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About Money managment Methods

1,As you can see in Risk fixed %  balance, it can't work if strategy don't be set stoploss in source code. In Risk fixed % of account, it can be set Max single trade loss mannually.

I suggest to combine these two methords. Let user choose balance or account amount, user choose with stoploss in strategy code, or mannully set the Worst-Case Scenario Loss which can be
strategy's Max history loss, Average history loss, Max daily loss,Max historical drawdown(secure f mothod) whth 1 contract MM methord, and so on.


2, Could you add more MM methord such as Risk fixed % based instrument volatility(Mycontracts = intportion(risk%*equity/ATR(14))),  fixed Ratio , Kelly formula, optimal f, secure f, Margin based  Sizing like Market System Analyzer.

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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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b
#1

binhsir

08.11.2021 05:37

Task created

b
#2

binhsir

08.11.2021 07:21
Voted for this task.
b
#3

binhsir

08.11.2021 07:37

Description changed:

1,As you can see in Risk fixed %  balance, it can't work if strategy don't be set stoploss in source code. In Risk fixed % of account, it can be set Max single trade loss mannually.

I suggest to combine these two methords. Let user choose balance or account amount, user choose with stoploss in strategy code, or mannully set the Worst-Case Scenario Loss which can be
strategy's Max history loss, Average history loss, Max daily loss,Max historical drawdown(secure f mothod) whth 1 contract MM methord, and so on.


2, Could you add more MM methord such as Risk fixed % based instrument volatility(Mycontracts = intportion(risk%*equity/ATR(14))),  fixed Ratio , Kelly formula, optimal f, secure f, Margin based  Sizing like Market System Analyzer.

E
#4

Emmanuel

25.11.2021 11:14
Voted for this task.
Votes: +2

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