openmarket
Kernel Reg + Kelly

Kernel Reg + Kelly

0.1.0 · Indicator · published 23 days ago · by @fronos77

No README in this version.

Indicator

Outputs

OutputPlotPanelStyle
live_colourlineoverlay2 colors, width 1, colored by live_dir
live_dirdata onlyoverlaydefault
signaldata onlyoverlaydefault
size_pctdata onlyoverlaydefault
kelly_pctdata onlyoverlaydefault
win_ratedata onlyoverlaydefault
payoffdata onlyoverlaydefault
kelly_tradesdata onlyoverlaydefault

Handles

Drawings the Indicator creates, moves and removes across bars. A kind listed here is enabled and every new one starts with this look.

KindPanelLook
labeloverlaycolor #e5e7eb, size 9
polylineoverlaycolor #54c294, width 3, solid

Strategy

This Indicator places orders. The chart runs the reference broker beside it on the chart's own candles: an order placed on a bar can fill from the next bar on, and the trade list, equity curve and stats show in the Strategy Tester. Its title there is the package's display name.

SettingValue
initial_capitalparam initial_capital
currencyUSD (default)
commission_percent0.05
slippage_bps2
slippage_modelfixed (default)
qty_typepercentOfEquity
qty_valueparam qty_pct
pyramiding1
fill_modelpessimistic (default)
instrumentspot (default)

Beside its outputs it exposes two event streams alerts can arm and two read-only outputs the host publishes on every confirmed bar; screens and rules read them like any output.

NameKindMeaning
strategy.orderevent streaman order placed or replaced, on the bar it was placed on
strategy.fillevent streama trade opened or closed, on the bar the fill landed on
strategy.positionoutputsigned position size after that bar's fills
strategy.equityoutputaccount equity marked at that bar's close

Params

NameDefaultMinMax
initial_capital100001
qty_pct1001100
sizing1
kelly_window505500
kelly_min_trades202500
kelly_max_pct1001100
kernel7
bandwidth141100
src_field3
deviations20100
show_bands001
line_style0
label_size1
show_labels101
bull_color5688153064
bear_color15785584616
text_color540038120
show_live101
direction0
stop_pct0050
target_pct00200

Inputs

InputSourceSelection
closeohlcvfield close
srcohlcvfield close
highohlcvfield high
lowohlcvfield low
bar_ttimefield bar_open_sec

Provenance

ABIwrun-3
Sourcenot published
VersionPublishedNote
0.1.0Oct 11, 2026
FileSize
om-package.json454 B
wrun/metadata.json11.0 KiB
wrun/module.wasm20.8 KiB