Break-even interest - page 3

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-Aleks-:

The point is that you need to set the orders that will close (not open) at take profit - so you need a calculation without opening orders.

My calculation is (delta2*lot1+delta3*lot2)/delta3+lot1

Where delta is the difference between the levels and lot1 is the result of calculation at the previous level.

If the grid was initially calculated, then after closing on take profit it must be recalculated again - apparently excluding levels that are below the price...

I would like to get a formula in one line - for each level, but taking into account that the first opening can be at an arbitrary level, if, say, the maximum levels are known and do not change.

you don't need any delta .... Going the wrong way ....
 
Vladimir Pastushak:

The formula for averaging or getting the price at which the unidirectional orders will close at zero

price =(open price of order1 * order1 lot + price of order2 * order2 lot + price of order i * order i lot)/(order1 lot + order2 lot + order i lot)

In your case, you do not know the lot, derive the required lot from the formula and get the result you are looking for....

So we will find the average price - the opening price of the aggregate position - which is not the objective. The objective is to get a profit at a certain point.


Vladimir Pastushak:
you don't need any delta .... You're going in the wrong direction ....
Got the numbers, let's do the math!
 
-Aleks-:

So we will find the average price - the opening price of an aggregate position - which is not the objective. The objective is to get a profit at a specific point.


We have the numbers, let's do it!

Read....


So we find the required lot and then it depends on the strategy

 
Vladimir Pastushak:
Counting....

Taki, I have done the math and asked you to check the calculation. Your formula gives the average price, but what to do with it next - I want to hear your options.

According to your methodology, the average price at the last level with a fixed lot will be 1.63531 - and the level nearest 1.7 will be a loss.

 
-Aleks-:

Please help me find a solution in the form of a formula/algorithm.
Given the percentage levels(Fibonacci levels)

If we give them zero it is the current price i.e. 1.5 and 100% it is 1.7, number of digits 100 (e.g. the price may be 1.55). If the price grows, we open orders at the levels that are going to sell.
We have to find the volume of the lot tobe opened, so that when the price moves from any level to the lower one (ideally we set it to how many levels lower) all accumulated losses would be covered and the initial lot would be used for profit.

I showed you the formula, derive the lot from it...

You will get a lot at which you get zero profit and zero loss at the required price.

according to the formula we get the minimum lot that would breakeven, if you increase this lot it would already be a profit....

 
-Aleks-:

Taki, I have done the math and asked you to check the calculation. Your formula gives the average price, but what to do with it next - I want to hear your options.

According to your methodology, the average price at the last level with a fixed lot will be 1.63531 - and the level nearest 1.7 will be a loss.

Why do you calculate the average price?

According to the formula the average price will be the level you want to close at, we know it and we need to output the lot ...

 
-Aleks-:

The point is that you need to set the orders that will close (not open) at take profit - so you need a calculation without opening orders.

My calculation is (delta2*lot1+delta3*lot2)/delta3+lot1

Where delta is the difference between the levels and lot1 is the result of calculation at the previous level.

If the grid has been initially calculated, then after closing on Take Profit it must be recalculated again - apparently excluding levels that are lower than the price...

I want to have a formula in one line - for each level, but taking into account that the first opening can be at an arbitrary level, if we assume that the maximum levels are known and do not change.

What difference does it make if trades are opened or not? The important thing is that we know what levels they will be at.

And the lots will change depending on where the TP will be. Since TP is shifting with each fill, the lot formula for each level will be new:

Deal 1: price 1.2380, TP at 1.2390. Lot = 1.

Trade 2: price 1.2360, TP at 1.2370. Lot = Loss on trade 1 [TP] (10 pips * 1 lot) / Profit on trade 2 (10 pips) = 1 lot

Trade 3: price 1.2330, TP at 1.2350. Lot = (Loss on trade 1 (30 pips * 1 lot) + Loss on trade 2 (10 pips * 1 lot)) / Profit on trade 3 (20 pips) = 2 lots

Deal 4: price 1.2290, TP at 1.2300. Lot = (Loss on trade 1 (80 pips * 1 lot) + Loss on trade 2 (60 pips * 1 lot) + Loss on trade 3 (30 pips * 2 lots)) / Profit on trade 4 (10 pips) = 20 lots

And so on.

 
Vladimir Pastushak:

You will get a lot at which you get zero profit and zero loss at the required price

The problem is not to calculate the exact TP, but to adjust the lot to specific levels.
 

Could be wrong but I have deducted a lot 

price = (op1 * lt1 +  op i * lt i) / ( lt1 + lt i )

price *( lt1 + lt i ) = (op1 * lt1 +  op i * lt i)

op1 * lt1 - price * lt1   =  (op i  - price) * lt i

( op1 * lt1 - price * lt1 ) / (op i  - price)  =  lt i

op1 is the level * lot by level

price is a level at which everything should close or in other words zero profit

op i is the next level

lt i is the lot at which everything will close at 0 at price if you increase the lot then there will be a profit...

 
Andrey Khatimlianskii:
The problem is different, you don't need to calculate the exact TP, you need to adjust the lot to specific levels.
Isn't it like that?
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