Scale-in logic breaks quietly when the account is netting

[Amanhasnoname]

A lot of scalping rules assume each entry is its own ticket with its own stop and target. That is only true on a hedging account. On netting, a second buy in the same symbol is merged into a single position with an averaged entry price and one stop and one take profit.

Example. Buy 1 lot at 1.1000 with a 4 pip target. Add 1 lot at 1.1003. On hedging there are two tickets: the first can close at 1.1004, the second at 1.1007, each with its own stop. On netting there is one 2 lot position at 1.10015, and moving the stop for the second entry also moves it for the first. Closing half is a partial close of the merged position, so the books show different profit than expected.

A few things this changes:

- Per-trade statistics. Two entries become one record, so win rate and average win shift.
- Opposing orders. On hedging, a sell while long creates a locked pair paying spread twice. On netting it just reduces or flips the position.
- Backtests. Testers that assume hedging produce results that cannot be repeated live on a netting account.

Check the account type before trusting any scale-in or grid-style logic.

Has a netting account ever changed the results of a strategy that looked fine on a demo?