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di.cc
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di.cc
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/*
* This file is part of tindicators, licensed under GNU LGPL v3.
* Author: Ilya Pikulin <ilya.pikulin@gmail.com>, 2019, 2021
* Author: Lewis Van Winkle <lv@codeplea.com>, 2016-2017
*/
#include <new>
#include "../indicators.h"
#include "dx.h"
int ti_di_start(TI_REAL const *options) {
return (int)options[0]-1;
}
int ti_di(int size, TI_REAL const *const *inputs, TI_REAL const *options, TI_REAL *const *outputs) {
const TI_REAL *high = inputs[0];
const TI_REAL *low = inputs[1];
const TI_REAL *close = inputs[2];
const int period = (int)options[0];
TI_REAL *plus_di = outputs[0];
TI_REAL *minus_di = outputs[1];
if (period < 1) return TI_INVALID_OPTION;
if (size <= ti_di_start(options)) return TI_OKAY;
const TI_REAL per = ((TI_REAL)period-1) / ((TI_REAL)period);
TI_REAL atr = 0;
TI_REAL dmup = 0;
TI_REAL dmdown = 0;
int i;
for (i = 1; i < period && i < size; ++i) {
TI_REAL truerange;
CALC_TRUERANGE();
atr += truerange;
TI_REAL dp, dm;
CALC_DIRECTION(dp, dm);
dmup += dp;
dmdown += dm;
}
if (i == period) {
*plus_di++ = dmup ? 100.0 * dmup / atr : 0;
*minus_di++ = dmdown ? 100.0 * dmdown / atr : 0;
}
for (i = period; i < size; ++i) {
TI_REAL truerange;
CALC_TRUERANGE();
atr = atr * per + truerange;
TI_REAL dp, dm;
CALC_DIRECTION(dp, dm);
dmup = dmup * per + dp;
dmdown = dmdown * per + dm;
*plus_di++ = dmup ? 100.0 * dmup / atr : 0;
*minus_di++ = dmdown ? 100.0 * dmdown / atr : 0;
}
assert(plus_di - outputs[0] == size - ti_di_start(options));
assert(minus_di - outputs[1] == size - ti_di_start(options));
return TI_OKAY;
}