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// Absolute Price Oscillator
//
// apo - APO
//
// Difference between fast and slow EMA: APO = EMA(fast) - EMA(slow)
//
// Inputs: 1
// Outputs: 1 (Oscillator)
// Constants: 2 (fast period, slow period)
#include "ts.h"
typedef struct {
fp_t fast_k;
fp_t slow_k;
} ts_apo_params_t;
ts_parameter_t const ts_apo_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_apo_params_t) };
uint_t ts_apo_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? (uint_t)((ts_apo_params_t *)c)->slow_k - 1 : 0 );
}
int ts_apo(
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_apo_p );
if ( !c ) return -1;
if (n == 0) return -1;
fp_t fast_k = ((ts_apo_params_t *)c)->fast_k;
fp_t slow_k = ((ts_apo_params_t *)c)->slow_k;
if (fast_k == 0 || slow_k == 0) return -1;
fp_t fast_a = 1.0 / fast_k;
fp_t slow_a = 1.0 / slow_k;
uint_t slow_offset = (uint_t)(slow_k - 1);
if (slow_offset >= n) return -1;
fp_t fast_ema = x[0][0];
fp_t slow_ema = x[0][0];
for( uint_t i = 1; i <= slow_offset; ++i )
{
fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
}
y[0][slow_offset] = fast_ema - slow_ema;
for( uint_t i = slow_offset + 1; i < n; ++i )
{
fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
y[0][i] = fast_ema - slow_ema;
}
return 0;
}
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