dsl-tight

DSL-Tight — Opinionated Stop-Loss Preset (v5)

A tighter, more opinionated variant of DSL for aggressive profit protection. Uses the same script and architecture as DSL v5 (dsl-v5.py) — strategy-scoped cron, MCP clearinghouse, state under {DSL_STATE_DIR}/{strategyId}/{asset}.json. All tier triggers are ROE-based (PnL / margin × 100); leverage is accounted for automatically.

Key difference from default DSL v5: DSL v5 is the configurable engine with maximum flexibility. DSL-Tight is the "just works" preset — fewer knobs, tighter defaults, per-tier breach counts, stagnation exits, and auto-calculated floors.

Core Concept

All thresholds defined in ROE. The script auto-converts to price levels:

price_floor = entry × (1 ± lockPct / 100 / leverage)

How It Works

Phase 1 — Absolute Floor (Stop-Loss)

• 5% ROE trailing floor
• 3 consecutive breaches required
• Auto-calculated absolute floor from entry/leverage/retrace

Phase 2 — Tiered Profit Lock

4 tiers that lock an increasing percentage of the high-water move:

Tier	Trigger ROE	Lock % of HW Move	Breaches to Close
1	10%	50%	3
2	20%	65%	2
3	40%	75%	2
4	75%	85%	1

Per-tier breach counts tighten as profit grows — at Tier 4 (75% ROE), a single breach closes immediately.

Stagnation Take-Profit

Auto-closes if:

• ROE ≥ 8% AND
• High-water mark hasn't improved for 1 hour

Catches winners that stall — takes the profit rather than waiting for a reversal.

Breach Mechanics

• Hard decay only (breach count resets to 0 on recovery)
• Per-tier breach requirements (3→2→2→1) replace the global Phase 1/Phase 2 split
• Floor is always: max(tier_floor, trailing_floor) for LONG, min() for SHORT

State File Schema

State files live in the DSL v5 strategy directory: {DSL_STATE_DIR}/{strategyId}/{asset}.json (main dex) or {DSL_STATE_DIR}/{strategyId}/xyz--SYMBOL.json (xyz dex). See dsl-dynamic-stop-loss references/state-schema.md for path conventions.

{
  "active": true,
  "asset": "HYPE",
  "direction": "LONG",
  "leverage": 10,
  "entryPrice": 28.87,
  "size": 1890.28,
  "wallet": "0xYourStrategyWalletAddress",
  "strategyId": "uuid-of-strategy",
  "phase": 1,
  "phase1": {
    "retraceThreshold": 0.05,
    "consecutiveBreachesRequired": 3
  },
  "phase2TriggerTier": 0,
  "phase2": {
    "retraceThreshold": 0.015,
    "consecutiveBreachesRequired": 2
  },
  "tiers": [
    {"triggerPct": 10, "lockPct": 50, "retrace": 0.015},
    {"triggerPct": 20, "lockPct": 65, "retrace": 0.012},
    {"triggerPct": 40, "lockPct": 75, "retrace": 0.010},
    {"triggerPct": 75, "lockPct": 85, "retrace": 0.006}
  ],
  "breachDecay": "hard",
  "currentTierIndex": -1,
  "tierFloorPrice": null,
  "highWaterPrice": 28.87,
  "floorPrice": 28.78,
  "currentBreachCount": 0,
  "createdAt": "2026-02-23T10:00:00.000Z"
}

Omit phase1.absoluteFloor — dsl-v5 fills it from entry and leverage. Set highWaterPrice to entry price, floorPrice to entry (or the computed absolute floor) for Phase 1 start.

Field Reference

Field	Purpose
phase1.absoluteFloor	Not needed — auto-calculated from entry, leverage, retrace
tiers[].breachesRequired	Per-tier breach count (replaces global phase2 setting)
tiers[].retrace	Per-tier trailing stop tightness
stagnation.enabled	Enable stagnation take-profit
stagnation.minRoePct	Minimum ROE to trigger stagnation check
stagnation.maxStaleSec	Max seconds HW can be stale before auto-close

Cron Setup

Same as DSL v5: one cron per strategy (not per position), every 3–5 minutes. The agent creates it when setting up DSL for a strategy.

Resolving the script path: When setting up the cron, locate the dsl-dynamic-stop-loss skill on disk (e.g. search the workspace, skills directory, or ClawHub install path for a folder named dsl-dynamic-stop-loss containing scripts/dsl-v5.py). Use that resolved path in the cron command — do not assume a fixed relative path. Example once resolved:

DSL_STATE_DIR=/data/workspace/dsl DSL_STRATEGY_ID=strategy-uuid python3 /path/to/dsl-dynamic-stop-loss/scripts/dsl-v5.py

No DSL_ASSET — the script discovers positions from MCP clearinghouse and state files in the strategy dir.

Clock-aligned schedule (OpenClaw): For runs at fixed 3-minute boundaries (e.g. :00, :03, :06…), create the job with a cron expression: "schedule": { "kind": "cron", "expr": "*/3 * * * *", "tz": "UTC" }. See dsl-dynamic-stop-loss SKILL.md Cron Setup and references/explained.md §0.

Agent responsibilities (same as DSL v5): on strategy_inactive remove cron and run strategy cleanup; on closed=true alert user; on pending_close=true alert and retry next tick.

Key Safety Features

• Same as DSL v5: strategy active check, reconcile state vs clearinghouse, delete state on close
• Auto-calculated floors eliminate manual math errors
• Per-tier breach tightening means large profits get maximum protection
• Stagnation TP prevents stalled winners from reversing

Example Walkthrough

10x LONG entry at $28.87:

1. Phase 1: Floor auto-calculated ~$28.73. Price rises, HW tracks.
2. Tier 1 at 10% ROE ($29.16): Floor locks at ~$29.01, 3 breaches to close.
3. Tier 2 at 20% ROE ($29.45): Floor locks at ~$29.24, now only 2 breaches.
4. Stagnation: Price stalls at 12% ROE for 65 min → auto-closed with profit.
5. Tier 4 at 75% ROE ($31.04): Floor at ~$30.71. Single breach = instant close.

Script and Dependencies

Uses dsl-v5.py and dsl-cli.py from the dsl-dynamic-stop-loss skill. Install that skill first. Preferred setup: call dsl-cli.py add-dsl with --configuration @dsl-tight/dsl-profile.json (see "Setup via DSL CLI" above). When setting up cron or running the script, locate the dsl-dynamic-stop-loss skill on disk (search workspace/skills/install path for the folder containing scripts/dsl-v5.py and scripts/dsl-cli.py) and use that path. State files go in {DSL_STATE_DIR}/{strategyId}/{asset}.json (main) or xyz--SYMBOL.json (xyz). For cron setup, path conventions, cleanup on strategy inactive, and output schema, follow the dsl-dynamic-stop-loss skill.