1 files changed, 48 insertions, 0 deletions
diff --git a/lib/ad.c b/lib/ad.c
new file mode 100644
index 0000000..fd0e40e
--- /dev/null
+++ b/lib/ad.c
@@ -0,0 +1,48 @@
+// Accumulation/Distribution Line
+//
+// ad - A/D
+//
+// Cumulative money flow: MF = ((C-L) - (H-C)) / (H-L) * V, AD = SUM(MF)
+//
+// Inputs:    5 (OHLCV)
+// Outputs:   1 (AD Line)
+// Constants: 0
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_ad_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_ad_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_ad(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_ad_p );
+	(void)c;
+    if( n == 0 ) return -1;
+
+    fp_t hl0 = ts_h( x, 0 ) - ts_l( x, 0 );
+    y[0][0] = hl0 != 0
+              ? ( ( ts_c( x, 0 ) - ts_l( x, 0 ) ) - ( ts_h( x, 0 ) - ts_c( x, 0 ) ) ) / hl0 * ts_v( x, 0 )
+              : 0;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        fp_t hl = ts_h( x, i ) - ts_l( x, i );
+        fp_t mf = hl != 0
+                  ? ( ( ts_c( x, i ) - ts_l( x, i ) ) - ( ts_h( x, i ) - ts_c( x, i ) ) ) / hl * ts_v( x, i )
+                  : 0;
+        y[0][i] = y[0][i - 1] + mf;
+    }
+
+	return 0;
+}
+