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sclass PullbackToProfit { settable double pullback; settable double profit; settable long startTime; settable long timestamp; settable bool isShort; double cleanness() { ret profit() <= 0 ? 0 : profit()/pullback(); } // Are we going backwards in time? bool isBackwards() { ret timestamp < startTime; } toString { var duration = formatMinutes(absDiff(timestamp(), startTime())); ret shortenNumbers(2, concat( isShort != isBackwards() ? "Short" : "Long", " with callback ", pullback(), "% yields ", profit(), "% profit in ", duration, " (cleanness ", formatDouble1(cleanness()), ")")); } bool replaces(PullbackToProfit ptp) { ret pullback() <= ptp.pullback() && profit() >= ptp.profit(); } }
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| Snippet ID: | #1036514 |
| Snippet name: | PullbackToProfit |
| Eternal ID of this version: | #1036514/5 |
| Text MD5: | 40fc48c6a81749bc85d4ae9e6f43ef69 |
| Transpilation MD5: | b284aa05c969cb31580adffb604ee10f |
| Author: | stefan |
| Category: | javax / trading |
| Type: | JavaX fragment (include) |
| Public (visible to everyone): | Yes |
| Archived (hidden from active list): | No |
| Created/modified: | 2023-01-22 15:26:18 |
| Source code size: | 822 bytes / 31 lines |
| Pitched / IR pitched: | No / No |
| Views / Downloads: | 672 / 834 |
| Version history: | 4 change(s) |
| Referenced in: | [show references] |