153559-04:00", "symbol": "MSFT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T11:20:00.087349-04:00", "decision_ts": "2026-08-06T11:20:15.087349-04:00", "open": 494.75, "high": 494.88, "low": 494.6, "close": 494.71, "fill": 494.71, "vwap": 494.69946794345327, "ticks": 153}, "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 494.70 +0.10% = 495.19; first tick (after delay) 494.71 @ 11:20:15; 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": "2026-08-06T11:20:15.245587-04:00"}
{"ts": "2026-08-06T11:20:17.875456-04:00", "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": "2026-08-06T11:20:02.527441-04:00", "decision_ts": "2026-08-06T11:20:17.527441-04:00", "open": 144.0725, "high": 144.14, "low": 143.89, "close": 144.11, "fill": 144.05, "vwap": 143.92818474705822, "ticks": 75}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 143.93 +0.10% = 144.07; first tick (after delay) 144.05 @ 11:20:17; 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": "2026-08-06T11:20:17.886227-04:00"}
{"ts": "2026-08-06T11:21:38.898154-04:00", "symbol": "ETN", "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": "2026-08-06T11:21:23.727345-04:00", "decision_ts": "2026-08-06T11:21:38.727345-04:00", "open": 452.63, "high": 452.745, "low": 451.52, "close": 451.86, "fill": 451.86, "vwap": 451.85441780245213, "ticks": 76}, "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 451.85 +0.10% = 452.31; first tick (after delay) 451.86 @ 11:21:38; 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": "2026-08-06T11:21:39.027738-04:00"}
{"ts": "2026-08-06T11:30:08.665911-04:00", "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": "2026-08-06T11:29:53.344160-04:00", "decision_ts": "2026-08-06T11:30:08.344160-04:00", "open": 234.46, "high": 234.92, "low": 234.36, "close": 234.92, "fill": 234.92, "vwap": 234.75325455621942, "ticks": 20}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "234.92", "bar VWAP": "234.7533", "close \u2212 VWAP": "+0.1667"}, "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": "2026-08-06T11:30:09.396475-04:00"}
{"ts": "2026-08-06T11:32:02.257796-04:00", "symbol": "PANW", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T11:31:47.060604-04:00", "decision_ts": "2026-08-06T11:32:02.060604-04:00", "open": 356.47, "high": 356.485, "low": 355.895, "close": 355.91, "fill": 355.91, "vwap": 355.92347252893677, "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": "355.91", "bar VWAP": "355.9235", "close \u2212 VWAP": "-0.0135"}, "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": "2026-08-06T11:32:02.842581-04:00"}
{"ts": "2026-08-06T11:45:06.236333-04:00", "symbol": "TER", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-TER-20260806T114506-entry", "alpaca_parent_id": "15da2aad-e8a5-4b34-b89c-24d121e8ac98", "alpaca_tp_id": "2e2d97c9-37fc-4875-9f8b-9e91a3edc499", "alpaca_sl_id": "d9492fd9-a5fc-4bfe-bf31-e2187bb31764", "shares": 83.0, "entry_anchor_price": 389.795, "entry_price_ref": 389.24270076169864, "entry_price_fill": 390.42, "entry_gate_price": 389.795, "signal_ts": "2026-08-06T11:44:51.061331-04:00", "entry_filled_at": "2026-08-06T15:45:08.623252+00:00", "decision_bar_wall": "2026-08-06T11:44:51.074157-04:00", "entry_confirmed_wall": "2026-08-06T11:45:06.236333-04:00", "decision_bar": {"signal_ts": "2026-08-06T11:44:51.061331-04:00", "decision_ts": "2026-08-06T11:45:06.061331-04:00", "open": 391.2, "high": 391.2224, "low": 389.15, "close": 389.79, "fill": 389.795, "vwap": 389.24270076169864, "ticks": 3}, "tp_level": 396.03, "sl_level": 386.68, "sl_anchor_price": 389.795, "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": "2026-08-06T15:45:00-04:00", "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": "569.70", "last 1m close": "574.71", "deviation": "+0.88%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "389.2427", "bar low": "389.17", "bar high": "391.22"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.14% = (389.80 \u2212 389.24) / 389.24", "close": "389.79 above VWAP 389.24", "open": "391.20 above VWAP 389.24", "local trend": "signal bar 0.53%/0.36% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +0.88% 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": "2026-08-06T11:45:08.715878-04:00"}
{"ts": "2026-08-06T11:51:13.489963-04:00", "symbol": "DDOG", "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": "2026-08-06T11:50:58.409197-04:00", "decision_ts": "2026-08-06T11:51:13.409197-04:00", "open": 236.85, "high": 237.445, "low": 235.901, "close": 235.9081, "fill": 235.945, "vwap": 236.4114754041508, "ticks": 59}, "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": "235.91", "bar VWAP": "236.4115", "close \u2212 VWAP": "-0.5034"}, "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": "2026-08-06T11:51:13.676319-04:00"}
{"ts": "2026-08-06T12:00:03.066232-04:00", "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": {"signal_ts": "2026-08-06T11:59:47.461128-04:00", "decision_ts": "2026-08-06T12:00:02.461128-04:00", "open": 484.22, "high": 485.33, "low": 483.97, "close": 484.9, "fill": 484.9, "vwap": 484.7944854821238, "ticks": 19}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "484.90", "bar VWAP": "484.7945", "close \u2212 VWAP": "+0.1055"}, "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": "2026-08-06T12:00:03.197316-04:00"}
