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.

Notes de version:

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.

Notes de version:

v3
Some optimizations in the PROF method calculations

Notes de version:

v4

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

Notes de version:

v5
Add step logic to stdev method by adding multipliers

Notes de version:

v6
Simplify exit commission fee calculation

Notes de version:

v7
Add initial entry fees in the PROF calculation

Notes de version:

v8
(minor) without base quantity

Notes de version:

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

Notes de version:

v10

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

Notes de version:

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
  

Notes de version:

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