POC trading framework

Market statistics

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The next market value is calculated from the previous value pluss a sample from a normal distribution where the volatility is the variation and the drift is the mean.
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The next market value is calculated from the previous value pluss a sample from a normal distribution where the volatility is the variation and the drift is the mean.
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The current time instant in the market.

Balance statistics

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The amount of available capital not yet invested at the beginning of the simulation.
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The amount of capital invested at the beginning of the simulation.
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How much total capital would have been if no dynamic buying and selling took place.

Market

framework configuration

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At what marketintervals should the framework buy/sell.
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How much of the available capital should be used to buy the market.
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How much of the invested capital should be sold.
The market is periodically sold and bought at regular intervals. When the market reaches a higher value in the interval it automatically sells the given percentage of the total invested capital. When it reaches a lower value in the interval it automatically buys the market for the given percentage of the total available capital.

Time control