feat: implement Split-Account Mode for ISA/CFD hybrid execution

.env.example

@@ -1,8 +1,18 @@
-TRADING212_API_KEY_ID=your_practice_api_key_id_here
+# Primary Account (ISA - for LONG trades)
-TRADING212_API_KEY=your_practice_api_key_here
+TRADING212_API_KEY_ID=your_isa_api_key_id_here
+TRADING212_API_KEY=your_isa_api_key_here
 TRADING212_BASE_URL=https://demo.trading212.com/api/v0/
 
+# Optional: Secondary Account (CFD - for SHORT trades)
+# If provided, SPLIT_ACCOUNT_MODE will allow direct shorting of any stock.
+CFD_API_KEY_ID=your_cfd_api_key_id_here
+CFD_API_KEY=your_cfd_api_key_here
+CFD_BASE_URL=https://demo.trading212.com/api/v0/
+
+SPLIT_ACCOUNT_MODE=True
+
 # Optional: Override the demo account's large starting balance (e.g. 5000) 
 # with a smaller amount to keep position sizing realistic for your future live account.
 VIRTUAL_STARTING_BALANCE=250
+ISA_MODE=True
 

GEMINI.md

@@ -1,6 +1,6 @@
 # Trading212 Python Scalping Bot - "Touch & Turn" (Opening Range Reversal)
 
-This project implements the "Touch & Turn" scalping strategy for the Trading212 API, optimized for the UK ISA environment.
+This project implements the "Touch & Turn" scalping strategy for the Trading212 API, optimized for the UK ISA environment with optional CFD integration for shorting.
 
 ## Strategy Logic (The Workflow)
 
@@ -8,39 +8,41 @@ This project implements the "Touch & Turn" scalping strategy for the Trading212
 2.  **Filter for Liquidity:** Opening range must be >= 25% of 14-day ATR.
 3.  **Determine Direction:**
     - Bearish (Close < Open): Prepare **LONG** (Buy at Low).
-    - Bullish (Close > Open): Prepare **SHORT** (Substitute with **3x Inverse ETP BUY** in ISA).
+    - Bullish (Close > Open): Prepare **SHORT** (Sell at High).
 4.  **Execution (09:45 EST):**
     - Entry via **Market Order** for immediate fill.
     - **Actual Fill Price** fetched from portfolio is used for all bracket calculations.
-5.  **Hybrid Exit Strategy:**
+5.  **Split-Account Routing (ISA / CFD):**
+    - **ISA Account:** Used for all **LONG** trades and **SHORT** trades where an Inverse ETP is available.
+    - **CFD Account:** Used for **SHORT** trades on stocks without Inverse ETPs (requires `SPLIT_ACCOUNT_MODE=True`).
+6.  **Hybrid Exit Strategy:**
     - **Broker-Side:** Physical **Stop Loss** order placed immediately for protection.
     - **Bot-Side:** **Take Profit** monitored manually by polling current market price.
-    - This bypasses ISA restrictions against multiple pending sell orders for the same shares.
+7.  **Automatic Exit (11:00 EST):** Force close via Market Order and cleanup pending SL.
-6.  **Automatic Exit (11:00 EST):** Force close via Market Order and cleanup pending SL.
 
 ## Risk & Capital Management
 
 *   **Virtual Balance Simulation:** In demo mode, subtracts £4,750 from total equity to simulate a realistic £250 starting point.
 *   **5% Risk Rule:** Risks exactly 5% of the Virtual Balance per trade.
-*   **Capital Partitioning:** Divides total available capital (£250) and risk budget equally among all active ticker threads for the day (max 3).
+*   **Capital Partitioning:** Divides total available capital (£250) and risk budget equally among all active ticker threads for the day (max 3) per account.
 *   **Precision & Minimums:** Automatically detects "precision-mismatch" or "min-quantity-exceeded" errors from T212 and retries with corrected values.
 
