{"ts": "2026-08-11T10:00:15.032816-04:00", "symbol": "MRVL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:00:00.020652-04:00", "decision_ts": "2026-08-11T10:00:15.020652-04:00", "open": 209.8, "high": 210.04, "low": 209.57, "close": 209.985, "fill": 209.985, "vwap": 209.52489931740274, "ticks": 132}, "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": "209.99", "bar VWAP": "209.5249", "close \u2212 VWAP": "+0.4601"}, "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": "2026-08-11T10:00:15.793423-04:00"} {"ts": "2026-08-11T10:00:15.941257-04:00", "symbol": "AMD", "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": "2026-08-11T10:00:00.012484-04:00", "decision_ts": "2026-08-11T10:00:15.012484-04:00", "open": 467.19, "high": 467.45, "low": 466.88, "close": 467.21, "fill": 467.21, "vwap": 466.8490399513502, "ticks": 94}, "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": "467.21", "bar VWAP": "466.8490", "close \u2212 VWAP": "+0.3610"}, "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": "2026-08-11T10:00:15.941714-04:00"} {"ts": "2026-08-11T10:01:33.694269-04:00", "symbol": "SNDK", "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": "2026-08-11T10:01:18.558351-04:00", "decision_ts": "2026-08-11T10:01:33.558351-04:00", "open": 1255.99, "high": 1261.94, "low": 1255.01, "close": 1261.165, "fill": 1261.6168, "vwap": 1259.5187895617266, "ticks": 173}, "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": "1261.16", "bar VWAP": "1259.5188", "close \u2212 VWAP": "+1.6462"}, "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": "2026-08-11T10:01:34.018147-04:00"} {"ts": "2026-08-11T10:04:38.737744-04:00", "symbol": "CDNS", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:04:23.245393-04:00", "decision_ts": "2026-08-11T10:04:38.245393-04:00", "open": 326.36, "high": 327.04, "low": 326.36, "close": 327.025, "fill": 327.025, "vwap": 326.3905220344615, "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": "327.02", "bar VWAP": "326.3905", "close \u2212 VWAP": "+0.6345"}, "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": "2026-08-11T10:04:38.844731-04:00"} {"ts": "2026-08-11T10:04:42.410530-04:00", "symbol": "MU", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MU-20260811T100442-entry", "alpaca_parent_id": "77e85a8d-eef0-4439-9222-36c9859774ce", "alpaca_tp_id": "3ae69087-62c1-4d89-a9cd-67a12527d703", "alpaca_sl_id": "a11ac1ce-bcdf-4b50-9879-9ef6daa0bb00", "shares": 67.0, "entry_anchor_price": 863.712, "entry_price_ref": 864.9193165734754, "entry_price_fill": 862.951045, "entry_gate_price": 863.712, "signal_ts": "2026-08-11T10:04:27.394777-04:00", "entry_filled_at": "2026-08-11T14:04:44.592466+00:00", "decision_bar_wall": "2026-08-11T10:04:27.408041-04:00", "entry_confirmed_wall": "2026-08-11T10:04:42.410530-04:00", "decision_bar": {"signal_ts": "2026-08-11T10:04:27.394777-04:00", "decision_ts": "2026-08-11T10:04:42.394777-04:00", "open": 863.86, "high": 866.0, "low": 863.31, "close": 863.31, "fill": 863.712, "vwap": 864.9193165734754, "ticks": 592}, "tp_level": 849.89, "sl_level": 870.62, "sl_anchor_price": 863.712, "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": "2026-08-11T15:45:00-04:00", "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": "569.41", "last 1m close": "576.20", "deviation": "+1.19%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "864.9193", "bar low": "863.54", "bar high": "864.93"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.14% = (864.92 \u2212 863.71) / 864.92", "close": "863.31 below VWAP 864.92", "open": "863.86 below VWAP 864.92", "local trend": "signal bar: with-trade bar \u00b7 prior 3/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.19% 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": "2026-08-11T10:04:44.834536-04:00"} {"ts": "2026-08-11T10:06:08.304012-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:05:52.353285-04:00", "decision_ts": "2026-08-11T10:06:07.353285-04:00", "open": 313.01, "high": 316.0, "low": 312.71, "close": 316.0, "fill": 316.0, "vwap": 315.2597174110496, "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": "316.00", "bar VWAP": "315.2597", "close \u2212 VWAP": "+0.7403"}, "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": "2026-08-11T10:06:08.655853-04:00"} {"ts": "2026-08-11T10:06:20.801931-04:00", "symbol": "LITE", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:06:05.651369-04:00", "decision_ts": "2026-08-11T10:06:20.651369-04:00", "open": 802.4699, "high": 805.73, "low": 801.5, "close": 805.64, "fill": 805.64, "vwap": 803.9648735473481, "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": "805.64", "bar VWAP": "803.9649", "close \u2212 VWAP": "+1.6751"}, "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": "2026-08-11T10:06:20.926500-04:00"} {"ts": "2026-08-11T10:06:38.180456-04:00", "symbol": "CSCO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:06:22.728246-04:00", "decision_ts": "2026-08-11T10:06:37.728246-04:00", "open": 121.62, "high": 121.69, "low": 121.58, "close": 121.6623, "fill": 121.6623, "vwap": 121.68073923722305, "ticks": 44}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 121.68 -0.10% = 121.56; first tick (after delay) 121.66 @ 10:06:38; 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": "2026-08-11T10:06:38.182093-04:00"} {"ts": "2026-08-11T10:06:44.711919-04:00", "symbol": "STX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:06:29.621548-04:00", "decision_ts": "2026-08-11T10:06:44.621548-04:00", "open": 804.225, "high": 807.77, "low": 802.7565, "close": 806.04, "fill": 807.6498, "vwap": 807.7309261262704, "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": "small_gap", "skip_detail": "threshold VWAP@touch 807.73 -0.10% = 806.92; first tick (after delay) 807.65 @ 10:06:44; 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": "2026-08-11T10:06:44.719058-04:00"} {"ts": "2026-08-11T10:07:10.498242-04:00", "symbol": "GILD", "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": "2026-08-11T10:06:55.005596-04:00", "decision_ts": "2026-08-11T10:07:10.005596-04:00", "open": 134.745, "high": 134.745, "low": 134.36, "close": 134.47, "fill": 134.47, "vwap": 134.43862753955705, "ticks": 21}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 134.44 +0.10% = 134.57; first tick (after delay) 134.47 @ 10:07:10; 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": "2026-08-11T10:07:10.498710-04:00"} {"ts": "2026-08-11T10:07:35.687174-04:00", "symbol": "AMAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:07:20.608526-04:00", "decision_ts": "2026-08-11T10:07:35.608526-04:00", "open": 530.57, "high": 531.83, "low": 530.35, "close": 531.74, "fill": 531.74, "vwap": 531.6299088875692, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "531.74", "bar VWAP": "531.6299", "close \u2212 VWAP": "+0.1101"}, "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": "2026-08-11T10:07:35.867768-04:00"} {"ts": "2026-08-11T10:08:08.128433-04:00", "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": "2026-08-11T10:07:52.399737-04:00", "decision_ts": "2026-08-11T10:08:07.399737-04:00", "open": 238.375, "high": 238.375, "low": 237.655, "close": 237.8, "fill": 237.8, "vwap": 237.6803216584223, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 237.68 +0.10% = 237.92; first tick (after delay) 237.80 @ 10:08:08; 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": "2026-08-11T10:08:08.282854-04:00"} {"ts": "2026-08-11T10:10:37.551100-04:00", "symbol": "ORCL", "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": "2026-08-11T10:10:21.907668-04:00", "decision_ts": "2026-08-11T10:10:36.907668-04:00", "open": 146.89, "high": 147.4175, "low": 146.825, "close": 147.27, "fill": 147.235, "vwap": 147.32827685177242, "ticks": 183}, "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 147.33 -0.10% = 147.18; first tick (after delay) 147.24 @ 10:10:37; 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": "2026-08-11T10:10:37.637748-04:00"} {"ts": "2026-08-11T10:13:42.652577-04:00", "symbol": "ORLY", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:13:26.671715-04:00", "decision_ts": "2026-08-11T10:13:41.671715-04:00", "open": 93.22, "high": 93.22, "low": 93.18, "close": 93.185, "fill": 93.185, "vwap": 93.21866715235188, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "93.19", "bar VWAP": "93.2187", "close \u2212 VWAP": "-0.0337"}, "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": "2026-08-11T10:13:42.718988-04:00"} {"ts": "2026-08-11T10:14:04.977108-04:00", "symbol": "CHTR", "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": "2026-08-11T10:13:49.375554-04:00", "decision_ts": "2026-08-11T10:14:04.375554-04:00", "open": 152.04, "high": 152.49, "low": 151.9, "close": 152.49, "fill": 152.49, "vwap": 152.37765065442244, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "152.49", "bar VWAP": "152.3777", "close \u2212 