// Ease of Movement // // ease_of_movement - EOM // // SMA of (midpoint change) / (volume / range), volume-based momentum // // Inputs: 5 (OHLCV) // Outputs: 1 (EOM) // Constants: 1 (period) #include #include "ts.h" typedef struct { uint_t k; } ts_ease_of_movement_params_t; ts_parameter_t const ts_ease_of_movement_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_ease_of_movement_params_t) }; uint_t ts_ease_of_movement_offset( ts_constant_t const *c ) { ( void )c; return ( 3 ); } int ts_ease_of_movement( 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_ease_of_movement_p ); if ( !c ) return -1; uint_t k = ((ts_ease_of_movement_params_t *)c)->k; if (k == 0 || n <= k) return -1; fp_t *eom = calloc( n, sizeof( fp_t ) ); if( !eom ) return -1; for( uint_t i = 1; i < n; ++i ) { fp_t hl = ts_h( x, i ) - ts_l( x, i ); if( hl == 0 ) continue; fp_t br = ts_v( x, i ) / hl; if( br == 0 ) continue; fp_t cur_mid = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0; fp_t prev_mid = ( ts_h( x, i - 1 ) + ts_l( x, i - 1 ) ) / 2.0; eom[i] = ( cur_mid - prev_mid ) / br; } { for (uint_t i = 0; i < k; ++i) y[0][i] = 0; fp_t sum = 0; for( uint_t i = 1; i <= k; ++i ) { sum += eom[i]; } y[0][k] = sum / (fp_t)k; for( uint_t i = k + 1; i < n; ++i ) { sum = sum - eom[i - k] + eom[i]; y[0][i] = sum / (fp_t)k; } } free( eom ); return 0; }