added runbooks
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README.md
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README.md
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# Tool Catalog
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This README catalogs the tools and resources in this directory. It is intended for humans and LLM agents to quickly identify what is available and when to use it.
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## Catalog
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| Tool / Folder | Purpose | Key Files | When to Use |
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| --- | --- | --- | --- |
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| `workflows/tool-catalog-maintainer/` | Creates and maintains catalog READMEs for directories of tools/resources. | `SKILL.md`, `CONTEXT.md`, `references/catalog-format.md` | Use when asked to catalog, index, or update documentation for a folder of tools. |
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| `workflows/research-dfns/` | DFNS research folder — alerts logs, chat log, and TODO tracking from July 27, 2026. | `TODO.md`, `AlertsLog_*.txt`, `ChatLog_*.txt` | Use when reviewing or continuing DFNS research. |
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| `workflows/backtest-strategy/` | Orchestrates rules-based strategy backtesting for core styles using TTG data and a pure-Python engine. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `stages/`, `shared/`, `pyproject.toml` | Use when backtesting trading strategies needing review-gated workflow, data caching, and honest reporting. |
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| `workflows/scan-watchlist-for-equities/` | Scans equities for trade setups with confluence using a mechanical data-fetch script. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `shared/scripts/fetch_scan_data.py`, `stages/` | Use when scanning equities for confluence, generating mechanical data briefs, then interpreting for trade plans. |
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| `workflows/scan-watchlist-for-options/` | Scans options for trade setups with confluence using a mechanical data-fetch script. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `shared/` (CSV watchlists, `scan-watchlist.md`), `stages/` | Use when scanning options for confluence, generating mechanical data briefs, then interpreting for trade plans. |
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| `sources/260731-1330-credit-spread.md` | SPY Bull Put Credit Spread trade plan (0DTE, July 31, 2026). Sell $740 put / Buy $738 put spread. | `260731-1330-credit-spread.md` | Use for today's SPY options trade — bullish slow grind thesis. |
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| `sources/iron-condor-45dte.md` | SPX Iron Condor trade plan — 45DTE entry, 21DTE time exit, Schwab broker. | `iron-condor-45dte.md` | Use when setting up or managing SPX iron condor spreads. |
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| `sources/cha-martin-watchlist.ms.csv` | Cha Martin watchlist export (CSV) for ticker reference or scan filtering. | `cha-martin-watchlist.ms.csv` | Use for ticker watchlist reference or scan filtering. |
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| `sources/2026-08-11-SFY-IC-Debrief.md` | Debrief of a SPY Iron Condor trade on 2026-08-11 with observations and key takeaways. | `2026-08-11-SFY-IC-Debrief.md` | Use for reviewing past iron condor trades to learn and improve. |
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| `sources/HANDOFF_scan_workflow_scripts.md` | Documentation of the mechanical data-fetch script for scan workflows (API, MCP, output format). | `HANDOFF_scan_workflow_scripts.md` | Use when understanding or implementing the fetch_scan_data.py script. |
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| `sources/servers.md` | List of MCP servers available in the MARI environment (ttg-stocks, ttg-benzinga, etc.). | `servers.md` | Use when referencing which data servers are available for MCP tool calls. |
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| `sources/xpon-squeeze-2026-08-24.md` | XPON Short Squeeze — Premarket signal reconstruction (2026-08-24) with volume spike and squeeze mechanics. | `xpon-squeeze-2026-08-24.md` | Use for studying a micro-cap short squeeze setup and premarket signals. |
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| `tos-short-squeeze/` | Contains a TSV file for short squeeze scanning. | `ShortSqueezeScanner.tsv` | Use for scanning short squeeze opportunities using the provided TSV data. |
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| `backtest-workflow-PLAN.md` | Draft plan for a backtesting workflow (approved and built) describing architecture and stages. | `backtest-workflow-PLAN.md` | Use for understanding the design of the backtest-strategy workspace. |
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| `build-watcher.md` | Build spec/prompt for a scheduled 9EMA×VWAP cross alert watcher on MESU6 futures. | `build-watcher.md` | Use when building, reviewing, or resuming the MESU6 9EMA/VWAP cross scheduled-alert watcher (or as a template for a similar cross-based futures alert). |
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## Tools
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### `workflows/tool-catalog-maintainer/`
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**Purpose:**
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Creates and maintains a `README.md` catalog for a directory containing subfolders of tools, prompts, scripts, docs, workflows, skills, or other reusable resources. The README is a living catalog that improves over time.
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**Contents:**
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- `SKILL.md` — skill definition and workflow
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- `CONTEXT.md` — full context: inputs, process, outputs, verification
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- `references/catalog-format.md` — catalog README structure and cataloging rules
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- `output/` — generated artifacts
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**Use when:**
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You need to catalog, index, summarize, or update documentation for a folder of tools so humans or LLM agents can quickly choose the right resource.
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**Setup / dependencies:**
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None noted. Works with file read/write tools.
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**Notes:**
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Always use this tool when asked to catalog a directory — inspect subfolders, read their key files, and write the README using `references/catalog-format.md`.
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### `workflows/research-dfns/`
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**Purpose:**
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Research folder for DFNS (Digital Frontier Acquisition Corp.) — contains alert logs, chat transcripts, and tracking notes from July 27, 2026.
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**Contents:**
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- `TODO.md` — research tracking tasks
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- `AlertsLog_Mon Jul 27 2026*.txt` — alert logs (3 files)
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- `ChatLog_Mon Jul 27 2026.txt` — chat transcript
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**Use when:**
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Reviewing or continuing DFNS research. Note: per ticker tracking rule, DFNS should not be actively tracked unless a fresh positive reason arises.
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**Setup / dependencies:**
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None noted.
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### `workflows/backtest-strategy/`
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**Purpose:**
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Orchestrates rules-based strategy backtesting for core styles (SPY 0DTE credit spreads, single-leg equity/options day trades) using TTG data servers as the only market-data source and a local pure-Python engine.
