Module: Quant::Settings

Defined in:

lib/quant/settings.rb,
lib/quant/settings/indicators.rb

Defined Under Namespace

Classes: Indicators

Constant Summary

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