npm.io
1.0.23 • Published 6 years ago

position-size

Licence
ISC
Version
1.0.23
Deps
1
Size
9 kB
Vulns
0
Weekly
0

position-size

License NPM Package Build status Code Coverage Dependencies

Calculate position-size given risk tolerance and distance to stop-loss

Install

npm install position-size

Use

▸ positionSize(capital: number, riskAsPercentOfCapital: number, percentDistanceToStopLoss: number): Either‹string, number›

Defined in src/position-size.ts:39

Calculate position-size given risk-tolerance and distance to stop-loss.

Parameters:

Name Type
capital number
riskAsPercentOfCapital number
percentDistanceToStopLoss number

Returns: Either‹string, number›

import { positionSize } from 'position-size'

positionSize(1000, 1, 2.6)
//=> Right(384.6153846153846

positionSize(1000, 150, 2.6)
//=> Left('Risk cannot exceed 100 percent')

Documentation

See generated documentation.

Keywords