distance_percentile

Library "distance_percentile"
Collection of types and functions that can be used for the calculation of the percentage of a distance from a barrier price using several methods. Methods supported are percentagewise (PERC), atr-based (ATR), local extrema ( LOC ), tick-based (TICKS) and risk reward ratio (RR)

getHigherDistPerc( dist , curr)
  getHigherDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a downwards moving potential
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr, local extrema, risk reward percent and step count to be used if needed by the method
  Returns: the distance percentage of the price

getLowerDistPerc( dist , curr)
  getLowerDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with an upwards moving potential
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr, local extrema, risk reward percent and step count to be used if needed by the method
  Returns: the distance percentage of the price

getLowerStopLossDistPerc( dist , stepTrail, curr)
  getLowerStopLossDistPerc - Calculate the distance of the candidate long stop loss price from the barrier (percentagewise) with an upwards moving potential
  Parameters:
    dist: - The settings of the distance method
    stepTrail: - The settings of the step trailing mode
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr, local extrema, risk reward percent and step count to be used if needed by the method
  Returns: the distance percentage of the stop loss price

getHigherStopLossDistPerc( dist , stepTrail, curr)
  getHigherStopLossDistPerc - Calculate the distance of the candidate short stop loss price from the barrier (percentagewise) with a downward moving potential
  Parameters:
    dist: - The settings of the distance method
    stepTrail: - The settings of the step trailing mode
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr, local extrema, risk reward percent and step count to be used if needed by the method
  Returns: the distance percentage of the stop loss price

getHigherTakeProfitDistPerc( dist , curr)
  getHigherTakeProfitDistPerc - Calculate the distance of the candidate long take profit price from the barrier (percentagewise)
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr, local extrema, risk reward percent and step count to be used if needed by the method
  Returns: the distance percentage of the take profit price

getLowerTakeProfitDistPerc( dist , curr)
  getLowerTakeProfitDistPerc - Calculate the distance of the candidate short take profit price from the barrier (percentagewise)
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr, local extrema, risk reward percent and step count to be used if needed by the method
  Returns: the distance percentage of the take profit price

locSettings
  Fields:
    marMethod
    len
    marMul

restrictSettings
  Fields:
    minDistEnabled
    maxDistEnabled
    minDistPerc
    maxDistPerc

distSettings
  Fields:
    method
    perc
    atrMul
    loc
    ticks
    rRRatio
    restrict

currData
  Fields:
    barrier
    atr
    extrema
    rRPerc
    stepCount

Notas de Lançamento:

v2
Add support for fixed profit distance

Notas de Lançamento:

v3

Added:
getStepedDist(dist, step, count)
  getStepedDist - Calculate the steped distance settings
  Parameters:
    dist: - The settings of the distance method
    step: - The settings of the steped distance method
    count: - The current step count
  Returns: - The steped distance settings

getHigherOptimisticDistPerc(dist, curr, extrema)
  getHigherOptimisticDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a downwards moving potential
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema
  Returns: - The distance percentage of the price

getLowerOptimisticDistPerc(dist, curr, extrema)
  getLowerOptimisticDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with an upwards moving potential
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema: - The current value of the local extrema
  Returns: - The distance percentage of the price

getHigherPessimisticDistPerc(dist, curr, extrema)
  getHigherPessimisticDistPerc - Calculate the distance of the candidate long take profit price from the barrier (percentagewise)
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema: - The current value of the local extrema
  Returns: - The distance percentage of the take profit price

getLowerPessimisticDistPerc(dist, curr, extrema)
  getLowerPessimisticDistPerc - Calculate the distance of the candidate short take profit price from the barrier (percentagewise)
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema: - The current value of the local extrema
  Returns: - The distance percentage of the take profit price

