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code for roi_lb and roi_ub #181

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SUSHANTH009 opened this issue Feb 10, 2025 · 1 comment
Open

code for roi_lb and roi_ub #181

SUSHANTH009 opened this issue Feb 10, 2025 · 1 comment

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@SUSHANTH009
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SUSHANTH009 commented Feb 10, 2025

I apologize if there is any silly mistake or there is any another code already for this
I have used this code to calculate roi_lb and roi_ub

Image

I got roi_lb: 39.86
and roi_ub: 279225.0

is there any issue with my data or code ?
or its completely fine ?

@nkaz001
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nkaz001 commented Feb 11, 2025

It's totally fine, but as you can see in your code, the price range is too wide, which consumes more memory. As the name suggests, it's best to focus only on the range of interest. For example, in the case of ETHUSDT, the average price ±50% of the data period should be sufficient.

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