QT Funded copy trading, hedging and reverse trading rules explained: opposing-position limits, two-minute and three-occurrence tests, copier risks, maximum allocation, duplicate assets and the current "BRIDGE" 60% offer.
Akash Mane is the Founder and CEO of Prop Firm Bridge, where he leads the company’s vision, platform growth, and long term strategic direction. He oversees operations across research, marketing, content systems, SEO, and product positioning while driving the platform’s mission of becoming a trusted authority in the prop firm industry. At Prop Firm Bridge, Akash plays a direct role in shaping educational frameworks, comparison systems, and trader focused resources designed to help users make informed decisions with transparency and confidence. His work focuses on building scalable organic growth systems, improving platform authority, and strengthening trust through accurate, structured, and search optimized content. In addition to leadership responsibilities, he actively manages growth strategy, social media marketing, search visibility, and brand development to expand the platform’s reach across global trading audiences.
Manoj Gholap is responsible for content accuracy, compliance, and factual integrity at Prop Firm Bridge. He acts as the final verification layer for all published content, ensuring that prop firm reviews, rules, and comparisons are clear, accurate, and aligned with transparency standards. Manoj plays a key role in maintaining trust and credibility across the platform.
Quick answer: QT Funded’s current prohibited-strategy policy explicitly restricts reverse trading and group hedging across accounts. The current reverse-trading rule says a trader may not hold opposing positions on the same asset across different accounts when the positions remain opposite for more than two minutes, or when the behavior occurs more than three individual times regardless of duration. QT also caps total funded allocation at $300,000 and total Instant funded allocation at $100,000. At those maximum allocation levels, duplicate asset trading across the relevant funded accounts is restricted. Evaluation accounts are currently unlimited, but “unlimited” does not remove the conduct rules.
For covered purchases, QT Funded coupon code "BRIDGE" currently gives 60% off. Enter "BRIDGE" manually at checkout or use the current QT Funded auto-discount registration route. These are alternative routes to the same current offer and should not be stacked unless QT explicitly authorizes stacking. The discount does not change copy-trading, hedging, allocation or account-ownership rules.
This guide is directed by Akash Mane, Founder and CEO of Prop Firm Bridge. It is designed to answer QT Funded copy trading, QT Funded hedging, QT Funded reverse trading, QT trade copier and multi-account questions without mixing current active rules with old discontinued-plan material. Generic coupon/promo/discount intent remains concentrated on the central QT Funded "BRIDGE" coupon page.
Table of Contents
Copy trading is not one single behavior. A trader can manually repeat the same idea across accounts, use a local copier between terminals, use a cloud copier, follow a signal service or run one strategy engine that routes orders to several accounts. QT’s current public rules do not need to name every copier product because the core restrictions focus on the resulting account behavior. If the setup creates prohibited reverse positions, group hedging, excessive allocation, duplicate-asset activity at the maximum allocation ceiling or third-party account control, the tool’s marketing name does not protect the account.
QT’s prohibited-strategy page explicitly lists reverse trading or group hedging across accounts under prohibited hedging and coordination tactics. That gives traders a clear starting point. A copier cannot be designed as a way to offset one QT account against another. The firm also publishes a specific reverse-trading definition that focuses on opposite positions on the same asset across different accounts. This is important because “hedging” can mean different things in retail trading. QT’s public wording is specifically concerned with cross-account coordination that can manipulate risk or bypass the purpose of the evaluation.
The rule should be translated into a pre-trade question: before opening a trade on Account B, does Account A already hold the same asset in the opposite direction? If yes, how long could both positions coexist? Has this kind of opposite-position event already occurred several times? A copier should answer these questions automatically rather than relying on the trader to notice after the fact.
Another part of the boundary is maximum allocation. QT currently allows unlimited evaluation accounts, but funded and Instant capital are capped. When the portfolio reaches the published maximum, duplicate asset rules become stricter. A copier that worked perfectly during evaluation can therefore become inappropriate after funding. Account-stage awareness is not optional for multi-account automation.
The cleanest interpretation is conservative: use multiple accounts to express the trader’s normal strategy, not to manufacture a payoff where one account wins because another loses. Keep the same risk logic across the portfolio, avoid opposite-position structures, monitor total allocation and reconfigure the copier whenever accounts change stage.
The purpose of reverse-trading and group-hedging restrictions is to stop traders from creating artificial certainty across accounts. Imagine two $100K evaluations. One account opens a large EURUSD long and the other opens a large EURUSD short. If the goal is simply to let one account reach the target while sacrificing the other, the combined portfolio has not demonstrated the disciplined directional risk the evaluation is meant to measure. The account pair has been turned into a wager on which side receives the favorable outcome.
This can become more sophisticated when multiple people coordinate. One trader may take one side and another trader the opposite side. A signal provider may route different directions to different groups. A copier network can create synthetic hedges without the individual account holder thinking of it as hedging. QT’s policy focuses on the pattern because the economic effect matters more than the explanation.
Normal portfolio diversification is different. A trader can hold EURUSD long and USDJPY long if the strategy independently supports both positions, subject to account risk. Those positions are not automatically an opposite trade on the same asset. However, correlation still matters for drawdown. A portfolio can be compliant with reverse-trading rules and still be too risky because several positions depend on the same dollar move.
The safest multi-account structure has one documented reason for every position, one total risk budget and no account whose role is to offset another account. If the trader cannot explain the economic purpose of each account without saying “this one protects the other one,” the structure deserves review before trading.
A trader may not intend to hedge, yet automation can create an opposite-position pattern. One account runs a trend-following module and another runs a mean-reversion module. The strategies are independent, but they can disagree on the same symbol. QT’s current rule evaluates the resulting positions. The trader should therefore design the system so independent modules cannot unknowingly create prohibited cross-account states.
Execution latency can also create accidental overlap. The master account closes a buy, the follower account receives the close several seconds late, and another module opens a sell. For a short period, the accounts are opposite. One isolated technical event is different from a systematic strategy, but the published rule includes a duration test and a repeated-occurrence test. The copier should reduce the chance of repeated accidental reversals.
Manual overrides create another source of conflict. A trader may use a copier for normal entries, then manually hedge one account after a loss. The system log should record manual positions as well as copied positions. A portfolio controller that ignores manual trades is incomplete.
The practical standard is to manage state, not intention. Before any order is released, the controller checks the same symbol across all relevant QT accounts, direction, open time and account stage. If a conflict exists, the new order is blocked until the trader reviews it. That turns the rule into an executable process.
