Copy Modes
Dual copy modes give you control over how trades are replicated from leader to follower
Overview
The Trade Copier supports two fundamentally different approaches to replication: Order Mode and Execution Mode. The right choice depends on your strategy, how much precision you need, and how fast you need fills on the follower.
Order Mode
Order Mode provides complete order replication — it mirrors every order action from the leader to the follower exactly as it happens. When the leader places a limit order, the follower gets a limit order. When the leader modifies a stop, the follower's stop is modified. When the leader cancels, the follower cancels.
This gives you precise strategy replication where the follower's order book looks identical to the leader's. Bracket structures, resting entries, and pending orders are all maintained.
Best for: Precise strategy replication, complex order management, strategies that rely on limit fills and bracket structures.
Fills Only
Fills Only is an option within Order Mode that changes what gets copied. When enabled, the copier still operates in order mode (reacting to order events in real time) but only replicates market order executions on fill. Limit orders, stop orders, and other pending order types on the leader are ignored — only actual market order fills trigger a copy to the follower.
This gives you the speed of order mode with the simplicity of only copying fills. No pending orders are created on the follower, no order modifications to track, no cancellations to synchronize. The leader's market order fires, and the follower gets a matching market order immediately.
Fills Only also enables trade inversion in order mode — because you're only copying discrete fill events rather than managing a mirrored order book, the copier can safely flip the direction on each fill without the complexity of inverting resting orders.
Fills Only is a Pro feature available in XT Add-On v1.12.0+
Important trade-off: If the leader uses limit orders for exits (take-profit targets), those exits are not copied. The follower's position stays open until auto-sync corrects it or you intervene manually.
If a leader limit order partially fills, the first partial fill is replicated as a market order on the follower. Subsequent fills on the same limit order are not copied. If exact partial fill replication is critical, use Execution Mode instead.
Execution Mode
Execution Mode takes a different approach. Instead of mirroring orders, it watches for actual trade fills on the leader and fires a market order on the follower to match. It doesn't care what order type the leader used or whether the order was modified three times before filling. It only reacts to the end result: a fill happened, so the follower needs to match it.
This makes Execution Mode faster for time-sensitive strategies. There's no overhead from tracking pending orders, processing modifications, or synchronizing cancellations. A fill on the leader triggers an immediate market order on the follower.
Best for: Scalping strategies, fast-moving markets, situations where getting a fill matters more than matching the leader's exact order structure.
Execution mode is slower than Order mode by design. Execution mode is copying confirmed fills on the leader after the fact, whereas Order mode is copying the order intent as soon as it enters NT8's event system.
Trade Inversion
Trade inversion flips the direction of every copied trade on the follower. When the leader buys, the follower sells. When the leader sells short, the follower buys to cover. Position sizing and timing are preserved — only the direction changes.
This turns any follower account into an automatic hedge against the leader's strategy. You can run your primary strategy normally on one account while building inverse positions on another, providing built-in portfolio protection without manual intervention.
Inversion is available in Execution Mode and in Order Mode with Fills Only enabled. Standard Order Mode (without Fills Only) does not support inversion because inverting a full order book — flipping resting limits, stops, and brackets while maintaining OCO relationships — would create unpredictable behavior.
Use cases: Testing strategy robustness by running the inverse, managing overall portfolio risk across accounts, or creating market-neutral positions across your account network.
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