VWAP": "+0.1123"}, "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": "2026-08-11T10:14:04.977429-04:00"} {"ts": "2026-08-11T10:15:00.672210-04:00", "symbol": "GLW", "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": "2026-08-11T10:14:45.544891-04:00", "decision_ts": "2026-08-11T10:15:00.544891-04:00", "open": 160.3, "high": 160.49, "low": 159.59, "close": 159.715, "fill": 159.66, "vwap": 159.6533812475817, "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 159.65 +0.10% = 159.81; first tick (after delay) 159.66 @ 10:15:00; 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": "2026-08-11T10:15:00.832996-04:00"} {"ts": "2026-08-11T10:18:16.318184-04:00", "symbol": "MU", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MU-20260811T100442-entry", "alpaca_parent_id": "77e85a8d-eef0-4439-9222-36c9859774ce", "alpaca_tp_id": "3ae69087-62c1-4d89-a9cd-67a12527d703", "alpaca_sl_id": "a11ac1ce-bcdf-4b50-9879-9ef6daa0bb00", "shares": 67.0, "entry_anchor_price": 863.712, "entry_price_ref": 864.9193165734754, "entry_price_fill": 862.951045, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 849.89, "sl_level": 870.62, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 849.89, "exit_price_fill": 850.0, "exit_filled_at": "2026-08-11T14:18:17.793632+00:00", "pnl_ref": 1006.9642104228517, "pnl_fill": 867.7200150000015, "return_pct_ref": 1.7376553263969807, "return_pct_fill": 1.5007855978666829, "slip_entry_bps": 22.756707310839175, "slip_exit_bps": 1.2942851427833442, "slip_total_bps": 24.05099245362252, "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": "2026-08-11T10:18:17.921983-04:00"} {"ts": "2026-08-11T10:18:31.787468-04:00", "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": "2026-08-11T10:18:16.777167-04:00", "decision_ts": "2026-08-11T10:18:31.777167-04:00", "open": 97.3239, "high": 97.3299, "low": 96.8, "close": 96.875, "fill": 96.87, "vwap": 97.04118724430448, "ticks": 1004}, "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": "96.88", "bar VWAP": "97.0412", "close \u2212 VWAP": "-0.1662"}, "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": "2026-08-11T10:18:31.951206-04:00"} {"ts": "2026-08-11T10:21:26.238016-04:00", "symbol": "INSM", "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": "2026-08-11T10:21:10.286810-04:00", "decision_ts": "2026-08-11T10:21:25.286810-04:00", "open": 132.96, "high": 133.17, "low": 132.78, "close": 133.1, "fill": 133.1, "vwap": 133.07948814011735, "ticks": 16}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "133.10", "bar VWAP": "133.0795", "close \u2212 VWAP": "+0.0205"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T10:21:26.304991-04:00"} {"ts": "2026-08-11T10:22:12.487920-04:00", "symbol": "MELI", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MELI-20260811T102212-entry", "alpaca_parent_id": "fda73ae3-a7ff-4d0e-a2da-ccb51bbf85c8", "alpaca_tp_id": "a83af3a7-ab7c-497d-9de6-f2fc95b1ae7d", "alpaca_sl_id": "fdcea16a-0328-47d2-b086-e9888cce78ee", "shares": 31.0, "entry_anchor_price": 1882.5, "entry_price_ref": 1880.1378501363395, "entry_price_fill": 1884.92, "entry_gate_price": 1882.5, "signal_ts": "2026-08-11T10:21:57.370047-04:00", "entry_filled_at": "2026-08-11T14:22:14.931794+00:00", "decision_bar_wall": "2026-08-11T10:21:57.388627-04:00", "entry_confirmed_wall": "2026-08-11T10:22:12.487920-04:00", "decision_bar": {"signal_ts": "2026-08-11T10:21:57.370047-04:00", "decision_ts": "2026-08-11T10:22:12.370047-04:00", "open": 1883.405, "high": 1884.9899, "low": 1880.0797, "close": 1882.5, "fill": 1882.5, "vwap": 1880.1378501363395, "ticks": 3}, "tp_level": 1903.21, "sl_level": 1872.15, "sl_anchor_price": 1882.5, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "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": "720.87", "last 1m close": "721.29", "deviation": "+0.06%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "1880.1379", "bar low": "1880.08", "bar high": "1884.99"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.13% = (1882.50 \u2212 1880.14) / 1880.14", "close": "1882.50 above VWAP 1880.14", "open": "1883.40 above VWAP 1880.14", "local trend": "signal bar 0.26%/0.05% < 0.40%/0.20% \u00b7 prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.06% 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": "2026-08-11T10:22:15.143313-04:00"} {"ts": "2026-08-11T10:22:17.700846-04:00", "symbol": "STX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:22:02.652287-04:00", "decision_ts": "2026-08-11T10:22:17.652287-04:00", "open": 805.94, "high": 807.99, "low": 805.271, "close": 807.54, "fill": 807.42, "vwap": 806.7320475649333, "ticks": 38}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "807.54", "bar VWAP": "806.7320", "close \u2212 VWAP": "+0.8080"}, "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": "2026-08-11T10:22:17.743664-04:00"} {"ts": "2026-08-11T10:22:36.265724-04:00", "symbol": "WDC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:22:21.138749-04:00", "decision_ts": "2026-08-11T10:22:36.138749-04:00", "open": 438.825, "high": 441.4, "low": 438.825, "close": 441.21, "fill": 441.3, "vwap": 440.50873158156054, "ticks": 102}, "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": "441.21", "bar VWAP": "440.5087", "close \u2212 VWAP": "+0.7013"}, "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": "2026-08-11T10:22:36.445484-04:00"} {"ts": "2026-08-11T10:23:31.519530-04:00", "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": "2026-08-11T10:23:16.102967-04:00", "decision_ts": "2026-08-11T10:23:31.102967-04:00", "open": 98.14, "high": 98.205, "low": 97.8, "close": 97.87, "fill": 97.87, "vwap": 98.06141960967825, "ticks": 73}, "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": "97.87", "bar VWAP": "98.0614", "close \u2212 VWAP": "-0.1914"}, "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": "2026-08-11T10:23:31.558684-04:00"} {"ts": "2026-08-11T10:23:59.539390-04:00", "symbol": "SNDK", "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": "2026-08-11T10:23:44.054974-04:00", "decision_ts": "2026-08-11T10:23:59.054974-04:00", "open": 1253.8, "high": 1259.67, "low": 1252.03, "close": 1259.0825, "fill": 1259.45, "vwap": 1258.8074783320806, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "1259.08", "bar VWAP": "1258.8075", "close \u2212 VWAP": "+0.2750"}, "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": "2026-08-11T10:23:59.562380-04:00"} {"ts": "2026-08-11T10:24:21.116289-04:00", "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": "2026-08-11T10:24:06.033652-04:00", "decision_ts": "2026-08-11T10:24:21.033652-04:00", "open": 382.37, "high": 382.37, "low": 381.5, "close": 381.53, "fill": 381.36, "vwap": 381.5093197386726, "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": "price_cross_vwap", "skip_detail": "first tick (after delay) 381.36 @ 10:24:21 below VWAP@touch 381.51; gap -0.04%", "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": "2026-08-11T10:24:21.145373-04:00"} {"ts": "2026-08-11T10:24:30.977634-04:00", "symbol": "BX", "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": "2026-08-11T10:24:15.193265-04:00", "decision_ts": "2026-08-11T10:24:30.193265-04:00", "open": 146.125, "high": 146.22, "low": 146.06, "close": 146.085, "fill": 146.085, "vwap": 146.06254381236937, "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 146.06 +0.10% = 146.21; first tick (after delay) 146.09 @ 10:24:30; 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": "2026-08-11T10:24:31.021017-04:00"} {"ts": "2026-08-11T10:25:11.181741-04:00", "symbol": "HON", "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": "2026-08-11T10:24:55.964269-04:00", "decision_ts": "2026-08-11T10:25:10.964269-04:00", "open": 241.675, "high": 242.69, "low": 241.67, "close": 242.35, "fill": 242.35, "vwap": 242.3740919117797, "ticks": 41}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 242.37 -0.10% = 242.13; first tick (after delay) 242.35 @ 10:25:11; 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": "2026-08-11T10:25:11.182813-04:00"} {"ts": "2026-08-11T10:28:51.982967-04:00", "symbol": "SWKS", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-SWKS-20260811T102851-entry", "alpaca_parent_id": "538f5146-98e3-4a58-8eb8-22360fceecf7", "alpaca_tp_id": "f889033e-3216-46dd-8ddf-90dfd986be78", "alpaca_sl_id": "b55463da-cb26-417e-9714-e3f6d965133a", "shares": 643.0, "entry_anchor_price": 69.91, "entry_price_ref": 69.83223373551759, "entry_price_fill": 69.94075, "entry_gate_price": 69.91, "signal_ts": "2026-08-11T10:28:36.871282-04:00", "entry_filled_at": "2026-08-11T14:28:54.906548+00:00", "decision_bar_wall": "2026-08-11T10:28:36.882397-04:00", "entry_confirmed_wall": "2026-08-11T10:28:51.982967-04:00", "decision_bar": {"signal_ts": "2026-08-11T10:28:36.871282-04:00", "decision_ts": "2026-08-11T10:28:51.871282-04:00", "open": 69.88, "high": 69.91, "low": 69.83, "close": 69.91, "fill": 69.91, "vwap": 69.83223373551759, "ticks": 115}, "tp_level": 71.03, "sl_level": 69.35, "sl_anchor_price": 