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**Contents:**
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- `CLAUDE.md` — workspace identity and entry point
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- `CONTEXT.md` — workspace-level routing and stage description
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- `_config/` — stable references: `risk-params.md`, `strategy-spec-TEMPLATE.md`
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- `stages/` — five stage folders (00_clarify_strategy through 04_report) each with review gates
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- `shared/` — data cache (`shared/data/`) and engine scripts (`shared/scripts/`)
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- `pyproject.toml` — zero dependencies (stdlib-only)
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**Use when:**
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Backtesting trading strategies using TTG data, needing a review-gated workflow with data caching, honest reporting, and no look-ahead.
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**Setup / dependencies:**
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None noted (stdlib-only, zero installs; the operator manages packaging with `uv`). Market data comes ONLY from TTG data servers.
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**Notes:**
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Follows ICM.md — every stage ends at a review gate. Output is read and optionally edited before the next stage runs. Pure Python 3.12 stdlib (json, csv, sqlite3, statistics, math, datetime, urllib). No historical greeks/IV series; backtests are price/levels-driven.
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### `workflows/scan-watchlist-for-equities/`
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**Purpose:**
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Scans tickers for trade setups with confluence, using a mechanical data-fetch script to gather price/volume/bars/S-R data from TTG, producing a data brief for interpretation.
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**Contents:**
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- `CLAUDE.md` — workspace identity
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- `CONTEXT.md` — workspace routing and stage description
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- `_config/` — references such as ticker list, default parameters
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- `shared/scripts/fetch_scan_data.py` — stdlib-only Python script for fetching and computing mechanical data
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- `shared/` — watchlist CSVs (e.g., `cha-martin-watchlist.ms.csv`, date-named CSVs)
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- `stages/` — five stage folders (00_clarify through 04_summary_card)
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**Use when:**
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Scanning equities for trade setups with confluence, generating mechanical data briefs (no interpretation), then interpreting the brief for trade plans.
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**Setup / dependencies:**
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Python 3.11+, access to TTG data API via `MARI_MCP_CONFIG` environment variable. The fetch script is stdlib-only (urllib, json, etc.).
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**Notes:**
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The workflow includes a mechanical script (`fetch_scan_data.py`) that fetches and computes data without interpretation. Stages: 00_clarify (ask clarifying questions), 01_broad_filter (runs the script), 02_confluence_analysis, 03_trade_plan, 04_summary_card. The script writes `data_brief.md` and `raw_data.json` to `stages/01_broad_filter/output/`.
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### `workflows/scan-watchlist-for-options/`
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**Purpose:**
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Scans options tickers for trade setups with confluence using a mechanical data-fetch script similar to the equities version.
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**Contents:**
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- `CLAUDE.md` — workspace identity
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- `CONTEXT.md` — workspace routing and stage description (identical to equities version)
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- `_config/` — `trade_plan_template.md`
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- `shared/` — CSV watchlists (e.g., `cha-martin-watchlist.ms.csv`, date-named CSVs) and `scan-watchlist.md`
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- `stages/` — five stage folders (00_clarify through 04_summary_card)
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**Use when:**
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Scanning options for trade setups with confluence, generating mechanical data briefs, then interpreting the brief for trade plans.
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**Setup / dependencies:**
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Python 3.11+, access to TTG data API via `MARI_MCP_CONFIG` environment variable. The fetch script is stdlib-only.
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**Notes:**
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Very similar to the equities workflow but focused on options. The shared folder contains CSV watchlists and a `scan-watchlist.md` file. The mechanical script (if present) would fetch options data; verify the exact script name and location.
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### `sources/260731-1330-credit-spread.md`
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**Purpose:**
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Active trade plan for a SPY Bull Put Credit Spread (0DTE, July 31, 2026). Sell $740 put / Buy $738 put spread, targeting 20%+ profit with bullish slow grind thesis.
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**Contents:**
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- `260731-1330-credit-spread.md` — trade plan with entry, exit, profit target, stop loss, and monitoring notes.
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**Use when:**
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Executing or monitoring today's SPY options trade (July 31, 2026).
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**Setup / dependencies:**
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None noted. Trade-specific, not reusable.
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### `sources/iron-condor-45dte.md`
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**Purpose:**
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Trade plan for SPX Iron Condor through Schwab broker. 45DTE entry, 30-point wings, forced close at 21DTE. Includes profit target (25% of net credit), stop loss (50% of max loss), and monitoring cadence.
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**Contents:**
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- `iron-condor-45dte.md` — trade plan with entry, exit, risk management, and monitoring details.
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**Use when:**
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Setting up or managing SPX iron condor spreads with Schwab broker.
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**Setup / dependencies:**
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Schwab broker session required.
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### `sources/cha-martin-watchlist.ms.csv`
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**Purpose:**
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CSV export of a Cha Martin watchlist — likely contains tickers for scanning or monitoring.
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**Contents:**
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- `cha-martin-watchlist.ms.csv` — plain CSV with one ticker per line (or columns).
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**Use when:**
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Referencing tickers for scans, short squeeze candidates, or watchlist filtering.
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**Setup / dependencies:**
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None noted.
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### `sources/2026-08-11-SFY-IC-Debrief.md`
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**Purpose:**
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Debrief of a SPY Iron Condor trade on 2026-08-11, summarizing trade details, observations, key takeaways, and next times.
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**Contents:**
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- `2026-08-11-SFY-IC-Debrief.md` — trade summary, plan, observations, asymmetric structure notes, NL3 feed issue, key takeaways.
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**Use when:**
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Reviewing past iron condor trades to learn from observations and improve future trades.
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**Setup / dependencies:**
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None noted.
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### `sources/HANDOFF_scan_workflow_scripts.md`
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**Purpose:**
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Documentation of a mechanical data-fetch script for the scan-watchlist-for-equities workflow, detailing API facts, script design, environment, MCP protocol, verified responses, output format, and integration notes.
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**Contents:**
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- `HANDOFF_scan_workflow_scripts.md` — detailed handoff covering goal, design, environment facts, MCP-over-HTTP protocol, verified response shapes, data brief format, stitching into CONTEXT.md, verification targets, pitfalls, resume checklist, and current state.
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**Use when:**
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Understanding or implementing the `fetch_scan_data.py` script, or integrating mechanical data fetching into scan workflows.
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**Setup / dependencies:**
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None noted.
