turtle_trading.position_sizing package

Subpackages

• turtle_trading.position_sizing.algorithms package
  • Submodules
  • turtle_trading.position_sizing.algorithms.get_n module
    • N
      • N.get_n()
      • N.get_pdn()
    • getn()
  • turtle_trading.position_sizing.algorithms.get_unit_size module
    • Unit
      • Unit.dollar_volatility_adjustment()
      • Unit.get_unit_size()
    • getunits()
  • Module contents

Submodules

turtle_trading.position_sizing.exceptions module

risk management rules

exception turtle_trading.position_sizing.exceptions.CloselyCorrelatedMarketsException

Bases: Exception

Closely Correlated Markets - A maximum of 6 Units in one particular direction.

exception turtle_trading.position_sizing.exceptions.LooselyCorrelatedMarketsException

Bases: Exception

Loosely Correlated Markets - A maximum of 10 Units in one particular direction.

exception turtle_trading.position_sizing.exceptions.SingleDirectionException

Bases: Exception

Single Direction - A maximum of 12 Units in one direction, long or short.

exception turtle_trading.position_sizing.exceptions.SingleMarketsException

Bases: Exception

Single Markets - A maximum of 4 Units per market.

Module contents