1 files changed, 53 insertions, 0 deletions
diff --git a/lib/asi.c b/lib/asi.c
new file mode 100644
index 0000000..ac4225b
--- /dev/null
+++ b/lib/asi.c
@@ -0,0 +1,53 @@
+// Accumulation Swing Index
+//
+// asi - ASI
+//
+// Cumulative swing indicator using OHLC data to measure buying/selling pressure
+//
+// Inputs:    4 (OHLC)
+// Outputs:   1 (ASI)
+// Constants: 0
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_asi_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_asi_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_asi(
+	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_asi_p );
+	(void)c;
+    if( n == 0 ) return -1;
+
+    y[0][0] = 0;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        fp_t term1 = ts_c( x, i ) - ts_c( x, i - 1 );
+        fp_t term2 = 0.5 * ( ts_o( x, i ) - ts_o( x, i - 1 ) );
+        fp_t term3 = 0.25 * ( ts_c( x, i ) - ts_o( x, i ) + ts_o( x, i - 1 ) - ts_c( x, i - 1 ) );
+        fp_t denom = fmax( ts_h( x, i ) - ts_l( x, i - 1 ),
+                           fmax( ts_h( x, i - 1 ) - ts_l( x, i ),
+                                 ts_h( x, i - 1 ) - ts_l( x, i - 1 ) ) );
+        fp_t component2 = denom != 0 ? ( term1 - term2 + term3 ) / denom * ( ts_h( x, i ) - ts_l( x, i ) ) : 0;
+        fp_t half_denom = 0.5 * denom;
+        fp_t component3 = half_denom != 0 ? ( term1 - term2 + term3 ) / half_denom * 0.5 : 0;
+
+        y[0][i] = y[0][i - 1] + component2 + component3;
+    }
+
+	return 0;
+}
+
+