Implement advanced position sizing algorithms with Optimal f, Kelly Criterion, and volatility-adjusted methods
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@@ -163,7 +163,17 @@ namespace NT8.Core.Common.Models
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/// <summary>
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/// Optimal F calculation
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/// </summary>
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OptimalF
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OptimalF,
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/// <summary>
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/// Kelly Criterion sizing
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/// </summary>
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KellyCriterion,
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/// <summary>
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/// Volatility-adjusted sizing
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/// </summary>
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VolatilityAdjusted
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}
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/// <summary>
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@@ -438,4 +448,4 @@ namespace NT8.Core.Common.Models
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ExecutionId = executionId;
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}
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}
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}
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}
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