Library "distance_ratio" Collection of types and functions that can be used for the calculation of the ratio [0, 1] of a distance from a barrier price using several methods. Methods supported are percentagewise (PERC), atr-based (ATR), fixed profit (PROF), tick-based (TICKS), risk reward ratio (RR) and local extrema (LOC). This library is meant to replace my previously published "distance_percentile" library since it offers a more intuitive interface by using the method syntax.
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v2 Use method syntax for "long_biased_dist_ratio" and "short_biased_dist_ratio". For types use PascalCase instead of camelCase to work around some compiler errors as Stratfather suggested.
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v3 Some optimizations in the PROF method calculations
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v4
Add Standard Deviation method for distance and LOC margin
More accurate PROF calculation formula with commission fees
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v5 Add step logic to stdev method by adding multipliers
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v6 Simplify exit commission fee calculation
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v7 Add initial entry fees in the PROF calculation
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v8 (minor) without base quantity
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v9 Use barrier as the entry price for the stepped fixed profit calculations that are also scaled with the price movement when there are consecutive price targets
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v10
Added price and ticks methods
Added separate restrict methods
Simplified the object types
Removed the bias logic in the LOC method
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v11
Tick related methods not return an integer
If there is a not defined value during calculations return an error if fatal or zero otherwise
Remove restrict argument from "pure" ratio, price ticks calls
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v12 Update some documentation and fixed a typo in the error message
Thanks for the well written library. This is my first time using a Pine library so it may be a silly question; but, I've pasted the import line into my script and Pine is not recognizing any of the export types (such as DistSettings).