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// Band Width
//
// band_width - BW
//
// Normalized width of Bollinger Bands: (Upper - Lower) / SMA * 100
//
// Inputs: 1
// Outputs: 1 (Width %)
// Constants: 2 (period, std multiplier)
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
fp_t std_mult;
} ts_band_width_params_t;
ts_parameter_t const ts_band_width_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_band_width_params_t) };
uint_t ts_band_width_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_band_width_params_t const *)c)->k > 0 ? ((ts_band_width_params_t const *)c)->k - 1 : 0 : 0 );
}
int ts_band_width(
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_band_width_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
uint_t k = ((ts_band_width_params_t const *)c)->k;
fp_t std_mult = ((ts_band_width_params_t const *)c)->std_mult;
if (k == 0 || n < k) return -1;
if (std_mult < 0 || isnan(std_mult) || isinf(std_mult)) return -1;
for (uint_t i = k - 1; i < n; ++i)
{
fp_t sum = 0;
fp_t sum2 = 0;
for (uint_t j = i - k + 1; j <= i; ++j)
{
sum += x[0][j];
sum2 += x[0][j] * x[0][j];
}
fp_t mean = sum / k;
fp_t variance = sum2 / k - mean * mean;
if (variance < 0) variance = 0;
fp_t stddev = sqrt(variance);
fp_t upper = mean + std_mult * stddev;
fp_t lower = mean - std_mult * stddev;
y[0][i] = mean != 0 ? (upper - lower) / mean * 100 : 0;
}
return 0;
}
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