my kill switch does more for me than any entry tweak
been running perps for about two years now and the thing i keep coming back to is that basically none of my improvement came from better entries. i've rewritten my entry logic probably nine times. filters, confirmation candles, waiting for the retest, whatever. the equity curve barely noticed.
what actually moved the needle was boring plumbing stuff:
- hard daily loss cap that flattens everything and blocks new orders until the next day. no override button. i deliberately made it annoying to change so drunk-me at 2am can't argue with it.
- sizing off distance to liquidation instead of "feels like a good spot". i pick the invalidation level first, then the size falls out of it. sounds obvious, took me way too long.
- every exit order goes in reduce-only. i once had a stop fill on a position that was already closed and ended up short something i never wanted to be short of. that was an educational evening.
- reconnect handling. websocket drops way more than people admit. if my feed is stale past a few seconds i want the system to assume it knows nothing rather than act on a price from 30 seconds ago.
the degen part of me still wants to size up on the setups that "feel obvious" and honestly i lose more on those than on the mechanical ones. so now the rule is the obvious ones get the same size as everything else. boring, but i sleep.
curious what other people's actual guardrails look like at the code/order level, not the mindset level. what's the one check you added after getting burned once?
