Scaled exit closes a fraction of the position when the trade reaches a profit R-multiple, optionally moving the stop on the remainder. Classic "take half off at 1R, move stop to breakeven" pattern.
Shape
"scaled_exit": {
"enabled": true,
"levels": [
{ "target_r": 1.0, "new_stop_r": 0.0, "fraction": 0.5 },
{ "target_r": 2.0, "new_stop_r": 1.0, "fraction": 0.5 }
]
}Params
enabled- toggle on/off.levels- ordered list of tranches:target_r- profit level (in R-multiples of the initial stop distance) at which this tranche fires.new_stop_r- where to move the stop on the remainder (in R-multiples;0.0= breakeven).fraction- fraction of the original position to close at this level.
Usage
Suits trend-following strategies that want to bank some profit early without giving up the runner. Common pattern: 50% off at 1R, the rest trailed.
Pitfalls
- Fractions sum to ≤ 1.0. If your levels close 0.5 + 0.5 + 0.3, the engine clamps to remaining size - the last tranche closes whatever is left.
- Exchange minimum order size can reject very small tranches. Verify the fraction × initial size against the exchange's contract minimum.
- Native SL/TP coexistence: the engine cancels and re-attaches the native stop after each tranche fires.