addSizing
declare function addSizing(sizingSchema: ISizingSchema): void;
Registers a position sizing configuration in the framework.
The sizing configuration defines:
- Position sizing method (fixed-percentage, kelly-criterion, atr-based)
- Risk parameters (risk percentage, Kelly multiplier, ATR multiplier)
- Position constraints (min/max size, max position percentage)
- Callback for calculation events
Parameters
| Parameter |
Description |
sizingSchema |
Sizing configuration object (discriminated union) |