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Split Entries & Exits

Scaling into or out of a position in pieces instead of all at once.

What it means

Splitting entries averages your price across several fills and keeps ammunition for better prices; splitting exits banks partial profit while leaving a runner. Both reduce the all-or-nothing dependence on a single fill being right.

In TraderWe, splits belong to the order-settings layer, not the strategy script: the buy strategy fires the signal once, and the order manager handles staged limit orders, partial entries and exits. (The buy script is not evaluated while a position is open, so a script cannot average into a position by itself — a deliberate guard against runaway averaging-down.) The engine exposes how many splits have executed as variables your sell strategy can read.

Why traders care

  • Softens execution-timing luck on both ends of the trade.
  • Keeping scaling in the order layer makes it bounded by configuration, not by code paths.

In a TraderWe strategy

if BuySplitCount >= 2 and ProfitPct >= 2:
    Sell()
Sell strategy: once the position was built in stages and recovers +2%, take it off.

Educational content, not investment advice. Engine details describe how TraderWe computes this value; other platforms may define it differently.