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Masaniello

The Masaniello copier feature is an advanced money management system that automatically calculates the optimal position size for each copied trade based on a predefined series plan.

It is designed to help you reach a target profit goal over a fixed number of trades by distributing risk across the series in a structured way. Masaniello does not generate trading signals, it only controls how large each copied trade is opened.

This feature is ideal for traders who want:

  • Structured risk management

  • A predefined series plan (e.g., 10 trades, 6 wins needed)

  • Automatic lot sizing per trade

  • Optional safety breakers (max loss streak, cooldown, etc.)

Overview

Masaniello works with the concept of a series:

  • A series contains N events (trades), for example 10.

  • Within those N trades, you expect W wins, for example 6.

  • You define a bankroll allocation (for example 5% of equity).

  • You define a target profit goal (for example +50% of bankroll).

The system then generates an internal staking table and calculates the next lot size automatically for each new trade.

How it works

When Masaniello is enabled:

  1. A bankroll is reserved for the current series (e.g., 5% of equity).

  2. The system calculates a series plan based on:

    • Total events (N)

    • Expected wins (W)

    • Expected payout model (R-multiple or payout factor)

    • Target profit

  3. Each time a copied trade closes, Masaniello updates the series result:

    • WIN

    • LOSS

    • BREAKEVEN (optional)

  4. Based on the updated state, the next trade size is calculated automatically.

  5. The series resets automatically depending on your reset rules:

    • target reached

    • bankroll depleted

    • series completed

Masaniello can also run with symbol-specific overrides, meaning each symbol can use different series settings.

Settings

Core Series Settings

  • Total events

    • Defines how many trades belong to one Masaniello series.

    • Example: 10 means a series contains 10 trades.

  • Expected wins

    • Defines how many wins you expect out of the total events.

    • Example: 6 wins out of 10.

  • Bankroll percentage

    • Defines how much of your account is reserved as bankroll for the series.

    • Example: 5%.

  • Bankroll base

    • Defines which account value is used for bankroll calculation:

      • BALANCE

      • EQUITY

      • FREE_MARGIN

  • Target profit percentage

    • Defines the profit target relative to the bankroll.

    • Example: if bankroll = $500 and target profit = 50%, the target is +$250.

Expected Payout Model

Masaniello needs a model to estimate how much profit a WIN produces.

  • Payout model

    • R_MULTIPLE: profit is modeled as R-multiple (risk-based).

    • PAYOUT_FACTOR: profit is modeled as fixed payout factor (binary-style).

    • REALIZED_R: optional advanced mode using realized R multiples from real trades.

  • Expected R multiple

    • Only used when payout model = R_MULTIPLE

    • Example: 1.0 means your average win is +1R.

  • Expected payout factor

    • Only used when payout model = PAYOUT_FACTOR

    • Example: 0.75 means a WIN earns +75% of the risked amount.

  • Expected loss R multiple

    • Defines the expected average loss in R.

    • Default is -1.0 meaning a full loss of risk per losing trade.

Lot / Position Size Control

These settings ensure that Masaniello produces broker-compatible lot sizes.

  • Minimum lot size

    • Smallest lot allowed, even if the calculation is smaller.

  • Maximum lot size

    • Hard cap to avoid excessive exposure.

  • Lot step

    • Defines the rounding increment for the calculated lot size.

    • Example: 0.01 for Forex.

  • Lot rounding mode

    • Defines how lots are rounded:

      • DOWN (recommended)

      • UP

      • NEAREST

Trade Outcome Policy (Win/Loss/Break-even)

Masaniello must classify each closed trade as a WIN, LOSS, or BREAKEVEN.

  • Outcome policy

    • THRESHOLD: uses win threshold percentage and threshold base

    • SIGN: profit > 0 = WIN, profit < 0 = LOSS, profit = 0 = BREAKEVEN

    • R_BASED: WIN depends on realized R (advanced mode)

  • Win threshold percentage

    • Defines how much profit is required to classify as a WIN.

    • Example: 0 means any positive profit is a WIN.

    • Example: 10 means profit must be at least 10% of the threshold base.

  • Win threshold base

    • Defines what the threshold percentage is applied to:

      • RISK

      • NOTIONAL

      • ABSOLUTE

  • Exclude break-even trades

    • If enabled, trades closed at 0 profit/loss do not consume an event in the series.

Partial Close Handling (Multiple TPs / Manual partial close)

When trades are partially closed, Masaniello must decide how the outcome is counted.

  • Partial win policy

    • IGNORE: partial closes are ignored until the trade is fully closed (recommended)

    • COUNT_AS_WIN: any partial close with profit counts as WIN

    • COUNT_AS_LOSS: any partial close with loss counts as LOSS

    • PROPORTIONAL: outcome is counted fractionally (advanced)

Reset Rules & Safety Breakers

These rules define when a series resets and adds additional safety controls.

  • Reset on target reached

    • Resets the series immediately once target profit is reached.

  • Reset on bankroll depleted

    • Resets the series if the bankroll is depleted before reaching the target.

  • Auto reset on series complete

    • Resets automatically after total events are completed.

  • Max consecutive losses

    • Safety breaker: force reset after X consecutive losses.

    • 0 disables this rule.

  • Cooldown after reset (minutes)

    • Prevents immediate restart after a reset (useful for prop firm rules or aggressive strategies).

    • 0 disables cooldown.

Auto-Tuning (Historical Win Rate)

Masaniello can automatically adjust expectedWins based on historical performance.

  • Use historical win rate

    • If enabled, expectedWins is adjusted using past trades.

  • Statistics look-back days

    • Defines how many days are used for historical stats.

    • 0 means only current series trades are used.

  • Minimum trades for historical win rate

    • Minimum number of closed trades required before auto-tuning is applied.

    • Below this threshold, manual expectedWins is used.

  • Min / Max expected wins

    • Clamps the auto-calculated expected wins into a safe range.

  • Win rate smoothing factor

    • Defines how fast the system adapts to new results (0..1).

    • Higher values update faster.

Per-Symbol Configuration

You can define symbol-specific Masaniello settings. Symbol settings override the general settings.

This is useful when:

  • You trade different symbols with different volatility

  • You want different risk plans per symbol

  • You want to isolate series per symbol

Example Scenario

You define:

  • Total events = 10

  • Expected wins = 6

  • Bankroll = 5% of equity

  • Target profit = 50% of bankroll

  • Payout model = R_MULTIPLE

  • Expected R multiple = 1.0

Result:

  • Masaniello reserves a bankroll for the series

  • It calculates a stake plan across 10 trades

  • Each copied trade receives the correct lot size for the current step

  • The series resets automatically when:

    • target is reached

    • series completes

    • bankroll is depleted (optional)

Notes & Limitations

  • Masaniello assumes trades can be classified clearly as WIN / LOSS / BE.

  • For strategies with many parallel trades, you should decide whether series state is handled:

    • per symbol (recommended)

    • global per copier account

  • If your master trades do not use stop loss values, prefer:

    • PAYOUT_FACTOR

    • or a conservative expectedRMultiple

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