可以在每次做多/做空交易时重新计算ATR值并将其用作追踪止损的距离。以下是一个示例代码：

import pandas as pd 

def compute_atr(df, n=14):
    """
    计算ATR值
    """
    df['H-L'] = abs(df['High'] - df['Low'])
    df['H-PC'] = abs(df['High'] - df['Close'].shift(1))
    df['L-PC'] = abs(df['Low'] - df['Close'].shift(1))
    df['TR'] = df[['H-L', 'H-PC', 'L-PC']].max(axis=1, skipna=False)
    df['ATR'] = df['TR'].rolling(n, min_periods=n).mean()
    df.drop(['H-L', 'H-PC', 'L-PC'], axis=1, inplace=True)
    return df

def atr_trailing_stop(signal, high, low, atr_period=14, atr_multiplier=3):
    """
    ATR追踪止损函数
    """
    df = pd.DataFrame({'Signal': signal, 'High': high, 'Low': low})
    df = compute_atr(df, atr_period)

    long_stop = []  # 存储做多止损价格的列表
    short_stop = []  # 存储做空止损价格的列表
    position = 0  # 初始化持仓状态为0

    for i in range(len(df)):
        if df['Signal'].iloc[i] == 1:  # 产生做多信号
            position = 1
            long_stop.append(df['Low'].iloc[i] - df['ATR'].iloc[i] * atr_multiplier)
            short_stop.append(None)
        elif df['Signal'].iloc[i] == -1:  # 产生做空信号
            position = -1
            long_stop.append(None)
            short_stop.append(df['High'].iloc[i] + df['ATR'].iloc