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limit_z

Function limit_z 

Source
pub fn limit_z(t: &LowTable, c: f64) -> f64
Expand description

The limit (in z units) that a share c of history traded through.

P(z_min ≤ z) = c ⇔ z is the c-quantile of z_min. High certainty means a shallow limit (a high quantile, near or above 0); low certainty a deep one.

Never above 0: a “limit” above today’s close is just buying now.