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sell_z

Function sell_z 

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

The sell limit (in z units of the highest high) that a share c of history traded through: P(z_max ≥ z) = c ⇔ the (1 − c)-quantile. Never below 0: a sell limit under today’s close is just selling now.