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// Accumulation/Distribution Line
//
// ad - A/D
//
// Cumulative money flow: MF = ((C-L) - (H-C)) / (H-L) * V, AD = SUM(MF)
//
// Inputs: 5 (OHLCV)
// Outputs: 1 (AD Line)
// Constants: 0
#include "ts.h"
ts_parameter_t const ts_ad_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_ad_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_ad(
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_ad_p );
(void)c;
fp_t hl0 = ts_h( x, 0 ) - ts_l( x, 0 );
y[0][0] = hl0 != 0
? ( ( ts_c( x, 0 ) - ts_l( x, 0 ) ) - ( ts_h( x, 0 ) - ts_c( x, 0 ) ) ) / hl0 * ts_v( x, 0 )
: 0;
for( uint_t i = 1; i < n; ++i )
{
fp_t hl = ts_h( x, i ) - ts_l( x, i );
fp_t mf = hl != 0
? ( ( ts_c( x, i ) - ts_l( x, i ) ) - ( ts_h( x, i ) - ts_c( x, i ) ) ) / hl * ts_v( x, i )
: 0;
y[0][i] = y[0][i - 1] + mf;
}
return 0;
}
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