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24 lines
453 B
Go
24 lines
453 B
Go
package indicatorv2
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import "github.com/c9s/bbgo/pkg/types"
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type ATRPStream struct {
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*types.Float64Series
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}
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func ATRP2(source KLineSubscription, window int) *ATRPStream {
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s := &ATRPStream{
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Float64Series: types.NewFloat64Series(),
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}
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tr := TR2(source)
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atr := RMA2(tr, window, true)
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atr.OnUpdate(func(x float64) {
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// x is the last rma
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k := source.Last(0)
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cloze := k.Close.Float64()
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atrp := x / cloze
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s.PushAndEmit(atrp)
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})
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return s
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}
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