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// Ichimoku
//
// ichimoku
//
// Ichimoku Cloud
//
// Tenkan, Kijun, Senkou Span A/B, Chikou
//
// Inputs: 4
// Outputs: 5
// Constants: 3 (tenkan, kijun, senkou)
#include <math.h>
#include "ts.h"
typedef struct {
uint_t tenkan;
uint_t kijun;
uint_t senkou;
} ts_ichimoku_params_t;
ts_parameter_t const ts_ichimoku_p = { .n_inputs = 4, .n_outputs = 5, .n_constants = 3, .params_size = sizeof(ts_ichimoku_params_t) };
uint_t ts_ichimoku_offset( ts_constant_t const *c )
{
( void )c;
return ( 52 );
}
int ts_ichimoku(
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_ichimoku_p );
uint_t tenkan = 9;
uint_t kijun = 26;
uint_t senkou = 52;
if ( c )
{
ts_ichimoku_params_t *p = (ts_ichimoku_params_t *)c;
if ( p->tenkan > 0 ) tenkan = p->tenkan;
if ( p->kijun > 0 ) kijun = p->kijun;
if ( p->senkou > 0 ) senkou = p->senkou;
}
if ( tenkan == 0 || kijun == 0 || senkou == 0 ) return -1;
for( uint_t i = 0; i < n; ++i )
{
y[0][i] = 0;
y[1][i] = 0;
y[2][i] = 0;
y[3][i] = 0;
y[4][i] = 0;
}
for( uint_t i = tenkan - 1; i < n; ++i )
{
fp_t hh = ts_h( x, i - tenkan + 1 );
fp_t ll = ts_l( x, i - tenkan + 1 );
for( uint_t j = i - tenkan + 1; j <= i; ++j )
{
if( ts_h( x, j ) > hh ) hh = ts_h( x, j );
if( ts_l( x, j ) < ll ) ll = ts_l( x, j );
}
y[0][i] = ( hh + ll ) / 2.0;
}
for( uint_t i = kijun - 1; i < n; ++i )
{
fp_t hh = ts_h( x, i - kijun + 1 );
fp_t ll = ts_l( x, i - kijun + 1 );
for( uint_t j = i - kijun + 1; j <= i; ++j )
{
if( ts_h( x, j ) > hh ) hh = ts_h( x, j );
if( ts_l( x, j ) < ll ) ll = ts_l( x, j );
}
y[1][i] = ( hh + ll ) / 2.0;
}
for( uint_t i = kijun - 1; i < n; ++i )
{
uint_t idx = i + kijun;
if( idx < n )
y[2][idx] = ( y[0][i] + y[1][i] ) / 2.0;
}
for( uint_t i = senkou - 1; i < n; ++i )
{
fp_t hh = ts_h( x, i - senkou + 1 );
fp_t ll = ts_l( x, i - senkou + 1 );
for( uint_t j = i - senkou + 1; j <= i; ++j )
{
if( ts_h( x, j ) > hh ) hh = ts_h( x, j );
if( ts_l( x, j ) < ll ) ll = ts_l( x, j );
}
uint_t idx = i + kijun;
if( idx < n )
y[3][idx] = ( hh + ll ) / 2.0;
}
for( uint_t i = kijun; i < n; ++i )
{
y[4][i] = ts_c( x, i - kijun );
}
return 0;
}
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