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Minimum trade volume#

Overview#

In CopyFactory you can configure minimum trade volume. If a signal arrives to subscriber with a volume less than minumum trade volume, such trade signal will be ignored.

By default CopyFactory will not assign a minumum trade volume. If you want to assign minimum trade volume then you can specify an optional minTradeVolume 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 maximum setting.

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

Example (strategy)#

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

Example (member of a portfolio strategy)#

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

Example (portfolio strategy)#

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

Example (subscription)#

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

Example (account)#

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