DCA ladder
Each cycle opens with a base market buy. Two kinds of limit orders are posted immediately after it fills: a take-profit sell at the volume-weighted cost basis plus tp_pct, and a ladder of safety buys below entry. The k-th safety order sits at a cumulative deviation of deviation_pct · (1 + step_scale + … + step_scale^(k−1)) below entry — with the shipped SOL values, 3.00%, 7.20%, 13.08% — sized at safety_usd · volume_scale^(k−1). Every filled safety order re-anchors the take-profit on the new cost basis; a filled take-profit closes the cycle and the next bar starts a new one. Three DCA bots run this on SOL/USD, ETH/USD and BTC/USD; only deviation_pct and tp_pct differ between them, scaled by each asset's volatility relative to SOL.
Capital at risk
Maximum ladder exposure is base_usd + safety_usd · Σ volume_scale^(k−1). The backtest config's $30 base and $30 first safety order put $172.50 of ladder against $165 of cash; the live config drops both to $1.20, for $6.90 against a $10 live allocation. When a configured ladder exceeds its allocation the loader warns and lets it run — the risk gate and the cash on hand clip at order time, by decision, rather than silently resizing the ladder.
The order the cap actually has to clear is the exit, not a rung. The take-profit is one sell closing the whole position, so at full ladder depth it is worth $7.07 — larger than the $2.70 deepest buy. The live cap is 72% of allocation, $7.20, sized from that number, and the loader warns if a later edit lets the exit grow past it.
| Parameter | Default | Meaning |
|---|---|---|
| base_usd | 30 (live 1.2) | Base order size opening each cycle. |
| safety_usd | 30 (live 1.2) | First safety order size; later ones scale up. |
| max_safety | 3 | Ladder depth. |
| deviation_pct | 3.0 / 2.5 / 1.9 | First safety-order deviation below entry, on SOL / ETH / BTC. |
| step_scale | 1.4 | Each further deviation widens by this factor. |
| volume_scale | 1.5 | Each further safety order grows by this factor. |
| tp_pct | 2.5 / 2.1 / 1.6 | Take-profit above the volume-weighted cost basis, on SOL / ETH / BTC. |
Known failure modes
A sustained downtrend exhausts the ladder and leaves inventory below cost with no take-profit in reach. The win-rate illusion is structural: every closed cycle is a win by construction, so DCA can print 100% win rate on a negative return — which is exactly why every win-rate figure on this site carries its definition.