BDS / Intraday usability
An Intraday Signal Execution Log That Includes Failures
Separate the provider instruction from receipt, order state and account exposure. A delivered message is not a filled trade.
Start with the eligible population
Name the exact plan, instruction type, session and observation window. Retain every qualifying object under that definition. A scan result, published call and copied operation have different denominators; a raw message count cannot substitute for all three.
Give amendments and repeated notifications a relationship to the original setup. They may increase communication work without creating new trades. Missing identifiers are a limitation to document, not an invitation to count each update as another winning call.
Record the event chain
Use separate fields for source time, publication as stated, device receipt, review, order submission, acceptance and fill. Preserve the provenance and uncertainty of each clock. A timestamp on the provider server does not establish when an ordinary subscriber received it.
The event chain can stop before execution. An expired instruction, unsupported instrument or unaccepted order is a valid recorded state. Do not invent a fill to complete the row.
Separate order states
An intended order, accepted order, partial fill, completed fill, cancellation and rejection are distinct events. Retain quantities and identifiers where actual records are available. A cancellation request should not be labelled completed until the relevant confirmation exists.
For a hypothetical study, leave actual order fields empty. A paper order belongs to the simulation record. Neither a provider outcome message nor a chart touch authenticates a buyer's broker operation.
Worked failure case
Hypothetical example: an alert is received before expiry, but the proposed instrument is unavailable in the account. Record the instruction and compatibility failure. It is not a losing executed trade and it is not a filled winner at the source entry.
Another instruction might create a partial fill while its remaining quantity is cancelled. Keep both events and the resulting open quantity. Reducing the lifecycle to one success label conceals the exposure still requiring an explanation.
Preserve the close boundary
At the declared reporting time, list closed operations and remaining positions separately. A provider that marks its idea closed does not prove every subscriber is flat. Attach the order state or mark the close unresolved.
Costs and simultaneous exposure belong in the account interpretation. A sum of isolated signal percentages does not establish the funded session result. Keep cash flows and marking assumptions with any account record.
Report an operational conclusion
A small log can reveal incompatible timing, ambiguous instructions or missing records. It cannot establish a durable profitable strategy. Report what was observable and what prevented a complete reconstruction.
The session workbench exports a reader-entered research record, not an audit certificate. It deliberately leaves failure and unresolved states visible. Do not turn a filled-in worksheet into a provider quality score.
Assign a source to every field
A useful record distinguishes a seller-stated time, a device observation and a broker event. Do not make them equally verified because they occupy neighboring columns. Where two clocks are not comparable, preserve the uncertainty. A precise spreadsheet value can look authoritative while originating from an approximate manual note.
Version the interpretation
If a rule changes after an ambiguity is found, create a new analysis version and retain the old result. Do not relabel earlier observations under the revised rule unless the retrospective exercise is explicitly described as such. This keeps operational learning from becoming a quietly optimized history.
Keep a reason for every missing operation
A blank broker field might mean no order was attempted, no artifact was available or the observer was absent. These reasons lead to different conclusions. Use an explicit reason rather than imputing the original entry. A completed row is less important than a truthful record of the supported event chain.
Evidence Packet
| Evidence object | Record to retain |
|---|---|
| Population | Every qualifying original and its related events |
| Execution boundary | Order states with provenance, or explicit absence |
| Session position | Closed and remaining quantities separately |
Related Session Questions
Primary References
The sources support documented mechanisms and source definitions. Our procedure and teaching examples are not completed paid-feed, latency or account tests.