1 files changed, 64 insertions, 0 deletions
diff --git a/lib/gopalakrishnan_range_index.c b/lib/gopalakrishnan_range_index.c
new file mode 100644
index 0000000..80da0b4
--- /dev/null
+++ b/lib/gopalakrishnan_range_index.c
@@ -0,0 +1,64 @@
+// Gopalakrishnan Range Index
+//
+// gopalakrishnan_range_index
+//
+// Gopalakrishnan Range Index
+//
+// Measures price range relative to ATR
+//
+// Inputs:    4
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_gopalakrishnan_range_index_params_t;
+
+ts_parameter_t const ts_gopalakrishnan_range_index_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_gopalakrishnan_range_index_params_t) };
+
+uint_t ts_gopalakrishnan_range_index_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_gopalakrishnan_range_index_params_t *)c)->k : 0 );
+}
+
+int ts_gopalakrishnan_range_index(
+	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_gopalakrishnan_range_index_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_gopalakrishnan_range_index_params_t *)c)->k;
+  if (k == 0 || n <= k) return -1;
+
+	fp_t sum_abs = 0;
+	fp_t sum_range = 0;
+
+	for (uint_t j = 1; j <= k; ++j)
+	{
+		sum_abs += fabs( ts_c( x, j ) - ts_c( x, j - 1 ) );
+		sum_range += ts_h( x, j ) - ts_l( x, j );
+	}
+
+	y[0][k] = sum_range != 0 ? sum_abs / sum_range : 0;
+
+	for (uint_t i = k + 1; i < n; ++i)
+	{
+		uint_t dj = i - k;
+		sum_abs -= fabs( ts_c( x, dj ) - ts_c( x, dj - 1 ) );
+		sum_range -= ts_h( x, dj ) - ts_l( x, dj );
+		sum_abs += fabs( ts_c( x, i ) - ts_c( x, i - 1 ) );
+		sum_range += ts_h( x, i ) - ts_l( x, i );
+		y[0][i] = sum_range != 0 ? sum_abs / sum_range : 0;
+	}
+	return 0;
+}
+
+
+