 ## Technical Architecture
 
-*   **`main.py`:** Daily orchestrator. Scan -> Backtest -> Select Top 3 -> Spawn Parallel Threads. Handles early API verification and unbuffered logging.
+*   **`main.py`:** Daily orchestrator. Handles dual-account initialization, trade routing, and parallel thread management.
 *   **`src/api/client.py`:** REST wrapper with Basic Auth.
-*   **`src/strategy/touch_turn.py`:** Setup logic, Fibonacci calculation, and timezone conversion (UTC -> Eastern).
+*   **`src/strategy/touch_turn.py`:** Setup logic, Fibonacci calculation, and ATR-based SL padding.
-*   **`src/execution/manager.py`:** Handles ticker swapping (Inverse ETPs), market entries, hybrid brackets, and retry loops with jitter.
+*   **`src/execution/manager.py`:** Handles ticker swapping (Inverse ETPs), market entries, hybrid brackets, and retry loops.
-*   **`src/strategy/inverse_mapping.py`:** Map of US stocks to 3x Short Inverse ETPs (GraniteShares/Leverage Shares).
+*   **`src/strategy/inverse_mapping.py`:** Map of US stocks to 3x Short Inverse ETPs for ISA shorting.
 
 ## Resilience Features
 
 *   **API Backoff:** Random jitter (1-10s) and exponential retry on 429 errors.
 *   **Order Tracking:** Uses portfolio checks to infer status if order IDs disappear (404).
-*   **Unbuffered Logging:** Force-flushes logs to `logs/bot_*.log` immediately for real-time monitoring.
+*   **Aggressive Logging:** Custom `HardFlushHandler` uses `os.fsync()` to ensure real-time log writes to disk.
 
 ## Operation
 
 1.  **Timer:** Service managed by `systemd` timer firing at 09:30 America/New_York.
-2.  **Tracking:** P&L recorded in `pnl_tracking.csv` (R-multiple based).
+2.  **Tracking:** P&L recorded in `pnl_tracking.csv`.
 3.  **Verification:** Always run `./venv/bin/python3 test_api_connection.py` before live days.

README.md

@@ -1,6 +1,6 @@
 # Trading212 "Touch & Turn" Scalping Bot
 
-This project implements the "Touch & Turn" scalping strategy (Opening Range Liquidity Reversal) in Python for the Trading212 API. It is specifically designed to trade US Equities at the 09:30 EST market open.
+This project implements the "Touch & Turn" scalping strategy (Opening Range Liquidity Reversal) in Python for the Trading212 API. It is optimized for UK traders using ISA and optional CFD accounts.
 
 ## ⚠️ Disclaimer
 **This software is for educational purposes only.** Trading in financial markets involves a high degree of risk. Always use the practice/demo environment (`demo.trading212.com`) to test strategies before using real money.
@@ -9,72 +9,78 @@ This project implements the "Touch & Turn" scalping strategy (Opening Range Liqu
 
 ## Strategy Overview
 
-The strategy capitalizes on the initial liquidity and volatility of the US market open.
+The strategy capitalizes on the initial liquidity and volatility of the US market open (09:30 EST).
 
-1. **The Setup:** Captures the high and low of the first 15-minute candle (09:30 - 09:45 EST).
+1. **The Setup:** Captures the 15-minute opening candle.
-2. **The Filter:** The range of this opening candle must be at least **25%** of the stock's 14-day Average True Range (ATR). 
+2. **The Filter:** Minimum range of 25% of 14-day ATR.
-3. **The Trigger (ISA Optimized):**
+3. **The Trigger (Split-Account Optimized):**
-   - **LONG (Bearish candle):** Bot places an immediate **Market BUY** order for the stock.
+   - **LONG (Bearish candle):** Bot executes a **Market BUY** in the ISA account.
-   - **SHORT (Bullish candle):** Since standard shorting is restricted in UK ISAs, the bot automatically substitutes this with a **Market BUY** order for a **3x Inverse ETP** (e.g., buying `3SLA` if `TSLA` gives a short signal).
+   - **SHORT (Bullish candle):** 
+     - **ISA Option:** Buys a **3x Inverse ETP** (if available).
+     - **CFD Option:** Performs a **Direct SELL** in the CFD account (if `SPLIT_ACCOUNT_MODE=True`).
 4. **The Targets:**
-   - Brackets are placed **immediately** after the market order is filled, using the **Actual Fill Price** from your portfolio.
+   - **Stop Loss (SL):** Physical broker-side order with ATR-based padding.
-   - **Take Profit (TP):** The 38.2% Fibonacci retracement level.
+   - **Take Profit (TP):** Manually monitored by the bot to hit 38.2% Fibonacci retracement.
-   - **Stop Loss (SL):** Placed to ensure a Risk:Reward ratio of 1:2.
+5. **Time Exit:** All positions forcefully closed at **11:00 EST**.
-5. **Time Exit:** All open positions are forcefully closed via Market Order at **11:00 EST**.
 
