RiskManagementV2

Library "RiskManagementV2"

calculateDynamicPositionSizeV2(accountSize, baseRisk, stopDistance, volAnalysis, confluenceScore, currentDrawdown, consecutiveLosses, kellyPercent)
  Parameters:
    accountSize (float)
    baseRisk (float)
    stopDistance (float)
    volAnalysis (VolatilityAnalysis type from contentSeafowl31308/RiskAnalytics/1)
    confluenceScore (float)
    currentDrawdown (float)
    consecutiveLosses (int)
    kellyPercent (float)

calculateBreakevenLevel(entryPrice, stopLoss, isLong, tp1Hit)
  Parameters:
    entryPrice (float)
    stopLoss (float)
    isLong (bool)
    tp1Hit (bool)

calculateTrailingStop(entryPrice, currentPrice, currentStop, atr, config, isLong, swingLow, swingHigh)
  Parameters:
    entryPrice (float)
    currentPrice (float)
    currentStop (float)
    atr (float)
    config (TrailingStopConfig)
    isLong (bool)
    swingLow (float)
    swingHigh (float)

initializeRiskState(baseRiskPercent, dailyLossLimit)
  Parameters:
    baseRiskPercent (float)
    dailyLossLimit (float)

updateRiskState(state, isWin, pnlPercent, newDay)
  Parameters:
    state (RiskState)
    isWin (bool)
    pnlPercent (float)
    newDay (bool)

createTradeLog()

logTrade(log, entryBar, entryPrice, exitPrice, exitBar, isLong, stopLoss, takeProfit, exitReason, confluenceScore, regime, atr, factorScores, mae, mfe)
  Parameters:
    log (array<TradeLogEntry>)
    entryBar (int)
    entryPrice (float)
    exitPrice (float)
    exitBar (int)
    isLong (bool)
    stopLoss (float)
    takeProfit (float)
    exitReason (string)
    confluenceScore (float)
    regime (string)
    atr (float)
    factorScores (array<float>)
    mae (float)
    mfe (float)

exportTradeLog(log)
  Parameters:
    log (array<TradeLogEntry>)

enforceSessionLimits(limits)
  Parameters:
    limits (SessionLimits)

incrementSessionCounters(limits)
  Parameters:
    limits (SessionLimits)

getDefaultTrailingConfig()

getDefaultSessionLimits()

RiskState
  Fields:
    baseRisk (series float)
    currentRisk (series float)
    maxPositionSize (series float)
    currentDrawdown (series float)
    consecutiveLosses (series int)
    dailyLoss (series float)
    dailyLossLimit (series float)
    isCoolingOff (series bool)
    coolingBarsLeft (series int)

TrailingStopConfig
  Fields:
    enabled (series bool)
    moveToBreakeven (series bool)
    activationLevel (series float)
    trailDistance (series float)
    useStructure (series bool)

PositionSizeFactors
  Fields:
    baseSize (series float)
    regimeMultiplier (series float)
    volatilityMultiplier (series float)
    confluenceMultiplier (series float)
    drawdownMultiplier (series float)
    finalSize (series float)

TradeLogEntry
  Fields:
    entryBar (series int)
    entryPrice (series float)
    exitPrice (series float)
    exitBar (series int)
    direction (series string)
    stopLoss (series float)
    takeProfit (series float)
    pnl (series float)
    pnlPercent (series float)
    mae (series float)
    mfe (series float)
    entryReason (series string)
    exitReason (series string)
    confluenceScore (series float)
    regime (series string)
    atr (series float)
    factorScores (array<float>)

SessionLimits
  Fields:
    maxTradesPerSession (series int)
    tradesThisSession (series int)
    maxTradesPerHour (series int)
    tradesThisHour (series int)
    currentHour (series int)
    canTrade (series bool)