private decimal GetBetSize(Symbol symbol, SignalInfo signalInfo)
{
// *********************************
// ToDo: Kelly Goes here in a custom bet sizer
// This implementation uses the same as the original algo
// and just refactors it out to a class.
// *********************************
IBetSizer allocator = new InstantTrendBetSizer(this);
return(allocator.BetSize(symbol, signalInfo.Price[0].Value, _transactionSize, signalInfo));
}
private decimal GetBetSize(Symbol symbol, SignalInfo signalInfo)
{
// *********************************
// ToDo: Kelly Goes here in a custom bet sizer
// This implementation uses the same as the original algo
// and just refactors it out to a class.
// *********************************
IBetSizer allocator = new InstantTrendBetSizer(this);
return allocator.BetSize(symbol, signalInfo.Price[0].Value, _transactionSize, signalInfo);
}
