Binance: “Filter failure: LOT_SIZE”

This error means that your strategy generate Order Signals with Order Size larger or smaller the than MaxQty, MinQty or Incremental step allowed by Binance for the given symbol. For example, if you strategy generate the buy signal for 0.037 units of the SOLBTC contract, while Binance support only 0.01 Min Quantity Step, order will not be executed. Means we need to round Order size down to 0.03 or up to 0.04 to make our trade. You can find corresponding Min Quantity, MaxQuantity and Quantity Step parameters supported by Binance on these pages:
SPOT Symbols
MARGIN Symbols
FUTURES Symbols

Solution Options (Trading View Interface)

You can configure Order size in the TradingView Strategy Properties window. Please choose the Order Size value which will be used in each BUY/SELL trade.

IMPORTANT: Pleas do not forget to recreate your Alert after any changes in the Strategy.

Solution Options (PineScript)

Calculate Order Size calculation the rounding precision by ourself. You can divide to 10 – for Quantity step 0.1, 100 for 0.01, 1000 for 0.001 and etc.

position_size = (math.ceil((strategy.equity / close) * 1000))/1000    

And add qty parameter equal to the calculated value to your strategy.order() function

strategy.order("Long", strategy.long, qty = position_size)
strategy.order("Short", strategy.short, qty = position_size)

IMPORTANT: Pleas recreate your Alert after any changes in the Strategy parameters or script.