It’s been a good week of coding thus far So I coded up a dynamic atr stop loss late last year - which over time had exhibited some weak points What’s changed since and what have I developed ? A superior dynamic ATR stop is a conditional, tiered risk engine that adapts to: 1) volatility 2) market regime 3) measures liquidity 4) trade state 5) coordinates across exchanges 6) manages exits with execution-aware logic vs trailing price It now evolves through trade-lifecycle states to protect capital first and profits second rather than mechanically trailing price.