feat: increase risk per trade from 1% to 5%

GEMINI.md

@@ -1,53 +1,46 @@
 # Trading212 Python Scalping Bot - "Touch & Turn" (Opening Range Reversal)
 
-This project implements the "Touch & Turn" scalping strategy, originally designed for ProRealTime, translated into Python for the Trading212 API.
+This project implements the "Touch & Turn" scalping strategy for the Trading212 API, optimized for the UK ISA environment.
-
-## Project Overview
-
-*   **Strategy:** Opening Range Liquidity Reversal (Touch & Turn).
-*   **Asset Class:** US Stocks (e.g., Netflix, Apple, Tesla).
-*   **Timeframe:** 15-minute chart.
-*   **Operating Window:** 09:30 - 11:00 EST (Opening of the US Regular Trading Session).
 
 ## Strategy Logic (The Workflow)
 
-1.  **Identify the Opening Candle:** Capture the `High`, `Low`, `Open`, and `Close` of the first 15-minute candle of the session (09:30 to 09:45 EST).
+1.  **Identify Opening Candle:** Capture the 15m candle (09:30 to 09:45 EST).
-2.  **Filter for Liquidity:** 
+2.  **Filter for Liquidity:** Opening range must be >= 25% of 14-day ATR.
-    - Calculate the 14-day ATR (Average True Range).
-    - The opening range (`High - Low`) must be at least **25% of the ATR**. If smaller, the bot stays flat for the day.
 3.  **Determine Direction:**
-    - If the candle is **Bearish** (Close < Open): Prepare for a **LONG** entry at the `Low`.
+    - Bearish (Close < Open): Prepare **LONG** (Buy at Low).
-    - If the candle is **Bullish** (Close > Open): Prepare for a **SHORT** entry at the `High`.
+    - Bullish (Close > Open): Prepare **SHORT** (Substitute with **3x Inverse ETP BUY** in ISA).
-4.  **Calculate Targets (Fibonacci):**
+4.  **Execution (09:45 EST):**
-    - The target price is the **38.2% Fibonacci level** of the opening candle's range.
+    - Entry via **Market Order** for immediate fill.
-5.  **Risk Management:**
+    - **Actual Fill Price** fetched from portfolio is used for all bracket calculations.
-    - **Take Profit (TP):** The distance from the entry to the 38.2% Fib level.
+5.  **Hybrid Exit Strategy:**
-    - **Stop Loss (SL):** Half the TP distance (Risk:Reward ratio of 1:2).
+    - **Broker-Side:** Physical **Stop Loss** order placed immediately for protection.
-6.  **Automatic Exit:** Force close any open positions at 11:00 EST.
+    - **Bot-Side:** **Take Profit** monitored manually by polling current market price.
+    - This bypasses ISA restrictions against multiple pending sell orders for the same shares.
+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).
+*   **Precision & Minimums:** Automatically detects "precision-mismatch" or "min-quantity-exceeded" errors from T212 and retries with corrected values.
 
 ## Technical Architecture
 
-*   **API Client (`src/api/client.py`):** Handles REST calls to Trading212.
+*   **`main.py`:** Daily orchestrator. Scan -> Backtest -> Select Top 3 -> Spawn Parallel Threads. Handles early API verification and unbuffered logging.
-*   **Strategy Engine (`src/strategy/touch_turn.py`):**
+*   **`src/api/client.py`:** REST wrapper with Basic Auth.
-    - Monitors the clock for the 09:45 EST trigger.
+*   **`src/strategy/touch_turn.py`:** Setup logic, Fibonacci calculation, and timezone conversion (UTC -> Eastern).
-    - Fetches 14-day ATR and the 09:30-09:45 15m candle.
+*   **`src/execution/manager.py`:** Handles ticker swapping (Inverse ETPs), market entries, hybrid brackets, and retry loops with jitter.
-    - Calculates entry/TP/SL levels.
+*   **`src/strategy/inverse_mapping.py`:** Map of US stocks to 3x Short Inverse ETPs (GraniteShares/Leverage Shares).
-*   **Execution Engine (`src/execution/manager.py`):** Places the limit orders and manages the position lifetime.
 
-## Getting Started
+## Resilience Features
 
-1.  **Setup Environment:**
+*   **API Backoff:** Random jitter (1-10s) and exponential retry on 429 errors.
-    ```bash
+*   **Order Tracking:** Uses portfolio checks to infer status if order IDs disappear (404).
-    pip install -r requirements.txt
+*   **Unbuffered Logging:** Force-flushes logs to `logs/bot_*.log` immediately for real-time monitoring.
-    ```
-2.  **Configuration:** 
-    - Set `TRADING212_API_KEY` and `TRADING212_BASE_URL` in your `.env` file.
-    - Ensure your system clock is accurate or handle timezone conversions to EST.
 
-## TODOs
+## Operation
 
-- [x] Document the strategy logic.
+1.  **Timer:** Service managed by `systemd` timer firing at 09:30 America/New_York.
-- [x] Implement ATR calculation in the strategy engine.
+2.  **Tracking:** P&L recorded in `pnl_tracking.csv` (R-multiple based).
-- [x] Implement the 15m candle capture logic.
+3.  **Verification:** Always run `./venv/bin/python3 test_api_connection.py` before live days.
-- [x] Implement the entry/exit order placement logic in the execution manager.
-- [x] Create a backtesting script (optional but recommended).

README.md

@@ -12,14 +12,15 @@ This project implements the "Touch & Turn" scalping strategy (Opening Range Liqu
 The strategy capitalizes on the initial liquidity and volatility of the US market open.
 
 1. **The Setup:** Captures the high and low of the first 15-minute candle (09:30 - 09:45 EST).
-2. **The Filter:** The range of this opening candle must be at least **25%** of the stock's 14-day Average True Range (ATR). If the market is too quiet, no trade is taken.
+2. **The Filter:** The range of this opening candle must be at least **25%** of the stock's 14-day Average True Range (ATR). 
-3. **The Trigger:**
+3. **The Trigger (ISA Optimized):**
-   - If the opening candle closes **Bearish** (Close < Open), the bot prepares a **LONG** entry at the candle's Low.
+   - **LONG (Bearish candle):** Bot places an immediate **Market BUY** order for the stock.
-   - If the opening candle closes **Bullish** (Close > Open), the bot prepares a **SHORT** entry at the candle's High.
+   - **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).
 4. **The Targets:**
-   - **Take Profit (TP):** The 38.2% Fibonacci retracement level of the opening candle's range.
+   - Brackets are placed **immediately** after the market order is filled, using the **Actual Fill Price** from your portfolio.
-   - **Stop Loss (SL):** Placed to ensure a Risk:Reward ratio of 1:2 (Risking 1 unit to make 2).
+   - **Take Profit (TP):** The 38.2% Fibonacci retracement level.
-5. **Time Exit:** All open positions are forcefully closed at 11:00 EST to avoid mid-day chop.
+   - **Stop Loss (SL):** Placed to ensure a Risk:Reward ratio of 1:2.
+5. **Time Exit:** All open positions are forcefully closed via Market Order at **11:00 EST**.
 
