Netting or hedging: the account type changes how scalps behave

[Shadow Trader]

MT5 offers two position accounting modes. In hedging mode, each trade is a separate position and opposite trades can coexist. In netting mode, there's only one position per symbol: buying more adds to it, selling reduces it.

For a scalper who stacks entries, the difference is large. In netting mode, a second buy at a different price merges into one position at an averaged entry. Take-profit and stop-loss apply to the whole. Closing "one of the trades" isn't an option. Partial closes happen by selling part of the position.

In hedging mode, each trade has its own stop and target, which suits grid-like or layered approaches. It's also the only way to hold a long and short simultaneously on the same pair.

Strategies copied from MT4, which was hedging-only for retail, can break on a netting account without any obvious error. Orders still go through, but the position behaves differently, and stops don't match expectations.

Brokers often fix the mode and don't let clients change it. Knowing which is in use before the first live trade avoids an unpleasant surprise.

What broke first when a strategy moved from a hedging to a netting account?