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FTtrader wrote:The key shift here is replacing the price source with strategy.equity , which dynamically tracks both your closed balance and floating unrealized profit/loss.

Equity-based drawdown is the right object for a busy scalping book. Price stops alone ignore correlated floating risk across tickets.

I watch session peak equity as well as day-start. A one-way London morning can look fine on closed trades while floating DD has already spent the day’s budget. Webhooks help if they reach a phone before the overlap heats up; they do not replace knowing which release is live.

Practical habit: soft band on floating DD, hard flatten beyond it.

Do you measure DD from session peak, day start, or account high-water?

On metals I tighten the soft band during the US overlap because floating DD moves faster there. Same engine, different thresholds by product and hour.