Entry Triggers: From Market Structure to an Executable Order
A trading idea becomes software only when the exact condition for entering a position is defined. The trigger should confirm the intended scenario without replacing the structural analysis that came before it.
Entry follows context
The trigger is the last permission gate, not the whole strategy. Direction, level quality and market regime should already be known before the engine watches for an entry condition.
Use explicit price conditions
A stop-entry style trigger can require price to move beyond a key threshold before an order is allowed. A limit-style scenario can instead wait for price to return to a predefined area. Both require deterministic activation and cancellation rules.
Cancel stale setups
If the market invalidates the level, exceeds the allowed time window or destroys the reward-to-risk profile, the pending setup should move to BLOCKED or EXPIRED rather than remain active indefinitely.
Implementation checklist
Automation principle: structure is useful only when the engine can express it as observable conditions, explicit states and a deterministic permission to act or wait.
Educational content for software design and trading-system research. Not investment advice. No profit is guaranteed.