{"ts": "2026-08-06T12:00:58.587558-04:00", "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": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "duplicate_signal_open_bracket", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-06T12:00:58.608957-04:00"}
{"ts": "2026-08-06T12:01:23.087648-04:00", "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": "2026-08-06T12:01:07.862275-04:00", "decision_ts": "2026-08-06T12:01:22.862275-04:00", "open": 78.99, "high": 78.99, "low": 78.86, "close": 78.875, "fill": 78.875, "vwap": 78.93850502473188, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "78.88", "bar VWAP": "78.9385", "close \u2212 VWAP": "-0.0635"}, "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": "2026-08-06T12:01:23.138140-04:00"}
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{"ts": "2026-08-06T12:01:31.916922-04:00", "symbol": "INSM", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-INSM-20260806T111901-entry", "alpaca_parent_id": "61d5a7ee-e5a9-4b8a-86e7-dd55e326d33f", "alpaca_tp_id": "a43b2812-089c-4e9b-85a0-f8e3446dfdb9", "alpaca_sl_id": "8210ecab-d52e-467c-a764-5698549274ea", "shares": 323.0, "entry_anchor_price": 131.525, "entry_price_ref": 131.75557826843556, "entry_price_fill": 131.34, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 130.08, "sl_level": 132.25, "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": "2026-08-06T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 130.08, "exit_price_fill": 130.24, "exit_filled_at": "2026-08-06T16:01:32.751132+00:00", "pnl_ref": 541.2117807046807, "pnl_fill": 355.29999999999814, "return_pct_ref": 1.2717323171105188, "return_pct_fill": 0.8375209380234505, "slip_entry_bps": 31.541607110468142, "slip_exit_bps": 12.300123001229748, "slip_total_bps": 43.84173011169789, "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": "2026-08-06T12:01:32.768040-04:00"}
{"ts": "2026-08-06T12:01:33.512060-04:00", "symbol": "ABBV", "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": "2026-08-06T12:01:17.792758-04:00", "decision_ts": "2026-08-06T12:01:32.792758-04:00", "open": 243.78, "high": 244.02, "low": 243.78, "close": 244.005, "fill": 244.005, "vwap": 243.92324450309948, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "244.00", "bar VWAP": "243.9232", "close \u2212 VWAP": "+0.0818"}, "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": "2026-08-06T12:01:33.513331-04:00"}
{"ts": "2026-08-06T12:01:47.712392-04:00", "symbol": "TXN", "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": "2026-08-06T12:01:32.530780-04:00", "decision_ts": "2026-08-06T12:01:47.530780-04:00", "open": 280.2, "high": 280.2, "low": 279.74, "close": 279.885, "fill": 279.885, "vwap": 279.74230830053745, "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": "small_gap", "skip_detail": "threshold VWAP@touch 279.74 +0.10% = 280.02; first tick (after delay) 279.88 @ 12:01:47; 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": "2026-08-06T12:01:47.713711-04:00"}
{"ts": "2026-08-06T12:04:06.449154-04:00", "symbol": "QCOM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "duplicate_signal_open_bracket", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-06T12:04:06.478804-04:00"}
{"ts": "2026-08-06T12:04:15.759150-04:00", "symbol": "INTC", "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": "2026-08-06T12:04:00.314529-04:00", "decision_ts": "2026-08-06T12:04:15.314529-04:00", "open": 100.17, "high": 100.17, "low": 100.0305, "close": 100.125, "fill": 100.125, "vwap": 100.16949891290467, "ticks": 238}, "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": "100.12", "bar VWAP": "100.1695", "close \u2212 VWAP": "-0.0445"}, "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": "2026-08-06T12:04:15.838524-04:00"}
{"ts": "2026-08-06T12:04:22.259434-04:00", "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": "2026-08-06T12:04:06.528769-04:00", "decision_ts": "2026-08-06T12:04:21.528769-04:00", "open": 286.57, "high": 286.57, "low": 286.0969, "close": 286.365, "fill": 286.365, "vwap": 286.15681452588655, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 286.16 +0.10% = 286.44; first tick (after delay) 286.37 @ 12:04:22; 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": "2026-08-06T12:04:22.260000-04:00"}
{"ts": "2026-08-06T12:04:41.244125-04:00", "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": "2026-08-06T12:04:25.771583-04:00", "decision_ts": "2026-08-06T12:04:40.771583-04:00", "open": 281.795, "high": 281.795, "low": 280.69, "close": 280.91, "fill": 280.91, "vwap": 280.7870470666776, "ticks": 22}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 280.79 +0.10% = 281.07; first tick (after delay) 280.91 @ 12:04:41; 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": "2026-08-06T12:04:41.277443-04:00"}
