def position_size(equity, risk_pct, entry, stop):
    risk = equity * risk_pct / 100.0
    return risk / abs(entry - stop)

OnTick()

if (!SpreadOk(maxPts)) return;
lot = NormalizeLot(LotFromRisk(risk, entry, sl));

sigma <= -2.0 && rsi < 30
&& tf_agree >= 3

σ

kill_switch.tripped → flatten()

client_order_id = sha1(signal, bar, side)