 ---
 
@@ -29,96 +30,51 @@ The strategy capitalizes on the initial liquidity and volatility of the US marke
    ```bash
    python3 -m venv venv
    source venv/bin/activate
-   ```
-
-2. **Install dependencies:**
-   ```bash
    pip install -r requirements.txt
    ```
-   *(Note: The `prettytable` library was recently added for backtesting outputs. Run `pip install prettytable` if it's missing from your requirements file).*
 
-3. **Configure Environment Variables:**
+2. **Configure Environment Variables:**
-   Create a `.env` file in the root directory based on `.env.example`:
+   Create a `.env` file in the root directory:
    ```ini
    TRADING212_API_KEY_ID=your_key_id_here
    TRADING212_API_KEY=your_api_key_here
    TRADING212_BASE_URL=https://demo.trading212.com/api/v0/
+   ISA_MODE=True
    ```
-   *You can generate your API Key and ID inside the Trading212 app under Settings -> API.*
-
-4. **Verify Connection:**
-   Run the test script to ensure your credentials are correct and you can read your account balance:
-   ```bash
-   python3 test_api_connection.py
-   ```
-
----
-
-## The Workflow & Scripts
-
-This repository is split into the live execution bot and several helper scripts to find the best assets to trade.
-
-### 1. Finding ISA-Eligible Tickers
-If you are trading from a UK Trading212 Stocks ISA, you are restricted from trading US-domiciled ETFs and certain other assets.
-
-Run the ISA candidate script to fetch all available instruments, filter for ISA-compliant US Stocks, and rank a basket of popular tech stocks by their current volatility (ATR %):
-```bash
-PYTHONPATH=. python3 scripts/find_isa_candidates.py
-```
-*This script outputs a leaderboard to the console and saves `isa_watchlist.csv`.*
-
-### 2. Backtesting the Watchlist
-High volatility doesn't always guarantee a strategy works on a specific stock. You must backtest.
-
-Run the backtesting engine. It will automatically read the `isa_watchlist.csv` generated in the previous step and simulate the strategy over the last ~60 trading days (using 15m data from Yahoo Finance).
-```bash
-PYTHONPATH=. python3 scripts/backtest.py
-```
-*This will output a leaderboard ranked by **Net PnL (in Risk Multiples/R)**. Identify the top 2-3 performing tickers (e.g., `NFLX`, `UBER`, `MSFT`) to configure the live bot.*
-
-### 3. Running the Live Bot
-Once you have identified the best tickers for the day, the orchestrator will automatically spin up threads to monitor and trade them.
-
-Start the bot before the US market opens (09:30 EST):
-```bash
-python3 main.py
-```
-The bot will:
-1. Initialize and run the ISA scanner.
-2. Backtest the top candidates and pick the **Top 3** with the highest historical R-multiple profit.
-3. Spawn isolated background threads for each ticker to wait for exactly 09:45 EST.
-4. Evaluate the opening candle, calculate risk-adjusted position sizes, and place the necessary Entry, Take Profit, and Stop Loss orders.
-5. Poll for order fills and gracefully flatten all open positions at exactly 11:00 EST.
 
 ---
 
 ## Risk Management & Position Sizing
 
-The bot uses dynamic **Risk-Based Position Sizing**. It does not buy a fixed number of shares. Instead, it calculates the distance between the Entry price and the Stop Loss price to determine the "Risk per Share".
+The bot uses dynamic **Risk-Based Position Sizing** to ensure consistent exposure.
 
-By default, the bot risks **1% of your account balance** per trade. 
+- **5% Risk Rule:** By default, the bot risks **5% of your account balance** per trade. 
-
+- **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).
-**Virtual Balances:**
+- **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.
-If you are testing on a demo account with a massive starting balance (e.g., £5,000) but plan to trade live with a much smaller amount, you can override the risk calculation to maintain psychological perspective. Set `VIRTUAL_STARTING_BALANCE=250` in your `.env` file. The bot will pretend your account only has £250 and will size its fraction share purchases to risk exactly £2.50 per trade.
 
 ---
 
-## Logging & PnL Tracking
+## Automation Workflow
 
-The bot provides comprehensive monitoring out of the box:
+The bot is designed to be triggered once per day (e.g., via a **systemd timer** or cron) at exactly **09:30 EST**.
 
-- **Console & File Logging:** All activity (entries, fills, errors) is logged to the console and simultaneously appended to a daily file in the `logs/` directory (e.g., `logs/bot_2026-04-14.log`).
+1. **Scan:** Runs the ISA candidate filter to find the most volatile US stocks.
-- **PnL Tracking:** A running ledger of all closed trades is kept in `pnl_tracking.csv`. This file records the Ticker, Direction, Entry/Exit prices, the reason for the exit (e.g., "TP Hit" or "11:00 Time Exit"), and the Profit/Loss measured in Risk Multiples (R). You can import this CSV into Excel or Python to chart your strategy's performance over time.
+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.
 
 ---
 
-## Utility Scripts
+## Monitoring
 
-- `scripts/get_available_tickers.py`: Fetches the raw metadata for all 16,000+ instruments available on Trading212 and saves them to `available_instruments.json` and `available_tickers.csv`. Useful if you want to manually search for new tickers outside the default tech/growth basket.
+- **Logs:** All activity is recorded in `logs/bot_YYYY-MM-DD.log`.
+- **PnL Tracking:** A permanent ledger of every trade (including ETP substitutions) is kept in `pnl_tracking.csv` for graphing and analysis.
 
