PositionSizeUtils

Utility class for position sizing calculations.

Provides static methods for each sizing method with validation. Each method validates that the sizing schema matches the requested method.

Constructor

constructor();
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Properties

fixedPercentage

fixedPercentage: (symbol: string, accountBalance: number, priceOpen: number, priceStopLoss: number, context: { sizingName: string; }) => Promise<number>
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Calculates position size using fixed percentage risk method.

kellyCriterion

kellyCriterion: (symbol: string, accountBalance: number, priceOpen: number, winRate: number, winLossRatio: number, context: { sizingName: string; }) => Promise<number>
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Calculates position size using Kelly Criterion method.

atrBased

atrBased: (symbol: string, accountBalance: number, priceOpen: number, atr: number, context: { sizingName: string; }) => Promise<number>
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Calculates position size using ATR-based method.