Interface ISizingSchemaATR

ATR-based sizing schema.

addSizing({
sizingName: "atr",
method: "atr-based",
riskPercentage: 2,
atrMultiplier: 2,
});
interface ISizingSchemaATR {
    atrMultiplier?: number;
    callbacks?: Partial<ISizingCallbacks>;
    maxPositionPercentage?: number;
    maxPositionSize?: number;
    method: "atr-based";
    minPositionSize?: number;
    note?: string;
    riskPercentage: number;
    sizingName: string;
}

Hierarchy

  • ISizingSchemaBase
    • ISizingSchemaATR

Properties

atrMultiplier?: number

ATR multiplier for stop distance calculation

callbacks?: Partial<ISizingCallbacks>

Optional lifecycle callbacks

maxPositionPercentage?: number

Maximum position size as % of account (0-100)

maxPositionSize?: number

Maximum position size (absolute value)

method: "atr-based"
minPositionSize?: number

Minimum position size (absolute value)

note?: string

Optional developer note for documentation

riskPercentage: number

Risk percentage per trade (0-100)

sizingName: string

Unique identifier for this sizing configuration