GT::MoneyManagement - Money management rules (risk management)


Money management rules decide or modify the sum of money placed on each trade. On the extreme side, they can cancel an order by deciding that 0 shares should be bought/sold.

$mm_rule->manage_quantity($order, $i, $calc, $portfolio)

Return the quantity that the money management rule would put on the given order. $order->{'quantity'} may be already set by a previous money management rule. Never modify the quantity directly but return the new proposed quantity.