DCA Calculation
DCA formulas
% Unrealized PnL = UPNL in %
Position Size = PS
1st input value = A in %
2nd input value = B in %
- DCA: New position size: PS+ (B * PS) new UPNL = UPNL * PS/ (PS+ (B * PS)) * 100
- Reverse DCA: New position size: PS- (B * PS) % UPNL is same
- A-DCA: New position size: PS* (100 - B) + PS* B * (100 + UPNL) new UPNL = PS* (100 - B) * B / (PS* (100 - B) + PS* B * (100 + UPNL))
The above calculations exclude the exchange fees and the price discrepancy of market transactions at the trade execution time.
Trigger conditions:
if UPNL < 0 the condition needs to match (UPNL <= A)
if UPNL > 0 the condition needs to match (A <= UPNL)
Last modified 2mo ago