Interface ISizingSchemaKelly

Kelly Criterion sizing schema.

Example

addSizing({
  sizingName: "kelly",
  method: "kelly-criterion",
  kellyMultiplier: 0.25,
});
interface ISizingSchemaKelly {
    callbacks?: Partial<ISizingCallbacks>;
    kellyMultiplier?: number;
    maxPositionPercentage?: number;
    maxPositionSize?: number;
    method: "kelly-criterion";
    minPositionSize?: number;
    note?: string;
    sizingName: string;
}

Hierarchy

  • ISizingSchemaBase
    • ISizingSchemaKelly

Properties

callbacks? kellyMultiplier? maxPositionPercentage? maxPositionSize? method minPositionSize? note? sizingName

Properties

Optionalcallbacks

callbacks?: Partial<ISizingCallbacks>

Optional lifecycle callbacks

OptionalkellyMultiplier

kellyMultiplier?: number

Kelly Criterion multiplier (0-1, default 0.25 for quarter Kelly)

OptionalmaxPositionPercentage

maxPositionPercentage?: number

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

OptionalmaxPositionSize

maxPositionSize?: number

Maximum position size (absolute value)

method

method: "kelly-criterion"

OptionalminPositionSize

minPositionSize?: number

Minimum position size (absolute value)

Optionalnote

note?: string

Optional developer note for documentation

sizingName

sizingName: string

Unique identifier for this sizing configuration

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