Traders often search for a binary permission because it is easier than analyzing a copier. The better question is whether the copier configuration can comply with every applicable rule. A local copier that mirrors the same personal strategy across evaluation accounts may be very different from a cloud service that coordinates dozens of unrelated users or opens opposite trades across accounts.
The account holder also remains responsible. A third-party provider cannot absorb the breach risk simply because it controls the copier. QT’s trader-responsibility guidance places account management and trading decisions on the trader. If the copier uses the wrong symbol, wrong lot multiplier or wrong direction, the resulting trade still appears on the trader’s account.
A complete copier audit should therefore include ownership, execution, risk and infrastructure. Who controls the master account? Who can access the followers? How are symbols mapped? How are lot sizes converted? What happens after a disconnect? Can a follower reject an order? How are stops copied? Does the service connect from restricted IP infrastructure? These questions matter before the trader asks whether the general category “copy trading” is acceptable.
The advantage of this approach is that it stays useful even if a specific copier brand changes. The trader understands the rule system rather than depending on a vendor claim such as “prop-firm friendly.”
Founder experience: In multi-account reviews, the safest starting point is always the resulting portfolio behavior. A copier can be technically impressive and still create a rule conflict if it cannot see the other QT accounts.
Book insight: Donella Meadows’ Thinking in Systems is useful because it focuses attention on relationships between components. Copy trading is a system problem: account A, account B, the copier and the QT rule interact. Page references vary by edition.
QT’s current reverse-trading section gives traders unusually specific conditions. The policy describes opposing trades on the same asset across different accounts and sets both a time-based condition and a frequency-based condition. A trader building a copier or multi-strategy portfolio should code those conditions into the account controller instead of trying to remember them manually.
The first element is the same asset. If Account A is long EURUSD and Account B is short EURUSD, the positions are directly opposite. The trader should not assume that different lot sizes remove the issue. A 1.0-lot long and 0.5-lot short are still opposite directions on the same symbol. Likewise, one account may use a market order and another a pending order that later activates; once both positions are live, the cross-account state matters.
Symbol suffixes should not be used to hide the relationship. EURUSD, EURUSD.a or another platform-specific naming convention can represent the same underlying asset. A copier needs a normalization table so it can recognize equivalent symbols across platforms. This is especially important when the trader uses different QT platforms or server configurations.
Opposite economic exposure can also arise through closely related instruments, but QT’s published reverse-trading example focuses on the same asset. The trader should still manage broader correlation for risk even when the strict reverse-trading definition is not triggered. A USD hedge built through different pairs may be risky or strategically incoherent without being the same public rule question.
A pre-trade check should therefore normalize the symbol, inspect every open QT account and compare direction. If an opposite position exists, the safest action is to block the new trade or close/reconcile the old exposure according to a prewritten plan before releasing the order.
QT’s current rule says opposing positions on the same asset across different accounts are not permitted when they remain in opposite directions for more than two minutes. Automated traders should not interpret that as permission to intentionally hedge for 119 seconds. The rule exists to define prohibited reverse trading, not to create a tactical two-minute hedging allowance. Designing a strategy around living just inside the threshold would be an unnecessarily aggressive interpretation.
The two-minute condition is most useful for technical error handling. If a copier briefly desynchronizes while an account closes or reverses, the trader needs to detect the conflict immediately and resolve it. A controller can start a timer as soon as an opposite cross-account position appears and prevent any additional related orders. The ideal state is to remove the conflict quickly rather than depend on the maximum permitted duration.
Latency is measured across the full workflow. A master terminal may report the close instantly while the follower is disconnected. When the follower reconnects, the old position can remain open. The trader should not assume that the copier’s internal “closed” state equals the actual platform state. Reconciliation needs to read every follower account from the server.
Logs should store the start and end time of any opposite-position event. This gives the trader evidence about whether the problem was one technical incident or a recurring system flaw. Repeated near-threshold conflicts are a reason to stop the copier and fix the architecture before trading again.
The current QT rule also says the behavior is not permitted when it occurs more than three individual times, regardless of duration. This is important because a trader can create many short-lived opposite positions that each last only a few seconds. The frequency condition prevents repeated micro-reversals from becoming a workaround to the time condition.
A multi-account router should therefore count occurrences, not only duration. Each time opposite positions on the same asset exist across accounts, the event is recorded. The trader should investigate the first unexpected occurrence instead of waiting until the public threshold becomes relevant. The internal limit should normally be stricter than the firm’s breach boundary.
Strategy design can create frequent conflicts when one account uses faster signals than another. A trend system may flip direction at a moving-average cross while a slower system remains in the old position. If both run on separate QT accounts, every reversal can create an opposite-position event. The trader may need to assign the symbol to only one strategy or prevent the slower account from trading it.
The key point is predictability. If the portfolio architecture makes opposite-position events a normal feature, the setup is not compatible with the current rule. A trader should not rely on manually intervening fast enough every time.
QT states that violation of the reverse-trading rule results in a hard breach and may result in a platform ban. That consequence changes the expected value of aggressive interpretations. The trader is not merely risking one bad trade; the account and possibly future platform access can be affected.
Because the consequence is severe, the internal control should be conservative. Block known conflicts before they happen. Use one portfolio controller. Disable independent opposite strategies on the same asset. Reconcile accounts after connection errors. Test the copier with small positions before normal operation.
Traders should also keep account ownership clear. If a third-party signal service creates the reverse trades, the account holder still carries the consequence. Vendor terms such as “we are not responsible for prop-firm rules” are common and should be taken seriously. The trader must understand the service before connecting it.
When in doubt, ask QT a precise written question describing the actual multi-account setup. Save the response with the account documentation. A dated answer does not override future rule changes, but it provides much better guidance than a generic social-media reply.
Founder experience: A severe breach consequence deserves a stricter personal limit. Traders should design to avoid reverse-position events entirely rather than operate close to the published threshold.
Book insight: Atul Gawande’s The Checklist Manifesto is relevant because the best protection against repeated system errors is a short, repeatable process. Cross-account direction checks belong on that list. Page references vary by edition.
Reverse trading is one specific pattern inside the broader concern of coordinated hedging. QT’s current prohibited-strategy policy explicitly lists reverse trading or group hedging across accounts. The economic purpose matters: the accounts should not be arranged so one side exists primarily to offset or manufacture the result of another side.
