Table of Contents

Class FullyInvested

Namespace
Balsam.MoneyManagement
Assembly
Balsam.Backtester.dll

A money manager that targets a fully invested notional position.

public class FullyInvested : MoneyManager
Inheritance
FullyInvested
Inherited Members
Extension Methods

Properties

IncludeChangeTodayInEquity

Gets/sets whether to include P&L from trades closed today in equity.

public bool IncludeChangeTodayInEquity { get; set; }

Property Value

bool

IncludeSlippageAndCommissions

Gets/sets whether to include slippage and commissions. Defaults to true.

public bool IncludeSlippageAndCommissions { get; set; }

Property Value

bool

Leverage

Gets/sets a leverage factor to apply to account equity.

public double Leverage { get; set; }

Property Value

double

RebalanceOnRoll

Gets/sets whether to trade to target notional exposure after a roll.

public bool RebalanceOnRoll { get; set; }

Property Value

bool

Methods

OnEntry(Trade)

Size the position.

protected override void OnEntry(Trade trade)

Parameters

trade Trade

OnRoll(Roll, Position)

Rebalances to target after roll. Note does not currently factor in commissions or slippage.

protected override void OnRoll(Roll roll, Position position)

Parameters

roll Roll
position Position

OnTradeSubmitting(Trade)

Sets commission and slippage as necessary.

protected override void OnTradeSubmitting(Trade trade)

Parameters

trade Trade