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ta_RSI.c
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ta_RSI.c
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/* TA-LIB Copyright (c) 1999-2008, Mario Fortier
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or
* without modification, are permitted provided that the following
* conditions are met:
*
* - Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* - Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* - Neither name of author nor the names of its contributors
* may be used to endorse or promote products derived from this
* software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
* REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
* OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
* WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
* OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
* EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/* List of contributors:
*
* Initial Name/description
* -------------------------------------------------------------------
* MF Mario Fortier
*
*
* Change history:
*
* MMDDYY BY Description
* -------------------------------------------------------------------
* 112400 MF Template creation.
* 052603 MF Adapt code to compile with .NET Managed C++
* 062804 MF Resolve div by zero bug on limit case.
*/
/**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
/* All code within this section is automatically
* generated by gen_code. Any modification will be lost
* next time gen_code is run.
*/
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ #include "TA-Lib-Core.h"
/* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
/* Generated */ namespace TicTacTec { namespace TA { namespace Library {
/* Generated */ #elif defined( _JAVA )
/* Generated */ #include "ta_defs.h"
/* Generated */ #include "ta_java_defs.h"
/* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
/* Generated */ #else
/* Generated */ #include <string.h>
/* Generated */ #include <math.h>
/* Generated */ #include "ta_func.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #ifndef TA_UTILITY_H
/* Generated */ #include "ta_utility.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #ifndef TA_MEMORY_H
/* Generated */ #include "ta_memory.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #define TA_PREFIX(x) TA_##x
/* Generated */ #define INPUT_TYPE double
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ int Core::RsiLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int rsiLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_RSI_Lookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
int retValue;
/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ /* min/max are checked for optInTimePeriod. */
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* insert lookback code here. */
retValue = optInTimePeriod + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_RSI,Rsi);
if( TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_METASTOCK,Metastock) )
retValue--;
return retValue;
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_RSI - Relative Strength Index
*
* Input = double
* Output = double
*
* Optional Parameters
* -------------------
* optInTimePeriod:(From 2 to 100000)
* Number of period
*
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Rsi( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Rsi( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode rsi( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #else
/* Generated */ TA_LIB_API TA_RetCode TA_RSI( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
int outIdx;
int today, lookbackTotal, unstablePeriod, i;
double prevGain, prevLoss, prevValue, savePrevValue;
double tempValue1, tempValue2;
#if defined( USE_SINGLE_PRECISION_INPUT )
ARRAY_MEMMOVEMIX_VAR;
#endif
/**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */
/* Generated */ /* Validate the requested output range. */
/* Generated */ if( startIdx < 0 )
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif /* !defined(_JAVA)*/
/* Generated */ /* min/max are checked for optInTimePeriod. */
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outReal )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_JAVA) */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/* Generated */
/**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Insert TA function code here. */
/* The following algorithm is base on the original
* work from Wilder's and shall represent the
* original idea behind the classic RSI.
*
* Metastock is starting the calculation one price
* bar earlier. To make this possible, they assume
* that the very first bar will be identical to the
* previous one (no gain or loss).
*/
/* If changing this function, please check also CMO
* which is mostly identical (just different in one step
* of calculation).
*/
VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Adjust startIdx to account for the lookback period. */
lookbackTotal = LOOKBACK_CALL(RSI)( optInTimePeriod );
if( startIdx < lookbackTotal )
startIdx = lookbackTotal;
/* Make sure there is still something to evaluate. */
if( startIdx > endIdx )
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
outIdx = 0; /* Index into the output. */
/* Trap special case where the period is '1'.
* In that case, just copy the input into the
* output for the requested range (as-is !)
*/
if( optInTimePeriod == 1 )
{
VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
i = (endIdx-startIdx)+1;
VALUE_HANDLE_DEREF(outNBElement) = i;
#if defined( USE_SINGLE_PRECISION_INPUT )
ARRAY_MEMMOVEMIX( outReal, 0, inReal, startIdx, i );
#else
ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, i );
#endif
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/* Accumulate Wilder's "Average Gain" and "Average Loss"
* among the initial period.
