WU_PositionSizingParams Struct Reference

Position sizing policy. More...

#include <positions.h>

Data Fields
WU_PositionSizeType	size_type
double	size_value

Detailed Description

Position sizing policy.

Defines how to determine the size of each trade based on the signal and the portfolio's current state.

Definition at line 70 of file positions.h.

Field Documentation

size_type

WU_PositionSizeType WU_PositionSizingParams::size_type

Definition at line 71 of file positions.h.

size_value

double WU_PositionSizingParams::size_value

Definition at line 72 of file positions.h.

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The documentation for this struct was generated from the following file:

• include/wu/positions.h