69.91, "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": "2026-08-11T15:45:00-04:00", "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": "569.41", "last 1m close": "576.99", "deviation": "+1.33%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "69.8322", "bar low": "69.83", "bar high": "69.89"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (69.91 \u2212 69.83) / 69.83", "close": "69.91 above VWAP 69.83", "open": "69.88 above VWAP 69.83", "local trend": "signal bar: with-trade bar \u00b7 prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.33% 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": "2026-08-11T10:28:55.189851-04:00"} {"ts": "2026-08-11T10:29:14.423363-04:00", "symbol": "APP", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260811T102914-entry", "alpaca_parent_id": "2d8a8d6b-b26d-41d3-8edc-983cd404bfc6", "alpaca_tp_id": "783c0248-e377-4fdf-b17a-eae7d6fa7953", "alpaca_sl_id": "fc462552-ec6c-450e-a2cf-605b08cd4d46", "shares": 138.0, "entry_anchor_price": 323.7, "entry_price_ref": 324.13402077485256, "entry_price_fill": 323.51, "entry_gate_price": 323.7, "signal_ts": "2026-08-11T10:28:59.346723-04:00", "entry_filled_at": "2026-08-11T14:29:16.243284+00:00", "decision_bar_wall": "2026-08-11T10:28:59.364750-04:00", "entry_confirmed_wall": "2026-08-11T10:29:14.423363-04:00", "decision_bar": {"signal_ts": "2026-08-11T10:28:59.346723-04:00", "decision_ts": "2026-08-11T10:29:14.346723-04:00", "open": 323.37, "high": 324.4, "low": 323.18, "close": 323.7, "fill": 323.7, "vwap": 324.13402077485256, "ticks": 25}, "tp_level": 320.14, "sl_level": 325.48, "sl_anchor_price": 323.7, "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": "2026-08-11T15:45:00-04:00", "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": "720.87", "last 1m close": "721.60", "deviation": "+0.10%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "324.1340", "bar low": "323.18", "bar high": "324.16"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.13% = (324.13 \u2212 323.70) / 324.13", "close": "323.70 below VWAP 324.13", "open": "323.37 below VWAP 324.13", "local trend": "signal bar 0.38%/0.10% < 0.40%/0.20% \u00b7 prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.10% 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": "2026-08-11T10:29:16.378664-04:00"} {"ts": "2026-08-11T10:30:33.874141-04:00", "symbol": "MU", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MU-20260811T103033-entry", "alpaca_parent_id": "58254721-d84e-4434-ab85-308b5e36fc51", "alpaca_tp_id": "3ee72037-b262-4db2-b05c-e44f191b2994", "alpaca_sl_id": "f729bdcd-81f2-459b-b16f-6e80b3578570", "shares": 27.0, "entry_anchor_price": 859.3454, "entry_price_ref": 861.8478073112838, "entry_price_fill": 859.29, "entry_gate_price": 859.3454, "signal_ts": "2026-08-11T10:30:18.838319-04:00", "entry_filled_at": "2026-08-11T14:30:34.595158+00:00", "decision_bar_wall": "2026-08-11T10:30:18.854493-04:00", "entry_confirmed_wall": "2026-08-11T10:30:33.874141-04:00", "decision_bar": {"signal_ts": "2026-08-11T10:30:18.838319-04:00", "decision_ts": "2026-08-11T10:30:33.838319-04:00", "open": 859.491, "high": 862.09, "low": 859.0, "close": 859.52, "fill": 859.3454, "vwap": 861.8478073112838, "ticks": 543}, "tp_level": 845.6, "sl_level": 866.22, "sl_anchor_price": 859.3454, "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": "2026-08-11T15:45:00-04:00", "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": "569.41", "last 1m close": "577.21", "deviation": "+1.37%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "861.8478", "bar low": "859.36", "bar high": "861.88"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.29% = (861.85 \u2212 859.35) / 861.85", "close": "859.52 below VWAP 861.85", "open": "859.49 below VWAP 861.85", "local trend": "signal bar 0.36%/0.00% < 0.40%/0.20% \u00b7 prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.37% 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": "2026-08-11T10:30:34.637439-04:00"} {"ts": "2026-08-11T10:30:50.272232-04:00", "symbol": "CRWD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:30:34.799838-04:00", "decision_ts": "2026-08-11T10:30:49.799838-04:00", "open": 223.2, "high": 223.21, "low": 222.33, "close": 222.33, "fill": 222.33, "vwap": 222.5385019291424, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "222.33", "bar VWAP": "222.5385", "close \u2212 VWAP": "-0.2085"}, "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": "2026-08-11T10:30:50.392972-04:00"} {"ts": "2026-08-11T10:31:07.659271-04:00", "symbol": "APP", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260811T102914-entry", "alpaca_parent_id": "2d8a8d6b-b26d-41d3-8edc-983cd404bfc6", "alpaca_tp_id": "783c0248-e377-4fdf-b17a-eae7d6fa7953", "alpaca_sl_id": "fc462552-ec6c-450e-a2cf-605b08cd4d46", "shares": 138.0, "entry_anchor_price": 323.7, "entry_price_ref": 324.13402077485256, "entry_price_fill": 323.51, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 320.14, "sl_level": 325.48, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 325.48, "exit_price_fill": 325.65, "exit_filled_at": "2026-08-11T14:31:05.845430+00:00", "pnl_ref": -185.74513307034942, "pnl_fill": -295.3199999999981, "return_pct_ref": -0.4152539193293725, "return_pct_fill": -0.6614942351086395, "slip_entry_bps": 19.251937003120698, "slip_exit_bps": 5.223055180040527, "slip_total_bps": 24.474992183161227, "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": "2026-08-11T10:31:07.713942-04:00"} {"ts": "2026-08-11T10:31:13.849096-04:00", "symbol": "MCHP", "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": "2026-08-11T10:30:58.711232-04:00", "decision_ts": "2026-08-11T10:31:13.711232-04:00", "open": 82.955, "high": 82.97, "low": 82.59, "close": 82.63, "fill": 82.63, "vwap": 82.66174037987854, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "82.63", "bar VWAP": "82.6617", "close \u2212 VWAP": "-0.0317"}, "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": "2026-08-11T10:31:13.849532-04:00"} {"ts": "2026-08-11T10:31:13.849096-04:00", "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": "2026-08-11T10:30:58.803198-04:00", "decision_ts": "2026-08-11T10:31:13.803198-04:00", "open": 252.47, "high": 252.47, "low": 251.345, "close": 251.5, "fill": 251.5, "vwap": 251.51203397674996, "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": "251.50", "bar VWAP": "251.5120", "close \u2212 VWAP": "-0.0120"}, "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": "2026-08-11T10:31:14.005321-04:00"} {"ts": "2026-08-11T10:31:50.487347-04:00", "symbol": "MNST", "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": "2026-08-11T10:31:34.801798-04:00", "decision_ts": "2026-08-11T10:31:49.801798-04:00", "open": 45.665, "high": 45.7, "low": 45.65, "close": 45.7, "fill": 45.7, "vwap": 45.69798837823634, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "45.70", "bar VWAP": "45.6980", "close \u2212 VWAP": "+0.0020"}, "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": "2026-08-11T10:31:50.549935-04:00"} {"ts": "2026-08-11T10:31:51.660995-04:00", "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": "2026-08-11T10:31:36.592582-04:00", "decision_ts": "2026-08-11T10:31:51.592582-04:00", "open": 81.8575, "high": 81.91, "low": 81.775, "close": 81.815, "fill": 81.815, "vwap": 81.79132144606005, "ticks": 14}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 81.79 +0.10% = 81.87; first tick (after delay) 81.81 @ 10:31:51; 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": "2026-08-11T10:31:51.697953-04:00"} {"ts": "2026-08-11T10:37:14.169188-04:00", "symbol": "CAT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:36:58.610156-04:00", "decision_ts": "2026-08-11T10:37:13.610156-04:00", "open": 858.69, "high": 859.4299, "low": 856.4292, "close": 856.4292, "fill": 856.4292, "vwap": 858.046489877694, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "856.43", "bar VWAP": "858.0465", "close \u2212 VWAP": "-1.6173"}, "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": "2026-08-11T10:37:14.230408-04:00"} {"ts": "2026-08-11T10:37:16.347150-04:00", "symbol": "GEV", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:37:00.463982-04:00", "decision_ts": "2026-08-11T10:37:15.463982-04:00", "open": 1023.17, "high": 1023.2, "low": 1021.6805, "close": 1022.615, "fill": 1022.615, "vwap": 1023.1734386180601, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1022.62", "bar VWAP": "1023.1734", "close \u2212 VWAP": "-0.5584"}, "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": "2026-08-11T10:37:16.365908-04:00"} {"ts": "2026-08-11T10:38:44.172247-04:00", "symbol": "BLK", "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": "2026-08-11T10:38:29.158580-04:00", "decision_ts": "2026-08-11T10:38:44.158580-04:00", "open": 1148.97, "high": 1148.97, "low": 1146.96, "close": 1147.685, "fill": 1147.685, "vwap": 1147.8077905249988, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1147.68", "bar VWAP": "1147.8078", "close \u2212 VWAP": "-0.1228"}, "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": "2026-08-11T10:38:44.246430-04:00"} {"ts": "2026-08-11T10:39:32.746645-04:00", "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": "2026-08-11T10:39:17.226584-04:00", "decision_ts": "2026-08-11T10:39:32.226584-04:00", "open": 280.63, "high": 280.68, "low": 280.1768, "close": 280.51, "fill": 280.51, "vwap": 280.3746210407605, "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 280.37 +0.10% = 280.65; first tick (after delay) 280.51 @ 10:39:32; 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": "2026-08-11T10:39:32.777292-04:00"} {"ts": "2026-08-11T10:40:00.098962-04:00", "symbol": "LRCX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:39:44.878870-04:00", "decision_ts": "2026-08-11T10:39:59.878870-04:00", "open": 314.63, "high": 314.63, "low": 313.65, "close": 313.71, "fill": 313.71, "vwap": 313.8504961871872, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "313.71", "bar VWAP": "313.8505", "close \u2212 VWAP": "-0.1405"}, "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": "2026-08-11T10:40:00.317738-04:00"} {"ts": "2026-08-11T10:41:01.947575-04:00", "symbol": "ADI", "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": "2026-08-11T10:40:45.980511-04:00", "decision_ts": "2026-08-11T10:41:00.980511-04:00", "open": 391.53, "high": 391.63, "low": 391.29, "close": 391.37, "fill": 391.37, "vwap": 391.32321811260397, "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 391.32 +0.10% = 391.71; first tick (after delay) 391.37 @ 10:41:01; 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": "2026-08-11T10:41:02.122349-04:00"} {"ts": "2026-08-11T10:43:29.390921-04:00", "symbol": "DELL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:43:14.085004-04:00", "decision_ts": "2026-08-11T10:43:29.085004-04:00", "open": 442.35, "high": 442.7551, "low": 441.3805, "close": 441.93, "fill": 441.93, "vwap": 441.83330330358524, "ticks": 8}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 441.83 +0.10% = 442.28; first tick (after delay) 441.93 @ 10:43:29; 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": "2026-08-11T10:43:29.498843-04:00"} {"ts": "2026-08-11T10:44:42.957145-04:00", "symbol": "MRVL", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MRVL-20260811T104442-entry", "alpaca_parent_id": "2c5effa3-bc20-46f1-a30e-965180c3973b", "alpaca_tp_id": "586c3f8c-f290-497a-b012-900f02e2280e", "alpaca_sl_id": "9ca19271-d4b7-4b5a-86a3-cb15f48a4f2b", "shares": 136.0, "entry_anchor_price": 210.4299, "entry_price_ref": 210.0085350597165, "entry_price_fill": 210.43, "entry_gate_price": 210.4299, "signal_ts": "2026-08-11T10:44:27.516523-04:00", "entry_filled_at": "2026-08-11T14:44:43.629624+00:00", "decision_bar_wall": "2026-08-11T10:44:27.574880-04:00", "entry_confirmed_wall": "2026-08-11T10:44:42.957145-04:00", "decision_bar": {"signal_ts": "2026-08-11T10:44:27.516523-04:00", "decision_ts": "2026-08-11T10:44:42.516523-04:00", "open": 210.24, "high": 210.36, "low": 209.81, "close": 210.33, "fill": 210.4299, "vwap": 210.0085350597165, "ticks": 47}, "tp_level": 213.8, "sl_level": 208.75, "sl_anchor_price": 210.4299, "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": "2026-08-11T15:45:00-04:00", "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": "569.41", "last 1m close": "574.73", "deviation": "+0.93%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "210.0085", "bar low": "210.00", "bar high": "210.30"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.20% = (210.43 \u2212 210.01) / 210.01", "close": "210.33 above VWAP 210.01", "open": "210.24 above VWAP 210.01", "local trend": "signal bar: with-trade bar \u00b7 prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +0.93% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T10:44:43.814571-04:00"} {"ts": "2026-08-11T10:48:00.080159-04:00", "symbol": "CEG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T10:47:44.377018-04:00", "decision_ts": "2026-08-11T10:47:59.377018-04:00", "open": 278.2, "high": 278.4, "low": 277.6, "close": 277.765, "fill": 277.765, "vwap": 277.63474079529175, "ticks": 5}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 277.63 +0.10% = 277.91; first tick (after delay) 277.76 @ 10:48:00; 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": "2026-08-11T10:48:00.346279-04:00"} {"ts": "2026-08-11T10:49:04.989559-04:00", "symbol": "SNDK", "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": "2026-08-11T10:48:49.422817-04:00", "decision_ts": "2026-08-11T10:49:04.422817-04:00", "open": 1257.47, "high": 1258.4899, "low": 1256.01, "close": 1257.0207, "fill": 1257.0207, "vwap": 1258.2182659668574, "ticks": 36}, "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 1258.22 -0.10% = 1256.96; first tick (after delay) 1257.02 @ 10:49:04; gap +0.10% \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": "2026-08-11T10:49:05.017579-04:00"} {"ts": "2026-08-11T10:51:39.015953-04:00", "symbol": "MELI", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MELI-20260811T102212-entry", "alpaca_parent_id": "fda73ae3-a7ff-4d0e-a2da-ccb51bbf85c8", "alpaca_tp_id": "a83af3a7-ab7c-497d-9de6-f2fc95b1ae7d", "alpaca_sl_id": "fdcea16a-0328-47d2-b086-e9888cce78ee", "shares": 31.0, "entry_anchor_price": 1882.5, "entry_price_ref": 1880.1378501363395, "entry_price_fill": 1884.92, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1903.21, "sl_level": 1872.15, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 1903.21, "exit_price_fill": 1901.01, "exit_filled_at": "2026-08-11T14:51:40.043389+00:00", "pnl_ref": 715.2366457734777, "pnl_fill": 498.78999999999746, "return_pct_ref": 1.2271520336653685, "return_pct_fill": 0.8536171296394501, "slip_entry_bps": 25.435102342702297, "slip_exit_bps": 11.559418035844942, "slip_total_bps": 36.994520378547236, "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": "2026-08-11T10:51:40.106152-04:00"} {"ts": "2026-08-11T10:55:06.121229-04:00", "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": "2026-08-11T10:54:50.370891-04:00", "decision_ts": "2026-08-11T10:55:05.370891-04:00", "open": 1219.9, "high": 1224.0, "low": 1219.605, "close": 1223.4907, "fill": 1223.4907, "vwap": 1223.744527880935, "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 1223.74 -0.10% = 1222.52; first tick (after delay) 1223.49 @ 10:55:06; 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": "2026-08-11T10:55:06.184698-04:00"} {"ts": "2026-08-11T10:55:32.353953-04:00", "symbol": "MU", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "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": "2026-08-11T10:55:32.367183-04:00"} {"ts": "2026-08-11T10:56:07.746964-04:00", "symbol": "DE", "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": "2026-08-11T10:55:52.474950-04:00", "decision_ts": "2026-08-11T10:56:07.474950-04:00", "open": 617.27, "high": 617.27, "low": 616.3, "close": 616.73, "fill": 616.73, "vwap": 617.0660373236767, "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": "616.73", "bar VWAP": "617.0660", "close \u2212 VWAP": "-0.3360"}, "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": "2026-08-11T10:56:07.773687-04:00"} {"ts": "2026-08-11T10:58:18.779658-04:00", "symbol": "NXPI", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-NXPI-20260811T105818-entry", "alpaca_parent_id": "58606aa7-0e9c-45a5-9d44-a56b50e3e180", "alpaca_tp_id": "47227d74-542f-4229-8bb9-b70f127a96d4", "alpaca_sl_id": "8164cd1d-9cef-4218-936a-9e5c5fa1cd8b", "shares": 149.0, "entry_anchor_price": 239.73, "entry_price_ref": 239.42335248609268, "entry_price_fill": 239.75, "entry_gate_price": 239.73, "signal_ts": "2026-08-11T10:58:03.111543-04:00", "entry_filled_at": "2026-08-11T14:58:21.354706+00:00", "decision_bar_wall": "2026-08-11T10:58:03.124239-04:00", "entry_confirmed_wall": "2026-08-11T10:58:18.779658-04:00", "decision_bar": {"signal_ts": "2026-08-11T10:58:03.111543-04:00", "decision_ts": "2026-08-11T10:58:18.111543-04:00", "open": 239.44, "high": 239.47, "low": 239.38, "close": 239.47, "fill": 239.73, "vwap": 239.42335248609268, "ticks": 3}, "tp_level": 243.57, "sl_level": 237.81, "sl_anchor_price": 239.73, "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": "2026-08-11T15:45:00-04:00", "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": "569.41", "last 1m close": "576.88", "deviation": "+1.31%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "239.4234", "bar low": "239.38", "bar high": "239.44"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.13% = (239.73 \u2212 239.42) / 239.42", "close": "239.47 above VWAP 239.42", "open": "239.44 above VWAP 239.42", "local trend": "signal bar: with-trade bar \u00b7 prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.31% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T10:58:22.012587-04:00"} {"ts": "2026-08-11T10:58:57.278837-04:00", "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": "2026-08-11T10:58:41.355210-04:00", "decision_ts": "2026-08-11T10:58:56.355210-04:00", "open": 