Library "distance_ratio"
Collection of types and functions that can be used for the calculation of the ratio of a distance
from a barrier price using several methods. Methods supported are percentagewise (PERC), atr-based (ATR), fixed
profit (PROF), tick-based (TICKS), risk reward ratio (RR) and local extrema (LOC).
This library is meant to replace my previously published "distance_percentile" library since it offers a more intuitive interface by using the method syntax.
Collection of types and functions that can be used for the calculation of the ratio of a distance
from a barrier price using several methods. Methods supported are percentagewise (PERC), atr-based (ATR), fixed
profit (PROF), tick-based (TICKS), risk reward ratio (RR) and local extrema (LOC).
This library is meant to replace my previously published "distance_percentile" library since it offers a more intuitive interface by using the method syntax.
릴리즈 노트:
v2
Use method syntax for "long_biased_dist_ratio" and "short_biased_dist_ratio".
For types use PascalCase instead of camelCase to work around some compiler errors as Stratfather suggested.
Use method syntax for "long_biased_dist_ratio" and "short_biased_dist_ratio".
For types use PascalCase instead of camelCase to work around some compiler errors as Stratfather suggested.
릴리즈 노트:
v3
Some optimizations in the PROF method calculations
Some optimizations in the PROF method calculations
릴리즈 노트:
v4
- Add Standard Deviation method for distance and LOC margin
- More accurate PROF calculation formula with commission fees
릴리즈 노트:
v5
Add step logic to stdev method by adding multipliers
Add step logic to stdev method by adding multipliers
릴리즈 노트:
v6
Simplify exit commission fee calculation
Simplify exit commission fee calculation
릴리즈 노트:
v7
Add initial entry fees in the PROF calculation
Add initial entry fees in the PROF calculation
릴리즈 노트:
v8
(minor) without base quantity
(minor) without base quantity
릴리즈 노트:
v9
Use barrier as the entry price for the stepped fixed profit calculations that are also scaled with the price movement when there are consecutive price targets
Use barrier as the entry price for the stepped fixed profit calculations that are also scaled with the price movement when there are consecutive price targets
릴리즈 노트:
v10
- Added price and ticks methods
- Added separate restrict methods
- Simplified the object types
- Removed the bias logic in the LOC method
릴리즈 노트:
v11
- Tick related methods not return an integer
- If there is a not defined value during calculations return an error if fatal or zero otherwise
- Remove restrict argument from "pure" ratio, price ticks calls
릴리즈 노트:
v12
Update some documentation and fixed a typo in the error message
Update some documentation and fixed a typo in the error message
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