{"ts": "2026-08-06T12:07:57.991983-04:00", "symbol": "PYPL", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-PYPL-20260806T120757-entry", "alpaca_parent_id": "a37e86f0-5cfc-4db7-93db-e672954b9f61", "alpaca_tp_id": "eb06ba3a-18b4-4e53-9c05-72141a27348e", "alpaca_sl_id": "8ea1680e-3874-4fd7-bbaa-86b4ec8d74eb", "shares": 595.0, "entry_anchor_price": 58.83, "entry_price_ref": 58.73545891780928, "entry_price_fill": 58.843831, "entry_gate_price": 58.83, "signal_ts": "2026-08-06T12:07:42.062168-04:00", "entry_filled_at": "2026-08-06T16:08:00.165586+00:00", "decision_bar_wall": "2026-08-06T12:07:42.072444-04:00", "entry_confirmed_wall": "2026-08-06T12:07:57.991983-04:00", "decision_bar": {"signal_ts": "2026-08-06T12:07:42.062168-04:00", "decision_ts": "2026-08-06T12:07:57.062168-04:00", "open": 58.96, "high": 58.975, "low": 58.69, "close": 58.83, "fill": 58.83, "vwap": 58.73545891780928, "ticks": 1638}, "tp_level": 59.48, "sl_level": 58.51, "sl_anchor_price": 58.83, "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": "2026-08-06T15:45:00-04:00", "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": "717.30", "last 1m close": "715.00", "deviation": "-0.32%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "58.7355", "bar low": "58.73", "bar high": "58.98"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.16% = (58.83 \u2212 58.74) / 58.74", "close": "58.83 above VWAP 58.74", "open": "58.96 above VWAP 58.74", "local trend": "signal bar 0.48%/0.22% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -0.32% 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": "2026-08-06T12:08:01.247098-04:00"}
{"ts": "2026-08-06T12:12:24.706278-04:00", "symbol": "CHTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T12:12:09.157128-04:00", "decision_ts": "2026-08-06T12:12:24.157128-04:00", "open": 154.14, "high": 154.205, "low": 154.14, "close": 154.205, "fill": 154.205, "vwap": 154.18193145515116, "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": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "154.14", "bar VWAP": "154.1819", "bar open \u2212 VWAP": "-0.0419"}, "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": "2026-08-06T12:12:24.890837-04:00"}
{"ts": "2026-08-06T12:14:14.853147-04:00", "symbol": "ALAB", "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": "2026-08-06T12:13:59.807812-04:00", "decision_ts": "2026-08-06T12:14:14.807812-04:00", "open": 333.2645, "high": 333.515, "low": 331.5, "close": 332.365, "fill": 332.365, "vwap": 332.2668851778042, "ticks": 35}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 332.27 +0.10% = 332.60; first tick (after delay) 332.37 @ 12:14:14; 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": "2026-08-06T12:14:15.007599-04:00"}
{"ts": "2026-08-06T12:14:17.364224-04:00", "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": "2026-08-06T12:14:02.014315-04:00", "decision_ts": "2026-08-06T12:14:17.014315-04:00", "open": 212.885, "high": 213.105, "low": 212.82, "close": 212.97, "fill": 212.97, "vwap": 212.83209483287635, "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 212.83 +0.10% = 213.04; first tick (after delay) 212.97 @ 12:14:17; 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": "2026-08-06T12:14:17.494280-04:00"}
{"ts": "2026-08-06T12:14:18.634652-04:00", "symbol": "LITE", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-LITE-20260806T121418-entry", "alpaca_parent_id": "ef276602-985b-44e6-bcc6-5f075367a0f0", "alpaca_tp_id": "1c01650e-5222-4d15-bbc6-4586fa401fc1", "alpaca_sl_id": "94444bdd-2e06-46c9-b4ca-acad17b24382", "shares": 30.0, "entry_anchor_price": 854.045, "entry_price_ref": 852.9349984816971, "entry_price_fill": 854.42, "entry_gate_price": 854.045, "signal_ts": "2026-08-06T12:14:03.419637-04:00", "entry_filled_at": "2026-08-06T16:14:19.458008+00:00", "decision_bar_wall": "2026-08-06T12:14:03.435557-04:00", "entry_confirmed_wall": "2026-08-06T12:14:18.634652-04:00", "decision_bar": {"signal_ts": "2026-08-06T12:14:03.419637-04:00", "decision_ts": "2026-08-06T12:14:18.419637-04:00", "open": 853.0, "high": 854.3834, "low": 852.87, "close": 854.045, "fill": 854.045, "vwap": 852.9349984816971, "ticks": 15}, "tp_level": 863.44, "sl_level": 849.35, "sl_anchor_price": 854.045, "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": "2026-08-06T15:45:00-04:00", "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": "717.30", "last 1m close": "714.48", "deviation": "-0.39%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "852.9350", "bar low": "852.87", "bar high": "853.31"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.13% = (854.04 \u2212 852.93) / 852.93", "close": "854.04 above VWAP 852.93", "open": "853.00 above VWAP 852.93", "local trend": "signal bar: with-trade bar  \u00b7  prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -0.39% 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": "2026-08-06T12:14:19.510949-04:00"}
{"ts": "2026-08-06T12:14:36.770678-04:00", "symbol": "TER", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-TER-20260806T114506-entry", "alpaca_parent_id": "15da2aad-e8a5-4b34-b89c-24d121e8ac98", "alpaca_tp_id": "2e2d97c9-37fc-4875-9f8b-9e91a3edc499", "alpaca_sl_id": "d9492fd9-a5fc-4bfe-bf31-e2187bb31764", "shares": 83.0, "entry_anchor_price": 389.795, "entry_price_ref": 389.24270076169864, "entry_price_fill": 390.42, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 396.03, "sl_level": 386.68, "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": "2026-08-06T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 386.68, "exit_price_fill": 386.31, "exit_filled_at": "2026-08-06T16:14:29.415975+00:00", "pnl_ref": -212.7041632209868, "pnl_fill": -341.13000000000113, "return_pct_ref": -0.658381199360647, "return_pct_fill": -1.052712463500849, "slip_entry_bps": 30.245891213824887, "slip_exit_bps": 9.568635564291004, "slip_total_bps": 39.81452677811589, "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": "2026-08-06T12:14:36.797488-04:00"}
