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Updated portfolio strategy#

About#

Updated portfolio strategy

Fields#

Name Type Required Description
name string Yes strategy human-readable name
description string Yes longer strategy human-readable description
members Array<PortfolioS...> array of portfolio members
commissionScheme CommissionScheme commission scheme allowed by this strategy. By default monthly billing period with no commission is being used
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
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.
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

Example#

{
  "name": "Test strategy",
  "description": "Some useful description about your strategy",
  "members": [
    {
      "strategyId": "AeRF",
      "multiplier": 1,
      "skipPendingOrders": true,
      "maxTradeRisk": 0.4,
      "reverse": true,
      "reduceCorrelations": "by-strategy",
      "stopOutRisk": {
        "value": 150,
        "startTime": "2020-08-24T00:00:00.000Z"
      },
      "symbolFilter": {
        "included": [
          "EURUSD"
        ]
      },
      "newsFilter": {
        "calendarNewsFilter": {
          "priorities": [
            "election"
          ],
          "closePositionTimeGapInMinutes": 10,
          "openPositionPrecedingTimeGapInMinutes": 20,
          "openPositionFollowingTimeGapInMinutes": 20
        }
      },
      "riskLimits": [
        {
          "type": "daily",
          "applyTo": "balance",
          "maxRisk": 0.4,
          "closePositions": true,
          "startTime": "2020-08-24T00:00:00.000Z"
        }
      ],
      "maxStopLoss": {
        "value": 150,
        "units": "pips"
      },
      "maxLeverage": 50,
      "symbolMapping": [
        {
          "to": "EURUSD",
          "from": "EURUSD.m"
        }
      ],
      "tradeSizeScalingMode": "none"
    }
  ],
  "commissionScheme": {
    "type": "flat-fee",
    "billingPeriod": "week",
    "commissionRate": 1
  },
  "skipPendingOrders": true,
  "maxTradeRisk": 0.4,
  "reverse": true,
  "reduceCorrelations": "by-strategy",
  "stopOutRisk": {
    "value": 0.01,
    "startTime": "2020-08-24T00:00:00.000Z"
  },
  "symbolFilter": {
    "included": [
      "EURUSD"
    ]
  },
  "newsFilter": {
    "calendarNewsFilter": {
      "priorities": [
        "election"
      ],
      "closePositionTimeGapInMinutes": 10,
      "openPositionPrecedingTimeGapInMinutes": 20,
      "openPositionFollowingTimeGapInMinutes": 20
    }
  },
  "riskLimits": [
    {
      "type": "daily",
      "applyTo": "balance",
      "maxRisk": 0.05,
      "closePositions": true,
      "startTime": "2020-08-24T00:00:00.000Z"
    }
  ],
  "maxStopLoss": {
    "value": 100,
    "units": "pips"
  },
  "maxLeverage": 50,
  "symbolMapping": [
    {
      "to": "EURUSD",
      "from": "EURUSD.m"
    }
  ],
  "tradeSizeScalingMode": "none"
}

Usages#