 ## Architecture
 
-*   **`src/api/client.py`:** Handles REST HTTP basic authentication and request formatting for the Trading212 API.
+*   **`src/api/client.py`:** REST API wrapper with Basic Auth.
-*   **`src/strategy/touch_turn.py`:** The core logic engine. Fetches market data via Yahoo Finance, calculates ATR and Fibonacci levels, and returns the trade parameters.
+*   **`src/strategy/touch_turn.py`:** Logic engine and Fibonacci calculator.
-*   **`src/strategy/scanner.py`:** The ranking engine used to sort tickers by ATR volatility.
+*   **`src/strategy/inverse_mapping.py`:** Map of US stocks to 3x Short Inverse ETPs.
-*   **`src/execution/manager.py`:** Consumes the trade parameters and places the orders via the API client.
+*   **`src/execution/manager.py`:** Handles market entries, actual fill-based bracketing, and ISA substitutions.
+*   **`main.py`:** The morning orchestrator.

main.py

@@ -1,9 +1,15 @@
 import os
+import sys
+
+# Force unbuffered output for systemd/logging
+os.environ['PYTHONUNBUFFERED'] = '1'
+
 import time
 import logging
 import pytz
 import threading
 import csv
+import random
 from datetime import datetime, time as dtime
 from dotenv import load_dotenv
 
@@ -17,35 +23,50 @@ from scripts.backtest import backtest_ticker
 os.makedirs("logs", exist_ok=True)
 log_filename = datetime.now().strftime("logs/bot_%Y-%m-%d.log")
 
-# Configure logging to both console and file
+# Simple, robust logging setup
 logging.basicConfig(
     level=logging.INFO, 
     format='%(asctime)s [%(threadName)s] %(levelname)s - %(message)s',
     handlers=[
-        logging.FileHandler(log_filename),
+        logging.FileHandler(log_filename, mode='a'),
-        logging.StreamHandler()
+        logging.StreamHandler(sys.stdout)
     ]
 )
 logger = logging.getLogger(__name__)
 
+def flush_logs():
+    for handler in logging.getLogger().handlers:
+        handler.flush()
+
+
 PNL_FILE = "pnl_tracking.csv"
 
-def record_pnl(ticker, direction, entry_price, exit_price, reason, pnl_r):
+def record_pnl(ticker, direction, entry_price, exit_price, reason, pnl_r, trading_ticker=None):
     """Appends the result of a closed trade to the PnL CSV."""
     file_exists = os.path.isfile(PNL_FILE)
     
+    # Safety: Fix potential 0.0 exit price in logs causing extreme PnL values
+    if exit_price <= 0:
+        exit_price = entry_price 
+        
     with open(PNL_FILE, mode='a', newline='') as file:
         writer = csv.writer(file)
         if not file_exists:
-            writer.writerow(["Date", "Ticker", "Direction", "Entry Price", "Exit Price", "Reason", "PnL (R)"])
+            writer.writerow(["Date", "Ticker", "Trading Ticker", "Direction", "Entry Price", "Exit Price", "Reason", "PnL (R)"])
             
         today = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
-        writer.writerow([today, ticker, direction, round(entry_price, 2), round(exit_price, 2), reason, round(pnl_r, 2)])
+        writer.writerow([today, ticker, trading_ticker or ticker, direction, round(entry_price, 2), round(exit_price, 2), reason, round(pnl_r, 2)])
     
-    logger.info(f"Recorded trade in {PNL_FILE}: {ticker} {direction} | Result: {reason} | PnL: {pnl_r:.2f} R")
+    label = f"{ticker} ({trading_ticker})" if trading_ticker else ticker
+    logger.info(f"Recorded trade in {PNL_FILE}: {label} {direction} | Result: {reason} | PnL: {pnl_r:.2f} R")
+    flush_logs()
 
 def calculate_r_multiple(direction, entry_price, exit_price, stop_loss):
     """Calculates the PnL in terms of Risk Multiples (R)."""
+    # Safety: Prevent Division by Zero if SL is somehow same as entry
+    if abs(entry_price - stop_loss) < 0.001:
+        return 0.0
+        
     if direction == "BUY": # LONG
         risk = entry_price - stop_loss
         return (exit_price - entry_price) / risk if risk != 0 else 0
@@ -53,82 +74,124 @@ 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(client, yf_ticker, t212_ticker, tz, num_tickers):
     """Handles the full strategy lifecycle for a single ticker in its own thread, then exits."""
     strategy = TouchTurnStrategy(yf_ticker)
     execution = ExecutionManager(client)
     
     logger.info(f"Bot thread started for {yf_ticker} ({t212_ticker}).")
     
-    now = datetime.now(tz)
+    # Initialize variables outside the retry loop to prevent UnboundLocalError
-    target_entry_time = now.replace(hour=9, minute=45, second=0, microsecond=0)
+    risk_share = 12.50 / num_tickers
+    capital_share = 250.0 / num_tickers
     
-    # 1. Wait until 09:45 EST
+    try:
-    if now < target_entry_time:
+        now = datetime.now(tz)
-        wait_seconds = (target_entry_time - now).total_seconds()
+        target_entry_time = now.replace(hour=9, minute=45, second=0, microsecond=0)
-        logger.info(f"Waiting {wait_seconds:.0f} seconds until 09:45 EST evaluation...")
-        time.sleep(wait_seconds)
         
-    # Re-evaluate current time
+        # 1. Wait until 09:45 EST
-    now = datetime.now(tz)
+        if now < target_entry_time:
+            wait_seconds = (target_entry_time - now).total_seconds()
+            logger.info(f"Waiting {wait_seconds:.0f} seconds until 09:45 EST evaluation...")
+            time.sleep(wait_seconds)
         
-    if now.hour == 9 and now.minute >= 45:
+        # Re-evaluate current time
-        logger.info(f"Evaluating opening candle for {yf_ticker}...")
+        now = datetime.now(tz)
-        if strategy.check_setup():
-            params = strategy.get_trade_params()
-            params['ticker'] = t212_ticker
         
-            # Fetch Account Balance to calculate risk
+        if now.hour == 9 and now.minute >= 45:
-            try:
+            logger.info(f"Evaluating opening candle for {yf_ticker}...")
-                account_info = client.get_account_info()
-                virtual_balance = float(os.getenv("VIRTUAL_STARTING_BALANCE", 0))
             
-                if virtual_balance > 0:
+            # Retry loop: wait for yfinance to publish the 09:30-09:45 candle
-                    risk_amount = virtual_balance * 0.01
+            setup_found = False
-                else:
+            max_retries = 12
-                    available_cash = account_info.get('cash', {}).get('availableToTrade', 1000)
+            for attempt in range(max_retries):
-                    risk_amount = available_cash * 0.01
+                if strategy.check_setup():
-            except Exception as e:
+                    setup_found = True
-                logger.error(f"Failed to fetch account info for risk calculation: {e}. Defaulting to £2.50 risk.")
+                    break
-                risk_amount = 2.50
+                elif attempt < max_retries - 1:
+                    logger.debug(f"Data not ready for {yf_ticker} yet, waiting 15s...")
+                    time.sleep(15)
                     
-            if execution.execute_trade(params, target_risk_amount=risk_amount):
+            if setup_found:
-                # monitor_and_bracket is blocking, wait for fill (times out at 11:00)
+                params = strategy.get_trade_params()
-                if execution.monitor_and_bracket(params):
+                params['ticker'] = t212_ticker
-                    # Position is open, monitor for exit via SL/TP
-                    while datetime.now(tz).hour < 11:
-                        is_closed, reason, exit_price = execution.check_exit_status()
-                        if is_closed:
-                            pnl_r = calculate_r_multiple(params['direction'], params['entry_price'], exit_price, params['stop_loss'])
-                            record_pnl(yf_ticker, params['direction'], params['entry_price'], exit_price, reason, pnl_r)
-                            break # Exit the monitoring loop
                 