{"ts": "2026-08-06T12:15:39.491591-04:00", "symbol": "MELI", "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": "2026-08-06T12:15:24.129623-04:00", "decision_ts": "2026-08-06T12:15:39.129623-04:00", "open": 1788.0, "high": 1791.45, "low": 1787.32, "close": 1790.995, "fill": 1790.995, "vwap": 1789.6502618258123, "ticks": 24}, "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": "1790.99", "bar VWAP": "1789.6503", "close \u2212 VWAP": "+1.3447"}, "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": "2026-08-06T12:15:39.659973-04:00"}
{"ts": "2026-08-06T12:16:21.136972-04:00", "symbol": "STM", "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": "2026-08-06T12:16:05.278913-04:00", "decision_ts": "2026-08-06T12:16:20.278913-04:00", "open": 53.73, "high": 53.73, "low": 53.59, "close": 53.65, "fill": 53.65, "vwap": 53.60689845339423, "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": "small_gap", "skip_detail": "threshold VWAP@touch 53.61 +0.10% = 53.66; first tick (after delay) 53.65 @ 12:16:21; 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": "2026-08-06T12:16:21.173328-04:00"}
{"ts": "2026-08-06T12:16:21.136972-04:00", "symbol": "AMAT", "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": "2026-08-06T12:16:05.296627-04:00", "decision_ts": "2026-08-06T12:16:20.296627-04:00", "open": 530.97, "high": 530.97, "low": 529.31, "close": 529.985, "fill": 529.985, "vwap": 529.5993468995246, "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 529.60 +0.10% = 530.13; first tick (after delay) 529.99 @ 12:16:21; 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": "2026-08-06T12:16:21.343302-04:00"}
{"ts": "2026-08-06T12:16:23.479296-04:00", "symbol": "MPWR", "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": "2026-08-06T12:16:08.119570-04:00", "decision_ts": "2026-08-06T12:16:23.119570-04:00", "open": 1378.16, "high": 1378.16, "low": 1374.06, "close": 1375.77, "fill": 1375.77, "vwap": 1374.7962279427218, "ticks": 6}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1374.80 +0.10% = 1376.17; first tick (after delay) 1375.77 @ 12:16:23; 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": "2026-08-06T12:16:23.480472-04:00"}
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{"ts": "2026-08-06T12:17:08.243402-04:00", "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": "2026-08-06T12:16:52.666296-04:00", "decision_ts": "2026-08-06T12:17:07.666296-04:00", "open": 207.97, "high": 208.36, "low": 207.96, "close": 208.35, "fill": 208.35, "vwap": 208.34165158701, "ticks": 55}, "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": "208.35", "bar VWAP": "208.3417", "close \u2212 VWAP": "+0.0083"}, "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": "2026-08-06T12:17:08.592761-04:00"}
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{"ts": "2026-08-06T12:30:23.850039-04:00", "symbol": "RTX", "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": "2026-08-06T12:30:08.592493-04:00", "decision_ts": "2026-08-06T12:30:23.592493-04:00", "open": 223.09, "high": 223.31, "low": 223.09, "close": 223.29, "fill": 223.24, "vwap": 223.1233124425966, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "223.29", "bar VWAP": "223.1233", "close \u2212 VWAP": "+0.1667"}, "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": "2026-08-06T12:30:24.145672-04:00"}
{"ts": "2026-08-06T12:30:34.496606-04:00", "symbol": "APP", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T12:30:19.092410-04:00", "decision_ts": "2026-08-06T12:30:34.092410-04:00", "open": 337.99, "high": 339.56, "low": 337.755, "close": 339.45, "fill": 339.45, "vwap": 338.69580885048936, "ticks": 91}, "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": "339.45", "bar VWAP": "338.6958", "close \u2212 VWAP": "+0.7542"}, "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": "2026-08-06T12:30:34.869720-04:00"}
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{"ts": "2026-08-06T12:37:53.818106-04:00", "symbol": "ZS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T12:37:38.575002-04:00", "decision_ts": "2026-08-06T12:37:53.575002-04:00", "open": 160.25, "high": 160.25, "low": 160.07, "close": 160.07, "fill": 160.07, "vwap": 160.16431913835578, "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": "160.07", "bar VWAP": "160.1643", "close \u2212 VWAP": "-0.0943"}, "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": "2026-08-06T12:37:53.934183-04:00"}
{"ts": "2026-08-06T12:42:44.942266-04:00", "symbol": "PYPL", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-PYPL-20260806T120757-entry", "alpaca_parent_id": "a37e86f0-5cfc-4db7-93db-e672954b9f61", "alpaca_tp_id": "eb06ba3a-18b4-4e53-9c05-72141a27348e", "alpaca_sl_id": "8ea1680e-3874-4fd7-bbaa-86b4ec8d74eb", "shares": 595.0, "entry_anchor_price": 58.83, "entry_price_ref": 58.73545891780928, "entry_price_fill": 58.843831, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 59.48, "sl_level": 58.51, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-06T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 58.51, "exit_price_fill": 58.518521, "exit_filled_at": "2026-08-06T16:42:41.026693+00:00", "pnl_ref": -134.14805609652416, "pnl_fill": -193.55945000000105, "return_pct_ref": -0.3838548671676767, "return_pct_fill": -0.5528362013003552, "slip_entry_bps": 18.45087859828734, "slip_exit_bps": -1.4563322508975862, "slip_total_bps": 16.994546347389754, "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": "2026-08-06T12:42:44.985405-04:00"}
