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// Ppo
//
// ppo
//
// Percentage Price Oscillator
//
//
//
// Inputs: 5
// Outputs: 2
// Constants: 3
#include "ts.h"
typedef struct {
fp_t fast_k;
fp_t slow_k;
fp_t signal_k;
} ts_ppo_params_t;
ts_parameter_t const ts_ppo_p = { .n_inputs = 5, .n_outputs = 2, .n_constants = 3, .params_size = sizeof(ts_ppo_params_t) };
uint_t ts_ppo_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? (uint_t)(((ts_ppo_params_t *)c)->slow_k + ((ts_ppo_params_t *)c)->signal_k - 2) : 0 );
}
int ts_ppo(
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_ppo_p );
if ( !c ) return -1;
fp_t fast_k = ((ts_ppo_params_t *)c)->fast_k;
fp_t slow_k = ((ts_ppo_params_t *)c)->slow_k;
fp_t signal_k = ((ts_ppo_params_t *)c)->signal_k;
if (fast_k == 0 || slow_k == 0 || signal_k == 0) return -1;
if (n == 0) return -1;
fp_t fast_a = 1.0 / fast_k;
fp_t slow_a = 1.0 / slow_k;
fp_t signal_a = 1.0 / signal_k;
fp_t fast_ema = x[0][0];
fp_t slow_ema = x[0][0];
uint_t slow_offset = (uint_t)(slow_k - 1);
uint_t signal_offset = (uint_t)(signal_k - 1);
uint_t total_offset = slow_offset + signal_offset;
if (n <= total_offset) return -1;
for( uint_t i = 1; i <= slow_offset; ++i )
{
fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
}
fp_t ppo_val = slow_ema != 0 ? (fast_ema - slow_ema) / slow_ema * 100.0 : 0;
fp_t signal_ema = ppo_val;
for( uint_t i = slow_offset + 1; i <= total_offset; ++i )
{
fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
ppo_val = slow_ema != 0 ? (fast_ema - slow_ema) / slow_ema * 100.0 : 0;
signal_ema = signal_ema + signal_a * ( ppo_val - signal_ema );
}
y[0][total_offset] = ppo_val;
y[1][total_offset] = signal_ema;
for( uint_t i = total_offset + 1; i < n; ++i )
{
fast_ema = fast_ema + fast_a * ( x[0][i] - fast_ema );
slow_ema = slow_ema + slow_a * ( x[0][i] - slow_ema );
ppo_val = slow_ema != 0 ? (fast_ema - slow_ema) / slow_ema * 100.0 : 0;
signal_ema = signal_ema + signal_a * ( ppo_val - signal_ema );
y[0][i] = ppo_val;
y[1][i] = signal_ema;
}
return 0;
}
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