*/
today = startIdx-lookbackTotal;
prevValue = inReal[today];
unstablePeriod = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_RSI,Rsi);
/* If there is no unstable period,
* calculate the 'additional' initial
* price bar who is particuliar to
* metastock.
* If there is an unstable period,
* no need to calculate since this
* first value will be surely skip.
*/
if( (unstablePeriod == 0) &&
(TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_METASTOCK,Metastock)))
{
/* Preserve prevValue because it may get
* overwritten by the output.
*(because output ptr could be the same as input ptr).
*/
savePrevValue = prevValue;
/* No unstable period, so must calculate first output
* particular to Metastock.
* (Metastock re-use the first price bar, so there
* is no loss/gain at first. Beats me why they
* are doing all this).
*/
prevGain = 0.0;
prevLoss = 0.0;
for( i=optInTimePeriod; i > 0; i-- )
{
tempValue1 = inReal[today++];
tempValue2 = tempValue1 - prevValue;
prevValue = tempValue1;
if( tempValue2 < 0 )
prevLoss -= tempValue2;
else
prevGain += tempValue2;
}
tempValue1 = prevLoss/optInTimePeriod;
tempValue2 = prevGain/optInTimePeriod;
/* Write the output. */
tempValue1 = tempValue2+tempValue1;
if( !TA_IS_ZERO(tempValue1) )
outReal[outIdx++] = 100*(tempValue2/tempValue1);
else
outReal[outIdx++] = 0.0;
/* Are we done? */
if( today > endIdx )
{
VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
VALUE_HANDLE_DEREF(outNBElement) = outIdx;
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/* Start over for the next price bar. */
today -= optInTimePeriod;
prevValue = savePrevValue;
}
/* Remaining of the processing is identical
* for both Classic calculation and Metastock.
*/
prevGain = 0.0;
prevLoss = 0.0;
today++;
for( i=optInTimePeriod; i > 0; i-- )
{
tempValue1 = inReal[today++];
tempValue2 = tempValue1 - prevValue;
prevValue = tempValue1;
if( tempValue2 < 0 )
prevLoss -= tempValue2;
else
prevGain += tempValue2;
}
/* Subsequent prevLoss and prevGain are smoothed
* using the previous values (Wilder's approach).
* 1) Multiply the previous by 'period-1'.
* 2) Add today value.
* 3) Divide by 'period'.
*/
prevLoss /= optInTimePeriod;
prevGain /= optInTimePeriod;
/* Often documentation present the RSI calculation as follow:
* RSI = 100 - (100 / 1 + (prevGain/prevLoss))
*
* The following is equivalent:
* RSI = 100 * (prevGain/(prevGain+prevLoss))
*
* The second equation is used here for speed optimization.
*/
if( today > startIdx )
{
tempValue1 = prevGain+prevLoss;
if( !TA_IS_ZERO(tempValue1) )
outReal[outIdx++] = 100.0*(prevGain/tempValue1);
else
outReal[outIdx++] = 0.0;
}
else
{
/* Skip the unstable period. Do the processing
* but do not write it in the output.
*/
while( today < startIdx )
{
tempValue1 = inReal[today];
tempValue2 = tempValue1 - prevValue;
prevValue = tempValue1;
prevLoss *= (optInTimePeriod-1);
prevGain *= (optInTimePeriod-1);
if( tempValue2 < 0 )
prevLoss -= tempValue2;
else
prevGain += tempValue2;
prevLoss /= optInTimePeriod;
prevGain /= optInTimePeriod;
today++;
}
}
/* Unstable period skipped... now continue
* processing if needed.
