Table of Contents

Class RinaMoneyManager

Namespace
Balsam.MoneyManagement
Assembly
Balsam.Backtester.dll

An ATR based fixed fractional money manager designed for TradeStation Rina export files.

public class RinaMoneyManager : MoneyManager
Inheritance
RinaMoneyManager
Inherited Members
Extension Methods

Constructors

RinaMoneyManager()

Initializes a new empty RinaMoneyManager.

public RinaMoneyManager()

RinaMoneyManager(string)

Initializes a new RinaMoneyManager using the specified Rina xml file.

public RinaMoneyManager(string rinaXml)

Parameters

rinaXml string

Properties

AtrLength

Gets/sets the length of the ATR calculation.

public int AtrLength { get; set; }

Property Value

int

AtrMultiplier

Gets/sets the ATR Multiplier to be used.

public double AtrMultiplier { get; set; }

Property Value

double

PercentToRisk

Gets/sets the percent of equity to be risked per trade.

public double PercentToRisk { get; set; }

Property Value

double

Methods

OnEntry(Trade)

Trades sized here.

protected override void OnEntry(Trade trade)

Parameters

trade Trade

OnSeriesAdded(BarSeries)

Calculates ATR for position sizing and adds to an internal TimeSeriesCollection.

protected override void OnSeriesAdded(BarSeries series)

Parameters

series BarSeries

OnStrategyStart()

OnStrategyStart. Sets Options.DefaultEntryQuantity to Original.

protected override void OnStrategyStart()

OnTradeRejected(TradeRejectedEventArgs)

Writes a message to the console if a trade is rejected.

protected override void OnTradeRejected(TradeRejectedEventArgs e)

Parameters

e TradeRejectedEventArgs