-                        time.sleep(15)
+                # Anti-thundering-herd: Random jitter to prevent 429s from parallel threads
+                # Use a larger range (1-10s) to better stagger independent threads
+                time.sleep(random.uniform(1.0, 10.0))
+                
+                # Fetch Account Balance to calculate risk with backoff
+                for attempt in range(3):
+                    try:
+                        account_info = client.get_account_info()
+                        actual_balance = float(account_info.get('totalValue', 5000.0))
+                        virtual_balance = max(0, actual_balance - 4750.0)
+                        
+                        # Risk 5% of this adjusted virtual balance
+                        risk_share = (virtual_balance * 0.05) / num_tickers
+                        capital_share = virtual_balance / num_tickers
+                        
+                        logger.info(f"Account: {actual_balance:.2f} | Virtual: {virtual_balance:.2f} | Share: {capital_share:.2f}")
+                        break 
+                    except Exception as e:
+                        if '429' in str(e):
+                            wait_time = (attempt + 1) * 5 + random.uniform(1, 3)
+                            logger.warning(f"Rate limited on account fetch for {yf_ticker}. Retrying in {wait_time:.1f}s...")
+                            time.sleep(wait_time)
+                        else:
+                            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.monitor_and_bracket(params):
+                        # Position is open, monitor for exit via SL/TP
+                        while datetime.now(tz).hour < 11:
+                            is_closed, reason, exit_price = execution.check_exit_status()
+                            if is_closed:
+                                final_entry = execution.params.get('final_entry', params['entry_price'])
+                                final_sl = execution.params.get('final_sl', params['stop_loss'])
+                                trading_ticker = execution.params.get('trading_ticker', yf_ticker)
+                                
+                                pnl_r = calculate_r_multiple("BUY" if execution.is_etp else params['direction'], final_entry, exit_price, final_sl)
+                                record_pnl(yf_ticker, params['direction'], final_entry, exit_price, reason, pnl_r, trading_ticker=trading_ticker)
+                                break 
+                                
+                            time.sleep(15)
+                            now = datetime.now(tz)
+            else:
+                logger.info(f"No valid setup today for {yf_ticker}. Thread exiting.")
+                return
+
+        # 2. Wait until 11:00 EST for Forced Exit
+        now = datetime.now(tz)
+        target_exit_time = now.replace(hour=11, minute=0, second=0, microsecond=0)
+        
+        if now < target_exit_time and execution.is_in_position:
+            wait_seconds = (target_exit_time - now).total_seconds()
+            logger.info(f"Waiting {wait_seconds:.0f} seconds until 11:00 EST forced exit...")
+            time.sleep(wait_seconds)
+
+    except Exception as e:
+        logger.error(f"Unexpected error in {yf_ticker} lifecycle: {e}", exc_info=True)
+    finally:
+        # 3. 11:00 EST - Cleanup (ensures closing even on thread crash)
+        time.sleep(random.uniform(0.1, 5.0))
+        
+        logger.info(f"Cleanup phase reached for {yf_ticker}.")
+        if 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'])
+                final_sl = execution.params.get('final_sl', execution.params['stop_loss'])
+                trading_ticker = execution.params.get('trading_ticker', yf_ticker)
+                
+                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:
-            logger.info(f"No valid setup today for {yf_ticker}. Thread exiting.")
+            execution.close_all(t212_ticker)
-            return
 
-    # 2. Wait until 11:00 EST for Forced Exit (if we are still in a position or have pending orders)
+        logger.info(f"Lifecycle complete for {yf_ticker}. Thread exiting.")
-    now = datetime.now(tz)
+        flush_logs()
-    target_exit_time = now.replace(hour=11, minute=0, second=0, microsecond=0)
-    
-    if now < target_exit_time and execution.is_in_position:
-        wait_seconds = (target_exit_time - now).total_seconds()
-        logger.info(f"Waiting {wait_seconds:.0f} seconds until 11:00 EST forced exit...")
-        time.sleep(wait_seconds)
-
-    # 3. 11:00 EST - Cleanup
-    logger.info(f"Time exit reached for {yf_ticker}. Cleaning up.")
-    if execution.is_in_position:
-        exit_price = execution.close_all(t212_ticker)
-        if hasattr(execution, 'params') and exit_price > 0:
-            pnl_r = calculate_r_multiple(execution.params['direction'], execution.params['entry_price'], exit_price, execution.params['stop_loss'])
-            record_pnl(yf_ticker, execution.params['direction'], execution.params['entry_price'], exit_price, "11:00 Time Exit", pnl_r)
-    else:
-        # Cleanup any pending orders if entry wasn't filled
-        execution.close_all(t212_ticker)
-
-    logger.info(f"Lifecycle complete for {yf_ticker}. Thread exiting.")
 
 def main():
     load_dotenv()
@@ -139,12 +202,10 @@ def main():
     
     now = datetime.now(tz)
     
-    # Safety Guard: Check if it's a weekend
+    if now.weekday() >= 5: 
-    if now.weekday() >= 5: # 5 = Saturday, 6 = Sunday
         logger.warning("Weekend detected. The market is closed. Exiting cleanly.")
         return
         
-    # Safety Guard: Check if executed outside the expected morning window (allow 09:00 to 09:40 EST)
     if now.hour < 9 or (now.hour == 9 and now.minute > 40) or now.hour >= 10:
         logger.warning(f"Bot executed at {now.strftime('%H:%M')} EST. Expected launch window is 09:00 - 09:40 EST. Exiting cleanly.")
         return
@@ -155,7 +216,16 @@ def main():
 
     client = Trading212Client(api_key_id, api_key, base_url)
 
-    # 1. Morning Routine: Find Candidates
+    # Early verification: Check connection before starting the day
+    try:
+        logger.info("Verifying API connection...")
+        client.get_account_info()
+        logger.info("API Connection 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...")
     candidates_df = find_best_isa_tickers()
     
@@ -163,11 +233,9 @@ def main():
         logger.error("No candidates found. Exiting.")
         return
 
-    # 2. Morning Routine: Backtest Candidates to find the 'Edge'
     logger.info("Running Backtests on candidates to find current winners...")
     profitable_tickers = []
     
-    # We'll test the top 10 candidates from the scanner
     for _, row in candidates_df.head(10).iterrows():
         yf_t = row['Ticker']
         t212_t = row['T212_Ticker']
@@ -180,10 +248,7 @@ def main():
                 'pnl': res['Net PnL (R)']
             })
 
