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1 | sclass PullbackToProfit {
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2 | settable double pullback; |
3 | settable double profit; |
4 | settable long startTime; |
5 | settable long timestamp; |
6 | settable bool isShort; |
7 | |
8 | double cleanness() {
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9 | ret profit() <= 0 ? 0 : profit()/pullback(); |
10 | } |
11 | |
12 | // Are we going backwards in time? |
13 | bool isBackwards() { ret timestamp < startTime; }
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14 | |
15 | toString {
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16 | var duration = formatMinutes(absDiff(timestamp(), startTime())); |
17 | ret shortenNumbers(2, concat( |
18 | isShort != isBackwards() ? "Short" : "Long", |
19 | " with callback ", |
20 | pullback(), |
21 | "% yields ", |
22 | profit(), "% profit in ", |
23 | duration, |
24 | " (cleanness ", formatDouble1(cleanness()), ")")); |
25 | } |
26 | |
27 | bool replaces(PullbackToProfit ptp) {
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28 | ret pullback() <= ptp.pullback() |
29 | && profit() >= ptp.profit(); |
30 | } |
31 | } |
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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: | 147 / 226 |
| Version history: | 4 change(s) |
| Referenced in: | [show references] |