Function addSizing

  • 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

    • sizingSchema: ISizingSchema

      Sizing configuration object (discriminated union)

    Returns void

    Example

    // Fixed percentage sizing
    addSizing({
      sizingName: "conservative",
      method: "fixed-percentage",
      riskPercentage: 1,
      maxPositionPercentage: 10,
    });

    // Kelly Criterion sizing
    addSizing({
      sizingName: "kelly",
      method: "kelly-criterion",
      kellyMultiplier: 0.25,
      maxPositionPercentage: 20,
    });

    // ATR-based sizing
    addSizing({
      sizingName: "atr-dynamic",
      method: "atr-based",
      riskPercentage: 2,
      atrMultiplier: 2,
      callbacks: {
        onCalculate: (quantity, params) => {
          console.log(`Calculated size: ${quantity} for ${params.symbol}`);
        },
      },
    });

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