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
}
]
}