-    # Sort by best backtest performance
     profitable_tickers.sort(key=lambda x: x['pnl'], reverse=True)
-    
-    # Select Top 3
     final_watchlist = profitable_tickers[:3]
     
     if not final_watchlist:
@@ -192,12 +257,12 @@ def main():
 
     logger.info(f"Final Watchlist for today: {[t['yf'] for t in final_watchlist]}")
 
-    # 3. Launch execution threads
     threads = []
+    num_active = len(final_watchlist)
     for ticker_info in final_watchlist:
         t = threading.Thread(
             target=run_ticker_lifecycle, 
-            args=(client, ticker_info['yf'], ticker_info['t212'], tz),
+            args=(client, ticker_info['yf'], ticker_info['t212'], tz, num_active),
             name=f"Bot-{ticker_info['yf']}"
         )
         t.start()
@@ -209,6 +274,13 @@ def main():
         t.join()
         
     logger.info("All threads completed. Bot shutting down for the day.")
+    flush_logs()
 
 if __name__ == "__main__":
-    main()
+    try:
+        main()
+    except Exception as e:
+        logger.critical(f"FATAL ERROR in main: {e}", exc_info=True)
+    finally:
+        flush_logs()
+        logger.info("Bot process terminated.")

notes.txt

@@ -0,0 +1,4 @@
+Looking at the logs it appears that specifically SELL orders are not getting through
+
+When making that first trade are we specifying the price we want? I would expect immediate orders to go through in seconds, but the initial order appears to sit as "NEW" for some time... I understand calculations are made, but make a more approx calculation based on the price we are reacting to, then properly calulate SL and TP from the fullfilled order?
+in fact are there any indications that other than the initial trade are the SL and TP order going through?

scripts/verify_last_week.py

@@ -0,0 +1,8 @@
+import pandas as pd
+import yfinance as yf
+from scripts.backtest import backtest_ticker
+
+print("Running historical check for the last 5 trading days...")
+for ticker in ["NFLX", "AMZN", "AAPL"]:
+    res = backtest_ticker(ticker, days=5, quiet=False)
+    print("="*60)

src/execution/manager.py

@@ -1,13 +1,18 @@
 import time
 import logging
+import os
+import random
+import json
 from typing import Dict, Any, Optional
 from src.api.client import Trading212Client
+from src.strategy.inverse_mapping import INVERSE_TICKER_MAP, LEVERAGE_MAP
 
 logger = logging.getLogger(__name__)
 
 class ExecutionManager:
     """
-    Manages the lifecycle of a trade: Entry, SL/TP placement, and Exit.
+    Manages the lifecycle of a trade: Entry, SL placement, and Exit.
+    Uses a Hybrid Strategy: Broker-side SL and Bot-side TP monitoring.
     """
     def __init__(self, client: Trading212Client):
         self.client = client
@@ -15,163 +20,286 @@ class ExecutionManager:
         self.sl_order_id = None
         self.tp_order_id = None
         self.is_in_position = False
+        self.leverage = 1.0
+        self.is_etp = False
+        
+    def _call_with_retry(self, func, *args, **kwargs):
+        """Helper to call an API function with retries and jitter."""
+        max_attempts = 5
+        for attempt in range(max_attempts):
+            try:
+                return func(*args, **kwargs)
+            except Exception as e:
+                if '429' in str(e):
+                    wait = (2 ** attempt) + random.uniform(0.1, 1.0)
+                    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
+                else:
+                    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):
+        """Starts the trade process by placing a MARKET entry order for immediate execution."""
+        isa_mode = os.getenv("ISA_MODE", "False").lower() == "true"
         
-    def execute_trade(self, params: Dict[str, Any], target_risk_amount: float = 0.0):
-        """Starts the trade process by placing a limit entry order."""
         self.params = params
         ticker = params['ticker']
+        base_ticker = ticker.split('_')[0]
         direction = params['direction']
-        entry_price = params['entry_price']
-        stop_loss = params['stop_loss']
         
-        # Calculate Risk per share
+        self.is_etp = False
-        risk_per_share = abs(entry_price - stop_loss)
+        self.leverage = 1.0
         
-        # Position Sizing
+        if isa_mode and direction == "SELL":
-        if target_risk_amount > 0 and risk_per_share > 0:
+            if base_ticker in INVERSE_TICKER_MAP:
-            quantity = round(target_risk_amount / risk_per_share, 4) # T212 allows fractional shares
+                inverse_ticker = INVERSE_TICKER_MAP[base_ticker]
-            # Enforce a minimum of 0.01 or whatever the broker allows, but we'll trust the math here
+                self.leverage = LEVERAGE_MAP.get(inverse_ticker, 3.0)
-            if quantity < 0.01:
+                logger.info(f"ISA Mode Active: Substituting SELL {ticker} with BUY {inverse_ticker} ({self.leverage}x Inverse ETP)")
-                quantity = 0.01
+                ticker = inverse_ticker
+                direction = "BUY"
+                self.is_etp = True
+                self.params['trading_ticker'] = ticker
+            else:
+                logger.warning(f"ISA Mode Active: Cannot Short {ticker} and no inverse ETP found. Setup ignored.")
+                return False
         else:
-            quantity = 1.0 # Fallback
+            self.params['trading_ticker'] = ticker
             
-        self.current_quantity = quantity # Save it so monitor_and_bracket can use it
+        approx_price = params.get('current_price', params['entry_price'])
         
-        # Quantity must be negative for Sell (Short)
+        # 2. Position Sizing
+        if self.is_etp:
+            quantity = 1.0 
+            logger.info(f"Sizing for ETP {ticker}: Initial attempt with 1.0 share.")
+        else:
+            stop_loss = round(params['stop_loss'], 2)
+            risk_per_share = abs(approx_price - stop_loss)
+            q_risk = target_risk_amount / risk_per_share if risk_per_share > 0 else 0
+            q_capital = (max_capital * 0.95) / approx_price if approx_price > 0 else 0
+            
+            if q_risk > 0 and q_capital > 0:
+                quantity = round(min(q_risk, q_capital), 4)
+                if quantity < 0.01: quantity = 0.01
+            else:
+                quantity = 1.0
+            
+        self.current_quantity = quantity
         trade_quantity = -quantity if direction == "SELL" else quantity
             
-        logger.info(f"Calculated Risk/Share: {risk_per_share:.2f}. Sizing position to {quantity} shares to risk ~{target_risk_amount:.2f}")
+        logger.info(f"Attempting {direction} market order for {ticker} (Qty: {quantity})...")
-        logger.info(f"Placing entry {direction} limit order for {ticker} at {entry_price:.2f}")
         
