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hkopp / quantfxengine

An engine for algorithmic forex trading
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include leverage... #6

Open hkopp opened 9 years ago

hkopp commented 9 years ago

...which is in portfolio but does nothing up to now. Also do not forget the unittests.

hkopp commented 9 years ago

ba1f10e3c80da784e13b9d6b25be39c2468fe2a4 293c8ad1114df2ec5d3b2af1546f312df4f8fb81

hkopp commented 9 years ago

Risk management in portfolio now breaks, since I can suffer a drawdown of more than risk_per_trade per trade

hkopp commented 9 years ago

In execute_tick_event, I need to close the position, if it has lost enough money. Also, I need to adjust trade_units, when opening a new position