FixedFractional

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class backtide.sizers.FixedFractional(fraction)

Allocate a fixed percentage of total current equity.

Computes quantity = (equity * fraction) / price. The position size scales with the portfolio: as equity grows, allocations grow, and vice versa. This is the most common sizing rule.

Parameters

fraction : float Fraction of equity to allocate per trade. Must be in (0, 1].

See Also

BaseSizer

Abstract base class for all position sizers.

EqualWeight

Divide current equity equally across a fixed number of positions.

FixedNotional

Buy a fixed amount of currency worth of the asset.

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.

Parameters

equity : float Current portfolio equity in the same currency as price. When a sizer is attached to an order, the engine passes equity converted to that instrument's quote currency. price : float Reference price of the instrument. stop_distance : float | None, default=None Distance from entry to stop loss, in price units. atr : float | None, default=None Current ATR value. Required for volatility-based sizers.

Returns

int | float The number of units to trade. Positive for buys, negative for sells.