Add fractional Kelly position sizing

2026-06-20 22:22:19 +03:00
parent ccf457481b
commit 7bbb721da1
8 changed files with 147 additions and 21 deletions
@@ -42,6 +42,9 @@ REBOUND_TRADING_ENABLED=true
 REBOUND_ENTRY_CONFIDENCE=0.58
 REBOUND_MIN_PROBABILITY=0.58
 REBOUND_MAX_POSITION_USDT=6
+KELLY_SIZING_ENABLED=true
+KELLY_FRACTION=0.25
+KELLY_MAX_FRACTION=0.20
 TIME_SERIES_FORECAST_ENABLED=true
 TIME_SERIES_MIN_CANDLES=120
 TIME_SERIES_VALIDATION_WINDOW=30