1 files changed, 23 insertions, 0 deletions
diff --git a/test/keltner_channel.c b/test/keltner_channel.c
new file mode 100644
index 0000000..e5ad7a8
--- /dev/null
+++ b/test/keltner_channel.c
@@ -0,0 +1,23 @@
+#include <math.h>
+#include <stddef.h>
+#include "ts.h"
+
+bool ts_test_keltner_channel( void )
+{
+    fp_t const o[] = { 10, 11, 12, 13, 14, 15, 16, 17, 18, 19 };
+    fp_t const h[] = { 12, 13, 14, 15, 16, 17, 18, 19, 20, 21 };
+    fp_t const l[] = { 9, 10, 11, 12, 13, 14, 15, 16, 17, 18 };
+    fp_t const c[] = { 11, 12, 13, 14, 15, 16, 17, 18, 19, 20 };
+
+    fp_t const * const x[] = { o, h, l, c };
+
+    /* k=3, TP = (H+L+C)/3, EMA(3) of TP (alpha=2/(k+1)), ATR = Wilder's smoothing */
+    /* EMA alpha = 2/4 = 0.5, ATR uses Wilder's: (prev*(k-1) + TR) / k */
+    fp_t const em[] = { 12.79166667, 13.72916667, 14.69791667, 15.68229167, 16.67447917, 17.67057292, 18.66861979 };
+    fp_t const eu[] = { 18.79166667, 19.72916667, 20.69791667, 21.68229167, 22.67447917, 23.67057292, 24.66861979 };
+    fp_t const el[] = { 6.79166667, 7.72916667, 8.69791667, 9.68229167, 10.67447917, 11.67057292, 12.66861979 };
+    fp_t const * const exp[3] = { em, eu, el };
+
+    uint_t k = 3;
+    return ts_test(ts_keltner_channel, ts_keltner_channel_offset, x, exp, sizeof( o ) / sizeof( *o ), (ts_constant_t *)&k, &ts_keltner_channel_p);
+}