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// Ease of Movement
//
// ease_of_movement - EOM
//
// SMA of (midpoint change) / (volume / range), volume-based momentum
//
// Inputs: 5 (OHLCV)
// Outputs: 1 (EOM)
// Constants: 1 (period)
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_ease_of_movement_params_t;
ts_parameter_t const ts_ease_of_movement_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_ease_of_movement_params_t) };
uint_t ts_ease_of_movement_offset( ts_constant_t const *c )
{
( void )c;
return ( 3 );
}
int ts_ease_of_movement(
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_ease_of_movement_p );
if ( !c ) return -1;
uint_t k = ((ts_ease_of_movement_params_t *)c)->k;
if (k == 0 || n <= k) return -1;
fp_t *eom = calloc( n, sizeof( fp_t ) );
if( !eom ) return -1;
for( uint_t i = 1; i < n; ++i )
{
fp_t hl = ts_h( x, i ) - ts_l( x, i );
if( hl == 0 ) continue;
fp_t br = ts_v( x, i ) / hl;
if( br == 0 ) continue;
fp_t cur_mid = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0;
fp_t prev_mid = ( ts_h( x, i - 1 ) + ts_l( x, i - 1 ) ) / 2.0;
eom[i] = ( cur_mid - prev_mid ) / br;
}
{
for (uint_t i = 0; i < k; ++i) y[0][i] = 0;
fp_t sum = 0;
for( uint_t i = 1; i <= k; ++i )
{
sum += eom[i];
}
y[0][k] = sum / (fp_t)k;
for( uint_t i = k + 1; i < n; ++i )
{
sum = sum - eom[i - k] + eom[i];
y[0][i] = sum / (fp_t)k;
}
}
free( eom );
return 0;
}
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