{"ts": "2026-08-06T12:53:20.492869-04:00", "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": "2026-08-06T12:53:04.786787-04:00", "decision_ts": "2026-08-06T12:53:19.786787-04:00", "open": 78.83, "high": 78.895, "low": 78.83, "close": 78.88, "fill": 78.88, "vwap": 78.85477037650901, "ticks": 19}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "78.88", "bar VWAP": "78.8548", "close \u2212 VWAP": "+0.0252"}, "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": "2026-08-06T12:53:20.561389-04:00"}
{"ts": "2026-08-06T12:53:20.492869-04:00", "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": "2026-08-06T12:53:05.027554-04:00", "decision_ts": "2026-08-06T12:53:20.027554-04:00", "open": 388.67, "high": 389.12, "low": 388.67, "close": 388.94, "fill": 388.94, "vwap": 389.03065006893695, "ticks": 6}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 389.03 -0.10% = 388.64; first tick (after delay) 388.94 @ 12:53:20; 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": "2026-08-06T12:53:20.674662-04:00"}
{"ts": "2026-08-06T12:53:33.769321-04:00", "symbol": "GLW", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T12:53:18.357027-04:00", "decision_ts": "2026-08-06T12:53:33.357027-04:00", "open": 159.23, "high": 159.44, "low": 159.23, "close": 159.33, "fill": 159.4068, "vwap": 159.42037806840528, "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 159.42 -0.10% = 159.26; first tick (after delay) 159.41 @ 12:53:33; 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": "2026-08-06T12:53:33.816489-04:00"}
{"ts": "2026-08-06T12:56:17.806076-04:00", "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": "2026-08-06T12:56:01.956673-04:00", "decision_ts": "2026-08-06T12:56:16.956673-04:00", "open": 236.01, "high": 236.68, "low": 236.01, "close": 236.68, "fill": 236.68, "vwap": 236.226346863714, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "236.68", "bar VWAP": "236.2263", "close \u2212 VWAP": "+0.4537"}, "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": "2026-08-06T12:56:18.644779-04:00"}
{"ts": "2026-08-06T12:59:49.765155-04:00", "symbol": "PANW", "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": "2026-08-06T12:59:34.764997-04:00", "decision_ts": "2026-08-06T12:59:49.764997-04:00", "open": 355.02, "high": 355.79, "low": 355.02, "close": 355.75, "fill": 355.75, "vwap": 355.6910379341251, "ticks": 22}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "355.75", "bar VWAP": "355.6910", "close \u2212 VWAP": "+0.0590"}, "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": "2026-08-06T12:59:49.840225-04:00"}
{"ts": "2026-08-06T13:03:12.186475-04:00", "symbol": "IBM", "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": "2026-08-06T13:02:56.852575-04:00", "decision_ts": "2026-08-06T13:03:11.852575-04:00", "open": 232.555, "high": 232.83, "low": 232.31, "close": 232.35, "fill": 232.35, "vwap": 232.31657333160766, "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 232.32 +0.10% = 232.55; first tick (after delay) 232.35 @ 13:03:12; 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": "2026-08-06T13:03:12.255071-04:00"}
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{"ts": "2026-08-06T14:16:21.415814-04:00", "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": "2026-08-06T14:16:05.832041-04:00", "decision_ts": "2026-08-06T14:16:20.832041-04:00", "open": 287.86, "high": 289.53, "low": 285.58, "close": 288.1, "fill": 288.1, "vwap": 286.53748599827003, "ticks": 378}, "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": "large_gap", "skip_detail": "threshold VWAP@touch 286.54 +0.40% = 287.68; first tick (after delay) 288.10 @ 14:16:21; gap +0.55% > max 0.40%", "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": "2026-08-06T14:16:21.571642-04:00"}
{"ts": "2026-08-06T14:16:22.699909-04:00", "symbol": "AMD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T14:16:06.731810-04:00", "decision_ts": "2026-08-06T14:16:21.731810-04:00", "open": 491.445, "high": 495.0, "low": 481.0, "close": 491.4, "fill": 491.4, "vwap": 486.9118324553243, "ticks": 847}, "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": "large_gap", "skip_detail": "threshold VWAP@touch 486.91 +0.40% = 488.86; first tick (after delay) 491.40 @ 14:16:22; gap +0.92% > max 0.40%", "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": "2026-08-06T14:16:22.700385-04:00"}
