Simulator Dashboard

⚙ Settings

Algorithm

Trading Settings

Symbol Category Timeframe

Parameters

Indicators

TP Tiers

Percentages (comma separated) Distribution (comma separated, optional)

Markov Prediction

Method Threshold T (0.01 – 0.99, CDF only) Min Observations M (≥ 1)

Data File

Notes

Net Entry Configuration

Base slices

netSize (≥1, # of slices)

netSpread % (≥0, % per slice)

netMult (>0, starting multiplier)

netLmpv (≥0, per-step increment)

netAlt (≥1, slices between lmpv increments)

minNetSpreadPct % (≥0, hard floor on adjacent net-slice gap; 0 = disabled)

Optimizer schedule

netBaseMargin $ (>0 enables optimizer schedule)

netMarginMult (>0, margin growth per slice)

netStartLeverage (≥0, leverage for slice 1; 0 = account leverage)

netLeverageStep (≥0, leverage increment per slice)

TP tightening

netTPTargetAt50Pct % (≥0, effective TP% at anchor fill fraction)

netTPFloorPct % (≥0, floor for effective TP%; clamped ≤ target)

netTPAnchorFillFrac (0 < x ≤ 1, anchor at this fraction of pending slices filled)

Backfill hedge

backFillThreshold ([0,1]; 0 = OFF; hedge opens when this fill frac reached)

backFillSLPercent % (≥0, hedge SL distance from its entry)

hedgeSizeOffset ([0.1, 10.0], multiplied by anchor slice qty when opening hedge)

Misc tuning

bulatAlpha ([0,1], general scalar tuning parameter; caps effective spread decay)

Toggles

Auto-compute netSpread from signal history
(0.7 × biggest adverse excursion, capped by SL; recomputed whenever signals regenerate)

Cap hedge net order count by original's max planned qty
(ON: hedge total ≤ original's max. OFF: full NetSize-1 ladder.)

Close original position when its hedge exits fully via TP
(ON: when a hedge closes fully via TP, its Main closes too.)

Close orphaned Main (no pending net & no live hedge)
(ON: Main with consumed net ladder and no hedge is closed.)