// Disparity Index // // disparity_index - DI // // (Price - SMA) / SMA * 100, deviation from moving average // // Inputs: 1 // Outputs: 1 (DI %) // Constants: 1 (period) #include #include "ts.h" typedef struct { uint_t k; } ts_disparity_index_params_t; ts_parameter_t const ts_disparity_index_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_disparity_index_params_t) }; uint_t ts_disparity_index_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_disparity_index_params_t const *)c)->k > 0 ? ((ts_disparity_index_params_t const *)c)->k - 1 : 0 : 0 ); } int ts_disparity_index( 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_disparity_index_p ); if ( !c ) return -1; uint_t k = ((ts_disparity_index_params_t const *)c)->k; if (k == 0 || n < k) return -1; fp_t sum = 0; for ( uint_t i = 0; i < k; ++i ) { sum += x[0][i]; } fp_t sma = sum / ( fp_t )k; for ( uint_t i = k - 1; i < n; ++i ) { if ( i >= k ) { sma = sma + ( x[0][i] - x[0][i - k] ) / ( fp_t )k; } y[0][i] = sma != 0 ? ( x[0][i] - sma ) / sma * 100.0 : 0; } return 0; }