search

kumlien / fx2

fx trade, second try...
1 stars 0 forks source link

Implement check on max margin used #7

Open kumlien opened 9 years ago

kumlien commented 9 years ago

Poor mans risk management on depot level. When available margin goes under a specified level we should close all open positions

perberglund commented 9 years ago

Should probably close as few positions as possible. Should be strategy dependent perhaps.

If strategy is swing trading, close position with greatest profit.

If strategy is trend following close position with greatest loss.

Repeat until desired available margin is achieved. (95% ?)

kumlien commented 9 years ago

Cool, but maybe we could go for a simpler approach for Milestone 1?

2015-09-27 12:34 GMT+02:00 Per Berglund notifications@github.com:

Should probably close as few positions as possible. Should be strategy dependent perhaps.

If strategy is swing trading, close position with greatest profit.

If strategy is trend following close position with greatest loss.

— Reply to this email directly or view it on GitHub https://github.com/kumlien/fx2/issues/7#issuecomment-143540517.

perberglund commented 9 years ago

In that case, close position with greatest loss