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// Accumulation/Distribution Oscillator
//
// ad_oscillator - ADX
//
// Difference between fast and slow EMA of the A/D line
//
// Inputs: 5 (OHLCV)
// Outputs: 1 (Oscillator)
// Constants: 2 (fast period, slow period)
#include "ts.h"
typedef struct {
fp_t fast;
fp_t slow;
} ts_ad_oscillator_params_t;
ts_parameter_t const ts_ad_oscillator_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_ad_oscillator_params_t) };
uint_t ts_ad_oscillator_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_ad_oscillator(
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_oscillator_p );
if ( !c ) return -1;
if( n == 0 ) return -1;
fp_t fast = ((ts_ad_oscillator_params_t *)c)->fast;
fp_t slow = ((ts_ad_oscillator_params_t *)c)->slow;
if (fast == 0 || slow == 0) return -1;
fp_t a_fast = 1.0 / fast;
fp_t a_slow = 1.0 / slow;
fp_t hl = ts_h( x, 0 ) - ts_l( x, 0 );
fp_t mf = hl != 0
? ( ( ts_c( x, 0 ) - ts_l( x, 0 ) ) - ( ts_h( x, 0 ) - ts_c( x, 0 ) ) ) / hl * ts_v( x, 0 )
: 0;
fp_t ad = mf;
fp_t ema_f = ad;
fp_t ema_s = ad;
y[0][0] = 0;
for( uint_t i = 1; i < n; ++i )
{
hl = ts_h( x, i ) - ts_l( x, i );
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;
ad += mf;
ema_f = ema_f + a_fast * ( ad - ema_f );
ema_s = ema_s + a_slow * ( ad - ema_s );
y[0][i] = ema_f - ema_s;
}
return 0;
}
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