distance_ratio

13 thg 3, 2023

Library "distance_ratio"
Collection of types and functions that can be used for the calculation of the ratio [0, 1] 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.

13 thg 3, 2023

Phát hành các Ghi chú

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.

14 thg 3, 2023

Phát hành các Ghi chú

v3
Some optimizations in the PROF method calculations

16 thg 3, 2023

Phát hành các Ghi chú

v4

• Add Standard Deviation method for distance and LOC margin
  
• More accurate PROF calculation formula with commission fees
  

16 thg 3, 2023

Phát hành các Ghi chú

v5
Add step logic to stdev method by adding multipliers

16 thg 3, 2023

Phát hành các Ghi chú

v6
Simplify exit commission fee calculation

17 thg 3, 2023

Phát hành các Ghi chú

v7
Add initial entry fees in the PROF calculation

17 thg 3, 2023

Phát hành các Ghi chú

v8
(minor) without base quantity

18 thg 3, 2023

Phát hành các Ghi chú

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

30 thg 4, 2023

Phát hành các Ghi chú

v10

• Added price and ticks methods
  
• Added separate restrict methods
  
• Simplified the object types
  
• Removed the bias logic in the LOC method
  

12 thg 5, 2023

Phát hành các Ghi chú

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
  

11 thg 10, 2023

Phát hành các Ghi chú

v12
Update some documentation and fixed a typo in the error message

8 thg 9

Phát hành các Ghi chú

v13

• Updated documentation
  
• Use force_overlay for the example plots
  

26 thg 9

Phát hành các Ghi chú

v14

• Use enum where possible