dx.cc

/*
 * 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, 2019
 */


#include <new>

#include "../indicators.h"
#include "dx.h"


int ti_dx_start(TI_REAL const *options) {
    return (int)options[0]-1;
}


int ti_dx(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 *output = outputs[0];

    if (period < 1) return TI_INVALID_OPTION;
    if (size <= ti_dx_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;
    }


    {
        TI_REAL di_up = dmup;
        TI_REAL di_down = dmdown;
        TI_REAL dm_diff = fabs(di_up - di_down);
        TI_REAL dm_sum = di_up + di_down;
        TI_REAL dx = dm_diff / dm_sum * 100;
        if (dm_sum == 0) { dx = 0; }

        *output++ = dx;
    }


    for (i = period; i < size; ++i) {

        TI_REAL dp, dm;
        CALC_DIRECTION(dp, dm);


        dmup = dmup * per + dp;
        dmdown = dmdown * per + dm;


        TI_REAL di_up = dmup;
        TI_REAL di_down = dmdown;
        TI_REAL dm_diff = fabs(di_up - di_down);
        TI_REAL dm_sum = di_up + di_down;
        TI_REAL dx = dm_diff / dm_sum * 100;
        if (dm_sum == 0) { dx = 0; }

        *output++ = dx;
    }



    assert(output - outputs[0] == size - ti_dx_start(options));
    return TI_OKAY;
}