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### `sources/servers.md`
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**Purpose:**
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List of MCP servers available in the MARI environment for tool calls (e.g., market data, news, chat, etc.).
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**Contents:**
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- `servers.md` — plain list of server names: `chrome-devtools`, `mari-cell`, `ttg-benzinga`, `ttg-chat`, `ttg-crypto`, `ttg-economy`, `ttg-finviz-elite`, `ttg-forex`, `ttg-futures`, `ttg-holygrail`, `ttg-indices`, `ttg-options`, `ttg-platform`, `ttg-stocks`, `ttg-uw`.
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**Use when:**
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Referencing which data servers are available for MCP tool calls in workflows or scripts.
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**Setup / dependencies:**
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None noted.
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### `sources/xpon-squeeze-2026-08-24.md`
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**Purpose:**
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XPON Short Squeeze — Premarket signal reconstruction (2026-08-24) documenting a micro-cap short squeeze setup with volume spike, range break, premarket gap, and squeeze mechanics.
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**Contents:**
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- `xpon-squeeze-2026-08-24.md` — detailed analysis of the setup, premarket signal, squeeze mechanics, why it was flagged, what went wrong, risk assessment, and key takeaways.
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**Use when:**
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Studying a micro-cap short squeeze setup and premarket signals for scanning or education.
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**Setup / dependencies:**
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None noted.
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### `tos-short-squeeze/`
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**Purpose:**
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Contains a TSV file for short squeeze scanning, likely a precomputed list of candidates.
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**Contents:**
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- `ShortSqueezeScanner.tsv` — tab-separated values with columns likely including ticker, metrics, etc.
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**Use when:**
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Scanning for short squeeze opportunities using the provided TSV data as input or reference.
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**Setup / dependencies:**
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None noted.
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### `backtest-workflow-PLAN.md`
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**Purpose:**
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Draft plan for a backtesting workflow (approved and built) describing the architecture, stages, and rules for backtesting core styles using TTG data and a pure-Python engine.
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**Contents:**
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- `backtest-workflow-PLAN.md` — goal, architecture (data, engine, reporting layers), proposed workspace layout, stage contracts, decision points, known limitations, credit/cost profile, and out-of-scope items.
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**Use when:**
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Understanding the design of the `backtest-strategy` workspace or as a reference for building similar review-gated backtesting workflows.
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**Setup / dependencies:**
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None noted.
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### `build-watcher.md`
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**Purpose:**
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Prompt/spec for building a scheduled-alert watcher that fires on a 9EMA×VWAP cross for MESU6 (MES Sep 2026 front month). Signal: 9EMA on 3-minute bar closes (built from 1-minute bars) crossing session VWAP anchored at the 9:30 AM ET open. Cross up = long trigger, cross down = short trigger. Explicitly scoped as a scheduled-alert build, not a Holy Grail analysis.
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**Contents:**
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- `build-watcher.md` — signal definition, data-source rules, alert discipline, schedule parameters, and credit-cost note.
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**Use when:**
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Building, reviewing, or resuming work on the MESU6 9EMA/VWAP cross scheduled alert, or as a template for a similar cross-based futures alert watcher.
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**Setup / dependencies:**
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Requires the TTG futures MCP server (`futures_aggs` for bars, `futures_snapshot` for last price) and a Scheduled job runner. The SCHEDULE section (active window, hard stop, fire cap) contains bracketed placeholders in the current draft — these must be filled in before a job is created, and the confirm card must be reviewed and approved before creation.
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**Notes:**
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Fires only on an actual state change (no re-alerts); permanently silent after the watch ends or the fire cap is hit. Job pause/delete is user-owned via the Scheduled sidebar — the agent must never pause/delete it itself. Each fired alert costs ~50 Active Trader credits; polls are free.
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## Maintenance Notes
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When adding or updating a tool folder, update this README with:
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- purpose
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- key files and entry points
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- usage guidance
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- setup requirements
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# Tool Catalog
|
||||
|
||||
This README catalogs the tools and resources in this directory. It is intended for humans and LLM agents to quickly identify what is available and when to use it.
|
||||
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## Jurisdiction (set by member, 2026-09-01)
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- `workflows/` = **ICM** (Interpretable Context Methodology, per `workflows/ICM.md`). Member invokes these by name; human review gates between stages. MARI never applies ICM structure to live trade execution.
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- `runbooks/` = **MARI-native execution procedures.** This is how MARI runs when the member says "go" — no stage gates except the platform's own (Arm/Enter trade-action cards). Per MEMORY.md RUN RULES, the relevant runbook is read as the FIRST tool call at T+0 of any execution.
