Kelly Leverage [Sim]

This is a risk management tool to determine the max leverage you should use based on your long and short conditions calculated via edge / risk. How? The script calculates the max drawdown (risk) based on your strategy and the max upside (edge) for a specified sample size of trades adjustable in the inputs section. Feel free to improve upon this or adjust code as you see fit.

Cheers,

Sim

發布通知:

Some bug fixes.

發布通知:

This is a good one if you know how to use it.