// Donchian Width // // donchian_width - DW // // Highest high - lowest low over k periods // // Inputs: 5 (OHLCV) // Outputs: 1 (Width) // Constants: 1 (period) #include #include "ts.h" typedef struct { uint_t k; } ts_donchian_width_params_t; ts_parameter_t const ts_donchian_width_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_donchian_width_params_t) }; uint_t ts_donchian_width_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_donchian_width_params_t *)c)->k > 0 ? ((ts_donchian_width_params_t *)c)->k - 1 : 0 : 0 ); } int ts_donchian_width( 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_donchian_width_p ); if ( !c ) return -1; uint_t k = ((ts_donchian_width_params_t *)c)->k; if (k == 0 || n < k) return -1; for ( uint_t i = k - 1; i < n; ++i ) { fp_t upper = ts_h( x, i - k + 1 ); fp_t lower = ts_l( x, i - k + 1 ); for ( uint_t j = i - k + 1; j <= i; ++j ) { if ( ts_h( x, j ) > upper ) upper = ts_h( x, j ); if ( ts_l( x, j ) < lower ) lower = ts_l( x, j ); } y[0][i] = upper - lower; } return 0; }