Skip to main content

remaining_rr

Function remaining_rr 

Source
pub fn remaining_rr(
    next_target: f64,
    current_price: f64,
    protective_stop: f64,
) -> f64
Expand description

Live CRV recompute for structural trailing-stop management (plan Anhang G.2): RR_remaining = (NextTarget - CurrentPrice) / (CurrentPrice - ProtectiveStop). When this shrinks towards zero, holding further becomes mathematically unattractive even without a fixed profit target being hit — a trade can become structurally “fertig”.

Sign convention: pass next_target/current_price/protective_stop so that current_price - protective_stop is positive for a long and negative for a short (i.e. keep numerator and denominator consistent with the trade direction).