Namespace Balsam.MoneyManagement
Classes
- AccountingRecord
A class that encapsulates daily accounting values.
- CashBalance
Encapsulates a currency balance.
- ConstantDollarSize
A money manager that sizes positions based on a constant dollar size.
- DayCountConvention
A static class with day count conventions for short-term interest rates for various countries.
- EquallyWeighted
A money manager that equally weights positions based on notional value.
- EquallyWeightedLongShort
A money manager that targets equal weights for long and short positions
- Financing
A class that encapsulates historical financing rates and various settings for calculating interest for a particular currency balance.
- FinancingCollection
A collection of financing objects controlling how interest is debited/credited.
- FixedContracts
A money management algorithm that uses a fixed number of contracts for all trades.
- FixedFractional
A simple fixed fractional money manager than can use ATR or risk (distance to stop) to size positions.
- FullyInvested
A money manager that targets a fully invested notional position.
- ManagerVariableComparer
A comparer class to sort trades by a manager variable.
- MarginCall
Encapsulates information about margin calls.
- MarginCallCollection
A collection of margin calls.
- MoneyManager
An abstract base class for implementing position sizing and portfolio construction logic.
- MoneyManagerOptions
A class to control various money manager settings
- NetPosition
A class used to net multiple positions of the same symbol/instrument.
- NetPositionCollection
Takes a list of positions and creates a collection of net positions that can be accessed by symbol or index.
- PassThrough
A money manager that uses the quantities specified by the strategy module without modification.
- PercentOfEquity
A money manager that targets a notional position of a certain percentage of equity.
- PerformanceStats
Encapsulates comprehensive money manager performance statistics.
- RejectAll
A money manager class that simply rejects all trades.
- RinaMoneyManager
An ATR based fixed fractional money manager designed for TradeStation Rina export files.
- TradeComparer
Ensures that trades are presented to the money manager in the correct order.
- TradeRejectedEventArgs
Encapsulates information about a trade rejection.
Enums
- BalanceType
The type of cash balance used for calculating interest.
- CashSweep
Controls when foreign currency balances are swept to base currency.
- ContractRounding
Controls how money manager quantities are rounded.
- DefaultQuantity
Controls what trade size is presented to the user in position sizing overrides.
- FixedFractional.RiskMeasure
The risk measure
- MarginCallKind
The type of margin call