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// Elder Impulse System
//
// elder_impulse - EIS
//
// Impulse: Price - SMA(k), Trend: SMA(Impulse, k)
//
// Inputs: 1
// Outputs: 2 (Impulse, Trend)
// Constants: 1 (period)
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_elder_impulse_params_t;
ts_parameter_t const ts_elder_impulse_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_elder_impulse_params_t) };
uint_t ts_elder_impulse_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? 2 * ((ts_elder_impulse_params_t *)c)->k - 1 : 0 );
}
int ts_elder_impulse(
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_elder_impulse_p );
if ( !c ) return -1;
uint_t k = ((ts_elder_impulse_params_t *)c)->k;
if (k == 0 || n < 2 * k - 1) return -1;
fp_t *sma = malloc( n * sizeof( fp_t ) );
fp_t *impulse = malloc( n * sizeof( fp_t ) );
if ( !sma || !impulse ) { free( sma ); free( impulse ); return -1; }
for (uint_t i = 0; i < 2 * k - 1; ++i) { y[0][i] = 0; y[1][i] = 0; }
for ( uint_t i = k - 1; i < n; ++i )
{
fp_t sum = 0;
for ( uint_t j = 0; j < k; ++j )
{
sum += x[0][i - j];
}
sma[i] = sum / (fp_t)k;
impulse[i] = x[0][i] - sma[i];
}
for ( uint_t i = 2 * k - 1; i < n; ++i )
{
y[0][i] = impulse[i];
fp_t sum = 0;
for ( uint_t j = 0; j < k; ++j )
{
sum += impulse[i - j];
}
y[1][i] = sum / (fp_t)k;
}
free( sma ); free( impulse );
return 0;
}
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