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
Parameter Description
sizingSchema Sizing configuration object (discriminated union)