1 files changed, 45 insertions, 0 deletions
diff --git a/lib/true_range.c b/lib/true_range.c
new file mode 100644
index 0000000..ff1740e
--- /dev/null
+++ b/lib/true_range.c
@@ -0,0 +1,45 @@
+// True Range
+//
+// true_range
+//
+// True Range
+//
+// 
+//
+// Inputs:    4
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+
+
+ts_parameter_t const ts_true_range_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(uint_t) };
+
+
+uint_t ts_true_range_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_true_range(
+	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_true_range_p );
+	(void)c;
+	if (n > 0) y[0][0] = 0;
+	for( uint_t i = 1; i < n; ++i )
+	{
+		y[0][i] = fmax( ( ts_h( x, i ) - ts_l( x, i ) ),
+		                fmax( fabs( ts_h( x, i ) - ts_c( x, i - 1 ) ),
+						      fabs( ts_l( x, i ) - ts_c( x, i - 1 ) ) ) );
+	}
+	return 0;
+}
+