A mapped reference for reduce only order — how it runs, how to configure it, and where it runs aground under load.
Mechanics
Under the hood, reduce only order turns incoming market data into a decision path an execution engine can follow.
Waypoints (Configuration)
Parameter choices in reduce only order steer both signal character and operational load. Log every change and the reason behind it.
Wreck Record (Failure Modes)
Recorded failures for reduce only order include regime changes, missed heartbeats, and positions that could not be exited cleanly.
Navigation Checks (Evaluation)
Evaluate reduce only order on measured outcomes — return distribution, drawdown depth, operational burden — never on one lucky stretch.
Configuration Reference
# Reduce 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 |