A library implementing basis blocks for coastline and overshoot trading as described in:
hff.go
Overshoot gives the market direction and extension for a given scale.
spectrum.go
Spectrum Overshoots for a range of scales
trader.go
TraderProcess holds the state of a trading agent. It is used to know current exposure of the agent and accumulated PL from history of increase and decrease of positions.
trader/coastline.go
CoastlineTrade is an agent for the Coastline trade. It uses Parameters (initialization params and current agent state) and TraderProcess to track exposure and PL.