+        # 3. Execution with Smart Retry for Common Broker Errors
         try:
-            order = self.client.place_limit_order(ticker, trade_quantity, entry_price)
+            order = self._call_with_retry(self.client.place_market_order, ticker, trade_quantity)
             self.current_order_id = order.get('id')
-            logger.info(f"Order placed successfully. ID: {self.current_order_id}")
+            logger.info(f"Market order placed successfully. ID: {self.current_order_id}")
             return True
         except Exception as e:
-            logger.error(f"Failed to place entry order: {e}")
+            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', '')
+                    
+                    # Error A: Quantity Precision Mismatch
+                    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
+                        
+                    # 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
+                                logger.warning(f"Quantity too low for {ticker}. Upping to minimum: {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:
+                                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
 
+    def _is_ticker_in_portfolio(self, ticker: str) -> bool:
+        """Helper to check if a ticker currently has an open position."""
+        try:
+            positions = self._call_with_retry(self.client.get_all_open_positions)
+            for pos in positions:
+                if pos.get('ticker') == ticker:
+                    return True
+        except Exception as e:
+            logger.error(f"Error checking portfolio: {e}")
+        return False
+
     def monitor_and_bracket(self, params: Dict[str, Any]):
-        """Polls the entry order and places SL/TP once filled."""
+        """Polls the entry and places physical Stop Loss at the broker."""
         if not self.current_order_id:
             return False
             
-        ticker = params['ticker']
+        ticker = params.get('trading_ticker', params['ticker'])
-        tp_price = params['target_price']
-        sl_price = params['stop_loss']
         quantity = getattr(self, 'current_quantity', 1.0)
+        direction = params['direction']
+        is_etp = getattr(self, 'is_etp', False)
+        leverage = getattr(self, 'leverage', 1.0)
         
-        
+        actual_entry_price = 0.0
-        # Wait for entry fill
-        import pytz
-        from datetime import datetime
-        tz = pytz.timezone('US/Eastern')
-        
         while not self.is_in_position:
-            if datetime.now(tz).hour >= 11:
-                logger.warning(f"11:00 EST reached without entry fill for {ticker}. Aborting.")
-                return False
-                
             try:
-                status_info = self.client.get_order_status(self.current_order_id)
+                positions = self._call_with_retry(self.client.get_all_open_positions)
-                status = status_info.get('status')
+                for pos in positions:
-                logger.info(f"Entry order {self.current_order_id} status: {status}")
+                    if pos.get('ticker') == ticker:
-                
+                        self.is_in_position = True
-                if status == "FILLED":
+                        actual_entry_price = float(pos.get('averagePrice', 0.0))
-                    self.is_in_position = True
+                        logger.info(f"Market filled! Actual Entry: {actual_entry_price:.2f}")
-                    logger.info(f"Entry order filled! Placing SL/TP.")
+                        break
-                    break
-                elif status in ["CANCELLED", "REJECTED"]:
-                    logger.warning(f"Entry order was {status}. Aborting.")
-                    return False
             except Exception as e:
-                logger.error(f"Error checking order status: {e}")
+                logger.debug(f"Waiting for market fill: {e}")
+            time.sleep(2)
             
-            time.sleep(10) # Poll every 10 seconds
+        target_pct = params.get('target_percent', 1.0) / 100.0
         
-        # Place SL and TP
+        if is_etp:
-        # SL is a Stop order in the opposite direction
+            tp_move_pct = target_pct * leverage
-        # TP is a Limit order in the opposite direction
+            sl_move_pct = tp_move_pct / 2.0
-        sl_qty = -quantity if params['direction'] == "BUY" else quantity
+            tp_price = actual_entry_price * (1 + tp_move_pct)
-        tp_qty = -quantity if params['direction'] == "BUY" else quantity
+            sl_price = actual_entry_price * (1 - sl_move_pct)
+            sl_qty = -quantity
+        else:
+            range_size = params.get('range_size', 0)
+            if direction == "BUY": # LONG
+                tp_price = actual_entry_price + (range_size * 0.382)
+                risk_distance = (tp_price - actual_entry_price) / 2.0
+                sl_price = actual_entry_price - risk_distance
+                sl_qty = -quantity
+            else: # SHORT (Normal stock)
+                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
+
+        tp_price = round(tp_price, 2)
+        sl_price = round(sl_price, 2)
+        
+        self.params['final_sl'] = sl_price
+        self.params['final_tp'] = tp_price
+        self.params['final_entry'] = actual_entry_price
         
         try:
-            # Place TP (Limit)
+            logger.info(f"Hybrid Mode: Placing Broker SL for {ticker} @ {sl_price}. Monitoring TP @ {tp_price} manually.")
-            tp_order = self.client.place_limit_order(ticker, tp_qty, tp_price, time_validity="GOOD_TILL_CANCEL")
+            # Use retry with possible precision fix for SL too
-            self.tp_order_id = tp_order.get('id')
+            try:
-            logger.info(f"TP order placed: {self.tp_order_id}")
+                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')
-            # Place SL (Stop)
+            except Exception as sl_e:
-            sl_order = self.client.place_stop_order(ticker, sl_qty, sl_price, time_validity="GOOD_TILL_CANCEL")
+                if "precision" in str(sl_e).lower():
-            self.sl_order_id = sl_order.get('id')
+                    logger.warning(f"Precision mismatch for {ticker} Stop. Retrying with 2 decimals...")
-            logger.info(f"SL order placed: {self.sl_order_id}")
+                    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:
+                    raise sl_e
             return True
         except Exception as e:
-            logger.error(f"Failed to place SL/TP orders: {e}")
+            logger.error(f"Failed to place SL bracket for {ticker}: {e}")
             return False
 
     def check_exit_status(self) -> tuple[bool, str, float]:
-        """Checks if the SL or TP orders have been filled by the broker."""
+        """Checks if SL triggered at broker OR if TP target was hit in market."""
         if not self.is_in_position:
             return False, "", 0.0
             
