Table of Contents

Class EquallyWeighted

Namespace
Balsam.MoneyManagement
Assembly
Balsam.Backtester.dll

A money manager that equally weights positions based on notional value.

public class EquallyWeighted : MoneyManager
Inheritance
EquallyWeighted
Inherited Members
Extension Methods

Constructors

EquallyWeighted()

Initializes an empty equally-weighted money manager.

public EquallyWeighted()

EquallyWeighted(int)

Intializes an equally-weighted money manager using the specified number of positions.

public EquallyWeighted(int numberOfPositions)

Parameters

numberOfPositions int

Properties

IncludeCommissions

Gets/sets whether commissions are included.

public bool IncludeCommissions { get; set; }

Property Value

bool

IncludeSlippage

Gets/sets whether slippage is included.

public bool IncludeSlippage { get; set; }

Property Value

bool

Leverage

Leverage factor. Default is 1.

public double Leverage { get; set; }

Property Value

double

NumberOfPositions

The number of positions on which to calculate the weight.

public int NumberOfPositions { get; set; }

Property Value

int

Methods

OnEntry(Trade)

Sizes positions based on notional value.

protected override void OnEntry(Trade trade)

Parameters

trade Trade

OnStrategyStart()

If number of positions was not set manually, sets the number of positions based on the number of symbols in the datastore.

protected override void OnStrategyStart()

OnTradeSubmitting(Trade)

Sets commissions and slippage depending on property settings.

protected override void OnTradeSubmitting(Trade trade)

Parameters

trade Trade