{"ts": "2026-08-06T14:16:20.847650-04:00", "symbol": "KLAC", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-KLAC-20260806T141620-entry", "alpaca_parent_id": "cde274bf-2161-443e-9785-63258d8f1a68", "alpaca_tp_id": "2bc6bfeb-9b8e-48e9-bfd7-132460364908", "alpaca_sl_id": "b481b791-60aa-410d-bc32-176e9c60162d", "shares": 301.0, "entry_anchor_price": 195.17, "entry_price_ref": 194.57158484479802, "entry_price_fill": 195.37, "entry_gate_price": 195.17, "signal_ts": "2026-08-06T14:16:05.829029-04:00", "entry_filled_at": "2026-08-06T18:16:23.280860+00:00", "decision_bar_wall": "2026-08-06T14:16:06.061522-04:00", "entry_confirmed_wall": "2026-08-06T14:16:20.847650-04:00", "decision_bar": {"signal_ts": "2026-08-06T14:16:05.829029-04:00", "decision_ts": "2026-08-06T14:16:20.829029-04:00", "open": 195.36, "high": 197.58, "low": 193.5, "close": 195.17, "fill": 195.17, "vwap": 194.57158484479802, "ticks": 1644}, "tp_level": 198.29, "sl_level": 193.61, "sl_anchor_price": 195.17, "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": "2026-08-06T15:45:00-04:00", "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": "569.70", "last 1m close": "576.30", "deviation": "+1.16%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "194.5716", "bar low": "194.30", "bar high": "195.54"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.31% = (195.17 \u2212 194.57) / 194.57", "close": "195.17 above VWAP 194.57", "open": "195.36 above VWAP 194.57", "local trend": "signal bar 2.09%/0.10% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.16% 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": "2026-08-06T14:16:23.482317-04:00"}
{"ts": "2026-08-06T14:16:28.348940-04:00", "symbol": "NVDA", "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": "2026-08-06T14:16:13.340001-04:00", "decision_ts": "2026-08-06T14:16:28.340001-04:00", "open": 219.9935, "high": 220.91, "low": 217.39, "close": 220.09, "fill": 220.07, "vwap": 220.12730615770383, "ticks": 1237}, "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 220.13 -0.10% = 219.91; first tick (after delay) 220.07 @ 14:16:28; 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": "2026-08-06T14:16:28.519262-04:00"}
{"ts": "2026-08-06T14:16:28.873886-04:00", "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": "2026-08-06T14:16:13.340622-04:00", "decision_ts": "2026-08-06T14:16:28.340622-04:00", "open": 78.3651, "high": 78.67, "low": 78.06, "close": 78.53, "fill": 78.53, "vwap": 78.46632258434651, "ticks": 378}, "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": "78.53", "bar VWAP": "78.4663", "close \u2212 VWAP": "+0.0637"}, "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": "2026-08-06T14:16:28.874266-04:00"}
{"ts": "2026-08-06T14:16:29.727311-04:00", "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": "2026-08-06T14:16:13.340447-04:00", "decision_ts": "2026-08-06T14:16:28.340447-04:00", "open": 386.26, "high": 391.32, "low": 382.0, "close": 386.73, "fill": 386.73, "vwap": 388.69379052436045, "ticks": 134}, "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": "large_gap", "skip_detail": "threshold VWAP@touch 388.69 -0.40% = 387.14; first tick (after delay) 386.73 @ 14:16:29; gap +0.51% > max 0.40%", "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": "2026-08-06T14:16:29.734408-04:00"}
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{"ts": "2026-08-06T14:16:28.873886-04:00", "symbol": "APH", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-APH-20260806T141628-entry", "alpaca_parent_id": "3175cf61-c295-4be7-b392-e405a4e01bab", "alpaca_tp_id": "93e2c6b0-7582-4389-928a-d946a1951463", "alpaca_sl_id": "d07fe490-1e85-431a-9ea7-99269cb94da8", "shares": 341.0, "entry_anchor_price": 172.42, "entry_price_ref": 172.6918358810756, "entry_price_fill": 172.171584, "entry_gate_price": 172.42, "signal_ts": "2026-08-06T14:16:13.342628-04:00", "entry_filled_at": "2026-08-06T18:16:34.567076+00:00", "decision_bar_wall": "2026-08-06T14:16:13.551572-04:00", "entry_confirmed_wall": "2026-08-06T14:16:28.873886-04:00", "decision_bar": {"signal_ts": "2026-08-06T14:16:13.342628-04:00", "decision_ts": "2026-08-06T14:16:28.342628-04:00", "open": 172.18, "high": 173.64, "low": 170.75, "close": 172.42, "fill": 172.42, "vwap": 172.6918358810756, "ticks": 282}, "tp_level": 170.52, "sl_level": 173.37, "sl_anchor_price": 172.42, "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": "2026-08-06T15:45:00-04:00", "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": "769.79", "last 1m close": "769.15", "deviation": "-0.08%", "threshold": "+1.00%"}, "retouch_metrics": {"bar VWAP": "172.6918", "bar low": "170.75", "bar high": "173.47"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.16% = (172.69 \u2212 172.42) / 172.69", "close": "172.42 below VWAP 172.69", "open": "172.18 below VWAP 172.69", "local trend": "signal bar 1.68%/0.14% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.08% 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": "2026-08-06T14:16:34.705002-04:00"}
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{"ts": "2026-08-06T14:17:06.135411-04:00", "symbol": "ASML", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-ASML-20260806T141702-entry", "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": "submit_bracket", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient buying power", "retry": "1/3", "logged_at": "2026-08-06T14:17:06.135453-04:00"}
{"ts": "2026-08-06T14:17:02.004238-04:00", "symbol": "ASML", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "alpaca_buying_power", "skip_detail": null, "skip_metrics": {"bar VWAP": "1711.9428", "bar low": "1698.79", "bar high": "1735.53"}, "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": "2026-08-06T14:17:06.136100-04:00"}