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## Catalog
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||||
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| Tool / Folder | Purpose | Key Files | When to Use |
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||||
| --- | --- | --- | --- |
|
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| `runbooks/spy-0dte-scalp.md` | MARI-native e2e scalp procedure — T+0 gate, recon burst, schema-exact record, arm handoff, manage, stale-kill, post-mortem discipline. | `runbooks/spy-0dte-scalp.md` | FIRST tool call of every live scalp (per MEMORY.md RUN RULES). Not ICM — no stage gates. |
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| `workflows/tool-catalog-maintainer/` | Creates and maintains catalog READMEs for directories of tools/resources. | `SKILL.md`, `CONTEXT.md`, `references/catalog-format.md` | Use when asked to catalog, index, or update documentation for a folder of tools. |
|
||||
| `workflows/research-dfns/` | DFNS research folder — alerts logs, chat log, and TODO tracking from July 27, 2026. | `TODO.md`, `AlertsLog_*.txt`, `ChatLog_*.txt` | Use when reviewing or continuing DFNS research. |
|
||||
| `workflows/backtest-strategy/` | Orchestrates rules-based strategy backtesting for core styles using TTG data and a pure-Python engine. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `stages/`, `shared/`, `pyproject.toml` | Use when backtesting trading strategies needing review-gated workflow, data caching, and honest reporting. |
|
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| `workflows/scan-watchlist-for-equities/` | Scans equities for trade setups with confluence using a mechanical data-fetch script. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `shared/scripts/fetch_scan_data.py`, `stages/` | Use when scanning equities for confluence, generating mechanical data briefs, then interpreting for trade plans. |
|
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| `workflows/scan-watchlist-for-options/` | Scans options for trade setups with confluence using a mechanical data-fetch script. | `CLAUDE.md`, `CONTEXT.md`, `_config/`, `shared/` (CSV watchlists, `scan-watchlist.md`), `stages/` | Use when scanning options for confluence, generating mechanical data briefs, then interpreting for trade plans. |
|
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| `sources/260731-1330-credit-spread.md` | SPY Bull Put Credit Spread trade plan (0DTE, July 31, 2026). Sell $740 put / Buy $738 put spread. | `260731-1330-credit-spread.md` | Use for today's SPY options trade — bullish slow grind thesis. |
|
||||
| `sources/iron-condor-45dte.md` | SPX Iron Condor trade plan — 45DTE entry, 21DTE time exit, Schwab broker. | `iron-condor-45dte.md` | Use when setting up or managing SPX iron condor spreads. |
|
||||
| `sources/cha-martin-watchlist.ms.csv` | Cha Martin watchlist export (CSV) for ticker reference or scan filtering. | `cha-martin-watchlist.ms.csv` | Use for ticker watchlist reference or scan filtering. |
|
||||
| `sources/2026-08-11-SFY-IC-Debrief.md` | Debrief of a SPY Iron Condor trade on 2026-08-11 with observations and key takeaways. | `2026-08-11-SFY-IC-Debrief.md` | Use for reviewing past iron condor trades to learn and improve. |
|
||||
| `sources/HANDOFF_scan_workflow_scripts.md` | Documentation of the mechanical data-fetch script for scan workflows (API, MCP, output format). | `HANDOFF_scan_workflow_scripts.md` | Use when understanding or implementing the fetch_scan_data.py script. |
|
||||
| `sources/servers.md` | List of MCP servers available in the MARI environment (ttg-stocks, ttg-benzinga, etc.). | `servers.md` | Use when referencing which data servers are available for MCP tool calls. |
|
||||
| `sources/xpon-squeeze-2026-08-24.md` | XPON Short Squeeze — Premarket signal reconstruction (2026-08-24) with volume spike and squeeze mechanics. | `xpon-squeeze-2026-08-24.md` | Use for studying a micro-cap short squeeze setup and premarket signals. |
|
||||
| `tos-short-squeeze/` | Contains a TSV file for short squeeze scanning. | `ShortSqueezeScanner.tsv` | Use for scanning short squeeze opportunities using the provided TSV data. |
|
||||
| `backtest-workflow-PLAN.md` | Draft plan for a backtesting workflow (approved and built) describing architecture and stages. | `backtest-workflow-PLAN.md` | Use for understanding the design of the backtest-strategy workspace. |
|
||||
| `build-watcher.md` | Build spec/prompt for a scheduled 9EMA×VWAP cross alert watcher on MESU6 futures. | `build-watcher.md` | Use when building, reviewing, or resuming the MESU6 9EMA/VWAP cross scheduled-alert watcher (or as a template for a similar cross-based futures alert). |
|
||||
|
||||
## Tools
|
||||
|
||||
### `workflows/tool-catalog-maintainer/`
|
||||
|
||||
**Purpose:**
|
||||
Creates and maintains a `README.md` catalog for a directory containing subfolders of tools, prompts, scripts, docs, workflows, skills, or other reusable resources. The README is a living catalog that improves over time.
|
||||
|
||||
**Contents:**
|
||||
- `SKILL.md` — skill definition and workflow
|
||||
- `CONTEXT.md` — full context: inputs, process, outputs, verification
|
||||
- `references/catalog-format.md` — catalog README structure and cataloging rules
|
||||
- `output/` — generated artifacts
|
||||
|
||||
**Use when:**
|
||||
You need to catalog, index, summarize, or update documentation for a folder of tools so humans or LLM agents can quickly choose the right resource.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted. Works with file read/write tools.
|
||||
|
||||
**Notes:**
|
||||
Always use this tool when asked to catalog a directory — inspect subfolders, read their key files, and write the README using `references/catalog-format.md`.
|
||||
|
||||
### `workflows/research-dfns/`
|
||||
|
||||
**Purpose:**
|
||||
Research folder for DFNS (Digital Frontier Acquisition Corp.) — contains alert logs, chat transcripts, and tracking notes from July 27, 2026.
|
||||
|
||||
**Contents:**
|
||||
- `TODO.md` — research tracking tasks
|
||||
- `AlertsLog_Mon Jul 27 2026*.txt` — alert logs (3 files)
|
||||
- `ChatLog_Mon Jul 27 2026.txt` — chat transcript
|
||||
|
||||
**Use when:**
|
||||
Reviewing or continuing DFNS research. Note: per ticker tracking rule, DFNS should not be actively tracked unless a fresh positive reason arises.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `workflows/backtest-strategy/`
|
||||
|
||||
**Purpose:**
|
||||
Orchestrates rules-based strategy backtesting for core styles (SPY 0DTE credit spreads, single-leg equity/options day trades) using TTG data servers as the only market-data source and a local pure-Python engine.
|
||||
|
||||
**Contents:**
|
||||
- `CLAUDE.md` — workspace identity and entry point
|
||||
- `CONTEXT.md` — workspace-level routing and stage description
|
||||
- `_config/` — stable references: `risk-params.md`, `strategy-spec-TEMPLATE.md`
|
||||
- `stages/` — five stage folders (00_clarify_strategy through 04_report) each with review gates
|
||||
- `shared/` — data cache (`shared/data/`) and engine scripts (`shared/scripts/`)
|
||||
- `pyproject.toml` — zero dependencies (stdlib-only)
|
||||
|
||||
**Use when:**
|
||||
Backtesting trading strategies using TTG data, needing a review-gated workflow with data caching, honest reporting, and no look-ahead.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted (stdlib-only, zero installs; the operator manages packaging with `uv`). Market data comes ONLY from TTG data servers.
|
||||
|
||||
**Notes:**
|
||||
Follows ICM.md — every stage ends at a review gate. Output is read and optionally edited before the next stage runs. Pure Python 3.12 stdlib (json, csv, sqlite3, statistics, math, datetime, urllib). No historical greeks/IV series; backtests are price/levels-driven.
