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Portfolio strategy member#

About#

Portfolio strategy member

Fields#

Name Type Required Description
strategyId string Yes id of the portfolio member. Either a strategy or portfolio id
multiplier number member copy ratio in this portfolio
skipPendingOrders boolean flag indicating that pending orders should not be copied. Default is to copy pending orders
maxTradeRisk number optional max risk per trade, expressed as a fraction of 1. If trade has a SL, the trade size will be adjusted to match the risk limit. If not, the trade SL will be applied according to the risk limit
reverse boolean flag indicating that the strategy should be copied in a reverse direction
reduceCorrelations string optional setting indicating whether to enable automatic trade correlation reduction. Possible settings are not specified (disable correlation risk restrictions), by-strategy (limit correlations on strategy level) or by-symbol (limit correlations on symbol level)
stopOutRisk StrategyStopOut optional stop out setting. All trading will be terminated and positions closed once equity drawdown reaches this value
symbolFilter StrategySymbolF... optional symbol filter which can be used to copy only specific symbols or exclude some symbols from copying
newsFilter StrategyNewsFilter optional news risk filter configuration. Experimental feature
riskLimits Array<StrategyR...> optional strategy risk limits. You can configure trading to be stopped once total drawdown generated during specific period is exceeded. Can be specified either for balance or equity drawdown
maxStopLoss StrategyMaxSto... optional stop loss value restriction
maxLeverage number optional setting indicating maxumum leverage allowed when opening a new positions. Any trade which results in a higher leverage will be discarded
symbolMapping Array<SymbolM...> defines how symbol name should be changed when trading (e.g. when broker uses symbol names with unusual suffixes). By default this setting is disabled and the trades are copied using signal source symbol name
tradeSizeScalingMode string if set to balance, the trade size on strategy subscriber will be scaled according to balance to preserve risk. If value is none, then trade size will be preserved irregardless of the subscriber balance. If value is contractSize, then trade size will be scaled according to contract size. Default is balance. = [none, contractSize, balance]

Example#

{
  "strategyId": "string",
  "multiplier": 0,
  "skipPendingOrders": true,
  "maxTradeRisk": 0,
  "reverse": true,
  "reduceCorrelations": "by-strategy",
  "stopOutRisk": {
    "value": 0,
    "startTime": "string"
  },
  "symbolFilter": {
    "included": [
      "string"
    ],
    "excluded": [
      "string"
    ]
  },
  "newsFilter": {
    "breakingNewsFilter": {
      "priorities": [
        "high"
      ],
      "closePositionTimeGapInMinutes": 0,
      "openPositionFollowingTimeGapInMinutes": 0
    },
    "calendarNewsFilter": {
      "priorities": [
        "election"
      ],
      "closePositionTimeGapInMinutes": 0,
      "openPositionPrecedingTimeGapInMinutes": 0,
      "openPositionFollowingTimeGapInMinutes": 0
    }
  },
  "riskLimits": [
    {
      "type": "daily",
      "applyTo": "balance",
      "maxRisk": 0,
      "closePositions": true,
      "startTime": "string"
    }
  ],
  "maxStopLoss": {
    "value": 0,
    "units": "pips"
  },
  "maxLeverage": 0,
  "symbolMapping": [
    {
      "to": "string",
      "from": "string"
    }
  ],
  "tradeSizeScalingMode": "none"
}

Usages#