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// Gopalakrishnan Range Index
//
// gopalakrishnan_range_index
//
// Gopalakrishnan Range Index
//
// Measures price range relative to ATR
//
// Inputs: 4
// Outputs: 1
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_gopalakrishnan_range_index_params_t;
ts_parameter_t const ts_gopalakrishnan_range_index_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_gopalakrishnan_range_index_params_t) };
uint_t ts_gopalakrishnan_range_index_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_gopalakrishnan_range_index_params_t const *)c)->k : 0 );
}
int ts_gopalakrishnan_range_index(
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_gopalakrishnan_range_index_p );
if ( !c ) return -1;
uint_t k = ((ts_gopalakrishnan_range_index_params_t const *)c)->k;
if (k == 0 || n <= k) return -1;
fp_t sum_abs = 0;
fp_t sum_range = 0;
for (uint_t j = 1; j <= k; ++j)
{
sum_abs += fabs( ts_c( x, j ) - ts_c( x, j - 1 ) );
sum_range += ts_h( x, j ) - ts_l( x, j );
}
y[0][k] = sum_range != 0 ? sum_abs / sum_range : 0;
for (uint_t i = k + 1; i < n; ++i)
{
uint_t dj = i - k;
sum_abs -= fabs( ts_c( x, dj ) - ts_c( x, dj - 1 ) );
sum_range -= ts_h( x, dj ) - ts_l( x, dj );
sum_abs += fabs( ts_c( x, i ) - ts_c( x, i - 1 ) );
sum_range += ts_h( x, i ) - ts_l( x, i );
y[0][i] = sum_range != 0 ? sum_abs / sum_range : 0;
}
return 0;
}
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