|
||||
|
||||
### `workflows/scan-watchlist-for-equities/`
|
||||
|
||||
**Purpose:**
|
||||
Scans tickers for trade setups with confluence, using a mechanical data-fetch script to gather price/volume/bars/S-R data from TTG, producing a data brief for interpretation.
|
||||
|
||||
**Contents:**
|
||||
- `CLAUDE.md` — workspace identity
|
||||
- `CONTEXT.md` — workspace routing and stage description
|
||||
- `_config/` — references such as ticker list, default parameters
|
||||
- `shared/scripts/fetch_scan_data.py` — stdlib-only Python script for fetching and computing mechanical data
|
||||
- `shared/` — watchlist CSVs (e.g., `cha-martin-watchlist.ms.csv`, date-named CSVs)
|
||||
- `stages/` — five stage folders (00_clarify through 04_summary_card)
|
||||
|
||||
**Use when:**
|
||||
Scanning equities for trade setups with confluence, generating mechanical data briefs (no interpretation), then interpreting the brief for trade plans.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Python 3.11+, access to TTG data API via `MARI_MCP_CONFIG` environment variable. The fetch script is stdlib-only (urllib, json, etc.).
|
||||
|
||||
**Notes:**
|
||||
The workflow includes a mechanical script (`fetch_scan_data.py`) that fetches and computes data without interpretation. Stages: 00_clarify (ask clarifying questions), 01_broad_filter (runs the script), 02_confluence_analysis, 03_trade_plan, 04_summary_card. The script writes `data_brief.md` and `raw_data.json` to `stages/01_broad_filter/output/`.
|
||||
|
||||
### `workflows/scan-watchlist-for-options/`
|
||||
|
||||
**Purpose:**
|
||||
Scans options tickers for trade setups with confluence using a mechanical data-fetch script similar to the equities version.
|
||||
|
||||
**Contents:**
|
||||
- `CLAUDE.md` — workspace identity
|
||||
- `CONTEXT.md` — workspace routing and stage description (identical to equities version)
|
||||
- `_config/` — `trade_plan_template.md`
|
||||
- `shared/` — CSV watchlists (e.g., `cha-martin-watchlist.ms.csv`, date-named CSVs) and `scan-watchlist.md`
|
||||
- `stages/` — five stage folders (00_clarify through 04_summary_card)
|
||||
|
||||
**Use when:**
|
||||
Scanning options for trade setups with confluence, generating mechanical data briefs, then interpreting the brief for trade plans.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Python 3.11+, access to TTG data API via `MARI_MCP_CONFIG` environment variable. The fetch script is stdlib-only.
|
||||
|
||||
**Notes:**
|
||||
Very similar to the equities workflow but focused on options. The shared folder contains CSV watchlists and a `scan-watchlist.md` file. The mechanical script (if present) would fetch options data; verify the exact script name and location.
|
||||
|
||||
### `sources/260731-1330-credit-spread.md`
|
||||
|
||||
**Purpose:**
|
||||
Active trade plan for a SPY Bull Put Credit Spread (0DTE, July 31, 2026). Sell $740 put / Buy $738 put spread, targeting 20%+ profit with bullish slow grind thesis.
|
||||
|
||||
**Contents:**
|
||||
- `260731-1330-credit-spread.md` — trade plan with entry, exit, profit target, stop loss, and monitoring notes.
|
||||
|
||||
**Use when:**
|
||||
Executing or monitoring today's SPY options trade (July 31, 2026).
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted. Trade-specific, not reusable.
|
||||
|
||||
### `sources/iron-condor-45dte.md`
|
||||
|
||||
**Purpose:**
|
||||
Trade plan for SPX Iron Condor through Schwab broker. 45DTE entry, 30-point wings, forced close at 21DTE. Includes profit target (25% of net credit), stop loss (50% of max loss), and monitoring cadence.
|
||||
|
||||
**Contents:**
|
||||
- `iron-condor-45dte.md` — trade plan with entry, exit, risk management, and monitoring details.
|
||||
|
||||
**Use when:**
|
||||
Setting up or managing SPX iron condor spreads with Schwab broker.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Schwab broker session required.
|
||||
|
||||
### `sources/cha-martin-watchlist.ms.csv`
|
||||
|
||||
**Purpose:**
|
||||
CSV export of a Cha Martin watchlist — likely contains tickers for scanning or monitoring.
|
||||
|
||||
**Contents:**
|
||||
- `cha-martin-watchlist.ms.csv` — plain CSV with one ticker per line (or columns).
|
||||
|
||||
**Use when:**
|
||||
Referencing tickers for scans, short squeeze candidates, or watchlist filtering.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/2026-08-11-SFY-IC-Debrief.md`
|
||||
|
||||
**Purpose:**
|
||||
Debrief of a SPY Iron Condor trade on 2026-08-11, summarizing trade details, observations, key takeaways, and next times.
|
||||
|
||||
**Contents:**
|
||||
- `2026-08-11-SFY-IC-Debrief.md` — trade summary, plan, observations, asymmetric structure notes, NL3 feed issue, key takeaways.
|
||||
|
||||
**Use when:**
|
||||
Reviewing past iron condor trades to learn from observations and improve future trades.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/HANDOFF_scan_workflow_scripts.md`
|
||||
|
||||
**Purpose:**
|
||||
Documentation of a mechanical data-fetch script for the scan-watchlist-for-equities workflow, detailing API facts, script design, environment, MCP protocol, verified responses, output format, and integration notes.
|
||||
|
||||
**Contents:**
|
||||
- `HANDOFF_scan_workflow_scripts.md` — detailed handoff covering goal, design, environment facts, MCP-over-HTTP protocol, verified response shapes, data brief format, stitching into CONTEXT.md, verification targets, pitfalls, resume checklist, and current state.
|
||||
|
||||
**Use when:**
|
||||
Understanding or implementing the `fetch_scan_data.py` script, or integrating mechanical data fetching into scan workflows.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/servers.md`
|
||||
|
||||
**Purpose:**
|
||||
List of MCP servers available in the MARI environment for tool calls (e.g., market data, news, chat, etc.).
