finantic.PositionSize

The finantic.PositionSize extension includes some advanced position sizer methods:

• Buy And Hold - Used by the BuyAndHold Strategy to gauge the performance of a Portfolio/DataSet
• VolaEqualizerAtr - The position size is adjusted to equalize different volatility measured in ATR.
• VolaEqualizerEx - The position size is adjusted to equalize different volatility measured by a selectable indicator.
• PositionTagPercent - Position size in percent of equity is controlled by a double value in a position's SignalName field.

Buy And Hold Position Sizer

This position sizer distributes available capital evenly among all active symbols of a DataSet. If the DataSet is dynamic, the set of open positions is adjusted whenever the DataSet changes.
This sizer is usually used with the strategy "BuyAndHold" to gauge the performance of a DataSet/Portfolio.

VolaEqualizerAtr

The position size is adjusted to equalize different volatility measured in ATR. This usually results in a smoother equity curve.

VolaEqualizerEx

This position sizer method uses a specified indicator to estimate current volatility and adjusts position sizes to equalize different volatility.

PositionTagPercent

Position size in Percent of equity is controlled by a double value in a position's SignalName field.

This is the most flexible position sizer available. Calculate the desired position size (in Percent of Equity) in your C# coded strategy.
Some examples:

• Adjust for volatility
• Use an indicator that predicts profitability to make (expected) winning positions larger than losers.
• Limit position sizes
• Make all aspects of position sizing optimizable
• Use fancy custom formulas for position sizing