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Luis Barrancos
4865399770
Add an optional "tvmode" parameter that controls the behaviour of the Chande-Kroll volatility stop. The default, True, retains the used behaviour, compatibility with Trading View. When False however, the moving average mode used is now a simple moving average instead of the Welles Wilder moving average and the periods used are different as well, (10/1/9 vs 10/3/20). Update the unit tests to account for the optional parameter, though sadly we have no TA-lib implementation to compare with, and the Japanese Yen Futures 09/93 contract used in figure 7.4 page 95 of the book, has no freely available OHLC data i could find.