Sizes the trade position based on the historical volatility of the past month. Based on the volatility of the given equitie(s), and ATR risk level the function computes the appropriate amount of shares to purchase. Future contributions to this code will contain stepp ladder increments for laddring into trades, similar to Jesse Livermores strategy.
Sizes the trade position based on the historical volatility of the past month. Based on the volatility of the given equitie(s), and ATR risk level the function computes the appropriate amount of shares to purchase. Future contributions to this code will contain stepp ladder increments for laddring into trades, similar to Jesse Livermores strategy.
Sizes the trade position based on the historical volatility of the past month. Based on the volatility of the given equitie(s), and ATR risk level the function computes the appropriate amount of shares to purchase. Future contributions to this code will contain stepp ladder increments for laddring into trades, similar to Jesse Livermores strategy.