Aggregate Stop Loss

Manage risk for a group of trades as a single aggregated position by calculating a unified stop-loss price for all of them. Instead of setting individual stop losses for each trade, the Aggregate Stop Loss rule determines the net position of the entire group and calculates one price at which all trades should be closed to limit overall losses. This is essential for grid trading, scaling strategies, and any approach that involves multiple open positions in the same instrument.

How It Works

The Aggregate Stop Loss rule takes a list of trade IDs and treats them as a single, combined position. It first calculates the net position by considering both buy and sell trades and their respective sizes. Then, based on your chosen calculation method, it determines a single price at which all trades in the group should be closed to prevent further losses.

The available methods for calculating the aggregate stop-loss price are:

• Breakeven — Calculates the price at which the combined profit and loss of all trades in the group is exactly zero. This is useful for protecting a group of trades from turning into a net loss.
• Pips — Sets the stop-loss price a specified number of pips away from the volume-weighted average entry price of the entire group.
• Amount — Calculates the price that would result in a specific total monetary loss for the entire group of trades, allowing you to define your maximum acceptable loss in dollar terms.
• Distance Pips — Sets the stop-loss price a specified number of pips away from the current market price.
• Distance Amount — Calculates the stop-loss price based on a specific monetary loss from the current market price.
• Market Percent — Sets the stop-loss price as a percentage away from the current market price, useful for volatility-adaptive protection.

The Trailing option allows the aggregate stop-loss to move in favour of a profitable position. As the combined position moves into profit, the stop-loss adjusts accordingly, protecting your gains while still allowing room for further appreciation.

The Silent option keeps the stop-loss order on the system side rather than sending it to the broker, hiding your exit level from the market.

The Close Opposite Positions option consolidates risk by closing any trades that are against the net direction of the group before setting the stop-loss. For example, if your group has a net long position, any short trades within the group will be closed first.

Inputs

Input	Description	Required	Default
Trade Id(s)	A list of trade IDs to be managed as a single aggregated position. All trades in the list will share the same calculated stop-loss price.	Yes	—
Type	The method used to calculate the aggregate stop-loss price. Available values: Pips, Amount, Distance Pips, Distance Amount, Market Percent, Breakeven.	Yes	—
Pips	The number of pips from the volume-weighted average entry price at which to set the stop-loss. Used when Type is set to Pips.	No	—
Amount	The total monetary loss to allow for the entire group of trades before the stop-loss is triggered. Used when Type is set to Amount.	No	—
Distance Pips	The number of pips from the current market price at which to set the stop-loss. Used when Type is set to Distance Pips.	No	—
Distance Amount	The monetary loss to allow from the current market price before the stop-loss is triggered. Used when Type is set to Distance Amount.	No	—
Market Percent	The percentage of the current market price to use for setting the stop-loss distance. Used when Type is set to Market Percent.	No	—
Close Opposite Positions	When enabled, any trades in the group that are against the net direction of the aggregated position will be closed before the stop-loss is applied.	Yes	false
Silent	When enabled, the stop-loss order is held by the system and not sent to the broker until the target price is reached.	No	false
Trailing	When enabled, the aggregate stop-loss price automatically adjusts as the market moves in a favourable direction for the net position.	No	false

Outputs

Output	Description	List
Calculated Stop Loss Price	The single, calculated stop-loss price that will be applied to all trades in the group. This value can be passed to downstream rules for monitoring or further calculations.	No

Tips