 ---
 
 ## Installation & Setup
 
-1. **Clone the repository and set up a virtual environment:**
+1. **Setup environment:**
    ```bash
    python3 -m venv venv
    source venv/bin/activate
    pip install -r requirements.txt
    ```
 
-2. **Configure Environment Variables:**
+2. **Configure `.env`:**
-   Create a `.env` file in the root directory:
    ```ini
-   TRADING212_API_KEY_ID=your_key_id_here
+   # Primary Account (ISA)
-   TRADING212_API_KEY=your_api_key_here
+   TRADING212_API_KEY_ID=...
+   TRADING212_API_KEY=...
    TRADING212_BASE_URL=https://demo.trading212.com/api/v0/
+
+   # Secondary Account (CFD - Optional for Shorting)
+   CFD_API_KEY_ID=...
+   CFD_API_KEY=...
+   CFD_BASE_URL=...
+
+   SPLIT_ACCOUNT_MODE=True
+   VIRTUAL_STARTING_BALANCE=250
    ISA_MODE=True
    ```
 
 ---
 
-## Risk Management & Position Sizing
+## Split-Account Mode
 
-The bot uses dynamic **Risk-Based Position Sizing** to ensure consistent exposure.
+To overcome the lack of Inverse ETPs for certain stocks, the bot can use a Trading212 CFD account for shorting. 
 
-- **5% Risk Rule:** By default, the bot risks **5% of your account balance** per trade. 
+- **How it works:** When a Short signal is found, the bot checks if an Inverse ETP exists. If not (or if Split-Account mode is preferred), it routes the trade to the CFD account as a direct `SELL` order.
-- **Virtual Balance simulation:** If you are testing on a demo account with a large balance (e.g., £5,000) but plan to trade live with £250, the bot can maintain perspective. It automatically calculates a "Virtual Balance" by subtracting £4,750 from your actual total, ensuring your risk amount is exactly what it will be in the real world. (e.g. £12.50 risk on a £250 virtual balance).
+- **Benefit:** 100% coverage of all market opportunities.
-- **Leverage Adjusted:** For Inverse ETPs (3x leverage), the bot adjusts the quantity and bracket percentages to ensure the monetary risk remains identical to a standard 1x stock trade.
 
 ---
 
-## Automation Workflow
+## Risk Management
 
-The bot is designed to be triggered once per day (e.g., via a **systemd timer** or cron) at exactly **09:30 EST**.
+- **5% Risk Rule:** Risks 5% of the Virtual Balance (£250 starting point) per trade.
-
+- **Capital Partitioning:** Automatically divides capital among active trades to prevent over-exposure.
-1. **Scan:** Runs the ISA candidate filter to find the most volatile US stocks.
+- **ATR Padding:** Stop losses are automatically widened to at least 10% of daily ATR to avoid premature stop-outs from noise.
-2. **Backtest:** Runs a 60-day historical backtest on the top 10 candidates.
-3. **Select:** Picks the **Top 3** tickers that showed a positive historical return (Net PnL > 0 R).
-4. **Execute:** Spawns parallel threads to monitor and trade the selected assets.
-5. **Clean:** Shuts down automatically after the 11:00 EST exit and cleanup.
 