A synthetic hedge can be created when one QT account is long an asset and another account is short the same asset or a closely linked exposure. If the purpose is to eliminate directional risk at the portfolio level while still trying to pass one account, the structure conflicts with the spirit and public wording of the rule. The evaluation is intended to test disciplined risk taking, not a portfolio trick that guarantees one side benefits from the next move.
The simplest example uses equal positions, but the same idea can be hidden inside unequal sizes. One account takes a large long and another a smaller short. The trader may describe the second position as “insurance,” yet the portfolio is deliberately coordinating accounts. A compliant multi-account strategy should be able to justify each position independently.
Cross-asset hedges are more nuanced. EURUSD long and DXY long are not the same asset and may arise from independent strategies, but they can offset economically. QT’s public reverse-trading definition focuses on the same asset across accounts, while the broader group-hedging prohibition can raise questions about deliberately coordinated structures. Borderline portfolio designs should be clarified with QT before use.
The safest method is not to use prop accounts as hedge legs. If a trader wants portfolio hedging as a core strategy, that behavior needs explicit compatibility with the account rules rather than being assumed from personal-account practice.
An extreme version of group hedging is the “sacrifice account.” Two accounts take opposite oversized positions. One is expected to fail, while the other may reach a target quickly. The combined trader is effectively buying two attempts to create a directional certainty. QT’s prohibited-strategy language is designed to stop this kind of manipulation.
This behavior can be attractive when evaluation fees are low, but the economic logic is still flawed. A trader may think the cost of one failed account is simply part of the strategy. The firm evaluates each account’s trading conduct, and coordinated risk can create a hard breach beyond the losing account.
Automation makes sacrifice structures easy to execute. A script can open both sides at the same millisecond. That technical precision does not make the structure more compliant. If anything, the coordination is clearer.
A strong multi-account process should have a portfolio-level maximum risk, but every account should still trade from a legitimate strategy signal. The trader should not plan a loss on one account to improve the outcome of another.
Group behavior can occur without direct communication between individual traders. A signal provider may send different sides to different subscribers, or an account-management service may coordinate many accounts centrally. The account holder may not know the full network behavior. That ignorance does not remove risk.
Before joining a managed signal service, ask whether the provider sends identical signals to all clients, whether directions can differ, whether the provider operates its own prop accounts and whether the service uses trade copiers. If the provider refuses to explain execution structure, the trader cannot assess reverse-trading or group-hedging exposure.
Account ownership is also relevant. QT’s trader-responsibility guidance says the account is for the trader’s use and credentials should not be shared. A service that requires platform login credentials or remote desktop control may create a separate account-access issue beyond trading coordination.
The cleanest signal workflow leaves the final decision and execution under the trader’s control, with the trader able to see every open position across accounts. Full black-box management introduces several overlapping risks at once.
Diversification means several independent strategies or assets reduce concentration over time. Coordinated hedging means positions are deliberately paired so the loss on one account offsets the gain on another. The distinction is economic purpose. A trader can hold several markets without violating a hedging rule when each trade has its own signal and the portfolio is not designed as opposing account legs.
A written strategy rationale helps. For every open position, record the setup, stop, target, expected holding period and account allocation. If two positions are opposite, the trader should be able to explain why they independently exist. If the explanation is “to protect the other account,” the structure deserves review.
Correlation risk still needs management. Independent trades can cluster around the same macro factor. A portfolio with several dollar-sensitive positions can suffer a large simultaneous loss even when no reverse-trading rule is involved. Compliance does not replace risk management.
A multi-account dashboard should therefore display both compliance relationships and economic relationships. One column checks same-asset opposite positions. Another groups correlated themes. The first protects the rule; the second protects the portfolio.
Founder experience: The difference between diversification and hedging is often clearer when the trader writes the reason for each position before entry. Intent becomes visible in the operating process.
Book insight: Peter Bernstein’s Against the Gods is useful because it treats risk as something to measure rather than hide. Multi-account exposure should be measured across the portfolio, not account by account in isolation. Page references vary by edition.
Using the same personal strategy across several accounts is one of the most common reasons traders consider a copier. The setup can be operationally convenient, but evaluation accounts and funded accounts do not share the same portfolio constraints. The copier needs to know which stage each follower account is in.
QT currently states that evaluation accounts are unlimited and can be traded simultaneously. That gives traders flexibility during the assessment stage. It does not mean every trading behavior is unrestricted. Prohibited strategies, responsible-trading rules and any plan-specific exposure conditions still apply.
Once accounts become funded, the portfolio changes. Total funded allocation is capped at $300,000. Instant funded allocation is capped at $100,000. Duplicate asset restrictions become relevant at the maximum allocation ceilings. A copier built for evaluation should therefore not automatically remain enabled after funding.
The best practice is to label every account inside the copier: plan, stage, size, platform and allocation category. When an account passes, the follower is disabled until the funded configuration is loaded. This avoids a common mistake where the trader celebrates funding and immediately resumes the same copied activity without checking the new rules.
The trader should also consider whether every account needs the same trade. Multiple funded accounts can create concentration. Even below the maximum allocation ceiling, copying the same position multiplies drawdown risk. Portfolio risk should be capped separately from the firm’s account-count permissions.
Copying between platforms requires symbol normalization. EURUSD may have different suffixes. Gold can be XAUUSD on one platform and another symbol variant elsewhere. Contract specifications can differ. A follower lot size should be derived from risk, not simply copied one-for-one.
Execution delay is unavoidable. The master may fill at one price and the follower several ticks later. Stops can also be placed at different times. A trader should test worst-case slippage and make sure the follower still stays inside the account’s risk limits.
Partial fills and rejected orders create position mismatches. A robust copier runs reconciliation: compare the intended master position with every follower’s actual server position. If a mismatch remains, the system alerts the trader and blocks new signals until the accounts are aligned.
This is especially important for reverse-trading risk. One account may fail to close while another reverses. The controller must see the actual positions, not only the instructions it attempted to send.
Accidental conflicts often appear when several strategy sources feed the same followers. The master copier sends a EURUSD buy. A separate discretionary module on one follower sends a EURUSD sell. The follower now holds a different state from the master and can create cross-account opposition.
Manual trading and automated copying should therefore share one order router or at least one account-state database. If the trader wants to place a manual order, the system should first show existing positions across every QT account. The goal is to avoid invisible conflicts.
Connection recovery is another risk. A follower that was offline may replay queued trades after reconnecting, even though the master has already exited. Copier settings should specify whether missed trades are skipped or synchronized to current state. Replaying old signals can produce unexpected opposite positions.
