MoneyManagement addition to Account class
Created at 17 Mar 2019, 16:39
SH
MoneyManagement addition to Account class
17 Mar 2019, 16:39
Make a MaxVolumeFromRisk method taking into account :
- max balance% to risk
- real current leverage
- Stopout level
- Set StopLoss
- Account currency
- Unfilled Pendingpositions and Positions already taken
- ....
called like:
Account.MaxVolumeFromRisk(AccountRiskpercentage,(double)StopLossPriceLevel); // overloaded version Account.MaxVolumeFromRisk(AccountRiskpercentage,(int)StopLossPipsDifference);
//used like: double Volume = Math.Min(Volume, Account.MaxVolumeFromRisk(1.5, (int) 20) );
And maybe a
Account.MaxStopLossPriceLevel(Volume); Account.MaxStopLossPipsDifference(Volume);
that calculates the maximum stoploss for a certain volume.
TonNcie
26 Jun 2019, 10:58
add CALMAR ratio to fitness
add CALMAR ratio to fitness
@TonNcie