1411.49, "high": 1411.49, "low": 1409.33, "close": 1411.01, "fill": 1411.01, "vwap": 1409.8687191058482, "ticks": 21}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1409.87 +0.10% = 1411.28; first tick (after delay) 1411.01 @ 10:58:57; 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": "2026-08-11T10:58:57.280356-04:00"} {"ts": "2026-08-11T11:05:55.315133-04:00", "symbol": "PLTR", "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": "2026-08-11T11:05:40.137922-04:00", "decision_ts": "2026-08-11T11:05:55.137922-04:00", "open": 175.93, "high": 176.03, "low": 175.74, "close": 175.77, "fill": 175.8, "vwap": 175.84774538742874, "ticks": 143}, "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": "175.77", "bar VWAP": "175.8477", "close \u2212 VWAP": "-0.0777"}, "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": "2026-08-11T11:05:55.806419-04:00"} {"ts": "2026-08-11T11:07:44.680928-04:00", "symbol": "MS", "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": "2026-08-11T11:07:28.704750-04:00", "decision_ts": "2026-08-11T11:07:43.704750-04:00", "open": 215.04, "high": 215.35, "low": 215.03, "close": 215.35, "fill": 215.35, "vwap": 215.1165671822706, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "215.35", "bar VWAP": "215.1166", "close \u2212 VWAP": "+0.2334"}, "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": "2026-08-11T11:07:45.129483-04:00"} {"ts": "2026-08-11T11:08:46.004765-04:00", "symbol": "TER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T11:08:30.087838-04:00", "decision_ts": "2026-08-11T11:08:45.087838-04:00", "open": 380.67, "high": 380.67, "low": 379.8251, "close": 379.83, "fill": 379.83, "vwap": 380.17726905869034, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "379.83", "bar VWAP": "380.1773", "close \u2212 VWAP": "-0.3473"}, "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": "2026-08-11T11:08:46.028070-04:00"} {"ts": "2026-08-11T11:08:46.004765-04:00", "symbol": "SNPS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T11:08:30.214318-04:00", "decision_ts": "2026-08-11T11:08:45.214318-04:00", "open": 408.51, "high": 408.7, "low": 408.01, "close": 408.01, "fill": 408.01, "vwap": 408.2855589782613, "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": "408.01", "bar VWAP": "408.2856", "close \u2212 VWAP": "-0.2756"}, "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": "2026-08-11T11:08:46.161612-04:00"} {"ts": "2026-08-11T11:09:48.857037-04:00", "symbol": "KLAC", "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": "2026-08-11T11:09:33.304951-04:00", "decision_ts": "2026-08-11T11:09:48.304951-04:00", "open": 200.0418, "high": 200.17, "low": 199.74, "close": 199.74, "fill": 199.74, "vwap": 199.79820395652106, "ticks": 83}, "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": "199.74", "bar VWAP": "199.7982", "close \u2212 VWAP": "-0.0582"}, "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": "2026-08-11T11:09:48.927346-04:00"} {"ts": "2026-08-11T11:10:46.707846-04:00", "symbol": "ASML", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T11:10:31.073054-04:00", "decision_ts": "2026-08-11T11:10:46.073054-04:00", "open": 1802.75, "high": 1803.3, "low": 1800.385, "close": 1802.06, "fill": 1802.06, "vwap": 1800.8811914650655, "ticks": 109}, "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 1800.88 +0.10% = 1802.68; first tick (after delay) 1802.06 @ 11:10:46; 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": "2026-08-11T11:10:46.789345-04:00"} {"ts": "2026-08-11T11:10:46.619062-04:00", "symbol": "SNDK", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260811T111046-entry", "alpaca_parent_id": "1f5ce46b-83fb-4b72-a2bd-4277082330aa", "alpaca_tp_id": "b44c3584-3ba4-4c9d-bb72-67820177b1d6", "alpaca_sl_id": "6df3feac-2f15-46d7-93db-928103674703", "shares": 21.0, "entry_anchor_price": 1260.48, "entry_price_ref": 1259.064248332329, "entry_price_fill": 1261.119048, "entry_gate_price": 1260.48, "signal_ts": "2026-08-11T11:10:31.546637-04:00", "entry_filled_at": "2026-08-11T15:10:48.235409+00:00", "decision_bar_wall": "2026-08-11T11:10:31.560280-04:00", "entry_confirmed_wall": "2026-08-11T11:10:46.619062-04:00", "decision_bar": {"signal_ts": "2026-08-11T11:10:31.546637-04:00", "decision_ts": "2026-08-11T11:10:46.546637-04:00", "open": 1261.495, "high": 1262.0, "low": 1259.01, "close": 1260.48, "fill": 1260.48, "vwap": 1259.064248332329, "ticks": 27}, "tp_level": 1274.35, "sl_level": 1253.55, "sl_anchor_price": 1260.48, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "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": "720.87", "last 1m close": "720.28", "deviation": "-0.08%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "1259.0642", "bar low": "1259.01", "bar high": "1262.00"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (1260.48 \u2212 1259.06) / 1259.06", "close": "1260.48 above VWAP 1259.06", "open": "1261.49 above VWAP 1259.06", "local trend": "signal bar 0.24%/0.08% < 0.40%/0.20% \u00b7 prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev -0.08% 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": "2026-08-11T11:10:48.244209-04:00"} {"ts": "2026-08-11T11:12:02.711384-04:00", "symbol": "INTU", "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": "2026-08-11T11:11:47.003937-04:00", "decision_ts": "2026-08-11T11:12:02.003937-04:00", "open": 336.02, "high": 336.02, "low": 334.86, "close": 335.06, "fill": 335.06, "vwap": 334.8977620648543, "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 334.90 +0.10% = 335.23; first tick (after delay) 335.06 @ 11:12:02; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T11:12:02.922401-04:00"} {"ts": "2026-08-11T11:19:20.704737-04:00", "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": "2026-08-11T11:19:05.068610-04:00", "decision_ts": "2026-08-11T11:19:20.068610-04:00", "open": 252.305, "high": 252.36, "low": 252.0605, "close": 252.17, "fill": 252.17, "vwap": 252.06903179881516, "ticks": 8}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 252.07 +0.10% = 252.32; first tick (after delay) 252.17 @ 11:19:20; 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": "2026-08-11T11:19:20.995984-04:00"} {"ts": "2026-08-11T11:19:49.377229-04:00", "symbol": "SWKS", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SWKS-20260811T102851-entry", "alpaca_parent_id": "538f5146-98e3-4a58-8eb8-22360fceecf7", "alpaca_tp_id": "f889033e-3216-46dd-8ddf-90dfd986be78", "alpaca_sl_id": "b55463da-cb26-417e-9714-e3f6d965133a", "shares": 643.0, "entry_anchor_price": 69.91, "entry_price_ref": 69.83223373551759, "entry_price_fill": 69.94075, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 71.03, "sl_level": 69.35, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 69.35, "exit_price_fill": 69.32, "exit_filled_at": "2026-08-11T15:19:40.207929+00:00", "pnl_ref": -310.0762919378143, "pnl_fill": -399.1422500000007, "return_pct_ref": -0.6905603755194334, "return_pct_fill": -0.8875369509191766, "slip_entry_bps": 15.539566569415209, "slip_exit_bps": 4.325883201153733, "slip_total_bps": 19.865449770568944, "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": "2026-08-11T11:19:49.396794-04:00"} {"ts": "2026-08-11T11:22:02.229279-04:00", "symbol": "SNDK", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260811T111046-entry", "alpaca_parent_id": "1f5ce46b-83fb-4b72-a2bd-4277082330aa", "alpaca_tp_id": "b44c3584-3ba4-4c9d-bb72-67820177b1d6", "alpaca_sl_id": "6df3feac-2f15-46d7-93db-928103674703", "shares": 21.0, "entry_anchor_price": 1260.48, "entry_price_ref": 1259.064248332329, "entry_price_fill": 1261.119048, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1274.35, "sl_level": 1253.55, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 1274.35, "exit_price_fill": 1273.79, "exit_filled_at": "2026-08-11T15:22:03.942137+00:00", "pnl_ref": 321.0007850210882, "pnl_fill": 266.0899919999988, "return_pct_ref": 1.2140565255440494, "return_pct_fill": 1.0047387691189513, "slip_entry_bps": 16.32005412267583, "slip_exit_bps": 4.394397143641429, "slip_total_bps": 20.714451266317262, "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": "2026-08-11T11:22:04.130678-04:00"} {"ts": "2026-08-11T11:27:33.280749-04:00", "symbol": "NOW", "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": "2026-08-11T11:27:18.038235-04:00", "decision_ts": "2026-08-11T11:27:33.038235-04:00", "open": 127.45, "high": 127.45, "low": 127.31, "close": 127.3301, "fill": 127.35, "vwap": 127.37569979396264, "ticks": 34}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "127.33", "bar VWAP": "127.3757", "close \u2212 VWAP": "-0.0456"}, "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": "2026-08-11T11:27:33.368739-04:00"} {"ts": "2026-08-11T11:29:43.963442-04:00", "symbol": "ALNY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T11:29:28.169026-04:00", "decision_ts": "2026-08-11T11:29:43.169026-04:00", "open": 218.65, "high": 