Here is an example of calculation of Average True Range indicator using GO lang.
It reads input data from the file specified in the first command line parameter. The file has to be in CSV format. Historical data from Yahoo! Finance can be used for testing purposes. By default output is printed to STDOUT which may be redirected to a file:
go run ./cmd/main.go AAPL.csv > AAPL+ATR.csv
Output contains data in CSV format similar to input plus additional column with calculated ATR indicator.
- Computational complexity: linear
- Memory complexity: const
For verification of the calculated indicator there is a Tableau book.
