Strategy subscription

About

Strategy subscription

Fields

Name	Type	Required	Description
strategyId	string	Yes	id of the strategy to subscribe to
multiplier	number		subscription multiplier, default is 1x
skipPendingOrders	boolean		flag indicating that pending orders should not be copied. Default is to copy pending orders
closeOnly	string		setting wich instructs the application not to open new positions. by-symbol means that it is still allowed to open new positions with a symbol equal to the symbol of an existing strategy position (can be used to gracefuly exit strategies trading in netting mode or placing a series of related trades per symbol). immediately means to close all positions immediately . One of by-position, by-symbol, immediately
maxTradeRisk	number		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		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)
symbolFilter	StrategySymbolF...		symbol filter which can be used to copy only specific symbols or exclude some symbols from copying
newsFilter	StrategyNewsFilter		news risk filter configuration
riskLimits	Array<StrategyR...>		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...		stop loss value restriction
maxLeverage	number		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
tradeSizeScaling	StrategyTrade...		Trade size scaling settings. By default the trade size on strategy subscriber side will be scaled according to balance to preserve risk.
copyStopLoss	boolean		flag indicating whether stop loss should be copied. Default is to copy stop loss.
copyTakeProfit	boolean		flag indicating whether take profit should be copied. Default is to copy take profit.
allowedSides	Array<string>		Trade sides which will be copied. Buy trades only, sell trades only or all trades. Default is to copy all trades
minTradeVolume	number		Minimum trade volume to copy. Trade signals with a smaller volume will not be copied
maxTradeVolume	number		Maximum trade volume to copy. Trade signals with a larger volume will be copied with maximum volume instead
signalDelay	SignalDelay		Extra trade copying delay introduced by trade copier before applying the trade signal. You can configure either a fixed or a random delay

Example

{
  "strategyId": "SMKn",
  "multiplier": 1,
  "skipPendingOrders": true,
  "closeOnly": "by-strategy",
  "maxTradeRisk": 0.01,
  "reverse": true,
  "reduceCorrelations": "by-strategy",
  "stopOutRisk": {
    "absoluteValue": 0.05,
    "relativeValue": 0.01,
    "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": 0.01,
      "closePositions": true,
      "startTime": "2020-08-24T00:00:00.000Z"
    }
  ],
  "maxStopLoss": {
    "value": 100,
    "units": "pips"
  },
  "maxLeverage": 0,
  "symbolMapping": [
    {
      "to": "EURUSD",
      "from": "EURUSD.m"
    }
  ],
  "tradeSizeScaling": {
    "mode": "none"
  },
}

Usages

• Models - Subscriber
• Models - Updated subscriber