include leverage...
Opened this issue · 3 comments
hkopp commented
...which is in portfolio but does nothing up to now.
Also do not forget the unittests.
hkopp commented
Risk management in portfolio now breaks, since I can suffer a drawdown of more than risk_per_trade per trade
hkopp commented
In execute_tick_event, I need to close the position, if it has lost enough money.
Also, I need to adjust trade_units, when opening a new position