A simple rule is effective: after any disconnect, do not resume automatic copying until the follower positions have been reconciled. That short pause can prevent a technical issue from becoming a hard-breach event.
More accounts increase nominal opportunity, but they also multiply operational complexity. A trader running one $100K account at 0.5% risk may decide not to run three accounts at the same 0.5% each on the same setup. The portfolio would effectively carry three times the dollar loss from one market idea.
One approach is a fixed portfolio risk budget. If the trader wants $500 total risk on a EURUSD setup, that $500 is divided across the accounts rather than repeated on each account. The exact allocation can consider account size and drawdown, but the theme risk stays controlled.
This reduces emotional pressure too. Traders sometimes increase account count because the coupon makes multiple purchases cheaper, then feel compelled to “make the accounts worth it.” The correct sequence is strategy capacity first, account count second, discount third.
When the portfolio becomes difficult to supervise, adding another account has negative value. A multi-account trader should be able to see allocation, positions, directions, stops, floating loss and payout status on one screen.
Founder experience: Multi-account convenience can quickly become multi-account complexity. The safest copier is the one that makes fewer decisions invisible, not more.
Book insight: Eliyahu Goldratt’s The Goal focuses on constraints. For multi-account traders, the constraint is often supervision capacity rather than nominal account availability. Page references vary by edition.
QT’s maximum-allocation policy creates a clear portfolio ceiling: $300,000 total funded capital and $100,000 total Instant funded capital. Evaluation accounts are unlimited. The policy also adds duplicate-asset restrictions when traders operate at the maximum funded or Instant allocation. A copier needs this information before it decides where to send a signal.
The $300K limit applies to combined funded balances, not one account only. A trader could reach the ceiling through one $300K combination or several smaller accounts whose total equals $300K. The operational dashboard should therefore sum funded capital before another account is accepted or activated.
For example, a $100K funded account plus two additional $100K funded accounts totals $300K. A $200K funded account plus a $100K funded account also totals $300K. Once the trader is at the ceiling, buying more evaluations may still be permitted, but additional funded activation needs to respect the allocation policy.
The rule should be modeled before purchase. A trader planning to buy several discounted challenges with "BRIDGE" should know what happens if all of them pass. The goal is not to create a funded-capital queue that cannot be operated within the published limit.
Allocation should also be separated from risk. Three $100K accounts do not justify triple exposure on one trade. The portfolio may be at the maximum nominal allocation while still needing a much smaller total risk budget.
QT’s current policy separately caps total Instant funded capital at $100,000. That matters because new QT Instant is available in sizes up to $100K. One $100K Instant account can therefore fill the current Instant allocation by itself.
A trader who prefers several smaller Instant accounts should sum them. Two $50K accounts equal the $100K ceiling. Four $25K accounts also equal it. The practical value of multiple smaller accounts may be operational flexibility, but the same portfolio restrictions still need to be managed.
Instant accounts also have strict funded rules from day one, including current trailing drawdown, consistency, stop requirements and per-instrument exposure. Running several Instant accounts therefore multiplies monitoring demands immediately. There is no evaluation period to test the copier before funded rules matter.
The purchase decision should reflect that. A 60% discount can make multiple Instant purchases attractive, but the trader should not buy more Instant capital than the allocation rule allows or more accounts than can be supervised properly.
QT’s current maximum-allocation policy restricts trading the same asset across multiple funded accounts when operating at the $300K funded ceiling. It similarly restricts duplicate asset trading across Instant funded accounts at the $100K Instant ceiling. A copier that sends the same symbol everywhere must be reconfigured.
Symbol routing is one solution. Account A can be assigned EURUSD, Account B GBPJPY and Account C gold, assuming the strategy supports those markets and all other rules are met. Another solution is to let only one account trade a particular symbol at any time. The router reserves the symbol while a position is open.
The restriction should be applied using normalized symbols. Different suffixes do not necessarily represent different assets. The router needs a map that treats equivalent symbols as the same underlying market.
Traders should check the live policy before each major portfolio change. Maximum-allocation rules can evolve, and the dashboard/account agreement remains controlling.
QT’s allocation page says exceeding the maximum limits or violating the duplicate-asset condition at the ceiling can result in a hard breach. That consequence justifies a portfolio buffer. A trader does not need to operate at exactly $300,000 or $100,000 if doing so creates unnecessary complexity.
An internal capital ceiling such as $250K funded or $75K Instant may be easier to manage for some traders. The exact number is personal, but the principle is the same as drawdown management: the firm’s limit is an emergency boundary, not a target that must be fully used.
The copier should alert before a new account or trade would create a violation. Account administration and trade routing belong in the same system. Waiting until the firm dashboard flags the problem is too late.
For traders scaling through several programs, keep a written allocation ledger with account ID, plan, stage, nominal balance and status. Update it after every pass, breach, payout-related closure or account change.
Founder experience: Allocation mistakes are administrative, which makes them especially frustrating. They can be prevented with one simple portfolio ledger before another account is purchased or funded.
Book insight: Benjamin Graham’s The Intelligent Investor popularized the idea of a margin of safety. The same principle applies to account allocation: operating with room inside the limit reduces avoidable failure. Page references vary by edition.
Copy trading becomes more complex when the accounts belong to different QT plans. ONE, TWO, POWER, new Instant and BNPL do not share identical drawdown, consistency, payout or news rules. A copier that mirrors the same entry may need different lot sizes, stop logic and timing filters on each follower.
QT ONE uses a one-step evaluation and has funded floating-loss requirements that need to be respected after passing. QT TWO uses two evaluation phases and active funded rules that include a 1% combined floating-loss limit and a stop within 60 seconds. QT TWO also uses the standard news restriction. A copied trade can therefore be valid on ONE and invalid on TWO at the same moment.
Lot-size copying is dangerous when risk envelopes differ. The master may risk $300 based on ONE’s current room, while the TWO follower has only $150 of safe personal room remaining. The follower should calculate size independently from its account state rather than copy the master lot.
News timing is another difference. A master account on a plan without the same restriction may open a position during an event window. The TWO follower should block the trade. The copier needs plan-specific permissions, not universal mirroring.
After funding, the profiles change again. The trader should treat each follower as an independent risk account even when the signal source is shared.
QT POWER uses 35% consistency and currently states that the standard News Rule does not apply. This can make it operationally different from a TWO follower. A master signal during a high-impact event may be eligible on POWER while the TWO account must not enter or exit under the standard window.