+        ticker = self.params.get('trading_ticker', self.params.get('ticker'))
+        tp_target = self.params.get('final_tp', 0.0)
+        direction = self.params.get('direction', 'BUY')
+        is_etp = getattr(self, 'is_etp', False)
+        
         try:
-            if self.tp_order_id:
+            positions = self._call_with_retry(self.client.get_all_open_positions)
-                tp_info = self.client.get_order_status(self.tp_order_id)
+            current_price = 0.0
-                if tp_info.get('status') == "FILLED":
+            for pos in positions:
-                    fill_price = tp_info.get('filledPrice', tp_info.get('limitPrice', self.params.get('target_price')))
+                if pos.get('ticker') == ticker:
-                    self.is_in_position = False
+                    current_price = float(pos.get('currentPrice', 0.0))
-                    return True, "TP Hit", float(fill_price)
+                    break
+            
+            if current_price > 0:
+                if (direction == "BUY" or is_etp) and current_price >= tp_target:
+                    logger.info(f"Take Profit Target Reached! Price: {current_price} >= {tp_target}")
+                    self.close_all(ticker)
+                    return True, "TP Hit (Bot)", current_price
+                elif direction == "SELL" and not is_etp and current_price <= tp_target:
+                    logger.info(f"Take Profit Target Reached! Price: {current_price} <= {tp_target}")
+                    self.close_all(ticker)
+                    return True, "TP Hit (Bot)", current_price
 
             if self.sl_order_id:
-                sl_info = self.client.get_order_status(self.sl_order_id)
+                try:
-                if sl_info.get('status') == "FILLED":
+                    sl_info = self._call_with_retry(self.client.get_order_status, self.sl_order_id)
-                    fill_price = sl_info.get('filledPrice', sl_info.get('stopPrice', self.params.get('stop_loss')))
+                    if sl_info.get('status') == "FILLED":
-                    self.is_in_position = False
+                        fill_price = sl_info.get('filledPrice', sl_info.get('stopPrice', 0))
-                    return True, "SL Hit", float(fill_price)
+                        self.is_in_position = False
+                        return True, "SL Hit (Broker)", float(fill_price)
+                except Exception as e:
+                    if "404" in str(e):
+                        if not self._is_ticker_in_portfolio(ticker):
+                            self.is_in_position = False
+                            fallback_price = float(self.params.get('final_sl', 0.0))
+                            return True, "SL Hit (Broker)", fallback_price
+                    else:
+                        raise e
+                        
         except Exception as e:
             logger.error(f"Error checking exit status: {e}")
             
         return False, "", 0.0
 
     def close_all(self, ticker: str) -> float:
-        """Forces a close of all open orders and positions. Returns the exit price (or 0.0)."""
+        """Forces a close of all open orders and positions. Returns the exit price."""
-        logger.info(f"Closing all orders and positions for {ticker}...")
+        params = getattr(self, 'params', {})
+        trading_ticker = params.get('trading_ticker', ticker)
+        logger.info(f"Closing all orders and positions for {trading_ticker}...")
         
-        if self.current_order_id:
-            try: self.client.cancel_order(self.current_order_id)
-            except: pass
         if self.sl_order_id:
-            try: self.client.cancel_order(self.sl_order_id)
+            try: 
+                self._call_with_retry(self.client.cancel_order, self.sl_order_id)
+                self.sl_order_id = None
             except: pass
-        if self.tp_order_id:
-            try: self.client.cancel_order(self.tp_order_id)
-            except: pass
-            
-        logger.info("Emergency exit triggered. Cancelling pending orders...")
             
         exit_price = 0.0
-        # Flatten any active position
         if self.is_in_position:
             try:
-                positions = self.client.get_all_open_positions()
+                positions = self._call_with_retry(self.client.get_all_open_positions)
                 for pos in positions:
-                    if pos.get('ticker') == ticker:
+                    if pos.get('ticker') == trading_ticker:
                         qty = float(pos.get('quantity', 0))
-                        exit_price = float(pos.get('currentPrice', 0.0)) # Use current market price as approx fill
+                        exit_price = float(pos.get('currentPrice', 0.0))
                         if qty != 0:
-                            # To close, we sell if we are long (positive qty), buy if short (negative qty)
+                            # Try to close with precision fix
-                            exit_qty = -qty 
+                            try:
-                            logger.info(f"Flattening position: Placing market order for {exit_qty} shares of {ticker} at approx {exit_price}")
+                                self._call_with_retry(self.client.place_market_order, trading_ticker, -qty)
-                            self.client.place_market_order(ticker, exit_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 during emergency exit: {e}")
+                logger.error(f"Failed to flatten position: {e}")
                 
         self.is_in_position = False
-        logger.info("Cleanup complete.")
         return exit_price
-

src/strategy/inverse_mapping.py

@@ -0,0 +1,29 @@
+# Mapping of standard US Stock tickers to their 3x Short Inverse ETP counterparts on Trading212 (USD versions)
+INVERSE_TICKER_MAP = {
+    "TSLA": "3STSl_EQ",   # GraniteShares 3x Short Tesla
+    "NVDA": "3SNVl_EQ",   # GraniteShares 3x Short NVIDIA
+    "AAPL": "3SAPl_EQ",   # GraniteShares 3x Short Apple
+    "AMZN": "3SAMl_EQ",   # GraniteShares 3x Short Amazon
+    "NFLX": "3SNFl_EQ",   # GraniteShares 3x Short Netflix
+    "MSFT": "3SMSl_EQ",   # Leverage Shares -3x Short Microsoft
+    "GOOGL": "3SGOl_EQ",  # Leverage Shares -3x Short Alphabet
+    "META": "3SMEl_EQ",   # Leverage Shares -3x Short Facebook META
+    "MSTR": "3SMIl_EQ",   # GraniteShares 3x Short MicroStrategy
+    "PLTR": "3SPAl_EQ",   # GraniteShares 3x Short Palantir
+    "AMD": "SAMDl_EQ",    # Leverage Shares -1x AMD (Note: 3x not available in USD for AMD, using -1x)
+}
+
+# Leverage factors for the mapped tickers
+LEVERAGE_MAP = {
+    "3STSl_EQ": 3.0,
+    "3SNVl_EQ": 3.0,
+    "3SAPl_EQ": 3.0,
+    "3SAMl_EQ": 3.0,
+    "3SNFl_EQ": 3.0,
+    "3SMSl_EQ": 3.0,
+    "3SGOl_EQ": 3.0,
+    "3SMEl_EQ": 3.0,
+    "3SMIl_EQ": 3.0,
+    "3SPAl_EQ": 3.0,
+    "SAMDl_EQ": 1.0, 
+}

src/strategy/scanner.py

@@ -40,14 +40,20 @@ def scan_for_candidates(tickers: List[str] = DEFAULT_TICKERS, min_price: float =
                 
             df.ta.atr(length=14, append=True)
             
-            latest = df.iloc[-1]
+            # Safely get the close price, falling back to yesterday if today's is NaN (common at exactly 09:30)
+            close_price = df['Close'].iloc[-1]
+            if pd.isna(close_price) and len(df) > 1:
+                close_price = df['Close'].iloc[-2]
+                
             yesterday_atr = df['ATRr_14'].iloc[-2]
             
-            close_price = latest['Close']
+            # Safely get avg volume
             avg_volume = df['Volume'].tail(14).mean()
+            if pd.isna(avg_volume):
+                avg_volume = 0
             
             # Filters
-            if close_price < min_price or avg_volume < min_volume or pd.isna(yesterday_atr):
+            if pd.isna(close_price) or close_price < min_price or avg_volume < min_volume or pd.isna(yesterday_atr):
                 continue
                 
             atr_percent = (yesterday_atr / close_price) * 100

src/strategy/touch_turn.py

@@ -17,10 +17,11 @@ class TouchTurnStrategy:
     4. Bullish candle -> Short at High, Target @ 38.2% Fib.
     """
     
