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// Adx
//
// adx
//
// Time series function
//
// See implementation
//
// Inputs: 4
// Outputs: 4
// Constants: 1
#include <math.h>
#include <stdint.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_adx_params_t;
ts_parameter_t const ts_adx_p = { .n_inputs = 4, .n_outputs = 4, .n_constants = 1, .params_size = sizeof(ts_adx_params_t) };
uint_t ts_adx_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_adx_params_t *)c)->k + 1 : 0 );
}
int ts_adx(
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_adx_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
uint_t k = ((ts_adx_params_t *)c)->k;
if (k == 0) return -1;
fp_t ema_plus = 0, ema_minus = 0, ema_tr = 0;
fp_t prev_dx = 0;
for( uint_t i = 1; i < n; ++i )
{
fp_t hdmd = ts_h( x, i ) - ts_h( x, i - 1 );
fp_t ldml = ts_l( x, i - 1 ) - ts_l( x, i );
fp_t plus_dm = hdmd > ldml && hdmd > 0 ? hdmd : 0;
fp_t minus_dm = ldml > hdmd && ldml > 0 ? ldml : 0;
fp_t tr = fmax( ts_h( x, i ) - ts_l( x, i ),
fmax( fabs( ts_h( x, i ) - ts_c( x, i - 1 ) ),
fabs( ts_l( x, i ) - ts_c( x, i - 1 ) ) ) );
ema_plus = i == 1 ? plus_dm
: ema_plus + ( 1.0 / k ) * ( plus_dm - ema_plus );
ema_minus = i == 1 ? minus_dm
: ema_minus + ( 1.0 / k ) * ( minus_dm - ema_minus );
ema_tr = i == 1 ? tr
: ema_tr + ( 1.0 / k ) * ( tr - ema_tr );
if( i > k )
{
fp_t di_plus = ema_tr != 0 ? 100.0 * ema_plus / ema_tr : 0;
fp_t di_minus = ema_tr != 0 ? 100.0 * ema_minus / ema_tr : 0;
y[0][i] = di_plus;
y[1][i] = di_minus;
fp_t sum = di_plus + di_minus;
fp_t dx = sum != 0 ? 100.0 * fabs( di_plus - di_minus ) / sum : 0;
y[2][i] = dx;
y[3][i] = i == k + 1 ? dx
: prev_dx + ( 1.0 / k ) * ( dx - prev_dx );
prev_dx = y[3][i];
}
}
return 0;
}
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