Created
June 9, 2020 08:00
-
-
Save saleh-old/66ab57a4800bc08e0fab8118acdf883e to your computer and use it in GitHub Desktop.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
def reward_to_risk_filter(self): | |
profit = abs(self.average_entry_price - self.average_take_profit) | |
loss = abs(self.average_entry_price - self.average_stop_loss) | |
win_loss_ratio = profit / loss | |
return win_loss_ratio > 1 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment