// Elder Force Index // // elder_force_index - EFI // // EMA((Close - PrevClose) * Volume), volume-weighted price change // // Inputs: 5 (OHLCV) // Outputs: 1 (EFI) // Constants: 1 (period) #include #include "ts.h" typedef struct { uint_t k; } ts_elder_force_index_params_t; ts_parameter_t const ts_elder_force_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_elder_force_index_params_t) }; uint_t ts_elder_force_index_offset( ts_constant_t const *c ) { ( void )c; return ( 1 ); } int ts_elder_force_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_elder_force_index_p ); if ( !c ) return -1; uint_t k = ((ts_elder_force_index_params_t *)c)->k; if (k == 0 || n < k) return -1; fp_t a = 1.0 / k; fp_t fi = 0; if ( n > 1 ) fi = ( ts_c( x, 1 ) - ts_c( x, 0 ) ) * ts_v( x, 1 ); y[0][0] = fi; for( uint_t i = 1; i < n; ++i ) { fi = ( ts_c( x, i ) - ts_c( x, i - 1 ) ) * ts_v( x, i ); y[0][i] = y[0][i - 1] + a * ( fi - y[0][i - 1] ); } return 0; }