 ---
 
 ## Monitoring
 
-- **Logs:** All activity is recorded in `logs/bot_YYYY-MM-DD.log`.
+- **Journal:** Monitor via `journalctl -u touchturn.service`.
-- **PnL Tracking:** A permanent ledger of every trade (including ETP substitutions) is kept in `pnl_tracking.csv` for graphing and analysis.
+- **Logs:** Real-time mirrored logs in `logs/bot_YYYY-MM-DD.log`.
+- **PnL:** Performance ledger in `pnl_tracking.csv`.
+
+---
 
 ## Architecture
 
-*   **`src/api/client.py`:** REST API wrapper with Basic Auth.
+*   **`main.py`:** Daily orchestrator with dual-account routing.
-*   **`src/strategy/touch_turn.py`:** Logic engine and Fibonacci calculator.
+*   **`src/execution/manager.py`:** Hybrid exit management (Broker SL / Bot TP).
-*   **`src/strategy/inverse_mapping.py`:** Map of US stocks to 3x Short Inverse ETPs.
+*   **`src/strategy/touch_turn.py`:** Logic engine with ATR padding.
-*   **`src/execution/manager.py`:** Handles market entries, actual fill-based bracketing, and ISA substitutions.
+*   **`src/strategy/inverse_mapping.py`:** ISA-specific shorting map.
-*   **`main.py`:** The morning orchestrator.

main.py

@@ -93,10 +93,9 @@ def calculate_r_multiple(direction, entry_price, exit_price, stop_loss):
         risk = stop_loss - entry_price
         return (entry_price - exit_price) / risk if risk != 0 else 0
 
-def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
+def run_ticker_lifecycle(isa_client, cfd_client, yf_ticker, t212_ticker, tz):
     """Handles the full strategy lifecycle for a single ticker."""
     strategy = TouchTurnStrategy(yf_ticker)
-    execution = ExecutionManager(client)
     
     logger.info(f"Bot thread started for {yf_ticker} ({t212_ticker}).")
     
@@ -131,20 +130,28 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
                 params = strategy.get_trade_params()
                 params['ticker'] = t212_ticker
                 
-                # Check for ISA short restriction
+                # Split-Account Routing Logic
+                split_mode = os.getenv("SPLIT_ACCOUNT_MODE", "False").lower() == "true"
                 isa_mode = os.getenv("ISA_MODE", "False").lower() == "true"
-                from src.strategy.inverse_mapping import INVERSE_TICKER_MAP
                 
-                can_trade = True
+                client = isa_client
-                if isa_mode and params['direction'] == "SELL":
+                use_isa_rules = True
+                
+                if params['direction'] == "SELL":
+                    if split_mode and cfd_client:
+                        logger.info(f"Split-Account Mode: Routing SHORT trade for {yf_ticker} to CFD account.")
+                        client = cfd_client
+                        use_isa_rules = False # Disable Inverse ETP mapping for CFD
+                    elif isa_mode:
+                        # Standard ISA mode check
+                        from src.strategy.inverse_mapping import INVERSE_TICKER_MAP
                         base_ticker = yf_ticker.split('_')[0]
                         if base_ticker not in INVERSE_TICKER_MAP:
-                        logger.warning(f"ISA Mode: Bypassing {yf_ticker} Short (No ETP). Capital will be reallocated.")
+                            logger.warning(f"ISA Mode: Bypassing {yf_ticker} Short (No ETP).")
-                        can_trade = False
-                
-                if not can_trade:
                             return
                 
+                execution = ExecutionManager(client)
+
                 # Anti-thundering-herd jitter
                 time.sleep(random.uniform(1.0, 10.0))
                 
@@ -155,7 +162,7 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
                         actual_balance = float(account_info.get('totalValue', 5000.0))
                         virtual_balance = max(0, actual_balance - 4750.0)
                         
-                        # Count actively trading threads
+                        # Count actively trading threads on THIS account
                         num_active = 0
                         for t in threading.enumerate():
                             if t.name.startswith("Bot-") and t.is_alive():
@@ -165,7 +172,7 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
                         risk_share = (virtual_balance * 0.05) / num_active
                         capital_share = virtual_balance / num_active
                         
-                        logger.info(f"Active Trades: {num_active} | Virtual: {virtual_balance:.2f} | Share: {capital_share:.2f} | Risk: {risk_share:.2f}")
+                        logger.info(f"Account ({'ISA' if use_isa_rules else 'CFD'}): Active Trades: {num_active} | Virtual: {virtual_balance:.2f} | Risk: {risk_share:.2f}")
                         break 
                     except Exception as e:
                         if '429' in str(e):
@@ -176,7 +183,7 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
                             logger.error(f"Failed to fetch account info: {e}")
                             break
 
