Expand description
Defensive rolling: when a credit vertical hits the mechanical stop, prefer close + reopen farther OTM / later DTE over eating a full stop (v1: verticals only).
Structs§
Enums§
Functions§
- original_
width_ from_ params - roll_
biased_ dte_ min - Prefer later DTE: max(entry dte_min, closed_dte + extension).
- roll_
biased_ entry_ rules - Build vertical entry rules biased for a defensive roll replacement.
- roll_
biased_ max_ width - Width ≤ original (or entry max_width).
- roll_
biased_ short_ delta_ max - Cap |short_delta| for the replacement: min(entry max, target, original − 0.04).
- roll_
eligible - All eligibility gates for attempting a defensive roll on a stop_loss.
- roll_
money_ ok new_credit - close_debit >= -entry_credit * max_debit_pct / 100- roll_
net - spread_
type_ from_ tracked