text: Title: Unexpected results on Chande-Kroll stop indicator
  Body: Hi. I couldn't find a mailing list to ask this directly.
  
  According to the book *"The New Technical Trader"* by Chande & Kroll (1st ed, Wiley, ISBN 9780471597803), on page 95, the CK **long** stop is calculated by computing a 10 day simple moving average of the ATR, which they name *ATR_10*, to which we subtract 3*ATR_10 from highest high of the last 10 days. This quantity will be the preliminary long stop. The final long stop will be the highest value of the preliminary long stop over a 20 day period.
  
  There seem to be some discrepancies however. According to the book then, the p value is 10, x = 3, q = 20, and the MA mode is a simple moving average.
  However https://github.com/twopirllc/pandas-ta/blob/a31489af18f8a23f36a1831d1f3c5bbd37a930c9/pandas_ta/trend/cksp.py#L19 has the ATR call without specifying a MA mode, which defaults to the Wilder moving average. This and the 1st step only would be similar to the Donchian channels if i'm not mistaken. The defaults aren't matching the defaults from the book either at https://github.com/twopirllc/pandas-ta/blob/a31489af18f8a23f36a1831d1f3c5bbd37a930c9/pandas_ta/trend/cksp.py#L13
  The implementation sketch from the reference at https://github.com/twopirllc/pandas-ta/blob/a31489af18f8a23f36a1831d1f3c5bbd37a930c9/pandas_ta/trend/cksp.py#L63 , namely [here](https://www.multicharts.com/discussion/viewtopic.php?t=48914)
  seems to be in conflict with the idea expressed in the book as well:
  
  > first high stop = HIGHEST[p](high) - x * Average True Range[p]
  > first low stop = LOWEST[p](high) + x * Average True Range[p]
  > stop short = HIGHEST[q](first high stop)
  > top long = LOWEST[q](first low stop)
  
  here the short and long stop seem swapped.
  Which exact implementation is provided in Pandas-TA? Is Pandas-TA trying to follow the behavior of another application or service (i.e, tradingview), hence the different defaults and behaviour?
  Thank you.
   