Optimised constants

The constant block defines a named numeric value whose values Whale‑E varies during grid search. It is primarily used to express thresholds or constants (for example, overbought and oversold levels).

Unlike an indicator block, a constant does not produce a time series and is not tied to any symbol or timeframe. It exposes a named variable (its id) that can be referenced in conditional blocks and expressions.

Defining a constant in TOML#

A constant block is declared with an identifier (id) and a numeric interval delimited by start and stop. The step is optional; when provided, Whale‑E tests start, start + step, start + 2 × step, … up to stop.

Integer example:

[[constant]]
id    = "overbought"
start = 70
stop  = 76
step  = 2

Decimal example:

[[constant]]
id    = "take_profit_pct"
start = 0.5
stop  = 1.0
step  = 0.1

Using a constant in strategy rules#

A constant is referenced by its id, like any strategy variable. You can use it inside conditional blocks:

• In a position block to compare a series against a threshold:

[[position]]
id         = "k_above_oversold"
position   = "above"
reference  = "stoch_k"
comparison = "oversold"

• In a condition block within a logical expression:

[[condition]]
id        = "buy_condition"
condition = "rsi > overbought and k < oversold"

You can also add a constraint on combinations to eliminate incoherent cases and reduce the number of backtests. For example, you can require the oversold threshold to remain strictly lower than the overbought threshold:

[constraints]
condition = "oversold < overbought"

For details on these constraints and their impact on the search space, see the dedicated page: Hyperparameter Combinations.