-                if execution.execute_trade(params, target_risk_amount=risk_share, max_capital=capital_share):
+                if execution.execute_trade(params, target_risk_amount=risk_share, max_capital=capital_share, isa_rules=use_isa_rules):
                     if execution.monitor_and_bracket(params):
                         # Position is open, monitor for exit via SL/TP
                         while datetime.now(tz).hour < 11:
@@ -212,7 +219,7 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
         time.sleep(random.uniform(0.1, 5.0))
         
         logger.info(f"Cleanup phase reached for {yf_ticker}.")
-        if execution.is_in_position:
+        if execution and execution.is_in_position:
             exit_price = execution.close_all(t212_ticker)
             if hasattr(execution, 'params') and exit_price > 0:
                 final_entry = execution.params.get('final_entry', execution.params['entry_price'])
@@ -221,7 +228,7 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
                 
                 pnl_r = calculate_r_multiple("BUY" if execution.is_etp else execution.params['direction'], final_entry, exit_price, final_sl)
                 record_pnl(yf_ticker, execution.params['direction'], final_entry, exit_price, "Forced Exit (Final)", pnl_r, trading_ticker=trading_ticker)
-        else:
+        elif execution:
             execution.close_all(t212_ticker)
 
         logger.info(f"Lifecycle complete for {yf_ticker}. Thread exiting.")
@@ -229,11 +236,18 @@ def run_ticker_lifecycle(client, yf_ticker, t212_ticker, tz):
 
 def main():
     load_dotenv()
-    api_key_id = os.getenv("TRADING212_API_KEY_ID")
-    api_key = os.getenv("TRADING212_API_KEY")
-    base_url = os.getenv("TRADING212_BASE_URL", "https://demo.trading212.com/api/v0/")
-    tz = pytz.timezone('US/Eastern')
     
+    # Primary Account (ISA)
+    isa_key_id = os.getenv("TRADING212_API_KEY_ID")
+    isa_key = os.getenv("TRADING212_API_KEY")
+    isa_url = os.getenv("TRADING212_BASE_URL", "https://demo.trading212.com/api/v0/")
+    
+    # Secondary Account (CFD)
+    cfd_key_id = os.getenv("CFD_API_KEY_ID")
+    cfd_key = os.getenv("CFD_API_KEY")
+    cfd_url = os.getenv("CFD_BASE_URL", "https://demo.trading212.com/api/v0/")
+    
+    tz = pytz.timezone('US/Eastern')
     now = datetime.now(tz)
     
     if now.weekday() >= 5: 
@@ -244,20 +258,25 @@ def main():
         logger.warning(f"Bot executed at {now.strftime('%H:%M')} EST. Expected launch window is 09:00 - 09:40 EST. Exiting cleanly.")
         return
 
-    if not api_key_id or not api_key:
+    if not isa_key_id or not isa_key:
-        logger.error("API credentials not found in .env")
+        logger.error("Primary API credentials not found in .env")
         return
 
-    client = Trading212Client(api_key_id, api_key, base_url)
+    isa_client = Trading212Client(isa_key_id, isa_key, isa_url)
+    cfd_client = None
+    if cfd_key_id and cfd_key:
+        cfd_client = Trading212Client(cfd_key_id, cfd_key, cfd_url)
 
-    # Early verification: Check connection before starting the day
+    # Early verification
     try:
-        logger.info("Verifying API connection...")
+        logger.info("Verifying Primary API connection...")
-        client.get_account_info()
+        isa_client.get_account_info()
-        logger.info("API Connection verified successfully.")
+        if cfd_client:
+            logger.info("Verifying Secondary API connection...")
+            cfd_client.get_account_info()
+        logger.info("API Connections verified successfully.")
     except Exception as e:
         logger.error(f"API Connection check failed: {e}")
-        logger.error("Please check your API key and permissions in .env. Exiting.")
         return
 
     logger.info("Starting Morning Routine: Finding ISA Candidates...")
@@ -285,7 +304,6 @@ def main():
                     'pnl': res['Net PnL (R)']
                 })
 
