public class OriginalMM extends MoneyManagementType
PREFIX| Constructor and Description |
|---|
OriginalMM()
Instantiates a new original mm.
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| Modifier and Type | Method and Description |
|---|---|
double |
computeTradeSize(SQOrder order,
double tickSize,
double pointValue)
Compute trade size.
|
void |
init(SQOrderList originalOrderList,
com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
Inits the.
|
applySettings, initOrdersHistory, loadSettings, setEquitygetClassName, toStringapplySettings, getFormatedName, getName, getNote, getReplacedFormatedName, isUsed, loadSettings, setEditable, setFormatedName, setName, setNote, setUsedpublic void init(SQOrderList originalOrderList, com.strategyquant.futurelib.backtester.SymbolsTable symbolsTable)
MoneyManagementTypeinit in class MoneyManagementTypeoriginalOrderList - the original order listsymbolsTable - the symbols tablepublic double computeTradeSize(SQOrder order, double tickSize, double pointValue)
MoneyManagementTypecomputeTradeSize in class MoneyManagementTypeorder - the ordertickSize - the tick sizepointValue - the point value