// 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 #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; }