Crypto backtesting
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constants.h File Reference
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Namespaces

namespace  fx
 Core routines that don't depend on any other fx routines.

Variables

constexpr auto fx::win {68uz}
 The number of prices in a trading window.
constexpr auto fx::win2 {34uz}
constexpr auto fx::win4 {17uz}
constexpr auto fx::take_profit {3.0}
 Close position if price has increased by this percentage.
constexpr auto fx::stop_loss {take_profit * 2.0}
 Close position if price has decreased by this percentage.
constexpr auto fx::minimum_entry {4.3}
 Minimum price to consider a trade.
constexpr auto fx::minimum_atr {take_profit / 6.0}
 Minimum (normalised) ATR to consider a trade.
constexpr auto fx::cells {6uz}
 Number of cells in a row of price data.
constexpr auto fx::earliest_entry_epoch {1689798790}
 Furthest back in time to consider a trade.