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Crypto backtesting
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Go to the source code of this file.
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. | |