1.0.23 • Published 4 years ago
position-size v1.0.23
position-size
Calculate position-size given risk tolerance and distance to stop-loss
Install
npm install position-sizeUse
▸ 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')