{"ts": "2026-08-06T14:17:00.403982-04:00", "symbol": "AVGO", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T14:16:00-04:00", "decision_ts": "2026-08-06T14:16:15-04:00", "open": 424.4379, "high": 428.03, "low": 420.75, "close": 424.575, "fill": 424.575, "vwap": 422.1648930898658, "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": "large_gap", "skip_detail": "threshold VWAP@touch 422.16 +0.40% = 423.85; first tick (after delay) 424.57 @ 14:17:00; gap +0.57% > max 0.40%", "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": "2026-08-06T14:17:06.344383-04:00"}
{"ts": "2026-08-06T14:17:11.589806-04:00", "symbol": "AMAT", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-AMAT-20260806T141702-entry", "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": "submit_bracket", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient buying power", "retry": "1/3", "logged_at": "2026-08-06T14:17:11.589853-04:00"}
{"ts": "2026-08-06T14:17:02.004238-04:00", "symbol": "AMAT", "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": "alpaca_buying_power", "skip_detail": null, "skip_metrics": {"bar VWAP": "529.9182", "bar low": "525.55", "bar high": "536.00"}, "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": "2026-08-06T14:17:11.645229-04:00"}
{"ts": "2026-08-06T14:17:03.202177-04:00", "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": "2026-08-06T14:16:00-04:00", "decision_ts": "2026-08-06T14:16:15-04:00", "open": 281.465, "high": 284.22, "low": 279.32, "close": 282.39, "fill": 282.39, "vwap": 280.8097796883832, "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": "large_gap", "skip_detail": "threshold VWAP@touch 280.81 +0.40% = 281.93; first tick (after delay) 282.39 @ 14:17:03; gap +0.56% > max 0.40%", "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": "2026-08-06T14:17:11.783125-04:00"}
{"ts": "2026-08-06T14:17:23.017030-04:00", "symbol": "UNH", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T14:17:07.647533-04:00", "decision_ts": "2026-08-06T14:17:22.647533-04:00", "open": 406.08, "high": 406.3, "low": 406.08, "close": 406.28, "fill": 406.28, "vwap": 406.22475999648594, "ticks": 24}, "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": "406.28", "bar VWAP": "406.2248", "close \u2212 VWAP": "+0.0552"}, "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": "2026-08-06T14:17:23.111713-04:00"}
{"ts": "2026-08-06T14:29:48.843278-04:00", "symbol": "CDNS", "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": "2026-08-06T14:29:33.226386-04:00", "decision_ts": "2026-08-06T14:29:48.226386-04:00", "open": 339.05, "high": 339.05, "low": 338.74, "close": 338.96, "fill": 338.96, "vwap": 338.8243478546256, "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": "small_gap", "skip_detail": "threshold VWAP@touch 338.82 +0.10% = 339.16; first tick (after delay) 338.96 @ 14:29:48; 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": "2026-08-06T14:29:48.887366-04:00"}
{"ts": "2026-08-06T14:36:24.456256-04:00", "symbol": "JNJ", "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": "2026-08-06T14:36:09.269258-04:00", "decision_ts": "2026-08-06T14:36:24.269258-04:00", "open": 257.005, "high": 257.0395, "low": 256.97, "close": 256.975, "fill": 256.975, "vwap": 257.02209677964777, "ticks": 17}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 257.02 -0.10% = 256.77; first tick (after delay) 256.98 @ 14:36:24; 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": "2026-08-06T14:36:24.834570-04:00"}
{"ts": "2026-08-06T14:36:26.969276-04:00", "symbol": "DASH", "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": "2026-08-06T14:36:11.027732-04:00", "decision_ts": "2026-08-06T14:36:26.027732-04:00", "open": 212.29, "high": 212.29, "low": 212.1001, "close": 212.28, "fill": 212.28, "vwap": 212.13386795603705, "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 212.13 +0.10% = 212.35; first tick (after delay) 212.28 @ 14:36:26; 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": "2026-08-06T14:36:27.024337-04:00"}
{"ts": "2026-08-06T14:41:51.246537-04:00", "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": "2026-08-06T14:41:36.199110-04:00", "decision_ts": "2026-08-06T14:41:51.199110-04:00", "open": 146.485, "high": 146.485, "low": 146.34, "close": 146.48, "fill": 146.48, "vwap": 146.37092093616874, "ticks": 50}, "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 146.37 +0.10% = 146.52; first tick (after delay) 146.48 @ 14:41:51; 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": "2026-08-06T14:41:51.309312-04:00"}
{"ts": "2026-08-06T14:46:13.906959-04:00", "symbol": "APP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-06T14:45:58.803954-04:00", "decision_ts": "2026-08-06T14:46:13.803954-04:00", "open": 340.19, "high": 340.5, "low": 339.09, "close": 339.45, "fill": 339.45, "vwap": 339.42946490730486, "ticks": 56}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 339.43 +0.10% = 339.77; first tick (after delay) 339.45 @ 14:46:13; 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": "2026-08-06T14:46:14.009925-04:00"}