Consistency also affects position sizing. A copied trade that produces a very large profit on POWER can dominate the payout-cycle best-day ratio. The follower may need a smaller size or a daily profit cap even when the master account can continue normally.
POWER’s static maximum drawdown differs from trailing structures on other plans. A universal risk percentage can therefore represent a different share of the real failure distance. The copier should size from each follower’s plan-specific drawdown envelope.
These differences are why a “same lot multiplier” copier is often too simple for a multi-plan portfolio. The signal can be shared while risk and timing remain account-specific.
New Instant starts funded and has current rules including 30% consistency, a stop within 60 seconds, 1% maximum exposure per instrument, four profitable +1% days and a 3% payout buffer. A copied trade needs to fit those funded rules immediately.
Per-instrument exposure is especially relevant. The master may already have two entries in EURUSD. Copying another entry to the Instant account can exceed the follower’s instrument budget even if total account risk appears manageable. The follower needs its own instrument-level check.
Consistency can require smaller trade size on Instant than on another follower. The goal is not to make every account’s dollar profit identical. The goal is to keep each account eligible and inside its rules.
Instant’s $100K allocation ceiling also means a multi-account copier can reach the portfolio limit with relatively few accounts. Account-state routing should be enabled from the first day.
BNPL evaluation and funded stages differ significantly. The evaluation has a 6% target and no consistency requirement, while the funded stage uses 20% consistency, five minimum days, a 3% minimum payout profit and a 5% profit cap per cycle. A copier should not carry the evaluation risk profile into the funded account.
The 20% consistency rule can make large copied winners awkward. A follower may need smaller risk or a daily profit stop. The 5% cap can also make continued full-risk copying economically unnecessary after the account has reached the useful cycle threshold.
BNPL’s two-payment purchase structure should be tracked separately from trading. The $5 entry is not the full cost. The activation fee follows passing. "BRIDGE" is the current 60% offer on covered purchases, but the later activation fee should not be described as discounted unless that payment screen confirms it.
Multi-account traders should therefore maintain two ledgers: trading risk and account economics. Both affect whether adding another BNPL account makes sense.
Founder experience: The signal can be identical while the correct position size, timing and account behavior differ. Multi-plan copying needs shared ideas but separate risk engines.
Book insight: Mark Douglas’ Trading in the Zone is useful because it separates the quality of a process from the outcome of one trade. A copier should preserve process consistency without forcing identical account results. Page references vary by edition.
Traders sometimes ask whether a hedge inside one account is the same as reverse trading across accounts. QT’s current public reverse-trading rule specifically describes opposite trades on the same asset across different accounts. That does not automatically answer every same-account hedging scenario. Traders should avoid extending the public wording beyond what it actually says.
Some platforms allow both long and short positions on the same symbol. Others net the positions. Whether a particular same-account hedge is technically possible depends on the platform and account configuration. Whether the strategy is permitted depends on QT’s current rules and the economic behavior.
A trader should not assume that because the published reverse-trading rule says “across different accounts,” every same-account hedge is automatically endorsed. Other prohibited-strategy categories, risk limits and platform rules can still apply. A same-account hedge that uses excessive margin or all-or-nothing risk can still create a problem.
If same-account hedging is central to the strategy, ask QT a specific question naming the plan and platform. Describe whether the positions are simultaneous, why they exist and how risk is controlled. Save the written answer.
The broader risk question remains important. Holding both directions can create extra spread and commission without meaningfully reducing exposure. A trader should understand the economic reason for the hedge, not use it only because the platform permits it.
The current public language is strongest on cross-account coordination. Opposite positions across different QT accounts, repeated reverse trading and group hedging are explicitly addressed. A multi-account trader should therefore prioritize preventing cross-account conflicts.
The portfolio controller should normalize symbols, read all accounts and compare directions before every order. Manual trades should feed the same state database. If the system cannot see a follower account, it should block new related orders rather than assume the account is flat.
This conservative design reduces dependence on interpreting the exact two-minute condition during fast markets. The internal goal is zero deliberate opposite-position events.
When the trader wants to change direction, close or reconcile the old positions before opening the opposite side on another account. This is operationally simpler and easier to document.
A useful support question names the plan, platform, number of accounts and exact behavior. “Can I hedge?” is too broad. A better question is: “On two QT POWER evaluation accounts, can I run the same personal strategy if it may occasionally generate opposite EURUSD signals, or should I block one account whenever the other has the opposite direction?”
Ask one question at a time. Include screenshots only if support requests them. Save the answer with the date and plan. If the account later becomes funded, recheck because portfolio rules can change with account stage.
Do not rely on a support answer given to another trader for a different plan. Context matters. The safest evidence is the current public policy plus a written answer for the exact setup.
A written clarification should also be shared with the developer configuring the copier. The trading code needs to reflect the confirmed interpretation.
Trading systems sometimes become obsessed with the exact maximum a rule permits. That is poor engineering for a hard-breach environment. If the rule mentions two minutes, the system should not intentionally operate at one minute and fifty-nine seconds. If the maximum allocation is $300K, the trader does not need to sit at the exact ceiling when a lower portfolio is easier to control.
Conservative design creates room for latency, platform differences and human error. A copier that blocks any opposite-position state is easier to supervise than one that starts a countdown and tries to close just before the threshold.
The same principle applies to risk. Personal daily limits should sit inside QT’s boundary. Portfolio exposure should sit inside maximum allocation. The trader should use the firm limits as emergency lines, not operating targets.
This approach is also easier to explain during a review. A simple rule such as “never hold opposite positions across QT accounts” creates a cleaner record than a strategy built around repeated short-lived hedges.
Founder experience: Boundary testing may feel efficient, but it creates fragile systems. The strongest prop workflows usually use rules stricter than the firm’s hard limit.
Book insight: Morgan Housel’s The Psychology of Money repeatedly emphasizes room for error. That principle is directly applicable to multi-account trading rules. Page references vary by edition.
A copier should be treated as risk infrastructure, not convenience software. The design needs to know account stage, plan, platform, symbol mapping, allocation, current positions and risk. A simple “master lot × multiplier” model is rarely enough for a serious QT portfolio.
The master account should generate the signal, but the follower should decide its own position size. The signal packet can contain symbol, direction, stop distance and strategy ID. Each follower then calculates size from its own current equity, drawdown room, floating-loss budget and account-specific rule.
