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ENH: Add new technical indicator: Fibonacci Retractment #2718

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@w31ha0 w31ha0 commented May 31, 2020

The Fibonacci Retractment is a useful technical indicator used for indicating when the direction of the market is reversing.

https://www.investopedia.com/ask/answers/05/fibonacciretracement.asp

Given a window length, a peak and trough is calculated, and retractment levels within the range are calculated using ratios from the Fibonacci sequence.

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Coverage increased (+0.01%) to 88.216% when pulling 7b62c88 on w31ha0:fibonacci into bf2be9a on quantopian:master.

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