Charted notes on post only order in trading automation: mechanics, waypoints, and the wrecks recorded in production.
Mechanics
The mechanics of post only order form one pipeline: raw market data in, computed signal out, decision routed to the order engine.
Waypoints (Configuration)
Parameter choices in post only order steer both signal character and operational load. Log every change and the reason behind it.
Wreck Record (Failure Modes)
Recorded failures for post only order include regime changes, missed heartbeats, and positions that could not be exited cleanly.
Navigation Checks (Evaluation)
Test post only order with fixed, look-ahead-free evaluations, then stress the operations side before trusting it live.
Configuration Reference
# Post Only Order tested configuration mode: production timeframe: auto risk_limits: max_drawdown: 15 percent max_position: 3 percent monitoring: alert_threshold: 0.5 report_interval: hourly
Parameter Impact
| Parameter | Effect | Trade-off |
|---|---|---|
| timeframe | Signal frequency | Higher means fewer but more reliable signals |
| risk_limit | Maximum exposure | Lower means safer but slower returns |
| lookback | Indicator sensitivity | Longer means smoother but lagging |