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(
  half_period
  band_pass
  auto_correlation_reversal
  homodyne
  differential
  phase_accumulator
).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