Class CopyFactoryStrategyRiskLimit


  • public class CopyFactoryStrategyRiskLimit
    extends Object
    CopyFactory risk limit filter
    • Field Detail

      • type

        public String type
        Restriction type. One of daily, monthly, or yearly
      • applyTo

        public String applyTo
        Account metric to apply limit to. One of balance, equity
      • maxRisk

        public double maxRisk
        Max drawdown allowed, expressed as a fraction of 1
      • closePositions

        public boolean closePositions
        Whether to force close positions when the risk is reached. If value is false then only the new trades will be halted, but existing ones will not be closed
      • startTime

        public IsoTime startTime
        Optional time to start risk tracking from, or {code null}. All previous trades will be ignored. You can use this value to reset the filter after stopout event
    • Constructor Detail

      • CopyFactoryStrategyRiskLimit

        public CopyFactoryStrategyRiskLimit()