Integrating Bet Sizing with a Falling-Risk Pyramiding Engine
Summary
This article describes an adapter that connects a bet-sizing system to a trade-pyramiding engine in MQL5. It combines probability-based sizing, a concurrent-signal budget, and dynamic forecast-based bet sizing with an engine that adds progressively smaller positions while advancing a shared stop. The bridge supplies five live decisions to the engine: initial and add-on lot sizes, an entry budget gate, add-on triggers, trail settings, and related controls.
The example explains why lot sizes are floored to broker increments, how the budget gate limits new entries when concurrent signals occupy capacity, and how forecast thresholds can replace fixed-pip add-on triggers. Its illustration reports declining pip-lot risk as layers are added, even while total open lots rise. This is a design and code-integration guide, not a backtest or proof of profitability; its behavior depends on the underlying signal quality, configuration thresholds, broker constraints, and the referenced external engine and bet-sizing components.
Key ideas
- The bet-sizing stack determines capital exposure, while the pyramid engine determines how that exposure is layered.
- The bridge scales initial and add-on lots from the probability-based bet size while preserving decreasing layer sizes.
- A budget gate uses concurrent signal occupancy to restrict new entries.
- Dynamic bet-size thresholds can trigger add-ons as price approaches a forecast.
- An advancing unified stop is designed to reduce total open risk as the position grows.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.