Optimised constants

The constant block defines a named numeric value whose values are tested during grid search. It is mainly used to express thresholds or constants in your rules, such as 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.