backtrader.sizers package¶
Position Sizers Module - Order size calculation strategies.
This module provides position sizer implementations that determine the size of orders based on various strategies like fixed size, percentage of capital, risk/reward ratios, etc.
- Available Sizers:
FixedSize: Always uses a fixed size for orders.
FixedReverser: Reverses positions with fixed size.
PercentSizer: Uses a percentage of available cash.
AllInSizer: Uses all available cash for each order.
RiskReturnSizer: Sizes based on risk/reward ratio.
Example
Using a sizer with cerebro: >>> cerebro = bt.Cerebro() >>> cerebro.addsizer(bt.sizers.FixedSize, stake=100) >>> cerebro.addsizer(bt.sizers.PercentSizer, percents=10)