distance_ratio

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.

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.

Phát hành các Ghi chú:

v3
Some optimizations in the PROF method calculations

Phát hành các Ghi chú:

v4

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

Phát hành các Ghi chú:

v5
Add step logic to stdev method by adding multipliers

Phát hành các Ghi chú:

v6
Simplify exit commission fee calculation

Phát hành các Ghi chú:

v7
Add initial entry fees in the PROF calculation

Phát hành các Ghi chú:

v8
(minor) without base quantity

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

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
  

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
  

Phát hành các Ghi chú:

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