// Double Exponential Moving Average // // average_exponential_double - dema // // y[i] = // // Inputs: 1 // Outputs: 1 // Constants: 1 #include #include "ts.h" typedef struct { fp_t a; } ts_average_exponential_double_params_t; ts_parameter_t const ts_average_exponential_double_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_exponential_double_params_t) }; uint_t ts_average_exponential_double_offset( ts_constant_t const *c ) { ( void )c; return ( 0 ); } int ts_average_exponential_double( 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_average_exponential_double_p ); if ( !c ) return -1; TS_CHECK_INPUT(x, x_n, n); fp_t a = ((ts_average_exponential_double_params_t const *)c)->a; if (a == 0) return -1; fp_t ema1 = x[0][0]; fp_t ema2 = x[0][0]; y[0][0] = x[0][0]; for( uint_t i = 1; i < n; ++i ) { ema1 = ema1 + a * ( x[0][i] - ema1 ); ema2 = ema2 + a * ( ema1 - ema2 ); y[0][i] = 2 * ema1 - ema2; } return 0; }