50 lines
850 B
Go
50 lines
850 B
Go
package indicatorv2
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import (
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"math"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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// This TRStream calculates the ATR first
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type TRStream struct {
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// embedded struct
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*types.Float64Series
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// private states
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previousClose float64
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}
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func TR2(source KLineSubscription) *TRStream {
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s := &TRStream{
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Float64Series: types.NewFloat64Series(),
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}
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source.AddSubscriber(func(k types.KLine) {
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s.calculateAndPush(k.High.Float64(), k.Low.Float64(), k.Close.Float64())
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})
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return s
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}
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func (s *TRStream) calculateAndPush(high, low, cls float64) {
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if s.previousClose == .0 {
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s.previousClose = cls
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return
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}
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trueRange := high - low
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hc := math.Abs(high - s.previousClose)
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lc := math.Abs(low - s.previousClose)
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if trueRange < hc {
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trueRange = hc
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}
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if trueRange < lc {
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trueRange = lc
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}
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s.previousClose = cls
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s.PushAndEmit(trueRange)
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}
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