package indicator import ( "math" "github.com/c9s/bbgo/pkg/types" ) // This ATRStream calculates the ATR first type ATRStream struct { // embedded struct Float64Series // private states previousClose float64 } func ATR2(source KLineSubscription) *ATRStream { s := &ATRStream{ Float64Series: NewFloat64Series(), } source.AddSubscriber(func(k types.KLine) { s.calculateAndPush(k.High.Float64(), k.Low.Float64(), k.Close.Float64()) }) return s } func (s *ATRStream) calculateAndPush(high, low, cls float64) { if s.previousClose == .0 { s.previousClose = cls return } trueRange := high - low hc := math.Abs(high - s.previousClose) lc := math.Abs(low - s.previousClose) if trueRange < hc { trueRange = hc } if trueRange < lc { trueRange = lc } s.previousClose = cls s.EmitUpdate(trueRange) }