Removed:
getHigherDistPerc(dist, curr)
  getHigherDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a downwards moving potential

getLowerDistPerc(dist, curr)
  getLowerDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with an upwards moving potential

getLowerStopLossDistPerc(dist, stepTrail, curr)
  getLowerStopLossDistPerc - Calculate the distance of the candidate long stop loss price from the barrier (percentagewise) with an upwards moving potential

getHigherStopLossDistPerc(dist, stepTrail, curr)
  getHigherStopLossDistPerc - Calculate the distance of the candidate short stop loss price from the barrier (percentagewise) with a downward moving potential

getHigherTakeProfitDistPerc(dist, curr)
  getHigherTakeProfitDistPerc - Calculate the distance of the candidate long take profit price from the barrier (percentagewise)

getLowerTakeProfitDistPerc(dist, curr)
  getLowerTakeProfitDistPerc - Calculate the distance of the candidate short take profit price from the barrier (percentagewise)

Notas de Lançamento:

v4

Added:
getLongBiasedDistPerc(dist, curr, extrema)
  getLongBiasedDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a long bias
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema
  Returns: - The distance percentage of the price

getShortBiasedDistPerc(dist, curr, extrema)
  getShortBiasedDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a short bias
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema: - The current value of the local extrema
  Returns: - The distance percentage of the price

Removed:
getHigherOptimisticDistPerc(dist, curr, extrema)
  getHigherOptimisticDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a downwards moving potential

getLowerOptimisticDistPerc(dist, curr, extrema)
  getLowerOptimisticDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with an upwards moving potential

getHigherPessimisticDistPerc(dist, curr, extrema)
  getHigherPessimisticDistPerc - Calculate the distance of the candidate long take profit price from the barrier (percentagewise)

getLowerPessimisticDistPerc(dist, curr, extrema)
  getLowerPessimisticDistPerc - Calculate the distance of the candidate short take profit price from the barrier (percentagewise)

Notas de Lançamento:

v5
Use lowercase style for library naming

Added:
steped_dist(dist, step, count)
  steped_dist - Calculate the steped distance settings
  Parameters:
    dist: - The settings of the distance method
    step: - The settings of the steped distance method
    count: - The current step count
  Returns: - The steped distance settings

long_biased_dist_perc(dist, curr, extrema)
  long_biased_dist_perc - Calculate the distance of the candidate price from the barrier (percentagewise) with a long bias
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema
  Returns: - The distance percentage of the price

short_biased_dist_perc(dist, curr, extrema)
  short_biased_dist_perc - Calculate the distance of the candidate price from the barrier (percentagewise) with a short bias
  Parameters:
    dist: - The settings of the distance method
    curr: - The current values of the barier price that will be used as a reference for the distance percentage calculation and other runtime values of atr and risk reward percent to be used if needed by the method
    extrema: - The current value of the local extrema
  Returns: - The distance percentage of the price

Removed:
getStepedDist(dist, step, count)
  getStepedDist - Calculate the steped distance settings

getLongBiasedDistPerc(dist, curr, extrema)
  getLongBiasedDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a long bias

getShortBiasedDistPerc(dist, curr, extrema)
  getShortBiasedDistPerc - Calculate the distance of the candidate price from the barrier (percentagewise) with a short bias

Notas de Lançamento:

v6
fix typo
Added:
stepped_dist(dist, step, count)
  stepped_dist - Calculate the stepped distance settings
  Parameters:
    dist: - The settings of the distance method
    step: - The settings of the stepped distance method
    count: - The current step count
  Returns: - The stepped distance settings

Removed:
steped_dist(dist, step, count)
  steped_dist - Calculate the steped distance settings

Notas de Lançamento:

v7
Add an example

Notas de Lançamento:

v8Added default values where possible

Notas de Lançamento:

v9
move extrema into the auxiliary data and make it optional

Notas de Lançamento:

v10
add a flag to the settings to indicate whether or not the extrema should be higher than the barrier or not

Notas de Lançamento:

v11

• More accurate (and complex) commission calculations for PROF method
  
• Add the ability to modify the commission percentage in the example
  

Notas de Lançamento:

v12

• Add PERC as a margin method
  

Notas de Lançamento:

v13
Add option to include entry fee in the PROF method calculations