219.35, "low": 218.65, "close": 219.305, "fill": 219.305, "vwap": 219.29618822635734, "ticks": 23}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "219.31", "bar VWAP": "219.2962", "close \u2212 VWAP": "+0.0088"}, "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": "2026-08-11T11:29:44.052795-04:00"} {"ts": "2026-08-11T11:31:08.603767-04:00", "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": "2026-08-11T11:30:53.133712-04:00", "decision_ts": "2026-08-11T11:31:08.133712-04:00", "open": 404.965, "high": 405.2, "low": 404.965, "close": 405.07, "fill": 405.07, "vwap": 405.13416733965414, "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": "small_gap", "skip_detail": "threshold VWAP@touch 405.13 -0.10% = 404.73; first tick (after delay) 405.07 @ 11:31:08; 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": "2026-08-11T11:31:08.680944-04:00"} {"ts": "2026-08-11T11:34:24.193456-04:00", "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": "2026-08-11T11:34:08.330960-04:00", "decision_ts": "2026-08-11T11:34:23.330960-04:00", "open": 324.845, "high": 324.845, "low": 324.32, "close": 324.5, "fill": 324.5, "vwap": 324.5724622532667, "ticks": 23}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "324.50", "bar VWAP": "324.5725", "close \u2212 VWAP": "-0.0725"}, "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": "2026-08-11T11:34:24.376461-04:00"} {"ts": "2026-08-11T11:35:37.417452-04:00", "symbol": "UBER", "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": "2026-08-11T11:35:22.335459-04:00", "decision_ts": "2026-08-11T11:35:37.335459-04:00", "open": 78.37, "high": 78.37, "low": 78.33, "close": 78.355, "fill": 78.36, "vwap": 78.3470810133343, "ticks": 32}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 78.35 +0.10% = 78.43; first tick (after delay) 78.36 @ 11:35:37; 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": "2026-08-11T11:35:37.514854-04:00"} {"ts": "2026-08-11T11:36:56.683557-04:00", "symbol": "META", "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": "2026-08-11T11:36:40.658166-04:00", "decision_ts": "2026-08-11T11:36:55.658166-04:00", "open": 606.36, "high": 606.8, "low": 606.1, "close": 606.36, "fill": 606.36, "vwap": 606.1327409310226, "ticks": 60}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 606.13 +0.10% = 606.74; first tick (after delay) 606.36 @ 11:36:56; 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": "2026-08-11T11:36:56.865642-04:00"} {"ts": "2026-08-11T11:38:56.167346-04:00", "symbol": "BKNG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T11:38:40.954502-04:00", "decision_ts": "2026-08-11T11:38:55.954502-04:00", "open": 212.59, "high": 212.59, "low": 212.355, "close": 212.395, "fill": 212.36, "vwap": 212.3592353675607, "ticks": 28}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 212.36 +0.10% = 212.57; first tick (after delay) 212.36 @ 11:38:56; 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": "2026-08-11T11:38:56.293146-04:00"} {"ts": "2026-08-11T11:39:33.415576-04:00", "symbol": "ANET", "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": "2026-08-11T11:39:18.315126-04:00", "decision_ts": "2026-08-11T11:39:33.315126-04:00", "open": 196.11, "high": 196.13, "low": 195.595, "close": 195.595, "fill": 195.595, "vwap": 195.77604848088282, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "195.59", "bar VWAP": "195.7760", "close \u2212 VWAP": "-0.1810"}, "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": "2026-08-11T11:39:33.463126-04:00"} {"ts": "2026-08-11T11:48:44.386964-04:00", "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": "2026-08-11T11:48:29.186221-04:00", "decision_ts": "2026-08-11T11:48:44.186221-04:00", "open": 177.93, "high": 177.93, "low": 177.74, "close": 177.8501, "fill": 177.8501, "vwap": 177.83722827007992, "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 177.84 +0.10% = 178.02; first tick (after delay) 177.85 @ 11:48:44; 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": "2026-08-11T11:48:44.714187-04:00"} {"ts": "2026-08-11T11:57:46.775480-04:00", "symbol": "KDP", "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": "2026-08-11T11:57:30.947754-04:00", "decision_ts": "2026-08-11T11:57:45.947754-04:00", "open": 28.885, "high": 28.935, "low": 28.88, "close": 28.915, "fill": 28.915, "vwap": 28.895327601266487, "ticks": 92}, "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": "28.91", "bar VWAP": "28.8953", "close \u2212 VWAP": "+0.0197"}, "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": "2026-08-11T11:57:47.012070-04:00"} {"ts": "2026-08-11T12:01:46.066399-04:00", "symbol": "MNST", "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": "2026-08-11T12:01:30.388150-04:00", "decision_ts": "2026-08-11T12:01:45.388150-04:00", "open": 45.54, "high": 45.575, "low": 45.54, "close": 45.575, "fill": 45.575, "vwap": 45.56751270121574, "ticks": 2}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "45.58", "bar VWAP": "45.5675", "close \u2212 VWAP": "+0.0075"}, "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": "2026-08-11T12:01:46.334490-04:00"} {"ts": "2026-08-11T12:02:09.640095-04:00", "symbol": "NXPI", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-NXPI-20260811T105818-entry", "alpaca_parent_id": "58606aa7-0e9c-45a5-9d44-a56b50e3e180", "alpaca_tp_id": "47227d74-542f-4229-8bb9-b70f127a96d4", "alpaca_sl_id": "8164cd1d-9cef-4218-936a-9e5c5fa1cd8b", "shares": 149.0, "entry_anchor_price": 239.73, "entry_price_ref": 239.42335248609268, "entry_price_fill": 239.75, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 243.57, "sl_level": 237.81, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 237.81, "exit_price_fill": 237.76, "exit_filled_at": "2026-08-11T16:02:01.906423+00:00", "pnl_ref": -240.3895204278093, "pnl_fill": -296.51000000000136, "return_pct_ref": -0.6738492587879064, "return_pct_fill": -0.8300312825860301, "slip_entry_bps": 13.643093312140127, "slip_exit_bps": 2.102518817543895, "slip_total_bps": 15.745612129684023, "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": "2026-08-11T12:02:09.660175-04:00"} {"ts": "2026-08-11T12:02:18.790941-04:00", "symbol": "LITE", "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": "2026-08-11T12:02:03.662689-04:00", "decision_ts": "2026-08-11T12:02:18.662689-04:00", "open": 808.14, "high": 808.59, "low": 807.35, "close": 808.0, "fill": 808.0, "vwap": 807.4542393492783, "ticks": 28}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 807.45 +0.10% = 808.26; first tick (after delay) 808.00 @ 12:02:18; 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": "2026-08-11T12:02:19.111872-04:00"} {"ts": "2026-08-11T12:02:39.329844-04:00", "symbol": "STX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T12:02:23.971391-04:00", "decision_ts": "2026-08-11T12:02:38.971391-04:00", "open": 813.61, "high": 814.17, "low": 811.87, "close": 812.0, "fill": 812.0, "vwap": 811.8826867074754, "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 811.88 +0.10% = 812.69; first tick (after delay) 812.00 @ 12:02:39; 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": "2026-08-11T12:02:39.330496-04:00"} {"ts": "2026-08-11T12:11:44.616250-04:00", "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": "2026-08-11T12:11:29.231443-04:00", "decision_ts": "2026-08-11T12:11:44.231443-04:00", "open": 239.54, "high": 239.55, "low": 239.375, "close": 239.47, "fill": 239.47, "vwap": 239.42710852142142, "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 239.43 +0.10% = 239.67; first tick (after delay) 239.47 @ 12:11:44; 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": "2026-08-11T12:11:44.665871-04:00"} {"ts": "2026-08-11T12:12:15.928617-04:00", "symbol": "WDAY", "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": "2026-08-11T12:12:00.921254-04:00", "decision_ts": "2026-08-11T12:12:15.921254-04:00", "open": 182.43, "high": 182.43, "low": 182.385, "close": 182.385, "fill": 182.385, "vwap": 182.4626772385168, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "182.38", "bar VWAP": "182.4627", "close \u2212 VWAP": "-0.0777"}, "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": "2026-08-11T12:12:16.155929-04:00"} {"ts": "2026-08-11T12:21:59.558775-04:00", "symbol": "IDXX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T12:21:43.768805-04:00", "decision_ts": "2026-08-11T12:21:58.768805-04:00", "open": 593.23, "high": 594.1, "low": 593.23, "close": 593.88, "fill": 593.88, "vwap": 593.4224151797983, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "593.88", "bar VWAP": "593.4224", "close \u2212 VWAP": "+0.4576"}, "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": "2026-08-11T12:21:59.801734-04:00"} {"ts": "2026-08-11T12:24:22.900399-04:00", "symbol": "DXCM", "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": "2026-08-11T12:24:07.063208-04:00", "decision_ts": "2026-08-11T12:24:22.063208-04:00", "open": 88.62, "high": 88.62, "low": 88.57, "close": 88.57, "fill": 