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// Acceleration Bands
//
// acceleration_bands - acc_bands
//
// Upper: SMA of highest high over period k
// Middle: SMA of typical price over period k
// Lower: SMA of lowest low over period k
//
// Inputs: 4 (OHLCV)
// Outputs: 3 (Upper, Middle, Lower)
// Constants: 1 (period)
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_acceleration_bands_params_t;
ts_parameter_t const ts_acceleration_bands_p = { .n_inputs = 4, .n_outputs = 3, .n_constants = 1, .params_size = sizeof(ts_acceleration_bands_params_t) };
uint_t ts_acceleration_bands_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_acceleration_bands_params_t *)c)->k - 1 : 0 );
}
int ts_acceleration_bands(
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_acceleration_bands_p );
if ( !c ) return -1;
uint_t k = ((ts_acceleration_bands_params_t *)c)->k;
if (k == 0 || n < k) return -1;
fp_t *hh_r = malloc( n * sizeof( fp_t ) );
fp_t *ll_r = malloc( n * sizeof( fp_t ) );
fp_t *tp = malloc( n * sizeof( fp_t ) );
if ( !hh_r || !ll_r || !tp ) {
free( hh_r ); free( ll_r ); free( tp );
return -1;
}
for ( uint_t i = 0; i < n; ++i )
{
tp[i] = ( ts_h( x, i ) + ts_l( x, i ) + ts_c( x, i ) ) / 3.0;
fp_t hh = ts_h( x, i );
fp_t ll = ts_l( x, i );
for ( uint_t j = 1; j < k && i >= j; ++j )
{
if ( ts_h( x, i - j ) > hh ) hh = ts_h( x, i - j );
if ( ts_l( x, i - j ) < ll ) ll = ts_l( x, i - j );
}
hh_r[i] = hh;
ll_r[i] = ll;
}
for ( uint_t j = 0; j < n && j < k - 1; ++j ) { y[0][j] = 0; y[1][j] = 0; y[2][j] = 0; }
for ( uint_t i = k - 1; i < n; ++i )
{
fp_t sum_hh = 0, sum_ll = 0, sum_tp = 0;
for ( uint_t j = 0; j < k; ++j )
{
sum_hh += hh_r[i - j];
sum_ll += ll_r[i - j];
sum_tp += tp[i - j];
}
y[0][i] = sum_hh / (fp_t)k;
y[1][i] = sum_tp / (fp_t)k;
y[2][i] = sum_ll / (fp_t)k;
}
free( hh_r ); free( ll_r ); free( tp );
return 0;
}
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