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// Awesome Oscillator
//
// awesome_oscillator - AO
//
// EMA5(MP) - EMA34(MP), where MP = (H + L) / 2
//
// Inputs: 4 (OHLC)
// Outputs: 1 (Oscillator)
// Constants: 0
#include "ts.h"
ts_parameter_t const ts_awesome_oscillator_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_awesome_oscillator_offset( ts_constant_t const *c )
{
( void )c;
return ( 33 );
}
int ts_awesome_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_awesome_oscillator_p );
(void)c;
if (n < 34) return -1;
uint_t fast_period = 5;
uint_t slow_period = 34;
fp_t fast_a = 2.0 / ( ( fp_t )fast_period + 1.0 );
fp_t slow_a = 2.0 / ( ( fp_t )slow_period + 1.0 );
fp_t sum_fast = 0;
fp_t sum_slow = 0;
for ( uint_t j = 0; j < slow_period; ++j )
{
fp_t mp = ( ts_h( x, j ) + ts_l( x, j ) ) / 2.0;
sum_slow += mp;
if ( j < fast_period )
sum_fast += mp;
}
fp_t ema_fast = sum_fast / ( fp_t )fast_period;
fp_t ema_slow = sum_slow / ( fp_t )slow_period;
for ( uint_t i = 0; i < slow_period - 1; ++i )
y[0][i] = 0;
y[0][slow_period - 1] = ema_fast - ema_slow;
for( uint_t i = slow_period; i < n; ++i )
{
fp_t mp = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0;
ema_fast = ema_fast + fast_a * ( mp - ema_fast );
ema_slow = ema_slow + slow_a * ( mp - ema_slow );
y[0][i] = ema_fast - ema_slow;
}
return 0;
}
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