88.57, "vwap": 88.57692174850168, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "88.57", "bar VWAP": "88.5769", "close \u2212 VWAP": "-0.0069"}, "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": "2026-08-11T12:24:23.108081-04:00"} {"ts": "2026-08-11T12:32:00.565796-04:00", "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": "2026-08-11T12:31:45.437366-04:00", "decision_ts": "2026-08-11T12:32:00.437366-04:00", "open": 459.2, "high": 459.21, "low": 458.85, "close": 458.86, "fill": 458.86, "vwap": 458.9774134101716, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "458.86", "bar VWAP": "458.9774", "close \u2212 VWAP": "-0.1174"}, "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": "2026-08-11T12:32:00.660140-04:00"} {"ts": "2026-08-11T12:38:15.789431-04:00", "symbol": "CTSH", "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": "2026-08-11T12:38:00.030155-04:00", "decision_ts": "2026-08-11T12:38:15.030155-04:00", "open": 58.6, "high": 58.615, "low": 58.6, "close": 58.615, "fill": 58.615, "vwap": 58.61172766534632, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_below_vwap", "skip_detail": null, "skip_metrics": {"bar open": "58.60", "bar VWAP": "58.6117", "bar open \u2212 VWAP": "-0.0117"}, "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": "2026-08-11T12:38:15.992987-04:00"} {"ts": "2026-08-11T12:50:25.023470-04:00", "symbol": "INSM", "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": "2026-08-11T12:50:09.261368-04:00", "decision_ts": "2026-08-11T12:50:24.261368-04:00", "open": 134.09, "high": 134.09, "low": 133.83, "close": 133.83, "fill": 133.83, "vwap": 133.89413179931478, "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": "133.83", "bar VWAP": "133.8941", "close \u2212 VWAP": "-0.0641"}, "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": "2026-08-11T12:50:25.241466-04:00"} {"ts": "2026-08-11T12:53:02.218946-04:00", "symbol": "PLTR", "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": "2026-08-11T12:52:46.866076-04:00", "decision_ts": "2026-08-11T12:53:01.866076-04:00", "open": 174.9, "high": 175.2, "low": 174.9, "close": 175.145, "fill": 175.145, "vwap": 175.14920519686888, "ticks": 173}, "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 175.15 -0.10% = 174.97; first tick (after delay) 175.15 @ 12:53:02; 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": "2026-08-11T12:53:02.323389-04:00"} {"ts": "2026-08-11T13:05:48.661265-04:00", "symbol": "SNDK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T13:05:33.584504-04:00", "decision_ts": "2026-08-11T13:05:48.584504-04:00", "open": 1264.56, "high": 1264.725, "low": 1263.17, "close": 1263.5001, "fill": 1263.5001, "vwap": 1263.189380425962, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1263.19 +0.10% = 1264.45; first tick (after delay) 1263.50 @ 13:05:48; 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": "2026-08-11T13:05:48.975930-04:00"} {"ts": "2026-08-11T13:10:34.650433-04:00", "symbol": "MRVL", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MRVL-20260811T104442-entry", "alpaca_parent_id": "2c5effa3-bc20-46f1-a30e-965180c3973b", "alpaca_tp_id": "586c3f8c-f290-497a-b012-900f02e2280e", "alpaca_sl_id": "9ca19271-d4b7-4b5a-86a3-cb15f48a4f2b", "shares": 136.0, "entry_anchor_price": 210.4299, "entry_price_ref": 210.0085350597165, "entry_price_fill": 210.43, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 213.8, "sl_level": 208.75, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 208.75, "exit_price_fill": 208.709927, "exit_filled_at": "2026-08-11T17:10:33.963382+00:00", "pnl_ref": -171.16076812144502, "pnl_fill": -233.92992800000184, "return_pct_ref": -0.5992780528461084, "return_pct_fill": -0.8174086394525548, "slip_entry_bps": 20.068943396212664, "slip_exit_bps": 1.9196646706590028, "slip_total_bps": 21.988608066871667, "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": "2026-08-11T13:10:34.703146-04:00"} {"ts": "2026-08-11T13:29:19.732253-04:00", "symbol": "ODFL", "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": "2026-08-11T13:29:04.701247-04:00", "decision_ts": "2026-08-11T13:29:19.701247-04:00", "open": 210.69, "high": 210.73, "low": 210.67, "close": 210.67, "fill": 210.67, "vwap": 210.64882943714946, "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": "210.67", "bar VWAP": "210.6488", "close \u2212 VWAP": "+0.0212"}, "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": "2026-08-11T13:29:20.125157-04:00"} {"ts": "2026-08-11T13:49:27.627415-04:00", "symbol": "MPWR", "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": "2026-08-11T13:49:11.880635-04:00", "decision_ts": "2026-08-11T13:49:26.880635-04:00", "open": 1400.4685, "high": 1406.37, "low": 1400.4685, "close": 1403.81, "fill": 1403.81, "vwap": 1404.2917196208339, "ticks": 11}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1404.29 -0.10% = 1402.89; first tick (after delay) 1403.81 @ 13:49:27; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T13:49:27.712012-04:00"} {"ts": "2026-08-11T13:52:12.156297-04:00", "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": "2026-08-11T13:51:56.760639-04:00", "decision_ts": "2026-08-11T13:52:11.760639-04:00", "open": 251.39, "high": 251.83, "low": 251.39, "close": 251.82, "fill": 251.82, "vwap": 251.7875156174459, "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": "251.82", "bar VWAP": "251.7875", "close \u2212 VWAP": "+0.0325"}, "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": "2026-08-11T13:52:12.675045-04:00"} {"ts": "2026-08-11T14:04:32.698385-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T14:04:17.295832-04:00", "decision_ts": "2026-08-11T14:04:32.295832-04:00", "open": 311.235, "high": 311.6, "low": 311.235, "close": 311.6, "fill": 311.6, "vwap": 311.39182277658773, "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": "311.60", "bar VWAP": "311.3918", "close \u2212 VWAP": "+0.2082"}, "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": "2026-08-11T14:04:33.015938-04:00"} {"ts": "2026-08-11T14:08:06.872264-04:00", "symbol": "MRK", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T14:07:50.936490-04:00", "decision_ts": "2026-08-11T14:08:05.936490-04:00", "open": 130.61, "high": 130.645, "low": 130.61, "close": 130.63, "fill": 130.63, "vwap": 130.64381297817985, "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 130.64 -0.10% = 130.51; first tick (after delay) 130.63 @ 14:08:06; 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": "2026-08-11T14:08:06.942842-04:00"} {"ts": "2026-08-11T14:12:37.449529-04:00", "symbol": "CRWD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T14:12:22.389983-04:00", "decision_ts": "2026-08-11T14:12:37.389983-04:00", "open": 223.1, "high": 223.1, "low": 222.63, "close": 222.755, "fill": 222.755, "vwap": 222.89471336819224, "ticks": 82}, "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": "222.75", "bar VWAP": "222.8947", "close \u2212 VWAP": "-0.1397"}, "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": "2026-08-11T14:12:37.700791-04:00"} {"ts": "2026-08-11T14:14:12.132266-04:00", "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": "2026-08-11T14:13:56.363115-04:00", "decision_ts": "2026-08-11T14:14:11.363115-04:00", "open": 383.09, "high": 383.09, "low": 382.12, "close": 382.585, "fill": 382.585, "vwap": 382.8327227604633, "ticks": 36}, "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": "382.58", "bar VWAP": "382.8327", "close \u2212 VWAP": "-0.2477"}, "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": "2026-08-11T14:14:12.382827-04:00"} {"ts": "2026-08-11T14:16:49.079969-04:00", "symbol": "VRSK", "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": "2026-08-11T14:16:33.335877-04:00", "decision_ts": "2026-08-11T14:16:48.335877-04:00", "open": 181.2175, "high": 181.2175, "low": 181.105, "close": 181.105, "fill": 181.105, "vwap": 181.21731780866307, "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": "181.10", "bar VWAP": "181.2173", "close \u2212 VWAP": "-0.1123"}, "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": "2026-08-11T14:16:49.250525-04:00"} {"ts": "2026-08-11T14:18:56.762168-04:00", "symbol": "TMUS", "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": "2026-08-11T14:18:41.675097-04:00", "decision_ts": "2026-08-11T14:18:56.675097-04:00", "open": 180.69, "high": 180.715, "low": 180.04, "close": 180.04, "fill": 180.04, "vwap": 180.21370061482978, "ticks": 239}, "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": "180.04", "bar VWAP": "180.2137", "close \u2212 VWAP": "-0.1737"}, "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": "2026-08-11T14:18:57.011740-04:00"} {"ts": "2026-08-11T14:23:52.295535-04:00", "symbol": "TRI", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T14:23:36.703573-04:00", "decision_ts": "2026-08-11T14:23:51.703573-04:00", "open": 104.94, "high": 104.94, "low": 104.765, "close": 104.79, "fill": 104.79, "vwap": 104.87396488053079, "ticks": 