Module: Quant::Settings

Defined in:
lib/quant/settings.rb,
lib/quant/settings/indicators.rb

Defined Under Namespace

Classes: Indicators

Constant Summary collapse

MAX_PERIOD = 
48
MIN_PERIOD = 
10
HALF_PERIOD = 
(MAX_PERIOD + MIN_PERIOD) / 2
MICRO_PERIOD = 
3
PIVOT_KINDS = 
%i(
  pivot
  donchian
  fibbonacci
  woodie
  classic
  camarilla
  demark
  murrey
  keltner
  bollinger
  guppy
  atr
).freeze
DOMINANT_CYCLE_KINDS = 
%i(
  supplied_period
  band_pass
  auto_correlation_reversal
  homodyne
  differential
  phase_accumulator
  half_period
).freeze
DEPRECATED_DOMINANT_CYCLE_KIND_ALIASES =

Deprecated dominant_cycle_kind symbols that resolve to current symbols via Settings::Indicators#dominant_cycle_indicator_class. Each access emits a one-time-per-instance deprecation warning. Removed in 0.9.0.

{
  half_period: :supplied_period
}.freeze
PROFIT_TARGET_PCT =

---- Risk Management Ratio Settings ---- Risk Reward Breakeven Win Rate % 50 1 98% 10 1 91% 5 1 83% 3 1 75% 2 1 67% 1 1 50% 1 2 33% 1 3 25% 1 5 17% 1 10 9% 1 50 2%

0.03
STOP_LOSS_PCT = 
0.01