SUPERALGOS GOVERNANCE

Carl J’s Proof of Value, June 2023

Quick fix for Risk Management

A vital part in Risk Management is being appropriately invested in regard to market conditions. Not being too heavily invested, nor too lightly invested.
Previously, each order have had a static percentage of the algorithm, but now we can use a ‘Formula’ to calculate what size should be used.
The formula allows you to use all data used inside your trading system in order to create your variable order size.

Remember that the formula should return a ‘Number’ that is represents ‘percentage’ — I.e. ‘3’ for 3%, ‘52.45’ for 52.45% etc.

Adding a ‘Formula’ to your order will override the ‘percentageOfAlgorithmSize’ value and use the value returned from the ‘Formula’ instead.

A small change — but still a necessity in regards to managing exposure.