*/
while( today <= endIdx )
{
tempValue1 = inReal[today++];
tempValue2 = tempValue1 - prevValue;
prevValue = tempValue1;
prevLoss *= (optInTimePeriod-1);
prevGain *= (optInTimePeriod-1);
if( tempValue2 < 0 )
prevLoss -= tempValue2;
else
prevGain += tempValue2;
prevLoss /= optInTimePeriod;
prevGain /= optInTimePeriod;
tempValue1 = prevGain+prevLoss;
if( !TA_IS_ZERO(tempValue1) )
outReal[outIdx++] = 100.0*(prevGain/tempValue1);
else
outReal[outIdx++] = 0.0;
}
VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
VALUE_HANDLE_DEREF(outNBElement) = outIdx;
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #define USE_SINGLE_PRECISION_INPUT
/* Generated */ #undef TA_LIB_PRO
/* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
/* Generated */ #undef TA_PREFIX
/* Generated */ #define TA_PREFIX(x) TA_S_##x
/* Generated */ #endif
/* Generated */ #undef INPUT_TYPE
/* Generated */ #define INPUT_TYPE float
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Rsi( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Rsi( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode rsi( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_RSI( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ int outIdx;
/* Generated */ int today, lookbackTotal, unstablePeriod, i;
/* Generated */ double prevGain, prevLoss, prevValue, savePrevValue;
/* Generated */ double tempValue1, tempValue2;
/* Generated */ #if defined( USE_SINGLE_PRECISION_INPUT )
/* Generated */ ARRAY_MEMMOVEMIX_VAR;
/* Generated */ #endif
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ if( startIdx < 0 )
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outReal )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ lookbackTotal = LOOKBACK_CALL(RSI)( optInTimePeriod );
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ outIdx = 0;
/* Generated */ if( optInTimePeriod == 1 )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */ i = (endIdx-startIdx)+1;
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = i;
/* Generated */ #if defined( USE_SINGLE_PRECISION_INPUT )
/* Generated */ ARRAY_MEMMOVEMIX( outReal, 0, inReal, startIdx, i );
/* Generated */ #else
/* Generated */ ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, i );
/* Generated */ #endif
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ today = startIdx-lookbackTotal;
/* Generated */ prevValue = inReal[today];
/* Generated */ unstablePeriod = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_RSI,Rsi);
/* Generated */ if( (unstablePeriod == 0) &&
/* Generated */ (TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_METASTOCK,Metastock)))
/* Generated */ {
/* Generated */ savePrevValue = prevValue;
/* Generated */ prevGain = 0.0;
/* Generated */ prevLoss = 0.0;
/* Generated */ for( i=optInTimePeriod; i > 0; i-- )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ }
/* Generated */ tempValue1 = prevLoss/optInTimePeriod;
/* Generated */ tempValue2 = prevGain/optInTimePeriod;
/* Generated */ tempValue1 = tempValue2+tempValue1;
/* Generated */ if( !TA_IS_ZERO(tempValue1) )
/* Generated */ outReal[outIdx++] = 100*(tempValue2/tempValue1);
/* Generated */ else
/* Generated */ outReal[outIdx++] = 0.0;
/* Generated */ if( today > endIdx )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ today -= optInTimePeriod;
/* Generated */ prevValue = savePrevValue;
/* Generated */ }
/* Generated */ prevGain = 0.0;
/* Generated */ prevLoss = 0.0;
/* Generated */ today++;
/* Generated */ for( i=optInTimePeriod; i > 0; i-- )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ }
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ if( today > startIdx )
/* Generated */ {
/* Generated */ tempValue1 = prevGain+prevLoss;
/* Generated */ if( !TA_IS_ZERO(tempValue1) )
/* Generated */ outReal[outIdx++] = 100.0*(prevGain/tempValue1);
/* Generated */ else
/* Generated */ outReal[outIdx++] = 0.0;
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ while( today < startIdx )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ prevLoss *= (optInTimePeriod-1);
/* Generated */ prevGain *= (optInTimePeriod-1);
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ today++;
/* Generated */ }
/* Generated */ }
/* Generated */ while( today <= endIdx )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ prevLoss *= (optInTimePeriod-1);
/* Generated */ prevGain *= (optInTimePeriod-1);
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ tempValue1 = prevGain+prevLoss;
/* Generated */ if( !TA_IS_ZERO(tempValue1) )
/* Generated */ outReal[outIdx++] = 100.0*(prevGain/tempValue1);
/* Generated */ else
/* Generated */ outReal[outIdx++] = 0.0;
/* Generated */ }
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/