FixedNotional
class backtide.sizers.FixedNotional(amount)
Buy a fixed amount of currency worth of the asset.
Computes quantity = amount / price. Keeps cash exposure consistent
across symbols regardless of price level, but ignores portfolio size.
| Parameters |
Cash amount to spend per trade, in the instrument's quote currency.
|
See Also
Abstract base class for all position sizers.
Allocate a fixed percentage of total current equity.
Buy exactly N units.
Methods
| calculate | Calculate the order quantity for this sizer. |
method backtide.sizerscalculate(equity, price, stop_distance=None, atr=None)
Calculate the order quantity for this sizer.