This prevents one account’s lot size from becoming another account’s risk. A $100K follower and a $25K follower should not necessarily trade the same volume. Even two $100K accounts can have different remaining drawdown after previous trades.
The follower should also apply its own news filter and platform restriction. If the master trades a POWER account during an event, a TWO follower may need to block the order. Shared signal does not mean shared permission.
The architecture should produce a visible decision log: signal received, follower risk calculated, rule checks passed/failed, order sent, fill received, stop confirmed. This makes debugging and compliance much easier.
Before a new order is sent, the router checks every QT account for the normalized symbol. It identifies direction, open time, account stage and whether the portfolio is at a maximum allocation ceiling. If an opposite position exists, the new order is blocked. If duplicate asset trading is restricted at the current allocation, the new order is routed to only the permitted account.
Conflict detection should happen before position sizing. There is no reason to calculate a lot for a trade that is not allowed. The controller should also check pending orders because an opposite pending order can activate later and create a conflict.
Manual trades need to be included. The router should query the platform state directly rather than trust only orders created by the copier. A trader who manually opens a hedge can invalidate the copier’s internal picture.
If any account cannot be reached, the safe default is to pause related new trades. Missing state should not be interpreted as flat exposure.
Every follower should have an emergency stop for new entries. The trader should be able to disable one account without shutting down the entire portfolio. This is useful when one platform disconnects or one account approaches a personal daily limit.
After a connection recovery, the system runs reconciliation. It reads actual open positions and pending orders from every follower and compares them with the intended master state. Mismatches are shown to the trader. Automatic “catch-up” orders should be used cautiously because replaying an old signal can create new risk after market conditions changed.
Reconciliation should also compare stops. A position without the expected stop needs immediate attention, especially on funded plans with a 60-second requirement. The system can alert and block all new orders until protection is restored.
Logs should be retained through the payout cycle. A clean technical record helps the trader investigate unexpected exposure and improve the copier.
Different accounts and platforms can have different symbol specifications. A copier should calculate risk from stop distance and point value instead of copying raw lots. If the stop is 50 pips and the follower’s permitted risk is $100, the system calculates the volume that produces approximately $100 loss at the stop, subject to actual contract details.
Slippage should be included. If the follower fills worse than the master, the stop distance may effectively change. The system can reject a trade when slippage exceeds a predefined threshold rather than chase the master price.
Spread expansion around rollover or news can also change the result. A copier that only uses mid-price difference can underestimate real execution cost. Risk should be based on executable prices.
For very small accounts, minimum lot size can create a problem. The calculated safe risk may require a volume below the platform minimum. The correct response is to skip the trade, not round up automatically and accept more risk.
Founder experience: A serious copier should make each follower safer than manual duplication. If it merely multiplies orders without independent risk checks, it is convenience software, not risk infrastructure.
Book insight: Charles Perrow’s Normal Accidents shows how tightly coupled systems can fail through unexpected interactions. Independent follower checks reduce that coupling. Page references vary by edition.
A trade can be valid on the master and invalid on the follower because plan rules differ. News timing, stop requirements and drawdown state should therefore be checked independently on every account. This is one of the strongest reasons not to use a blind copier.
QT TWO uses the standard QT news restriction, while POWER is explicitly exempt and new Instant currently states no news restriction. A master account on POWER can legitimately generate a signal during a high-impact event that a TWO follower should not execute. The follower needs its own calendar rule.
The standard news rule restricts new entries and exits in a ten-minute window around affected events while permitting certain order modifications. A copier that treats every master close as mandatory can create a follower exit during the restricted window. The follower should understand whether the instruction is an entry, exit or modification.
Calendar data needs reliability. If the feed fails, the safe default on a restricted plan is to block affected new activity until the trader confirms the event schedule. A missing calendar should not be interpreted as an empty calendar.
Time zones should be normalized. Use the event source time and platform server time consistently. A two-minute or five-minute mistake around news can turn a normal copied trade into a rule problem.
New Instant and QT TWO funded accounts require a stop within 60 seconds. A follower should place and confirm its own stop rather than rely on the master stop appearing automatically. If the master uses a different symbol price or contract specification, the exact stop price may need adjustment.
The follower should calculate the stop from strategy logic, not simply mirror the same absolute price when platforms differ. For forex this may be straightforward, but symbol suffixes and contract details can still create errors.
If the stop is rejected, the follower should alert, retry within a controlled rate or close according to the emergency policy. It should not continue to accept new copied trades while an existing funded position lacks protection.
Stop modifications should also be logged. A copier that moves stops on every tick can generate excessive messages. The update rate should be reasonable and technically stable.
Copying multiplies open risk. A master may hold three related positions, and the follower copies all three. The follower’s floating-loss rule can be tighter than the master’s. It needs a portfolio check before each copied entry.
QT TWO funded accounts use a 1% combined floating-loss rule. BNPL funded accounts use 2%. New Instant has per-instrument exposure requirements. A blind copier can exceed these limits even when every individual trade is small.
The follower risk engine should group related trades and calculate worst-case stop loss. If the account is already close to the personal floating-loss threshold, later master signals are skipped. The trader should accept that follower performance will differ from the master because compliance is more important than perfect replication.
This is a mindset shift. A copier is not supposed to create identical equity curves. It is supposed to execute the same strategy within the follower’s own rule set.
Two accounts that started at the same balance can have different drawdown room after only a few trades. One may have an equity high that moved a trailing floor. Another may have closed a loss. A universal lot multiplier ignores this state difference.
Before every copied trade, calculate remaining room to the personal stop and firm boundary. Reduce size as the account approaches drawdown. Some traders use a “drawdown recovery mode” where risk is cut by half after a defined loss. The exact system should be tested, but adaptive risk is more sensible than constant lots.
Static and trailing drawdown also behave differently. POWER’s static maximum loss does not move like new Instant’s trailing maximum. The same profitable day can therefore change future risk differently across followers.
The copier should expose the current floor in the dashboard so the trader sees why one follower accepted a trade and another rejected it.
Founder experience: The best copier is comfortable producing different account results. Identical execution is less important than keeping every follower inside its own current rules.
Book insight: Annie Duke’s Thinking in Bets emphasizes decision quality over one outcome. A skipped follower trade can be a good decision even when the master later wins. Page references vary by edition.
Most copier failures are not caused by a mysterious policy. They come from simple assumptions: same lot size, same symbol, same rules, same news permission, same platform behavior. A strong audit turns those assumptions into explicit checks.
