1 files changed, 26 insertions, 0 deletions
diff --git a/test/coppock_curve.c b/test/coppock_curve.c
new file mode 100644
index 0000000..48239e4
--- /dev/null
+++ b/test/coppock_curve.c
@@ -0,0 +1,26 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_coppock_curve( void )
+{
+	fp_t const x[] = { 100, 105, 98, 110, 102, 115, 108, 120, 106, 112, 118, 99, 113, 107, 121, 114, 109, 116, 103, 111, 119, 104, 117, 108, 122, 110, 115, 107, 121, 105 };
+
+	fp_t const * const inp[1] = { x };
+
+	/*
+	 * Coppock = expanding WMA(ROC(14) + ROC(11)), full WMA(10) from idx 9,
+	 * then rolling WMA(10).  ROC(k) = (x[i] - x[i-k]) / x[i-k] * 100.
+	 * WMA weights: most recent value gets highest weight.
+	 * Offset = 14, first output at index 14.
+	 */
+	fp_t const e[] = {
+	    31.00000000, 27.44537815, 23.27989457, 20.98845532, 17.79356430,
+	    15.48386172, 14.28049689, 12.48191637, 11.72007206, 10.86293252,
+	     6.25323376,  3.24940269,  2.78976008,  0.81656550,  3.89753260,
+	     4.22501503
+	};
+	fp_t const * const exp[1] = { e };
+
+	return ts_test(ts_coppock_curve, ts_coppock_curve_offset, inp, exp, 30, (ts_constant_t *)NULL, &ts_coppock_curve_p);
+}