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.
Note di rilascio:
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.
Note di rilascio:
v3
Some optimizations in the PROF method calculations
Some optimizations in the PROF method calculations
Note di rilascio:
v4
- Add Standard Deviation method for distance and LOC margin
- More accurate PROF calculation formula with commission fees
Note di rilascio:
v5
Add step logic to stdev method by adding multipliers
Add step logic to stdev method by adding multipliers
Note di rilascio:
v6
Simplify exit commission fee calculation
Simplify exit commission fee calculation
Note di rilascio:
v7
Add initial entry fees in the PROF calculation
Add initial entry fees in the PROF calculation
Note di rilascio:
v8
(minor) without base quantity
(minor) without base quantity
Note di rilascio:
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
Note di rilascio:
v10
- Added price and ticks methods
- Added separate restrict methods
- Simplified the object types
- Removed the bias logic in the LOC method
Note di rilascio:
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
Note di rilascio:
v12
Update some documentation and fixed a typo in the error message
Update some documentation and fixed a typo in the error message
If you're interested in exploring and discovering other high quality free strategies come join us in Discord: discord.gg/2wkm9QqSuY