Hindsight Optimal Position

src.boatwright.Indicators.hindsight_optimal_position.hindsight_optimal_position(price, period=10, percent_change=1, debug=False)

searches backwards for the most recent ‘percent fee price change’ and returns the appropriate position

• 1: in the market

• -1: out of the market

• 0: no significant price change, uncertain optimal position

Parameters:

• price (Series) – price data

• period (int) – max number of indexs back to look for a price change

• percent_change (float) – change in price to look for, given as a percent