// Elder Ray Index // // elder_ray - ERI // // Bull Power: High - EMA(Close) // Bear Power: Low - EMA(Close) // // Inputs: 4 (OHLC) // Outputs: 2 (Bull Power, Bear Power) // Constants: 1 (EMA period) #include #include #include "ts.h" typedef struct { fp_t k; } ts_elder_ray_params_t; ts_parameter_t const ts_elder_ray_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_elder_ray_params_t) }; uint_t ts_elder_ray_offset( ts_constant_t const *c ) { ( void )c; return ( 0 ); } int ts_elder_ray( 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_ray_p ); if ( !c ) return -1; fp_t k = ((ts_elder_ray_params_t *)c)->k; if (k == 0 || n < k) return -1; fp_t a = 1.0 / k; fp_t *ema = calloc( n, sizeof( fp_t ) ); if( !ema ) return -1; ema[0] = ts_c( x, 0 ); for( uint_t i = 0; i < n; ++i ) { if( i > 0 ) { ema[i] = ema[i - 1] + a * ( ts_c( x, i ) - ema[i - 1] ); } y[0][i] = ts_h( x, i ) - ema[i]; y[1][i] = ts_l( x, i ) - ema[i]; } free( ema ); return 0; }