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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:

  • none - use the same trade volume as master account uses
  • contractSize - similar to none, but scales the trade volume by contract size
  • fixedVolume - set a fixed volume for subscriber tades
  • fixedRisk - set a fixed risk for subscriber trades

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"
      },
      ...
    },
    ...
  ],
  ...
}