A master may trade many markets, but the follower may be at a maximum allocation ceiling where duplicate asset rules apply. The follower may also have a plan-specific instrument exposure cap. Sending every signal everywhere creates unnecessary complexity.
Use symbol assignment. Decide which account is responsible for which markets. The router can move a symbol to another account only after the first account is flat and the rule permits it. This is easier to audit than universal mirroring.
Blind mirroring also increases correlation. Several accounts may all receive EURUSD, GBPUSD and gold longs, creating one large dollar theme. Portfolio risk should be measured across accounts.
The trader should have a reason for every duplicated signal. “The copier does it automatically” is not a risk rationale.
Trend and mean-reversion systems can conflict. If they run on separate accounts without shared state, reverse positions can appear repeatedly. The trader should either assign different symbols, use one combined signal hierarchy or let a central controller decide which strategy has priority.
Strategy IDs help. Every order records which module created it. If two modules disagree, the controller can block the lower-priority signal. This is cleaner than opening both and hoping the positions resolve quickly.
Backtests should also include combined strategy behavior. Two individually profitable systems can create unstable cross-account interactions. Portfolio simulation matters.
If opposite positions are a deliberate feature of the combined system, the trader needs written QT clarification before using it. Do not assume that independent code removes the cross-account rule.
Signal services vary widely. Some publish ideas. Others trade the account remotely. Some use copy networks across hundreds of users. A trader should know which model applies.
Ask whether the service requires login credentials, whether it can change settings remotely, whether it sends the same direction to every client and whether it uses its own accounts. Account ownership and group coordination can overlap.
A service with a strong track record can still be unsuitable if it uses HFT, latency execution or coordinated hedging. Performance does not override QT rules.
Keep control. The trader should be able to disable the service instantly and should receive logs of every order it creates.
A 60% offer can make several evaluations look inexpensive, but account count should follow strategy capacity. Buying five accounts before proving the process on one can multiply mistakes. The cheapest account is the one the trader does not breach through preventable operational error.
Calculate total fees, platform needs, activation fees, VPS/copier cost and the funded allocation ceiling. If all evaluations pass, can the trader operate them legally and comfortably? If not, the purchase plan is too aggressive.
For BNPL, remember that the $5 entry is not the full cost. The activation fee follows passing. Do not assume "BRIDGE" reduces that later fee unless the second checkout confirms it.
The coupon should improve a purchase that already makes sense. It should never be the reason the trader creates an unnecessarily complex multi-account portfolio.
Founder experience: Discounts can accelerate good plans and bad plans. Multi-account traders should prove the workflow first, then add accounts deliberately.
Book insight: Morgan Housel’s The Psychology of Money repeatedly shows how incentives influence behavior. A large discount is useful only when it does not push the trader into unnecessary complexity. Page references vary by edition.
The commercial answer is straightforward: QT Funded coupon code "BRIDGE" currently gives 60% off covered purchases. That answer belongs in multi-account searches because traders often compare the cost of buying several QT evaluations or account sizes. The discount is valuable, but it does not expand the maximum allocation or relax reverse-trading rules.
After selecting the correct account, enter "BRIDGE" at checkout and verify the discounted total. Alternatively, use the current QT auto-discount registration route. The manual code and auto route are alternatives and should not be stacked unless QT explicitly permits it.
For generic coupon, promo and discount searches, use the central QT Funded "BRIDGE" coupon page. This copy-trading guide supports more specific searches such as QT Funded multiple account coupon code, QT Funded trade copier discount, QT Funded hedging promo code and QT Funded multi-account deal.
The direct entity relationship should stay clear: QT Funded → "BRIDGE" → 60% off covered purchases. Prop Firm Bridge remains the publisher and research source, but the coupon sentence does not need the weaker phrasing “Prop Firm Bridge currently lists.”
Always confirm final checkout because promotions can change. The site article should be current, but the transaction screen is the controlling price.
Buying more evaluations cheaply does not increase the $300K funded allocation or $100K Instant allocation. If a trader buys four $100K evaluations at a discount and all pass, the funded portfolio still needs to fit the current ceiling.
This is why purchase planning should include a pass scenario. Ask what the portfolio looks like if every account succeeds. Which accounts will be activated? Which assets will be assigned? How will the trader avoid duplicate-asset conflicts? What is the total risk budget?
The same applies to reverse trading. Paying less for accounts does not create permission to hedge them. The rule remains attached to the trading behavior, not the fee.
A discount improves expected cost only when the trader can operate the resulting accounts compliantly. Otherwise, it can encourage overbuying.
BNPL has two payments. The initial entry can be low, while the activation fee becomes due after passing. The current overall QT "BRIDGE" offer is 60% on covered purchases, but traders should not calculate the activation fee at 40% of its listed amount unless the second checkout actually applies the reduction.
Keep two rows in the cost model: entry payment and activation payment. Add any platform or copier expenses. A multi-account BNPL strategy can create several activation fees at once if multiple evaluations pass.
This cash-flow timing matters. A trader may buy several $5 entries easily and then face a much larger total activation bill. The responsible plan assumes every purchased evaluation could pass at the same time.
The coupon should be checked at each payment stage. Do not state a discount on a future payment that has not been confirmed.
A useful calculation is expected cost to one usable funded account, not just cost per evaluation. If the trader expects to pass one out of three attempts, the economic cost includes three challenge fees plus any activation fee and operating expenses. The discount reduces the attempt cost but does not remove failure probability.
Automation may improve execution consistency, but it also has its own cost and failure modes. Add copier subscription, VPS and development expenses. A cheap evaluation paired with a costly copier stack can have a higher total cost than expected.
Track the result after each attempt. If breaches are caused by the same copier mistake, buying another discounted account before fixing the system increases losses. The process should improve before the next purchase.
Multi-account economics should always be evaluated alongside maximum allocation. There is no benefit in buying funded capacity the trader cannot legally activate or supervise.
Founder experience: The useful coupon calculation is not “How cheap is one account?” It is “What will the full portfolio cost if my plan works, and can I operate it under the current rules?”
Book insight: Annie Duke’s Thinking in Bets is relevant because good decisions consider probabilities and future states, not only the immediate price. Page references vary by edition.
A multi-account trader needs a repeatable checklist before purchase, before enabling a copier and before every payout request. The checklist converts a long policy into a small number of decisions that can be audited. It also prevents the trader from depending on memory during fast markets.
