Trade size scaling#
Overview#
In CopyFactory you can select several strategies on how trade signal volume is scaled while being copied the subscriber account.
By default the trade volume is scaled according to balance so that trade risk on the subscriber is the same as on master account (balance
scaling mode).
Other scaling modes are:
balance
- scale trade volume by balanceequity
- scale trade volume by equitynone
- use the same trade volume as master account usescontractSize
- similar tonone
, but scales the trade volume by contract sizefixedVolume
- set a fixed volume for subscriber tadesfixedRisk
- set a fixed risk for subscriber tradesexpression
- configure a custom expression for trade size calculation
If you want to override default behaviour then you can specify an optional tradeSizeScaling
setting. This setting can be specified on any of the following entities:
- strategy
- member of a portfolio strategy
- portfolio strategy
- subscription
This setting is overridable. This means that CopyFactory will apply the setting which comes latest in the subscription chain.
Setting schema is available at StrategyTradeSizeScaling document.
Example (strategy)#
{
"name": "Strategy",
...
"tradeSizeScaling": {
"mode": "contractSize"
},
...
}
Example (member of a portfolio strategy)#
{
"name": "Portfolio strategy",
...
"members": [
{
...
"tradeSizeScaling": {
"mode": "contractSize"
},
...
},
...
],
...
}
Example (portfolio strategy)#
{
"name": "Portfolio strategy",
...
"tradeSizeScaling": {
"mode": "contractSize"
},
...
}
Example (subscription)#
{
"name": "Subscriber",
...
"subscriptions": [
{
...
"tradeSizeScaling": {
"mode": "contractSize"
},
...
},
...
],
...
}