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Portfolio strategy list#

About#

Portfolio strategy list model. Contains portfolio strategy list limited by pagination options and summary count of matched records.

Fields#

Name Type Required Description
count integer Yes Number of portfolio strategies matching query in total
items Array<PortfolioStrategy> Yes Portfolio strategy list filtered by query

Example#

{
  "count": 1,
  "items": [
    {
      "_id": "QlX5",
      "name": "Test strategy",
      "description": "Some useful description about your strategy",
      "members": [
        {
          "strategyId": "Gfdr",
          "multiplier": 1,
          "skipPendingOrders": true,
          "maxTradeRisk": 0.4,
          "reverse": true,
          "reduceCorrelations": "by-strategy",
          "stopOutRisk": {
            "absoluteValue": 0.05,
            "relativeValue": 0.7,
            "startTime": "2020-08-24T00:00:00.000Z"
          },
          "symbolFilter": {
            "included": [
              "EURUSD"
            ]
          },
          "newsFilter": {
            "calendarNewsFilter": {
              "priorities": [
                "election"
              ],
              "closePositionTimeGapInMinutes": 10,
              "openPositionPrecedingTimeGapInMinutes": 20,
              "openPositionFollowingTimeGapInMinutes": 20
            }
          },
          "riskLimits": [
            {
              "type": "day",
              "applyTo": "balance-difference",
              "maxAbsoluteRisk": 0.05,
              "maxRelativeRisk": 0.1,
              "closePositions": true,
              "startTime": "2020-08-24T00:00:00.000Z"
            }
          ],
          "maxStopLoss": {
            "value": 100,
            "units": "pips"
          },
          "maxLeverage": 50,
          "symbolMapping": [
            {
              "to": "EURUSD",
              "from": "EURUSD.m"
            }
          ],
          "tradeSizeScaling": {
            "mode": "none"
          },
        }
      ],
      "commissionScheme": {
        "type": "flat-fee",
        "billingPeriod": "week",
        "commissionRate": 0
      },
      "skipPendingOrders": true,
      "maxTradeRisk": 0.1,
      "reverse": true,
      "reduceCorrelations": "by-strategy",
      "stopOutRisk": {
        "absoluteValue": 0.05,
        "relativeValue": 0.4,
        "startTime": "2020-08-24T00:00:00.000Z"
      },
      "symbolFilter": {
        "included": [
          "EURUSD"
        ]
      },
      "newsFilter": {
        "calendarNewsFilter": {
          "priorities": [
            "election"
          ],
          "closePositionTimeGapInMinutes": 10,
          "openPositionPrecedingTimeGapInMinutes": 10,
          "openPositionFollowingTimeGapInMinutes": 20
        }
      },
      "riskLimits": [
        {
          "type": "day",
          "applyTo": "balance-difference",
          "maxAbsoluteRisk": 0.05,
          "maxRelativeRisk": 0.1,
          "closePositions": true,
          "startTime": "2020-08-24T00:00:00.000Z"
        }
      ],
      "maxStopLoss": {
        "value": 150,
        "units": "pips"
      },
      "maxLeverage": 50,
      "symbolMapping": [
        {
          "to": "EURUSD",
          "from": "EURUSD.m"
        }
      ],
      "tradeSizeScaling": {
        "mode": "none"
      },
      "platformCommissionRate": 0
    }
  ]
}

Usages#