Record the current funded and Instant allocation. Identify the exact plan and stage of every account. Decide what the new account adds: more capacity, a different strategy, a different platform or a separate symbol allocation. If the answer is simply “the discount is cheap,” the reason is not strong enough.
Check whether the existing strategy creates opposite positions across accounts. Run a historical simulation with the proposed second account. Count reverse-position events, duplicate assets and maximum combined exposure.
Plan the pass scenario. If both accounts become funded, does the combined balance fit the current allocation? What happens to symbol routing at the ceiling? Will the copier profile change?
Then calculate the purchase. If covered, use QT Funded coupon code "BRIDGE" for the current 60% offer or the auto-discount route. Verify the checkout price and save the order confirmation.
Normalize symbols. Verify lot-size conversion. Confirm stops are copied and accepted. Check news filters by plan. Confirm the router can see manual positions. Enable reverse-position blocking. Enable duplicate-asset rules for maximum allocation.
Test with the smallest intended risk. Create a controlled master trade and inspect every follower. Confirm fill price, size, stop, take profit and account-state log. Disconnect one follower and verify that the system pauses rather than replaying old trades unexpectedly.
Set an emergency disable switch. The trader should be able to stop one follower, one symbol or the entire network. Define who can access the VPS and copier settings.
Keep the first live session supervised. Automation should earn trust through observed behavior rather than being left unattended immediately.
Review the account for reverse-trading and prohibited-strategy issues before requesting. Confirm all plan-specific minimum days, consistency scores, profit caps and payout thresholds. A copied portfolio can have different eligibility dates across accounts even when the signal source is the same.
Do not increase risk simply to make several accounts eligible on the same day. Each account should reach payout conditions through normal trading. Synchronizing payout dates is an administrative convenience, not a trading objective.
Save the payout-cycle logs and account statements. If a question appears, the trader can show the actual execution history and investigate quickly.
After payout, update account balance, drawdown reference and portfolio allocation before the copier resumes. Withdrawal can change the risk profile on some plans.
Re-audit when QT updates a rule, when a new account is funded, when a platform changes, when the copier version changes, when the VPS region changes or when another strategy is added. Multi-account systems are not “set and forget.”
Use version numbers for the copier configuration. A simple label such as “QT-portfolio-v5” can correspond to a dated checklist. If a problem appears, the trader knows which settings were active.
Retire old profiles rather than keeping several similar versions in the same folder. Accidentally loading an outdated rule set is a preventable risk.
Keep the system simple enough to explain. If the trader cannot describe how a signal moves from master to follower, how conflicts are blocked and how risk is calculated, the architecture is too opaque for a hard-rule account.
Founder experience: A multi-account system is reliable when the trader can explain it quickly and stop it quickly. Complexity without visibility is the opposite of control.
Book insight: James Clear’s Atomic Habits is relevant because compliance becomes easier when the environment is designed to make the correct action automatic. Page references vary by edition.
About Akash Mane: Akash Mane is the Founder and CEO of Prop Firm Bridge. His work focuses on prop-firm education, SEO strategy, content systems and data-driven prop-firm analysis. Prop Firm Bridge uses founder-led, data-backed and transparent research to turn complex rules into practical trader decisions. Connect with Akash Mane on LinkedIn.
Fact checked by Manoj Gholap.
Final wrap-up: Copy trading is not judged by the name of the copier. The portfolio behavior matters. QT’s current rules prohibit group hedging and defined reverse trading, cap funded and Instant allocation, and restrict duplicate assets at the maximum allocation ceilings. Build one portfolio controller, keep account risk independent and verify every stage change. For covered purchases, QT Funded coupon code "BRIDGE" currently gives 60% off; the coupon reduces the price, not the rules.
QT’s current prohibited-strategy rule says opposing positions on the same asset across different accounts are not permitted when held in opposite directions for more than two minutes or when the behavior occurs more than three individual times regardless of duration.
No. QT explicitly lists reverse trading or group hedging across accounts as prohibited.
QT currently says evaluation accounts are unlimited and may be traded simultaneously, but the copier must still comply with prohibited-strategy, responsible-trading and any plan-specific rules. The funded profile should be re-audited after passing.
QT currently caps total funded allocation at $300,000 and total Instant funded allocation at $100,000.
At the current maximum funded and Instant allocation ceilings, QT restricts duplicate asset trading across the relevant accounts. Check the live allocation rule before routing the same symbol to several accounts.
Yes. Execution delays, manual overrides, opposite strategy modules and reconnect behavior can create unexpected opposite positions. Use conflict detection and reconciliation.
QT Funded coupon code "BRIDGE" currently gives 60% off covered purchases. Enter the code at checkout or use the auto-discount route and verify the final total.
No. The discount changes the eligible purchase price only. The $300K funded and $100K Instant allocation ceilings remain subject to QT’s current rules.
Do not assume it does. BNPL uses a separate activation payment after passing. Verify the discount independently on that second checkout screen.
No. Each follower should size from its own account balance, drawdown room, floating-loss rule, stop distance and plan conditions rather than copying raw lots blindly.
Pause new entries, reconcile the actual positions and pending orders across every follower, confirm stops, then resume only after the accounts match the intended state.
Use the central QT Funded coupon page for generic coupon, promo and discount intent. This article supports copy-trading, hedging and reverse-trading searches.
QT’s current prohibited-strategy rule says opposing positions on the same asset across different accounts are not permitted when they are held in opposite directions for more than two minutes or when the behavior occurs more than three individual times regardless of duration.
No. QT’s current prohibited-strategy policy explicitly lists reverse trading or group hedging across accounts as prohibited.
A copier must still comply with QT’s reverse-trading, group-hedging, maximum-allocation and duplicate-asset rules. Evaluation and funded account conditions are not identical, so a copier profile should change when account status changes.
QT currently states that evaluation accounts are unlimited and may be traded simultaneously, subject to the rest of the trading and conduct rules.
QT currently caps total funded allocation at $300,000 and total Instant funded allocation at $100,000.
At the current $300K funded allocation ceiling and $100K Instant allocation ceiling, QT restricts duplicate asset trading across the relevant accounts. Check the live allocation rule before routing the same symbol to several accounts.
QT Funded coupon code "BRIDGE" currently gives 60% off covered purchases. Enter "BRIDGE" at checkout or use the current auto-discount registration route and verify the final total.
No. "BRIDGE" changes the eligible purchase price only. It does not alter reverse-trading, group-hedging, maximum-allocation, duplicate-asset or account-ownership rules.