|
||||
|
||||
**Contents:**
|
||||
- `servers.md` — plain list of server names: `chrome-devtools`, `mari-cell`, `ttg-benzinga`, `ttg-chat`, `ttg-crypto`, `ttg-economy`, `ttg-finviz-elite`, `ttg-forex`, `ttg-futures`, `ttg-holygrail`, `ttg-indices`, `ttg-options`, `ttg-platform`, `ttg-stocks`, `ttg-uw`.
|
||||
|
||||
**Use when:**
|
||||
Referencing which data servers are available for MCP tool calls in workflows or scripts.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `sources/xpon-squeeze-2026-08-24.md`
|
||||
|
||||
**Purpose:**
|
||||
XPON Short Squeeze — Premarket signal reconstruction (2026-08-24) documenting a micro-cap short squeeze setup with volume spike, range break, premarket gap, and squeeze mechanics.
|
||||
|
||||
**Contents:**
|
||||
- `xpon-squeeze-2026-08-24.md` — detailed analysis of the setup, premarket signal, squeeze mechanics, why it was flagged, what went wrong, risk assessment, and key takeaways.
|
||||
|
||||
**Use when:**
|
||||
Studying a micro-cap short squeeze setup and premarket signals for scanning or education.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `tos-short-squeeze/`
|
||||
|
||||
**Purpose:**
|
||||
Contains a TSV file for short squeeze scanning, likely a precomputed list of candidates.
|
||||
|
||||
**Contents:**
|
||||
- `ShortSqueezeScanner.tsv` — tab-separated values with columns likely including ticker, metrics, etc.
|
||||
|
||||
**Use when:**
|
||||
Scanning for short squeeze opportunities using the provided TSV data as input or reference.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `backtest-workflow-PLAN.md`
|
||||
|
||||
**Purpose:**
|
||||
Draft plan for a backtesting workflow (approved and built) describing the architecture, stages, and rules for backtesting core styles using TTG data and a pure-Python engine.
|
||||
|
||||
**Contents:**
|
||||
- `backtest-workflow-PLAN.md` — goal, architecture (data, engine, reporting layers), proposed workspace layout, stage contracts, decision points, known limitations, credit/cost profile, and out-of-scope items.
|
||||
|
||||
**Use when:**
|
||||
Understanding the design of the `backtest-strategy` workspace or as a reference for building similar review-gated backtesting workflows.
|
||||
|
||||
**Setup / dependencies:**
|
||||
None noted.
|
||||
|
||||
### `build-watcher.md`
|
||||
|
||||
**Purpose:**
|
||||
Prompt/spec for building a scheduled-alert watcher that fires on a 9EMA×VWAP cross for MESU6 (MES Sep 2026 front month). Signal: 9EMA on 3-minute bar closes (built from 1-minute bars) crossing session VWAP anchored at the 9:30 AM ET open. Cross up = long trigger, cross down = short trigger. Explicitly scoped as a scheduled-alert build, not a Holy Grail analysis.
|
||||
|
||||
**Contents:**
|
||||
- `build-watcher.md` — signal definition, data-source rules, alert discipline, schedule parameters, and credit-cost note.
|
||||
|
||||
**Use when:**
|
||||
Building, reviewing, or resuming work on the MESU6 9EMA/VWAP cross scheduled alert, or as a template for a similar cross-based futures alert watcher.
|
||||
|
||||
**Setup / dependencies:**
|
||||
Requires the TTG futures MCP server (`futures_aggs` for bars, `futures_snapshot` for last price) and a Scheduled job runner. The SCHEDULE section (active window, hard stop, fire cap) contains bracketed placeholders in the current draft — these must be filled in before a job is created, and the confirm card must be reviewed and approved before creation.
|
||||
|
||||
**Notes:**
|
||||
Fires only on an actual state change (no re-alerts); permanently silent after the watch ends or the fire cap is hit. Job pause/delete is user-owned via the Scheduled sidebar — the agent must never pause/delete it itself. Each fired alert costs ~50 Active Trader credits; polls are free.
|
||||
|
||||
## Maintenance Notes
|
||||
|
||||
When adding or updating a tool folder, update this README with:
|
||||
|
||||
- purpose
|
||||
- key files and entry points
|
||||
- usage guidance
|
||||
- setup requirements
|
||||
- notable changes or cautions
|
||||
61
runbooks/spy-0dte-scalp.md
Normal file
61
runbooks/spy-0dte-scalp.md
Normal file
@@ -0,0 +1,61 @@
|
||||
# SPY 0DTE Scalp Runbook — E2E Fast Path (MARI-native)
|
||||
*v2 — 2026-09-01 13:45 ET. v1 built 2026-08-28 from spy-1787942969793 (closed un-filled at 3:00 wall). v2 folds in the 2026-09-01 double-failure post-mortem (spy-1788280948132, spy-1788282204586 — both discarded un-filled, zero fills, $0 cost). Lives in `runbooks/` — MARI-native execution jurisdiction, NOT ICM: no stage-review gates; the platform's Arm/Enter cards are the only human gates. Per MEMORY.md RUN RULES, reading this file is the FIRST tool call of every scalp, before recon, before record — no exceptions.*
|
||||
|
||||
## The speed rule
|
||||
**Never discover inside a trade window.** Design + record the plan BEFORE the intended entry window; arm = one pasted line. Measured 2026-09-01: prompt→ready 5m41s (two full ~700KB chain pulls + one schema retry) then ~21 min dead in the arm handoff = setup near-invalidation by ready time. Targets under this runbook: **prompt→plan-ready ≤90s, prompt→armed ≈2–3 min.** The Arm card click is the irreducible floor (app-owned pack preflight, safety rail) — everything else compresses.
|
||||
|
||||
## 0. T+0 gate + handshake (v2 — this failed twice before it was written down)
|
||||
- **First tool call of the run = read this runbook.** It must land visibly in the transcript before any recon or record call.
|
||||
- **Handshake:** member parks the Live Trading window OPEN + CONNECTED *before* saying go. The go prompt carries symbol + account, nothing else.
|
||||
- MARI never asks "which window are you in" mid-flight. If the cockpit is not connected at arm time, the window is already burning → stale-kill per §4, re-stage, don't negotiate.
