constants.h

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