Custom DCA Calculation Issue

[soft-touches]

Bug details: The bot is not following custom dca price deviations/ total deviations not adding up compared to manual calculation from a personal Excel sheet.

• Bot URL → Gainium app
• [Optional] Steps to reproduce → Compare the image in the attached. The order size is okay for each deviation but % deviation doesn’t match.
• Expected result →
  
  

[Amia]

We have received your bug report regarding the custom DCA calculation issue. Thank you for providing the bot URL. We will investigate this and provide an update shortly.

[d_yo_r]

Bot need taking DCA orders as per my strategy

How do you calculate the deviation? Do you sum the deviations like -1% + -2% + -3% = -6% or do you convert them to change factors and multiply them -1% * -2% * -3% = 0.99 * 0.98 * 0.97 = 0.941094 = -5.8906%

It’s done by multiplication.

  -2%  * -3%
= 0.98 * 0.97
= 0.9506
= -4.94%

That is, please update your Office spreadsheet accordingly.

[soft-touches]

My deviation steps are 1.5 from the previous and sum together.
e.g
SO1 - 2%
SO2 - 2* 1.5 = 3%
SO3 - 3* 1.5 = 4.5%
SO4 - 4.5* 1.5 = 6.75%
etc
then sum = 2% + 3% + 4.5% etc

[maksym.shamko]

In DCA custom you are setting deviation not from base price, but from previous DCA order.
In you table you measuring deviation from base price I think.
And because we are calculating deviation from previous DCA, its not the same as you simply sum all deviation, like 1+1.5+3 etc.
To adopt you table to bot settings, first you should calculate deviation between levels, DCA 1 - 2%, DCA 2 - 1%, DCA 3 - 1.5%, etc. Second you should use complex percent (example, 2%/98% = 2.04%)
So your settings will look, DCA 1 = 2.04%, DCA 2 = 1.01%, DCA 3 = 1.52% etc.
By using those settings you will see in example orders price deviation: 2, 3, 4.5, etc.

[soft-touches]

Thanks.
I got the idea now.

[soft-touches]

Thanks.
I now understand clearly.

[d_yo_r]

How did you configure it?

[soft-touches]

e.g
SO1 = D1*(100-D1)/100 = 2* 0.98 = 1.96%
SO2 = D2*(100-D2)/100 = 3* 0.97 = 2.91%
SO3 = D3*(100-D3)/100 = 4.5* 0.955 = 4.30%
e.t.c
D1, D2, D3 are 2, 3, 4.5

[d_yo_r]

Let me ask it differently. Where did you want your safety order to be? At what distance to the base order? At 2%, 5%, 9.5%, ...?

[soft-touches]

With my first SO at 2% (approx) from the opening price, I want the other SO to be 1.5 steps apart from each other.
e.g 2%, 3%, 4.5%, 6.75%, 10.13% etc

[d_yo_r]

Thanks. Like that?

-2.0% = 0.98   ―― 0.97   / 0.98  ~ -1.02%  ――> -3.0%  = 0.97
-3.0% = 0.97   ―― 0.955  / 0.97  ~ -1.55%  ――> -4.5%  = 0.955
-4.5% = 0.955  ―― 0.9325 / 0.955 ~ -2.36%  ――> -6.75% = 0.9325

That is 2%, 1.02%, 1.55%, 2.36%, …

Or like that?

-2.0% = 0.98   ―― 0.95   / 0.98  ~ -3.06%  ――> -5.0%  = 0.95
-5.0% = 0.95   ―― 0.905  / 0.95  ~ -4.74%  ――> -9.5%  = 0.905
-9.5% = 0.905  ―― 0.8375 / 0.905 ~ -7.46%  ――> -16.25% = 0.8375

That is 2%, 3.06%, 4.74%, 7.46%, …

[soft-touches]

This one 2%, 3.06%, 4.74%, 7.46%, …

[d_yo_r]

Okay, does my example help you to find the correct values for Step % from previous order? With those you get:

[soft-touches]

I’m expecting this in the green column. From the image, the deviations are approximately okay until around SO5.

[d_yo_r]

Step%(0) = 0
Step%(i) = 1 - (1 - TotalDrop%(i) / 1 - TotalDrop%(i - 1))

Notice that % := 1/100.

-2.0%  = 0.98    ―― 0.9506 / 0.98   ~ -3%    ――>  -4.94%  = 0.9506
-4.94% = 0.9506  ―― 0.9069 / 0.9506 ~ -4.49% ――>  -9.31%  = 0.9069
-9.31% = 0.9069  ―― 0.8424 / 0.9069 ~ -7.11% ――>  -15.76% = 0.8424

That is 2%, 3%, 4.49%, 7.11%, …