execution-excellence-tca

name	Execution Excellence & TCA
description	Minimizing slippage, benchmarking fills, and detecting toxic flow.

Execution Excellence Skill

This skill provides the "Trading Desk" logic for the Titan system. Follow these protocols to ensure every pip of profit is captured:

1. The Execution Quality (TCA) Protocol

Trade signals are useless if lost to poor execution.

• Call scripts/execution_quality_tca.py after every session close.
• Slippage Benchmark: Compare the FILLED price vs the REQUESTED price.
• Toxic Flow Check: If the market immediately moves against the position by > 50% of ATR within 1 minute of fill, flag the broker for "Toxic Liquidity".

2. Adaptive Exit Protocol

• Use scripts/adaptive_exit.py to manage active positions.
• Multi-Stage Scaling: Never close a winner all at once. Scale-out at predefined RR (Risk-Reward) levels.
• Vol-Trailing: Trailing stops must expand during high-volatility news events to avoid "stop-hunting".

Core Tools:

• scripts/execution_quality_tca.py: Fill quality auditor.
• scripts/adaptive_exit.py: Volatility-weighted trade manager.
• scripts/liquidity_router.py: Smart order slicing logic.