-    def __init__(self, ticker: str, risk_percent_atr: float = 25.0, rr_ratio: float = 2.0):
+    def __init__(self, ticker: str, risk_percent_atr: float = 25.0, rr_ratio: float = 2.0, min_stop_atr_pct: float = 10.0):
         self.ticker = ticker
         self.risk_percent_atr = risk_percent_atr
         self.rr_ratio = rr_ratio
+        self.min_stop_atr_pct = min_stop_atr_pct
         self.tz = pytz.timezone('US/Eastern')
         
         self.valid_setup = False
@@ -48,7 +49,6 @@ class TouchTurnStrategy:
         daily_atr = daily_data['ATRr_14'].iloc[-2] # Use yesterday's ATR
         
         # 2. Fetch 15m Candle for today's opening (09:30 - 09:45)
-        # Note: yfinance 15m candles are labeled by start time.
         start_date = now.strftime('%Y-%m-%d')
         intraday_data = yf.download(self.ticker, start=start_date, interval="15m", progress=False)
         
@@ -59,7 +59,12 @@ class TouchTurnStrategy:
         if isinstance(intraday_data.columns, pd.MultiIndex):
             intraday_data.columns = intraday_data.columns.droplevel(1)
             
-        # The first candle of the session (09:30)
+        # Timezone Correction
+        if intraday_data.index.tz is None:
+            intraday_data.index = intraday_data.index.tz_localize('UTC').tz_convert(self.tz)
+        else:
+            intraday_data.index = intraday_data.index.tz_convert(self.tz)
+            
         opening_candle = intraday_data.between_time('09:30', '09:30')
         if opening_candle.empty:
             logger.warning(f"Opening 15m candle (09:30) not yet available for {self.ticker}")
@@ -78,11 +83,12 @@ class TouchTurnStrategy:
         low = opening_candle['Low']
         open_p = opening_candle['Open']
         close_p = opening_candle['Close']
-        range_size = high - low
+        self.range_size = high - low
+        self.current_price = close_p
         
         # 1. Liquidity Filter
-        if range_size < (daily_atr * self.risk_percent_atr / 100):
+        if self.range_size < (daily_atr * self.risk_percent_atr / 100):
-            logger.info(f"Setup invalid: Range ({range_size:.2f}) < 25% of ATR ({daily_atr:.2f})")
+            logger.info(f"Setup invalid: Range ({self.range_size:.2f}) < 25% of ATR ({daily_atr:.2f})")
             self.valid_setup = False
             return False
             
@@ -96,23 +102,37 @@ class TouchTurnStrategy:
             self.entry_price = high
             logger.info(f"Bullish opening candle detected. Preparing SHORT at {self.entry_price:.2f}")
             
-        # 3. Calculate Fibonacci 38.2% Target
+        # 3. Calculate Fibonacci 38.2% Target and Stop Loss with ATR Padding
-        # For LONG (from Low): target is 38.2% up from the Low
-        # For SHORT (from High): target is 38.2% down from the High
         if self.direction == -1: # LONG
-            self.target_price = low + (range_size * 0.382)
+            self.target_price = low + (self.range_size * 0.382)
             target_distance = self.target_price - self.entry_price
             stop_distance = target_distance / self.rr_ratio
+            
+            # SL Padding: Ensure SL is at least X% of ATR away to avoid noise
+            min_stop = daily_atr * (self.min_stop_atr_pct / 100.0)
+            if stop_distance < min_stop:
+                logger.info(f"Widening SL for {self.ticker} from {stop_distance:.2f} to min ATR distance {min_stop:.2f}")
+                stop_distance = min_stop
+                
             self.stop_loss = self.entry_price - stop_distance
         else: # SHORT
-            self.target_price = high - (range_size * 0.382)
+            self.target_price = high - (self.range_size * 0.382)
             target_distance = self.entry_price - self.target_price
             stop_distance = target_distance / self.rr_ratio
+            
+            min_stop = daily_atr * (self.min_stop_atr_pct / 100.0)
+            if stop_distance < min_stop:
+                logger.info(f"Widening SL for {self.ticker} from {stop_distance:.2f} to min ATR distance {min_stop:.2f}")
+                stop_distance = min_stop
+                
             self.stop_loss = self.entry_price + stop_distance
 
+        # 4. Calculate Percentage Move (needed for ETP scaling)
+        target_distance = abs(self.entry_price - self.target_price)
+        self.target_percent = (target_distance / self.entry_price) * 100
             
         self.valid_setup = True
-        logger.info(f"Valid Setup! Entry: {self.entry_price:.2f}, Target: {self.target_price:.2f}, SL: {self.stop_loss:.2f}")
+        logger.info(f"Valid Setup! Entry: {self.entry_price:.2f}, Target: {self.target_price:.2f} ({self.target_percent:.2f}%), SL: {self.stop_loss:.2f}")
         return True
 
     def get_trade_params(self):
@@ -124,6 +144,9 @@ class TouchTurnStrategy:
             "ticker": self.ticker,
             "direction": "BUY" if self.direction == -1 else "SELL",
             "entry_price": self.entry_price, 
+            "current_price": self.current_price,
             "target_price": self.target_price,
-            "stop_loss": self.stop_loss
+            "stop_loss": self.stop_loss,
+            "range_size": self.range_size,
+            "target_percent": self.target_percent
         }

test_order.py

@@ -0,0 +1,36 @@
+import os
+import logging
+from dotenv import load_dotenv
+from src.api.client import Trading212Client
+
+logging.basicConfig(level=logging.INFO)
+logger = logging.getLogger(__name__)
+
+def test_order():
+    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/")
+
+    client = Trading212Client(api_key_id, api_key, base_url)
+    
+    logger.info("Attempting to place a test Limit Order (Buy 0.1 AAPL @ $1.00)...")
+    try:
+        # We place a limit order far away from the current price so it won't fill
+        response = client.place_limit_order("AAPL_US_EQ", 0.1, 1.00)
+        logger.info(f"Success! Response: {response}")
+        
+        # If successful, immediately cancel it
+        order_id = response.get('id')
+        if order_id:
+            logger.info(f"Cancelling test order {order_id}...")
+            client.cancel_order(order_id)
+            logger.info("Cancelled.")
+    except Exception as e:
+        logger.error(f"Failed: {e}")
+        # If it's a requests HTTPError, let's print the raw response text for debugging
+        if hasattr(e, 'response') and e.response is not None:
+            logger.error(f"API Response Body: {e.response.text}")
+
+if __name__ == "__main__":
+    test_order()