72}, "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": "104.79", "bar VWAP": "104.8740", "close \u2212 VWAP": "-0.0840"}, "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": "2026-08-11T14:23:52.722241-04:00"} {"ts": "2026-08-11T14:26:44.451521-04:00", "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": "2026-08-11T14:26:28.778130-04:00", "decision_ts": "2026-08-11T14:26:43.778130-04:00", "open": 251.53, "high": 251.56, "low": 251.53, "close": 251.56, "fill": 251.56, "vwap": 251.5376719043911, "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": "251.56", "bar VWAP": "251.5377", "close \u2212 VWAP": "+0.0223"}, "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": "2026-08-11T14:26:44.713641-04:00"} {"ts": "2026-08-11T14:49:48.219448-04:00", "symbol": "MU", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "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": "2026-08-11T14:49:48.233755-04:00"} {"ts": "2026-08-11T15:11:03.180986-04:00", "symbol": "NOW", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-NOW-20260811T151103-entry", "alpaca_parent_id": "e3be9eb9-75bf-437e-bb2c-09a9e09962ea", "alpaca_tp_id": "b43d3512-4462-47cc-b1cd-dc823903f900", "alpaca_sl_id": "fb12d23b-937a-4b2e-aa82-d7c2941fd6f1", "shares": 418.0, "entry_anchor_price": 126.8, "entry_price_ref": 126.95945311375749, "entry_price_fill": 126.748756, "entry_gate_price": 126.8, "signal_ts": "2026-08-11T15:10:47.893185-04:00", "entry_filled_at": "2026-08-11T19:11:05.890020+00:00", "decision_bar_wall": "2026-08-11T15:10:47.908185-04:00", "entry_confirmed_wall": "2026-08-11T15:11:03.180986-04:00", "decision_bar": {"signal_ts": "2026-08-11T15:10:47.893185-04:00", "decision_ts": "2026-08-11T15:11:02.893185-04:00", "open": 126.925, "high": 126.97, "low": 126.8, "close": 126.8, "fill": 126.8, "vwap": 126.95945311375749, "ticks": 73}, "tp_level": 125.41, "sl_level": 127.5, "sl_anchor_price": 126.8, "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": "2026-08-11T15:45:00-04:00", "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": "773.03", "last 1m close": "770.08", "deviation": "-0.38%", "threshold": "+1.00%"}, "retouch_metrics": {"bar VWAP": "126.9595", "bar low": "126.88", "bar high": "126.96"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.13% = (126.96 \u2212 126.80) / 126.96", "close": "126.80 below VWAP 126.96", "open": "126.92 below VWAP 126.96", "local trend": "signal bar: with-trade bar \u00b7 prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.38% 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": "2026-08-11T15:11:05.931837-04:00"} {"ts": "2026-08-11T15:25:30.651115-04:00", "symbol": "BX", "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": "2026-08-11T15:25:15.356213-04:00", "decision_ts": "2026-08-11T15:25:30.356213-04:00", "open": 146.7, "high": 146.73, "low": 146.595, "close": 146.73, "fill": 146.73, "vwap": 146.63669898030523, "ticks": 41}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 146.64 +0.10% = 146.78; first tick (after delay) 146.73 @ 15:25:30; 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": "2026-08-11T15:25:31.475578-04:00"} {"ts": "2026-08-11T15:28:14.870543-04:00", "symbol": "PAYX", "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": "2026-08-11T15:27:59.704263-04:00", "decision_ts": "2026-08-11T15:28:14.704263-04:00", "open": 121.145, "high": 121.145, "low": 121.045, "close": 121.045, "fill": 121.045, "vwap": 121.04528961988771, "ticks": 1}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "121.05", "bar VWAP": "121.0453", "close \u2212 VWAP": "-0.0003"}, "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": "2026-08-11T15:28:14.943365-04:00"} {"ts": "2026-08-11T15:28:22.157952-04:00", "symbol": "ANET", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-08-11T15:28:06.851680-04:00", "decision_ts": "2026-08-11T15:28:21.851680-04:00", "open": 195.23, "high": 195.72, "low": 195.21, "close": 195.72, "fill": 195.72, "vwap": 195.56566352723567, "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": "195.72", "bar VWAP": "195.5657", "close \u2212 VWAP": "+0.1543"}, "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": "2026-08-11T15:28:22.971540-04:00"} {"ts": "2026-08-11T15:31:20.732864-04:00", "symbol": "WDC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:31:20.745845-04:00"} {"ts": "2026-08-11T15:31:22.809082-04:00", "symbol": "QCOM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:31:22.821400-04:00"} {"ts": "2026-08-11T15:33:25.471097-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:33:25.485265-04:00"} {"ts": "2026-08-11T15:36:38.891823-04:00", "symbol": "LRCX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:36:38.911341-04:00"} {"ts": "2026-08-11T15:40:50.621188-04:00", "symbol": "NOW", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-NOW-20260811T151103-entry", "alpaca_parent_id": "e3be9eb9-75bf-437e-bb2c-09a9e09962ea", "alpaca_tp_id": "b43d3512-4462-47cc-b1cd-dc823903f900", "alpaca_sl_id": "fb12d23b-937a-4b2e-aa82-d7c2941fd6f1", "shares": 418.0, "entry_anchor_price": 126.8, "entry_price_ref": 126.95945311375749, "entry_price_fill": 126.748756, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 125.41, "sl_level": 127.5, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 127.5, "exit_price_fill": 127.5, "exit_filled_at": "2026-08-11T19:40:43.128747+00:00", "pnl_ref": -225.948598449369, "pnl_fill": -314.0199919999999, "return_pct_ref": -0.4257634016099354, "return_pct_fill": -0.5927032530402165, "slip_entry_bps": 16.595622349499457, "slip_exit_bps": -0.0, "slip_total_bps": 16.595622349499457, "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": "2026-08-11T15:40:50.647175-04:00"} {"ts": "2026-08-11T15:43:04.526943-04:00", "symbol": "AMGN", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:43:04.548549-04:00"} {"ts": "2026-08-11T15:44:53.653551-04:00", "symbol": "CRWD", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:44:53.674432-04:00"} {"ts": "2026-08-11T15:45:01.034824-04:00", "symbol": "MU", "side": "short", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-MU-20260811T154500-58254721-exit-eod_close", "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_flatten", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient qty available for order (requested: 27, available: 0)", "retry": "1/3", "logged_at": "2026-08-11T15:45:01.034864-04:00"} {"ts": "2026-08-11T15:45:01.219918-04:00", "symbol": "MU", "side": "short", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-MU-20260811T154500-58254721-exit-eod_close", "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_flatten", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient qty available for order (requested: 27, available: 0)", "retry": "1/3", "logged_at": "2026-08-11T15:45:01.219951-04:00"} {"ts": "2026-08-11T15:46:01.459653-04:00", "symbol": "MU", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MU-20260811T103033-entry", "alpaca_parent_id": "58254721-d84e-4434-ab85-308b5e36fc51", "alpaca_tp_id": "3ee72037-b262-4db2-b05c-e44f191b2994", "alpaca_sl_id": "f729bdcd-81f2-459b-b16f-6e80b3578570", "shares": 27.0, "entry_anchor_price": 859.3454, "entry_price_ref": 861.8478073112838, "entry_price_fill": 859.29, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 845.6, "sl_level": 866.22, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-08-11T15:45:00-04:00", "exit_reason": "eod_close", "exit_price_ref": 861.96, "exit_price_fill": 861.96, "exit_filled_at": "2026-08-11T19:46:02.842853+00:00", "pnl_ref": -3.029202595339484, "pnl_fill": -72.09000000000196, "return_pct_ref": -0.013017691495464945, "return_pct_fill": -0.31072164228607146, "slip_entry_bps": 29.678178555253456, "slip_exit_bps": -0.0, "slip_total_bps": 29.678178555253456, "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": "2026-08-11T15:46:03.053714-04:00"} {"ts": "2026-08-11T15:50:10.035451-04:00", "symbol": "ARM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:50:10.136323-04:00"} {"ts": "2026-08-11T15:51:10.637813-04:00", "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": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:51:10.660821-04:00"} {"ts": "2026-08-11T15:51:41.193094-04:00", "symbol": "CSCO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:51:41.211012-04:00"} {"ts": "2026-08-11T15:52:24.433599-04:00", "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": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:52:24.447455-04:00"} {"ts": "2026-08-11T15:55:35.016541-04:00", "symbol": "ASML", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:55:35.088829-04:00"} {"ts": "2026-08-11T15:59:00.108247-04:00", "symbol": "DELL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T15:59:00.436421-04:00"} {"ts": "2026-08-11T16:00:00-04:00", "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": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "outside_window", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-08-11T16:01:00.156815-04:00"}