sentio/indicator/art_trailing_stop_loss.go

package indicator

import (
	"git.beejay.kim/Gshopper/sentio/talib"
)

func AtrTrailingStopLoss(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int, multiplier float64, hhv int) []float64 {
	atr := talib.Atr(inHigh, inLow, inClose, inTimePeriod)
	sl := make([]float64, len(atr))
	for i := range atr {
		sl[i] = inClose[i] - multiplier*atr[i]
	}

	if hhv > 1 {
		sl = talib.Max(sl, hhv)
	}

	return sl
}