search

robcarver17 / pysystemtrade

Systematic Trading in python
GNU General Public License v3.0
2.49k stars 798 forks source link

Max risk per position #556

Closed robcarver17 closed 2 years ago

robcarver17 commented 2 years ago

https://www.elitetrader.com/et/threads/fully-automated-futures-trading.289589/page-331#post-5562046

rorymac commented 2 years ago

Rob I saw your discussion, a question if you will. In interactive_controls menu option: 1 Position_limits then 13 Auto populate position limits That appears to be the risk target override, is that correct?

robcarver17 commented 2 years ago

Yes but I haven't actually coded up what is in that post, just the one from the original blogpost