The Bug That Cost Me Three Weeks: Why Your SL/TP Logic Is Probably Wrong

This is the story of a production bug I fixed, turned into a book. It's also why most algorithmic traders fail. Every algorithmic trader thinks they understand stop-loss and take-profit (SL/TP). Most are wrong. Not subtly wrong — catastrophically wrong in ways that don't show up in backtesting but destroy live systems. This is the opening chapter of my second book , and it's the reason I wrote the whole series. The Naive Implementation Here's what the original code looked like in our production