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Maximum trade volume#

Overview#

In CopyFactory you can configure maximum trade volume. If a signal arrives to subscriber with a volume greater than maximum trade volume, the volume on this signal will be reduced to maximum trade volume setting.

By default CopyFactory will not assign a maximum trade volume. If you want to assign maximum trade volume then you can specify an optional maxTradeVolume setting. This setting can be specified on any of the following entities:

  • strategy
  • member of a portfolio strategy
  • portfolio strategy
  • subscription
  • account

This setting is additive. This means that CopyFactory will collect the setting across the subscription chain and will use the minimum setting.

Please note that values collected this way will take into account subsciption multipliers. E.g. if you set maxTradeVolume of 0.1 on a strategy and value of 0.08 on a subscription with 0.5x multiplier, then the resulting maxTradeVolume will be 0.05 because 0.1 * 0.5 = 0.05 is less than 0.08.

Example (strategy)#

{
  "name": "Strategy",
  ...
  "maxTradeVolume": 0.05,
  ...
}

Example (member of a portfolio strategy)#

{
  "name": "Portfolio strategy",
  ...
  "members": [
    {
      ...
      "maxTradeVolume": 0.05,
      ...
    },
    ...
  ],
  ...
}

Example (portfolio strategy)#

{
  "name": "Portfolio strategy",
  ...
  "maxTradeVolume": 0.05,
  ...
}

Example (subscription)#

{
  "name": "Account",
  ...
  "subscriptions": [
    {
      ...
      "maxTradeVolume": 0.05,
      ...
    },
    ...
  ],
  ...
}

Example (account)#

{
  "name": "Account",
  ...
  "maxTradeVolume": 0.05,
  ...
}