-    # Print Leaderboard for transparency
     if all_results:
         from prettytable import PrettyTable
         results_df = pd.DataFrame(all_results)
@@ -314,7 +332,7 @@ def main():
     for ticker_info in final_watchlist:
         t = threading.Thread(
             target=run_ticker_lifecycle, 
-            args=(client, ticker_info['yf'], ticker_info['t212'], tz),
+            args=(isa_client, cfd_client, ticker_info['yf'], ticker_info['t212'], tz),
             name=f"Bot-{ticker_info['yf']}"
         )
         t.start()

src/execution/manager.py

@@ -12,7 +12,7 @@ logger = logging.getLogger(__name__)
 class ExecutionManager:
     """
     Manages the lifecycle of a trade: Entry, SL placement, and Exit.
-    Uses a Hybrid Strategy: Broker-side SL and Bot-side TP monitoring.
+    Supports Hybrid Exit Strategy and Split-Account routing.
     """
     def __init__(self, client: Trading212Client):
         self.client = client
@@ -35,7 +35,6 @@ class ExecutionManager:
                     logger.warning(f"Rate limited. Retrying in {wait:.1f}s...")
                     time.sleep(wait)
                 elif '400' in str(e) or '403' in str(e):
-                    # For 400/403, logging the body is crucial
                     if hasattr(e, 'response') and e.response is not None:
                         logger.error(f"API Error Body: {e.response.text}")
                     raise e
@@ -43,10 +42,8 @@ class ExecutionManager:
                     raise e
         raise Exception(f"Failed after {max_attempts} attempts")
 
-    def execute_trade(self, params: Dict[str, Any], target_risk_amount: float = 0.0, max_capital: float = 0.0):
+    def execute_trade(self, params: Dict[str, Any], target_risk_amount: float = 0.0, max_capital: float = 0.0, isa_rules: bool = True):
-        """Starts the trade process by placing a MARKET entry order for immediate execution."""
+        """Starts the trade process by placing a MARKET entry order."""
-        isa_mode = os.getenv("ISA_MODE", "False").lower() == "true"
-        
         self.params = params
         ticker = params['ticker']
         base_ticker = ticker.split('_')[0]
@@ -55,7 +52,8 @@ class ExecutionManager:
         self.is_etp = False
         self.leverage = 1.0
         
-        if isa_mode and direction == "SELL":
+        # 1. ISA Rules Substitution (Only if requested)
+        if isa_rules and direction == "SELL":
             if base_ticker in INVERSE_TICKER_MAP:
                 inverse_ticker = INVERSE_TICKER_MAP[base_ticker]
                 self.leverage = LEVERAGE_MAP.get(inverse_ticker, 3.0)
@@ -68,6 +66,7 @@ class ExecutionManager:
                 logger.warning(f"ISA Mode Active: Cannot Short {ticker} and no inverse ETP found. Setup ignored.")
                 return False
         else:
+            # Direct trading (CFD or Long ISA)
             self.params['trading_ticker'] = ticker
             
         approx_price = params.get('current_price', params['entry_price'])
@@ -93,45 +92,38 @@ class ExecutionManager:
             
         logger.info(f"Attempting {direction} market order for {ticker} (Qty: {quantity})...")
         
