-
Notifications
You must be signed in to change notification settings - Fork 11
/
dm.cc
64 lines (42 loc) · 1.37 KB
/
dm.cc
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
/*
* 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 "../indicators.h"
#include "dx.h"
int ti_dm_start(TI_REAL const *options) {
return (int)options[0]-1;
}
int ti_dm(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 int period = (int)options[0];
TI_REAL *plus_dm = outputs[0];
TI_REAL *minus_dm = outputs[1];
if (period < 1) return TI_INVALID_OPTION;
if (size <= ti_dm_start(options)) return TI_OKAY;
const TI_REAL per = ((TI_REAL)period-1) / ((TI_REAL)period);
TI_REAL dmup = 0;
TI_REAL dmdown = 0;
int i;
for (i = 1; i < period; ++i) {
TI_REAL dp, dm;
CALC_DIRECTION(dp, dm);
dmup += dp;
dmdown += dm;
}
*plus_dm++ = dmup;
*minus_dm++ = dmdown;
for (i = period; i < size; ++i) {
TI_REAL dp, dm;
CALC_DIRECTION(dp, dm);
dmup = dmup * per + dp;
dmdown = dmdown * per + dm;
*plus_dm++ = dmup;
*minus_dm++ = dmdown;
}
assert(plus_dm - outputs[0] == size - ti_dm_start(options));
assert(minus_dm - outputs[1] == size - ti_dm_start(options));
return TI_OKAY;
}