happydasch / btoandav20

Support for Oanda-V20 API in backtrader
Apache License 2.0
129 stars 54 forks source link

Oanda Sizer #2

Closed happydasch closed 6 years ago

happydasch commented 6 years ago

Create a sizer, that would calculate a position size based on the traded currency pair. Allow to get a position size by amount and percentage.

Some infos about calculation of pip values:

https://www.thebalance.com/calculating-pip-value-in-forex-pairs-1031022 https://www.thebalance.com/how-to-determine-proper-position-size-when-forex-trading-1031023 https://www.babypips.com/learn/forex/calculate-position-size-different-forex-pairs

happydasch commented 6 years ago

Added a basic sizer, provides position size calculation by percent and by a fixed amount