|
||||
|
||||
## 1. Recon burst (≤60s, ONE parallel tool block)
|
||||
- Same block: `snapshot(SPY)` + `ttg_trade_workflow_prepare_context` + `options_snapshot_chain` for **ONE side only** — the side the snapshot's direction call already picked. Never both chains. **Never a mid-flow re-pull, including at stale checks** (the 9/1 re-validation pull at 12:53 was pure waste; snapshot + last known quotes answer staleness).
|
||||
- Direction call: price vs VWAP + day-low/high structure. Trend-day tape → trade the break (continuation), not the bounce. Mid-range chop → stand down. Bounce in progress toward invalidation → do NOT chase; record a CONDITIONAL plan whose entry zone only fills on a re-press (9/1: zone 0.42–0.58 on 761P after a 4-minute bounce), or stand down entirely.
|
||||
- Liquidity check (both expiries, Friday rule):
|
||||
- `ttg-options` → `options_snapshot_chain`, params: `underlyingAsset: "SPY"`, `contract_type: "put"|"call"`, `expiration_date` EXACT string "2026-09-01"-style (range objects = HTTP 500), `limit: 250`, `sort: "strike_price"`.
|
||||
- 0DTE near-money: 1–2¢ spreads, 300–600K vol = elite. Next-week: premium ~$4 → +20% in 15 min needs ~$1.60 SPY move vs ~$0.30 on 0DTE. 0DTE is the 15-min vehicle; next-week is for plays/swings.
|
||||
- Vehicle pick: ATM-ish strike, delta −0.3 to −0.5 at expected trigger price, spread ≤ 2¢.
|
||||
|
||||
## 2. Record the plan (schema-exact v2, FIRST TRY)
|
||||
`ttg_trade_workflow_record_plan` — template (validated shape, both 8/28 and 9/1):
|
||||
```
|
||||
brokerId: "tos-paper", connectedBrokerPackId: "tos-paper",
|
||||
accountCode: "D-67336185" // 185; "D-67336186" = 186
|
||||
assetClass: "option", symbol: "SPY", side: "buy",
|
||||
tradeStyle: "scalp", // NOT "style"
|
||||
instrumentRef: {symbol: "SPY", strike: 761, type: "put",
|
||||
expiration: "2026-09-01"}, // MUST be object, never string
|
||||
levels: {
|
||||
entry: {zone: {low: 0.42, high: 0.58}, type: "limit"}, // premium zone
|
||||
stop: {offset: 0.10}, // POSITIVE number — it's a distance below fill.
|
||||
// 9/1 cost 45s on "-0.1": rejected, full retry cycle.
|
||||
targets: [{offset: 0.12, portionPct: 50}, {offset: 0.18, portionPct: 50}], // max 2
|
||||
timeStopSec: 900, // REQUIRED for scalp/day; in-trade from fill
|
||||
breakevenAfterT1: true
|
||||
},
|
||||
risk: {maxDollars: 20}, // engine computes qty — NEVER send qty
|
||||
timeLimitSec: 600, // ENTRY WINDOW seconds (NOT the time stop)
|
||||
rationale: "≥40 chars — SPY-level triggers, invalidations, walls, order-safety directives here"
|
||||
```
|
||||
Validation gotchas (each has cost an iteration): `tradeStyle` not `style`; no top-level entry/stop/target/qty; `instrumentRef` object not string; **stop offset positive**; engine enforces **R:R > 1 — every target offset must exceed the stop offset**.
|
||||
Response: planId `spy-<epoch-ms>`, status draft in PLANS/. SPY-level triggers go in rationale.
|
||||
|
||||
## 3. Arm — CONFIRMED 2026-09-01 (twice), no longer a hypothesis
|
||||
- **Main-chat "arm" CANNOT fire the card.** The Arm card exists ONLY in the Live Trading window's own MARI chat. Member types `arm <planId>` THERE → card renders → Arm click (preflight auto-runs) → Enter.
|
||||
- MARI waits via `await_event` (revision change), never sleep-polling; plan-ready message carries planId + the literal arm line so the paste is 5 seconds.
|
||||
- **NEVER fake arming from main chat** (`update_plan status:"open"` skips preflight/stream verify — dangerous). Main-window MARI cannot arm; the cockpit orchestrator owns execution.
|
||||
- **Stale-kill:** if not armed by the entry-window deadline → `ttg_trade_workflow_discard_plan` (verified live twice 9/1), stand down, never manage a dead window, never chase the bounce afterward.
|
||||
|
||||
## 4. Manage (standing protocol — member directives, encode in rationale every time)
|
||||
1. On fill: verify BOTH working and filled orders. Stop must read **SELL TO CLOSE <qty>** — never sell-to-open, never a short entry.
|
||||
2. T1 fills → scale stop to remaining qty (+ breakevenAfterT1 moves it to BE). T2/stop-out → **cancel ALL working orders the instant flat or profit taken.** Working + filled checked both after every event. No orphans, ever.
|
||||
3. Walls: `timeStopSec` from fill + explicit wall-clock hard flat in rationale. Bail on tape deterioration before the stop (slow grind back = failed setup).
|
||||
4. Management loop = `await_event` cycles at 1s belt/watcher cadence; terse timestamped updates only while the window is live.
|
||||
|
||||
## 5. Post-mortem discipline (v2)
|
||||
After every e2e run — fill or not: procedure deltas fold into THIS file; MEMORY.md Lessons gets a one-line pointer only. **Lessons = history + pointers. Runbook = procedure.** A procedure that lives only in Lessons will lose to run momentum — verified 9/1 when the loaded lesson was ignored mid-flight.
|
||||
|
||||
## 15-min target math (10–25% premium band)
|
||||
- 0DTE ATM-ish premium P, delta Δ: +20% ≈ 0.20·P / Δ SPY move. At P≈$0.85, Δ≈−0.50 → ~$0.34 SPY. Routine in 15 min on a break.
|
||||
- Engine R:R rule forces target offset > stop offset: size stop −10 to −16% and T1 +19 to +22% to stay inside the band AND clear R:R>1 (verified combos: stop 0.18 / T1 0.20 / T2 0.40 on ~$0.84 fill; stop 0.10 / T1 0.12 / T2 0.18 on ~$0.54 mid).