-        # 3. Execution with Smart Retry for Common Broker Errors
+        # 3. Execution
         try:
             order = self._call_with_retry(self.client.place_market_order, ticker, trade_quantity)
             self.current_order_id = order.get('id')
             logger.info(f"Market order placed successfully. ID: {self.current_order_id}")
             return True
         except Exception as e:
+            # Precision/Min Qty Fallback
             if hasattr(e, 'response') and e.response is not None:
                 try:
                     err_data = e.response.json()
-                    err_type = err_data.get('type', '')
                     err_detail = err_data.get('detail', '')
-                    
+                    if "precision" in err_detail.lower():
-                    # Error A: Quantity Precision Mismatch
+                        logger.warning(f"Precision mismatch for {ticker}. Retrying with 2 decimals...")
-                    if "precision-mismatch" in err_type or "precision" in err_detail.lower():
-                        logger.warning(f"Precision mismatch for {ticker}. Retrying with 2 decimal places...")
                         trade_quantity = round(trade_quantity, 2)
                         self.current_quantity = abs(trade_quantity)
                         order = self._call_with_retry(self.client.place_market_order, ticker, trade_quantity)
                         self.current_order_id = order.get('id')
                         return True
-                        
+                    if "min-quantity" in err_detail.lower():
-                    # Error B: Minimum Quantity Exceeded
-                    if "min-quantity-exceeded" in err_type:
                         import re
                         match = re.search(r"at least ([\d.]+)", err_detail)
                         if match:
                             min_qty = float(match.group(1))
-                            if (min_qty * approx_price) <= (max_capital * 1.05): # Small buffer
+                            if (min_qty * approx_price) <= (max_capital * 1.1):
-                                logger.warning(f"Quantity too low for {ticker}. Upping to minimum: {min_qty}")
+                                logger.warning(f"Quantity too low for {ticker}. Upping to min: {min_qty}")
                                 trade_quantity = -min_qty if direction == "SELL" else min_qty
                                 self.current_quantity = min_qty
                                 order = self._call_with_retry(self.client.place_market_order, ticker, trade_quantity)
                                 self.current_order_id = order.get('id')
                                 return True
-                            else:
+                except: pass
-                                logger.error(f"Required minimum {min_qty} exceeds available capital for {ticker}.")
-                except Exception as retry_e:
-                    logger.error(f"Retry logic failed for {ticker}: {retry_e}")
             
             logger.error(f"Failed to place entry market order for {ticker}: {e}")
             return False
@@ -187,11 +179,11 @@ class ExecutionManager:
                 risk_distance = (tp_price - actual_entry_price) / 2.0
                 sl_price = actual_entry_price - risk_distance
                 sl_qty = -quantity
-            else: # SHORT (Normal stock)
+            else: # SHORT (Direct CFD)
                 tp_price = actual_entry_price - (range_size * 0.382)
                 risk_distance = (actual_entry_price - tp_price) / 2.0
                 sl_price = actual_entry_price + risk_distance
-                sl_qty = quantity
+                sl_qty = quantity # Since it's a SELL position, BUY to close
 
         tp_price = round(tp_price, 2)
         sl_price = round(sl_price, 2)
@@ -202,7 +194,6 @@ class ExecutionManager:
         
         try:
             logger.info(f"Hybrid Mode: Placing Broker SL for {ticker} @ {sl_price}. Monitoring TP @ {tp_price} manually.")
-            # Use retry with possible precision fix for SL too
             try:
                 sl_order = self._call_with_retry(self.client.place_stop_order, ticker, sl_qty, sl_price, time_validity="GOOD_TILL_CANCEL")
                 self.sl_order_id = sl_order.get('id')
@@ -212,8 +203,7 @@ class ExecutionManager:
                     sl_qty = round(sl_qty, 2)
                     sl_order = self._call_with_retry(self.client.place_stop_order, ticker, sl_qty, sl_price, time_validity="GOOD_TILL_CANCEL")
                     self.sl_order_id = sl_order.get('id')
-                else:
+                else: raise sl_e
-                    raise sl_e
             return True
         except Exception as e:
             logger.error(f"Failed to place SL bracket for {ticker}: {e}")
@@ -260,8 +250,7 @@ class ExecutionManager:
                             self.is_in_position = False
                             fallback_price = float(self.params.get('final_sl', 0.0))
                             return True, "SL Hit (Broker)", fallback_price
-                    else:
+                    else: raise e
-                        raise e
                         
         except Exception as e:
             logger.error(f"Error checking exit status: {e}")
@@ -289,14 +278,8 @@ class ExecutionManager:
                         qty = float(pos.get('quantity', 0))
                         exit_price = float(pos.get('currentPrice', 0.0))
                         if qty != 0:
-                            # Try to close with precision fix
+                            try: self._call_with_retry(self.client.place_market_order, trading_ticker, -qty)
-                            try:
+                            except: self._call_with_retry(self.client.place_market_order, trading_ticker, round(-qty, 2))
-                                self._call_with_retry(self.client.place_market_order, trading_ticker, -qty)
-                            except Exception as close_e:
-                                if "precision" in str(close_e).lower():
-                                    self._call_with_retry(self.client.place_market_order, trading_ticker, round(-qty, 2))
-                                else:
-                                    raise close_e
                             break
             except Exception as e:
                 logger.error(f"Failed to flatten position: {e}")