@pond-ts/financial API Reference
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    Interface AtrTrailingStopOptions<S, Prefix>

    interface AtrTrailingStopOptions<S extends SeriesSchema, Prefix extends string> {
        close?: NumericColumnNameForSchema<S>;
        high?: NumericColumnNameForSchema<S>;
        low?: NumericColumnNameForSchema<S>;
        multiplier?: number;
        period?: number;
        prefix?: Prefix;
    }

    Type Parameters

    • S extends SeriesSchema
    • Prefix extends string
    Index

    Properties

    close? high? low? multiplier? period? prefix?

    Properties

    close?: NumericColumnNameForSchema<S>

    Close column — both the ATR's and the stop's anchor. Default 'close'.

    high?: NumericColumnNameForSchema<S>

    High column. Default 'high'.

    low?: NumericColumnNameForSchema<S>

    Low column. Default 'low'.

    multiplier?: number

    Stop distance in ATRs. Default 3.

    period?: number

    ATR look-back in bars. Default 14.

    prefix?: Prefix

    Column-family prefix — appends ${prefix} (the stop) and ${prefix}Trend (+1 long / −1 short). Default 'ats'.

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