As we have just learnt from here
and the Telegram chat
“Is not intuitive that no overlapping deals should not include the dcas, that’s the specific way you use your strategy.”
But my point of view was and is, that the dynamic price filter without overlapping was and is meant to help us build a DCA grid. That is the DCA deals start at a certain distance and each of them DCAs separately.
The overlapping caused deals to start at almost the same level, which resulted in several funds stacked at the same level. That’s why this new feature should help to avoid the overlapping.
But it shouldn’t take the DCA of the deals into account to prevent deals in the DCA range of another deal. Only the entry price (respective the average price - where I currently have a use case for) should be taken into account to figure out where the next deal can be started.
Unfortunately
… reading back my own “Proposed solution” wasn’t that clear at this point.
My text was talking about deals where I meant the entry price of previous deals.
That’s why I have to modify my above idea. The changes are small but important.
Proposed Solution (Version 2):
-
Remember the Last Deal’s Entry Price:
- Track the entry price of the most recent deal (regardless of direction) as the reference point for the dynamic price filter. (That’s what Gainium already does.)
-
Check for Existing Deals in an Epsilon Range:
-
Before opening a new deal, check if there’s already an open deal with an entry price in
-
either a small delta-epsilon range (e.g., 0.1% < currently relevant deviation
over
orunder
) around the current price. (This delta/epsilon (forunder
/over
) could even be configurable.) -
or the configured deviations for
under
andover
.
-
-
If such a deal exists, do not open a new deal. Instead, update the “last deal’s price” reference to this existing deal’s entry price.
-
-
Apply the Dynamic Filter:
- If no deal entry price exists in the epsilon range, proceed with opening the new deal and update the “last deal’s price” reference to this new deal’s price.