Class PercentOfEquity

Namespace

Balsam.MoneyManagement

Assembly

Balsam.Backtester.dll

A money manager that targets a notional position of a certain percentage of equity.

public class PercentOfEquity : MoneyManager

Inheritance

object

MoneyManager

PercentOfEquity

Inherited Members

MoneyManager.Message

MoneyManager.TradeRejected

MoneyManager.DataStore

MoneyManager.StartDate

MoneyManager.EndDate

MoneyManager.StartupCash

MoneyManager.Options

MoneyManager.Name

MoneyManager.OpenPositions

MoneyManager.ClosedPositions

MoneyManager.Series

MoneyManager.Results

MoneyManager.TransactionCosts

MoneyManager.TradeFilter

MoneyManager.Clear()

MoneyManager.GetEquityCurve()

MoneyManager.GetRejectedTradeIds()

MoneyManager.GetAccountingRecords()

MoneyManager.ToString()

MoneyManager.RunSimulation()

MoneyManager.RunSimulation(TextWriter, IProgress<Tuple<DateTime, double>>, CancellationToken)

MoneyManager.OnMultiplier(Trade, Position)

MoneyManager.OnRoll(Roll, Position)

MoneyManager.OnExit(Trade, Position)

MoneyManager.OnTradeSubmitting(Trade)

MoneyManager.OnTradeRejected(TradeRejectedEventArgs)

MoneyManager.OnMessage(MessageEventArgs)

MoneyManager.OnMoneyManagerTrade(Trade)

MoneyManager.OnPositionOpening(Position)

MoneyManager.OnPositionOpened(Position)

MoneyManager.OnPositionClosing(Position)

MoneyManager.OnPositionClosed(Position)

MoneyManager.OnPositionChanging(Position)

MoneyManager.OnPositionChanged(Position)

MoneyManager.OnMarketOpening(ReadOnlyCollection<Trade>)

MoneyManager.OnMarketOpened()

MoneyManager.OnMarketClosing()

MoneyManager.OnMarketClosed()

MoneyManager.OnMarginCall(MarginCall)

MoneyManager.OnStrategyStart()

MoneyManager.OnStrategyStop()

MoneyManager.OnSeriesAdded(BarSeries)

MoneyManager.CurrentDate

MoneyManager.CurrentPosition

MoneyManager.CanIssueMoneyManagerTrades

MoneyManager.HasTrading

MoneyManager.Equity

MoneyManager.ChangeToday

MoneyManager.ClosedEquity

MoneyManager.CoreEquity

MoneyManager.PnL

MoneyManager.OpenPnL

MoneyManager.ClosedPnL

MoneyManager.TotalRisk

MoneyManager.LongRisk

MoneyManager.ShortRisk

MoneyManager.Cash

MoneyManager.NetInterest

MoneyManager.TotalMargin

MoneyManager.LongMargin

MoneyManager.ShortMargin

MoneyManager.MarginCalls

MoneyManager.GetPositionsBySector(string)

MoneyManager.GetPositionsByInstrument(Instrument)

MoneyManager.GetPositionsByInstrumentType(InstrumentType)

MoneyManager.GetPositionsBySymbol(params string[])

MoneyManager.GetPositionsByStrategy(string)

MoneyManager.GetPositionsByCurrency(string)

MoneyManager.GetMoneyManagerPositions()

MoneyManager.GetSpreadPositions()

MoneyManager.GetLongPositions()

MoneyManager.GetShortPositions()

MoneyManager.GetRiskBySector(string)

MoneyManager.GetRiskByInstrument(Instrument)

MoneyManager.GetRiskBySymbol(string)

MoneyManager.GetRiskByStrategy(string)

MoneyManager.GetRiskByCurrency(string)

MoneyManager.GetRisk(Position, DateTime)

MoneyManager.SetUserRisk(double)

MoneyManager.AddDividend(Dividend)

MoneyManager.AdjustCash(double)

MoneyManager.AdjustCash(double, string)

MoneyManager.GetCashBalance(string)

MoneyManager.GetCashBalances()

MoneyManager.ConvertCashBalance(string)

MoneyManager.ConvertCashBalance(CashBalance)

MoneyManager.ConvertCashBalance(string, double)

MoneyManager.ConvertCashBalance(string, string, double)

MoneyManager.GetCashBalanceHistory()

MoneyManager.GetPricing(Position)

MoneyManager.GetPricing(Position, DateTime)

MoneyManager.GetPricing(string)

MoneyManager.GetPricing(BarSeries)

MoneyManager.GetFXRate(string)

MoneyManager.GetFXRate(string, DateTime)

MoneyManager.GetStrategyNames()

MoneyManager.GetStrategyVariables(string)

MoneyManager.GetGlobalVariables()

MoneyManager.GetSymbols()

MoneyManager.GetSymbolsTraded()

MoneyManager.GetInstruments()

MoneyManager.SubmitTrade(Trade)

MoneyManager.BuyClose(Position, double)

MoneyManager.BuyOpen(Position, double)

MoneyManager.Buy(Position, double, double)

MoneyManager.BuyClose(BarSeries, double)

MoneyManager.BuyOpen(BarSeries, double)

MoneyManager.Buy(BarSeries, double, double)

MoneyManager.SellClose(Position)

MoneyManager.SellClose(Position, double)

MoneyManager.Sell(Position, double, double)

MoneyManager.SellOpen(Position)

MoneyManager.SellOpen(Position, double)

MoneyManager.SellShortClose(Position, double)

MoneyManager.SellShortOpen(Position, double)

MoneyManager.SellShort(Position, double, double)

MoneyManager.SellShortClose(BarSeries, double)

MoneyManager.SellShortOpen(BarSeries, double)

MoneyManager.SellShort(BarSeries, double, double)

MoneyManager.CoverOpen(Position)

MoneyManager.CoverOpen(Position, double)

MoneyManager.CoverClose(Position)

MoneyManager.CoverClose(Position, double)

MoneyManager.Cover(Position, double, double)

MoneyManager.MultiplierClose(Position, double)

MoneyManager.MultiplierOpen(Position, double)

MoneyManager.Multiplier(Position, double, TimeInForce)

MoneyManager.ExitOnClose(Position)

MoneyManager.ExitOnClose(Position, double)

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

ExtensionMethods.SetProperties(MoneyManager, VariableDictionary)

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

PercentOfEquity()

Initializes a new PercentOfEquity money manager.

public PercentOfEquity()

PercentOfEquity(double)

Initializes a new PercentOfEquity money manager targeting the specified percentage.

public PercentOfEquity(double percent)

Parameters

percent double

Properties

IncludeEquityChangeToday

Gets/sets whether the P&L from trades closed today are included in equity.

public bool IncludeEquityChangeToday { get; set; }

Property Value

bool

Percent

Gets/sets the percent to target.

public double Percent { get; set; }

Property Value

double

Methods

OnEntry(Trade)

Size the positions.

protected override void OnEntry(Trade trade)

Parameters

trade Trade