ENH: Add new technical indicator: Fibonacci Retractment #2718
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
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.