{"ts": "2026-08-06T14:53:11.429796-04:00", "symbol": "GLW", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-GLW-20260806T141628-entry", "alpaca_parent_id": "ba3ed06c-3845-4044-b921-083c76908ad1", "alpaca_tp_id": "7a5fc5dc-9d3c-43bf-b161-10ad9ca8b20a", "alpaca_sl_id": "addeb587-cac9-48ac-849f-f1a3d1a4bd40", "shares": 371.0, "entry_anchor_price": 158.58, "entry_price_ref": 159.21016871874593, "entry_price_fill": 158.38, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 156.84, "sl_level": 159.45, "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": "2026-08-06T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 156.84, "exit_price_fill": 157.01, "exit_filled_at": "2026-08-06T18:53:12.411549+00:00", "pnl_ref": 879.33259465474, "pnl_fill": 508.2700000000017, "return_pct_ref": 1.4887043571525704, "return_pct_fill": 0.8650082081070876, "slip_entry_bps": 52.14294573184452, "slip_exit_bps": 10.839071665390684, "slip_total_bps": 62.982017397235204, "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": "2026-08-06T14:53:12.514514-04:00"}
{"ts": "2026-08-06T14:54:46.158484-04:00", "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": "2026-08-06T14:54:30.850329-04:00", "decision_ts": "2026-08-06T14:54:45.850329-04:00", "open": 125.31, "high": 125.36, "low": 125.2937, "close": 125.345, "fill": 125.345, "vwap": 125.35069927765905, "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 125.35 -0.10% = 125.23; first tick (after delay) 125.34 @ 14:54:46; 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": "2026-08-06T14:54:46.605978-04:00"}
{"ts": "2026-08-06T14:54:59.811158-04:00", "symbol": "REGN", "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": "2026-08-06T14:54:44.346074-04:00", "decision_ts": "2026-08-06T14:54:59.346074-04:00", "open": 766.795, "high": 767.26, "low": 766.795, "close": 767.26, "fill": 767.26, "vwap": 767.1678569943932, "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": "767.26", "bar VWAP": "767.1679", "close \u2212 VWAP": "+0.0921"}, "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": "2026-08-06T14:54:59.812535-04:00"}
{"ts": "2026-08-06T14:56:45.874826-04:00", "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": "2026-08-06T14:56:30.683648-04:00", "decision_ts": "2026-08-06T14:56:45.683648-04:00", "open": 1187.675, "high": 1188.401, "low": 1187.65, "close": 1188.075, "fill": 1188.075, "vwap": 1188.195464244537, "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 1188.20 -0.10% = 1187.01; first tick (after delay) 1188.08 @ 14:56:45; 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": "2026-08-06T14:56:45.906894-04:00"}
{"ts": "2026-08-06T15:02:01.388155-04:00", "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": "2026-08-06T15:01:45.719795-04:00", "decision_ts": "2026-08-06T15:02:00.719795-04:00", "open": 387.08, "high": 388.985, "low": 387.08, "close": 388.895, "fill": 388.895, "vwap": 388.4636800927072, "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": "388.89", "bar VWAP": "388.4637", "close \u2212 VWAP": "+0.4313"}, "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": "2026-08-06T15:02:01.656464-04:00"}
{"ts": "2026-08-06T15:06:06.017753-04:00", "symbol": "AAPL", "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": "2026-08-06T15:05:51.012021-04:00", "decision_ts": "2026-08-06T15:06:06.012021-04:00", "open": 312.3501, "high": 312.49, "low": 312.3, "close": 312.48, "fill": 312.48, "vwap": 312.48540057476794, "ticks": 115}, "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 312.49 -0.10% = 312.17; first tick (after delay) 312.48 @ 15:06:06; 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": "2026-08-06T15:06:06.127498-04:00"}
{"ts": "2026-08-06T15:14:21.899211-04:00", "symbol": "GILD", "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": "2026-08-06T15:14:05.987994-04:00", "decision_ts": "2026-08-06T15:14:20.987994-04:00", "open": 130.395, "high": 130.46, "low": 130.395, "close": 130.46, "fill": 130.46, "vwap": 130.39307986378788, "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": "130.46", "bar VWAP": "130.3931", "close \u2212 VWAP": "+0.0669"}, "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": "2026-08-06T15:14:22.046350-04:00"}
{"ts": "2026-08-06T15:24:28.806027-04:00", "symbol": "TXN", "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": "2026-08-06T15:24:13.183472-04:00", "decision_ts": "2026-08-06T15:24:28.183472-04:00", "open": 280.43, "high": 280.445, "low": 280.27, "close": 280.27, "fill": 280.27, "vwap": 280.3401251604007, "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": "280.27", "bar VWAP": "280.3401", "close \u2212 VWAP": "-0.0701"}, "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": "2026-08-06T15:24:28.993650-04:00"}
{"ts": "2026-08-06T15:25:17.452951-04:00", "symbol": "MPWR", "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": "2026-08-06T15:25:02.316426-04:00", "decision_ts": "2026-08-06T15:25:17.316426-04:00", "open": 1378.65, "high": 1378.94, "low": 1377.68, "close": 1377.68, "fill": 1377.68, "vwap": 1379.1730536600426, "ticks": 19}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1377.68", "bar VWAP": "1379.1731", "close \u2212 VWAP": "-1.4931"}, "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": "2026-08-06T15:25:17.680824-04:00"}
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