ASkewMM_VWAP — changelog
Unguarded: PASSGuarded: PASSNeutralMMgunbot-quant
What was patched, fixed or bettered in this strategy, and when.
This pack is not under version control, so this history is reconstructed from the dated archive of pre-change copies: each archived copy holds the strategy as it was immediately before a change, and its name carries both the date and the reason. Diffing consecutive versions gives a dated record of real edits rather than a written account of them. Line counts are whole-line adds and removes, so a one-line edit shows as one of each.
History
| Snapshot taken | Edit between | Lines + | Lines − | Parameters changed |
|---|---|---|---|---|
| 2026-09-09 09:25 | liveFix → preFillMarks |
10 | 6 | — |
| 2026-09-09 10:08 | preFillMarks → preReentry |
16 | 7 | — |
| 2026-09-09 12:43 | preReentry → prePyramid |
— | — | unchanged |
| 2026-09-10 10:11 | prePyramid → preBalanceConv |
— | — | unchanged |
| 2026-09-12 11:01 | preBalanceConv → prePyramidPack |
— | — | unchanged |
| 2026-09-12 11:35 | prePyramidPack → preDcaLadder |
— | — | unchanged |
| 2026-09-13 15:10 | preDcaLadder → preSilentStopFill |
— | — | unchanged |
| 2026-09-13 20:21 | preSilentStopFill → audit |
1 | 1 | — |
| now | audit → current |
44 | 16 | — |
4 of 9 snapshot intervals actually changed this file. The rest are pack-wide passes that archived every strategy and left this one untouched — which is itself evidence: it was not affected by those fixes.
10 archived versions, earliest 2026-09-08 09:55.
The label is the backup's own name: audit is an audit-pass edit, preFix
and pre… labels are snapshots taken immediately before the named change,
so the row records the change that followed it.
Defects found and fixed in the hand audit
From the hand-written audit of this strategy on 2026-09-15.
| # | Defect | Severity |
|---|---|---|
| 1 | Both of the controls that keep a market maker's quotes above its own costs were inert | DEFECT |
| 2 | It is called VWAP, it says VWAP, and it runs EMA | DEFECT |
| 3 | 185 of its 186 sells said what price filled and never what the round trip made | DEFECT |
Full detail: the published audit for ASkewMM_VWAP
Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.
Pack-wide patch notes
Changes applied across the whole pack, which this strategy received along with the rest, are published as dated entries in the changelog.
Every number on this page is read from the run record that produced it — the audit pipeline writes the page and the record together, so the two cannot drift apart.