// Plus Directional Indicator // // di_plus - DI+ // // 100 * EMA(+DM) / (EMA(+DM) + EMA(-DM)), measures upward pressure // // Inputs: 4 (OHLC) // Outputs: 1 (DI+) // Constants: 1 (period) #include #include #include "ts.h" typedef struct { uint_t k; } ts_di_plus_params_t; ts_parameter_t const ts_di_plus_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_di_plus_params_t) }; uint_t ts_di_plus_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_di_plus_params_t *)c)->k : 0 ); } int ts_di_plus( 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_di_plus_p ); if ( !c ) return -1; uint_t k = ((ts_di_plus_params_t *)c)->k; if (k == 0 || n < 2) return -1; fp_t *ema_plus = calloc( n, sizeof( fp_t ) ); fp_t *ema_minus = calloc( n, sizeof( fp_t ) ); if( !ema_plus || !ema_minus ) { free( ema_plus ); free( ema_minus ); return -1; } for( uint_t i = 1; i < n; ++i ) { fp_t hdmd = ts_h( x, i ) - ts_h( x, i - 1 ); fp_t ldml = ts_l( x, i - 1 ) - ts_l( x, i ); fp_t plus_dm = hdmd > ldml && hdmd > 0 ? hdmd : 0; fp_t minus_dm = ldml > hdmd && ldml > 0 ? ldml : 0; ema_plus[i] = i == 1 ? plus_dm : ema_plus[i - 1] + ( 1.0 / k ) * ( plus_dm - ema_plus[i - 1] ); ema_minus[i] = i == 1 ? minus_dm : ema_minus[i - 1] + ( 1.0 / k ) * ( minus_dm - ema_minus[i - 1] ); } for (uint_t j = 0; j < n && j < k; ++j) y[0][j] = 0; for( uint_t i = k; i < n; ++i ) { fp_t denom = ema_plus[i] + ema_minus[i]; y[0][i] = denom != 0 ? 100.0 * ema_plus[i] / denom : 0; } free( ema_plus ); free( ema_minus ); return 0; }