Table of Contents

Class FixedContracts

Namespace
Balsam.MoneyManagement
Assembly
Balsam.Backtester.dll

A money management algorithm that uses a fixed number of contracts for all trades.

public class FixedContracts : MoneyManager
Inheritance
FixedContracts
Inherited Members
Extension Methods

Constructors

FixedContracts()

Initializes a new fixed contract money manager using the default of 1 contract.

public FixedContracts()

FixedContracts(int)

Initializes a new fixed contract money manager using the specified number of contracts.

public FixedContracts(int contracts)

Parameters

contracts int

Properties

Contracts

Gets/sets the number of contracts.

public int Contracts { get; set; }

Property Value

int

IncludeSlippageAndCommissions

Include slippage and commission in results.

public bool IncludeSlippageAndCommissions { get; set; }

Property Value

bool

Methods

OnEntry(Trade)

Size the position.

protected override void OnEntry(Trade trade)

Parameters

trade Trade

OnRoll(Roll, Position)

Apply slippage and commission to rolls as needed.

protected override void OnRoll(Roll roll, Position position)

Parameters

roll Roll
position Position

OnTradeSubmitting(Trade)

Apply slippage and commission to all trades as needed.

protected override void OnTradeSubmitting(Trade trade)

Parameters

trade Trade