|
||||
@@ -1,53 +0,0 @@
|
||||
# SPY 0DTE Scalp Runbook — E2E Fast Path
|
||||
*Built from live execution 2026-08-28 (spy-1787942969793, closed un-filled at 3:00 wall). Companion lessons live in MEMORY.md: record_plan v2 schema, arm-card flow, ttg-options endpoint patterns.*
|
||||
|
||||
## The speed rule
|
||||
**Never discover inside a trade window.** Design + record the plan BEFORE the intended entry window; arm = one line. First-ever run took ~7 min for design→record (3 schema validation iterations) + unresolved arm-card surfacing = whole window lost. With this runbook: **~2 min to recorded plan, one line to arm.**
|
||||
|
||||
## 1. Pre-stage (do this 5+ min before the window)
|
||||
- Fresh SPY snapshot (built-in `snapshot` tool) — price, day OHLC, VWAP.
|
||||
- Direction call: price vs VWAP + day-low/high structure. Trend-day tape → trade the break (continuation), not the bounce. Mid-range chop → stand down.
|
||||
- Liquidity check (both expiries, Friday rule):
|
||||
- `ttg-options` → `options_snapshot_chain`, params: `underlyingAsset: "SPY"`, `contract_type: "put"|"call"`, `expiration_date: "2026-08-28"` (EXACT string; range objects `{"gte":...}` = HTTP 500), `limit: 250`, `sort: "strike_price"`.
|
||||
- 0DTE near-money: 1–2¢ spreads, 300–600K vol = elite. Next-week: 2–3¢ spreads but premium ~$4 → +20% in 15 min needs ~$1.60 SPY move vs ~$0.30 on 0DTE. 0DTE is the 15-min vehicle; next-week is for plays/swings.
|
||||
- Vehicle pick: ATM-ish strike, delta −0.4 to −0.5 at expected trigger price, spread ≤ 2¢.
|
||||
|
||||
## 2. Record the plan (exact verified v2 shape)
|
||||
`ttg_trade_workflow_record_plan` — template (from the call that validated):
|
||||
```
|
||||
brokerId: "tos-paper", connectedBrokerPackId: "tos-paper",
|
||||
accountCode: "D-67336185" // 185; "D-67336186" = 186
|
||||
assetClass: "option", symbol: "SPY", side: "buy",
|
||||
tradeStyle: "scalp",
|
||||
instrumentRef: {symbol: ".SPY260828P769", strike: 769, type: "put",
|
||||
expiration: "2026-08-28", underlying: "SPY",
|
||||
occ: "O:SPY260828P00769000"}, // MUST be object, not string
|
||||
levels: {
|
||||
entry: {zone: {low: 0.76, high: 0.92}, type: "limit", minBidSize: 50}, // premium zone
|
||||
stop: {offset: 0.18}, // points from fill (premium pts for options)
|
||||
targets: [{offset: 0.20, portionPct: 67}, {offset: 0.40, portionPct: 33}], // max 2
|
||||
timeStopSec: 900, // REQUIRED for scalp/day; in-trade from fill
|
||||
breakevenAfterT1: true
|
||||
},
|
||||
risk: {maxDollars: 70}, // engine computes qty = maxDollars/(offset×100) — NEVER send qty
|
||||
timeLimitSec: 780, // ENTRY WINDOW seconds (NOT the time stop)
|
||||
rationale: "≥40 chars — put SPY-level triggers, invalidations, hard walls, order-safety directives here"
|
||||
```
|
||||
Validation gotchas (each cost an iteration): `tradeStyle` not `style`; no top-level entry/stop/target/qty; `instrumentRef` object not string; engine enforces **R:R > 1 — every target offset must exceed the stop offset**.
|
||||
Response: planId `spy-<epoch-ms>`, status draft in PLANS/. SPY-level triggers go in rationale.
|
||||
|
||||
## 3. Arm (the one unverified link — TEST FIRST, outside a live window)
|
||||
Record response says: "Propose an arm trade-action card — the app runs the pack preflight, verifies the stream, starts the preview belt. Do NOT call record_preflight (cockpit packs), do NOT start belt jobs yourself."
|
||||
- Arm card does NOT auto-render in the cockpit UI (confirmed 2026-08-28: cockpit open+connected, no card).
|
||||
- **Working hypothesis:** arm via the Live Trading window's own MARI chat — type `arm <planId>`. Cockpit agent (locked to the pack) proposes the Arm card → tap Arm (preflight auto-runs) → tap Enter.
|
||||
- NEVER fake arming from main chat (`update_plan status:"open"` skips preflight/stream verify — dangerous). Main-window MARI cannot arm; cockpit orchestrator owns execution.
|
||||
|
||||
## 4. Manage (standing protocol — member directives, encode in rationale every time)
|
||||
1. On fill: verify BOTH working and filled orders. Stop must read **SELL TO CLOSE <qty>** — never sell-to-open, never a short entry.
|
||||
2. T1 fills → scale stop to remaining qty (+ breakevenAfterT1 moves it to BE). T2/stop-out → **cancel ALL working orders the instant flat.** Working + filled checked both after every event. No orphans, ever.
|
||||
3. Walls: `timeStopSec` from fill + explicit wall-clock hard flat in rationale. Bail on tape deterioration before the stop (slow grind back = failed setup).
|
||||
4. Pre-entry invalidations: structure reclaim / VWAP reclaim / no trigger by window close → no trade. **Stale plan = close clean, never chase** (2026-08-28: closed un-filled at 3:00 wall, $0 cost).
|
||||
|
||||
## 15-min target math (10–25% premium band)
|
||||
- 0DTE ATM-ish premium P, delta Δ: +20% ≈ 0.20·P / Δ SPY move. At P≈$0.85, Δ≈−0.50 → ~$0.34 SPY. Routine in 15 min on a break.
|
||||
- Engine R:R rule forces target offset > stop offset: size stop −18 to −22% and T1 +24 to +26% to stay inside the band AND clear R:R>1 (verified combo: stop 0.18 / T1 0.20 / T2 0.40 on ~$0.84 fill).
|
||||
Reference in New Issue
Block a user