Strategy drawdown filter#
About#
CopyFactory strategy drawdown filter
Fields#
| Name | Type | Required | Description |
|---|---|---|---|
| maxRelativeDrawdown | number | Maximum relative drawdown value after which action is executed. Drawdown should be configured as a fraction of 1, i.e. 0.15 means 15% drawdown value | |
| maxAbsoluteDrawdown | number | Maximum absolute drawdown value after which action is executed. Drawdown should be expressed in provider account currency | |
| action | string | Yes | Action to take when drawdown exceeds maxRelativeDrawdown or maxAbsoluteDrawdown value. include means the trading signal will be transmitted only if dd is greater than maxRelativeDrawdown or maxAbsoluteDrawdown value. exclude means the trading signal will be transmitted only if dd is less than maxRelativeDrawdown or maxAbsoluteDrawdown value. One of include, exclude |
Example#
{
"maxRelativeDrawdown": 0.4,
"action": "include"
}