// Nvi // // nvi // // Negative Volume Index // // Accumulates price change on declining volume // // Inputs: 5 // Outputs: 1 // Constants: 0 #include "ts.h" ts_parameter_t const ts_nvi_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; uint_t ts_nvi_offset( ts_constant_t const *c ) { ( void )c; return ( 0 ); } int ts_nvi( 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_nvi_p ); (void)c; if (n == 0) return -1; fp_t nvi = 1000; y[0][0] = nvi; for( uint_t i = 1; i < n; ++i ) { if( x[4][i] < x[4][i - 1] && x[3][i - 1] != 0 ) { fp_t r = ( x[3][i] - x[3][i - 1] ) / x[3][i - 1]; nvi = nvi * ( 1 + r ); } y[0][i] = nvi; } return 0; }