Equity curve filter

Overview

In CopyFactory you can optionally filter trade signals using equity curve filter.

When equity curve filter is enabled, trade signals for new positions will be accepted only if equity is above moving average of balance. Existing position will continue to be managed by CopyFactory even if equity curve filter is triggered.

By default CopyFactory will not apply equity curve filter. However, if you want to enable this feature then you can specify an optional equityCurveFilter setting. This setting can be specified on any of a strategy entity.

The schema for this setting is described in StrategyEquityCurveFilter document.

Example (strategy)

This example demonstrates an equity curve filter configuration for a moving average with period of 12 calculated for 1h timeframe.

{
  "name": "Strategy",
  ...
  "equityCurveFilter": {
    "period": 12,
    "timeframe": "1h"
  },
  ...
}