Density is the standard measurement to calculate whether your strategy is considered as high, medium, or low risk. The measurement is determined by calculating lot size per point for each $1000 of your balance (LPP).

To calculate it, simply divide the final lot size (either Fixed or Dynamic) and Grid Step.
For example:
Initial Lot Size Type: Fixed, Initial Lot Size: 0.015, Grid Step: 75. Then, the density is 0.015 / 75 = 0.002 LPP. Another example:
Initial Lot Size Type: Dynamic, Initial Lot Size Multiplier: 0.00015, Balance: $1000 (balance is always assumed as $1000), Grid Step: 25. Then, the density is ($1000 x 0.00015) / 25 = 0.006 LPP.
  • LOW RISK - Lower than 0.0004 LPP.
  • MEDIUM RISK - Between 0.0004 LPP and 0.001 LPP.
  • HIGH RISK - Higher than 0.001 LPP.

Currently, Density is only valid for LIMIT orders. Meanwhile, STOP orders is never observed.

Last edited Jun 8, 2016 at 2:41 AM by radityoardi, version 3