// Mesa Sine Wave // // mesa_sine_wave // // Mesa Sine Wave // // Adaptive sine wave following price trends // // Inputs: 1 // Outputs: 2 // Constants: 1 #include #include #include "ts.h" typedef struct { uint_t k; } ts_mesa_sine_wave_params_t; ts_parameter_t const ts_mesa_sine_wave_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_mesa_sine_wave_params_t) }; uint_t ts_mesa_sine_wave_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_mesa_sine_wave_params_t const *)c)->k : 0 ); } int ts_mesa_sine_wave( 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_mesa_sine_wave_p ); if ( !c ) return -1; uint_t k = ((ts_mesa_sine_wave_params_t const *)c)->k; if (k < 2 || n < k) return -1; fp_t *sma = calloc( n, sizeof( fp_t ) ); if ( !sma ) return -1; for ( uint_t i = 0; i < n; ++i ) { if ( i < k - 1 ) { fp_t sum = 0; for ( uint_t j = 0; j <= i; ++j ) sum += x[0][j]; sma[i] = sum / (fp_t)( i + 1 ); } else { fp_t sum = 0; for ( uint_t j = i - k + 1; j <= i; ++j ) sum += x[0][j]; sma[i] = sum / (fp_t)k; } } fp_t ema_roc = 0; uint_t ema_period = 5; fp_t ema_a = 2.0 / ( (fp_t)ema_period + 1 ); fp_t phase = 0; int_t first = 1; for ( uint_t j = 0; j < n && j < k; ++j ) { y[0][j] = 0; y[1][j] = 0; } for ( uint_t i = k; i < n; ++i ) { fp_t roc = sma[i] - sma[i - 2]; if ( first ) { ema_roc = roc; first = 0; } else { ema_roc = ema_roc + ema_a * ( roc - ema_roc ); } fp_t smoothed = ema_roc; if ( smoothed > 1.0 ) smoothed = 1.0; if ( smoothed < 0.01 ) smoothed = 0.01; fp_t wperiod = 2 * PI / smoothed; if ( wperiod < 5 ) wperiod = 5; if ( wperiod > 12 ) wperiod = 12; if ( smoothed >= 1.0 ) { phase = 0; } else if ( smoothed <= 0.01 ) { phase = 2 * PI; } else { phase += 2 * PI / wperiod; } while ( phase > 2 * PI ) phase -= 2 * PI; y[0][i] = cos( phase ); y[1][i] = cos( phase + PI / 2 ); } free( sma ); return 0; }