QuantDinger’s bot examples illustrate three distinct places to manage an exit: on an individual position, across an averaged basket, and at the level of the bot’s total equity. These controls work on different trigger bases and can take different actions, so one layer is not a substitute for the others. The official Strategy API V2 Development Guide documents entry-level protections and their execution semantics; the basket and equity examples below are settings reported in Moon The Train’s 2026 article, not universal QuantDinger defaults.
How the three exit layers differ
| Layer | Trigger basis | What it can do |
|---|---|---|
| Position or entry | The individual entry and its protection parameters | Close or protect that position with stop loss, take profit, trailing protection, or a time limit |
| Basket | The basket’s average price, as described in the 2026 article | Exit the averaged basket at a target or hard stop; the article says trailing replaces its fixed take profit when enabled |
| Bot equity | The bot’s value relative to starting capital, including realized and open P&L and fees, as described in the article | Close positions and stop the bot when its equity rule is reached |
The first layer is documented in QuantDinger’s official guide. The basket and bot-equity descriptions reflect the named article’s account of its bot templates; the reviewed guide does not independently establish those exact template rules as platform-wide defaults.
1. Position-level protection
An entry can specify a stop-loss percentage, take-profit percentage, trailing-stop percentage, trailing activation percentage, and time limit. QuantDinger’s guide states: “Percentage fields are ratios: 0.03 means 3%.”
The guide’s code example uses a 3% stop loss, an 8% take profit, a 2.5% trailing distance, a 2% activation threshold, and a ten-day time limit. These are illustrative parameters in an example, not general recommendations.
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A trailing activation threshold means the trailing rule does not begin operating until the specified favorable move occurs. Once active, the trail can provide a moving exit rather than a fixed target; check the behavior and parameter interpretation in the implementation you use.
2. Basket exits for averaged entries
When a bot has accumulated multiple entries, the article describes a basket-level take profit or hard stop measured from the basket’s average price. That is a different basis from protecting one entry: the exit applies to the combined basket rather than treating each entry as an independent trade.
Moon The Train’s 2026 article says that enabling trailing turns off the basket’s fixed take profit and uses the trailing exit instead. Treat that as the article’s description of the templates it covers, not a confirmed rule for every QuantDinger strategy or configuration.
3. Bot-equity stops and targets
The article describes an equity control based on the bot’s current value versus its starting capital, counting realized P&L, open P&L, and fees. Its reported examples are a +10% total-profit target, a −6% total-loss stop, and a trail that activates at +5% profit and exits after a 3% giveback. Each figure is an article-reported example associated with Moon The Train, 2026—not a verified platform-wide default, independent performance statistic, or expected return. Settings may be changed or overridden.
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An equity rule is broader than a position or basket exit: under the article’s description, reaching the rule closes positions and stops the bot run. The article also notes that its example win-size depends on how far price moves after trailing activation. It reports that the author did not run the bots live or backtest them on tick data, so template arithmetic or preview calculations should not be read as evidence that a strategy is profitable or will perform reliably.
How QuantDinger handles triggers and fills
QuantDinger’s official guide distinguishes completed-bar strategy signals from protection checks based on real-time prices. Strategy signals use completed bars, while real-time prices are reserved for stop loss, take profit, trailing protection, and equity risk. That is why a protection can trigger between strategy bars.
- In backtests, if price gaps through a protection threshold, the documented fill is at the available bar open; an intrabar touch fills at the trigger price.
- If multiple protections trigger in one bar and conservative mode applies, the priority is stop loss, trailing stop, time limit, then take profit.
- Live protection checks use an independent price clock rather than waiting for the next strategy bar.
These semantics matter when interpreting backtest results: a trigger threshold is not always the realized fill price, especially when a bar opens beyond it. Model gaps and intrabar touches using the documented behavior rather than assuming every exit fills exactly at its threshold.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Before enabling exits in live trading
Exit rules do not replace operational safeguards. QuantDinger’s live-trading safety guide recommends checking the account, instruments, strategy, exposure limits, and incident controls before operation, then monitoring runtime state and actual orders and balances.
Quick Recap
- Use a dedicated or low-balance account with only the permissions the bot needs.
- Confirm instrument identity and validate the strategy; have a person review backtest data, costs, slippage, funding, and drawdown.
- Reconcile positions and set explicit exposure and loss limits.
- Know and confirm the operator stop path.
- Monitor runtime state, order status, fills, positions, available balance, and notifications.
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