lib/nvi.c


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// Nvi
//
// nvi
//
// Negative Volume Index
//
// Accumulates price change on declining volume
//
// Inputs:    5
// Outputs:   1
// Constants: 0


#include "ts.h"


ts_parameter_t const ts_nvi_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };

uint_t ts_nvi_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 0 );
}

int ts_nvi(
	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_nvi_p );
	(void)c;

    fp_t nvi = 1000;

    y[0][0] = nvi;

    for( uint_t i = 1; i < n; ++i )
    {
        if( x[4][i] < x[4][i - 1] && x[3][i - 1] != 0 )
        {
            fp_t r = ( x[3][i] - x[3][i - 1] ) / x[3][i - 1];
            nvi = nvi * ( 1 + r );
        }
        y[0][i] = nvi;
    }

	return 0;
}