Nice to see that qstrader have a Julia version (I used to be a contributor).
I personally find the order_sizer an approach which is a bit complex.
Implementing function like order_market_target
to simply manage orders as a certain target percent with respect to the portfolio value seems a bit simpler (but that’s probably a personal taste)
I wonder how do you manage technical analysis indicators.
Which Julia lib are you using ?
Did you see my post Incremental Technical Analysis indicators about implementing incremental technical analysis indicators ?