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Trade Management And Scaling

Version 5 changes important trade lifecycle behavior. Existing Version 4 trade-management assumptions should be rechecked before live use.

Multi-Level Partial Close​

Version 5 supports PC1, PC2, and PC3:

  • PC1: PartialClosePercentage and PC_Value.
  • PC2: PC_Level2_Percentage and PC_Level2_Value.
  • PC3: PC_Level3_Percentage and PC_Level3_Value.

Each trigger can be configured by the selected partial-close method. A value of 0 for a later level is used to keep that level off.

Exit Templates After Partial Close​

TMExitTemplate controls what happens to the remainder after partial-close events.

Available templates include:

  • TM_EXIT_TEMPLATE_PARTIAL_ONLY: partial close only, remainder unchanged.
  • TM_EXIT_TEMPLATE_PARTIAL_TO_BE: move remainder to break even.
  • TM_EXIT_TEMPLATE_PARTIAL_TO_CANDLE: arm candle trailing.
  • TM_EXIT_TEMPLATE_PARTIAL_TO_SWING: arm swing trailing.
  • TM_EXIT_TEMPLATE_PARTIAL_TO_BE_CANDLE: move to break even and arm candle trailing.
  • TM_EXIT_TEMPLATE_PARTIAL_TO_BE_SWING: move to break even and arm swing trailing.

Conditional Trailing Activation​

TrailActivationCondition can delay trailing until a lifecycle event has happened.

Available conditions include:

  • TRAIL_CONDITION_NONE: price-distance logic only.
  • TRAIL_CONDITION_AFTER_BE: after break even.
  • TRAIL_CONDITION_AFTER_PC1: after PC1.
  • TRAIL_CONDITION_AFTER_BE_or_PC1: after break even or PC1.
  • TRAIL_CONDITION_AFTER_BE_and_PC1: after break even and PC1.

The trailing distance and activation values still come from the trailing method settings.

Conditional Scale-In​

MultiTradeMode controls when a same-direction additional trade is allowed.

Available modes include:

  • MT_Disabled: no scaling.
  • MT_Free: any valid same-direction signal can scale in.
  • MT_AfterBE: only after an existing same-direction trade reaches break even.
  • MT_AfterPC1: only after PC1 has occurred.
  • MT_AfterBE_or_PC1: break even or PC1 is enough.
  • MT_AfterBE_and_PC1: both break even and PC1 are required.

MaxOpenTrades is still the ceiling, even when scale-in conditions are met.

Pending Order Lifecycle​

Version 5 pending-order behavior includes:

  • CancelAfterBars: cancel pending orders after the configured number of bars.
  • PendingEMAInvalidationMode: cancel pending orders when a closed bar invalidates against the chosen EMA.
  • EnablePendingOrderHistory: optional pending-order history logging.

EMA invalidation modes include:

  • PENDING_EMA_INVALIDATION_NONE
  • PENDING_EMA_INVALIDATION_FAST
  • PENDING_EMA_INVALIDATION_SLOW
  • PENDING_EMA_INVALIDATION_SLOWEST

What To Recheck When Upgrading​

Recheck these before live use:

  • partial-close percentages and trigger values
  • whether trailing starts immediately or after a lifecycle condition
  • whether scale-in is disabled, free, or conditional
  • maximum open trades
  • pending-order cancellation rules
  • Magic Number ownership
  • Smart Risk protection behavior