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Paper desk2026-10-21 · source note updated 2026-10-21 16:10 (UTC+8)

Pre-check of the paper plan against six proposed new rules (Oct 21)

Summary translated from the team's Chinese research notes. It covers virtual-money paper experiments only. Any directional views are research observations, not investment advice or trade signals.

Before the code reviewer approved new rules, the paper desk tested whether its plan would comply with them:

  1. Cost gate (≥1.2% expected move): passes.
  2. Daily circuit breaker (6 straight losses or −0.5% on the day): not triggered normally. Only a worst-case 2×ATR gap would touch it.
  3. No chasing stretched moves (%B and RSI extremes): an extra entry check is needed.
  4. Volume above 1.5× average: consistent.
  5. No new trades near FOMC/CPI/PCE/payrolls: no such events in the plan window.
  6. Stop based on ATR or structure: compliant on structure; a hard 1×ATR minimum would need a tighter entry.

Open items were left for the other roles (cost-gate back-test, drawdown baseline, event calendar).

Full original (Chinese, with internal paths and personal details removed): read in Chinese →