1 files changed, 68 insertions, 0 deletions
diff --git a/lib/apo.c b/lib/apo.c
new file mode 100644
index 0000000..f888162
--- /dev/null
+++ b/lib/apo.c
@@ -0,0 +1,68 @@
+// Absolute Price Oscillator
+//
+// apo - APO
+//
+// Difference between fast and slow EMA: APO = EMA(fast) - EMA(slow)
+//
+// Inputs:    1
+// Outputs:   1 (Oscillator)
+// Constants: 2 (fast period, slow period)
+
+#include "ts.h"
+
+typedef struct {
+    fp_t fast_k;
+    fp_t slow_k;
+} ts_apo_params_t;
+
+ts_parameter_t const ts_apo_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 2, .params_size = sizeof(ts_apo_params_t) };
+
+uint_t ts_apo_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? (uint_t)((ts_apo_params_t *)c)->slow_k - 1 : 0 );
+}
+
+int ts_apo(
+	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_apo_p );
+	if ( !c ) return -1;
+	if (n == 0) return -1;
+
+	fp_t fast_k = ((ts_apo_params_t *)c)->fast_k;
+	fp_t slow_k = ((ts_apo_params_t *)c)->slow_k;
+	if (fast_k == 0 || slow_k == 0) return -1;
+
+   fp_t fast_a = 1.0 / fast_k;
+	fp_t slow_a = 1.0 / slow_k;
+
+	uint_t slow_offset = (uint_t)(slow_k - 1);
+	if (slow_offset >= n) return -1;
+
+	fp_t fast_ema = x[0][0];
+	fp_t slow_ema = x[0][0];
+
+	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 );
+	}
+
+	y[0][slow_offset] = fast_ema - slow_ema;
+
+	for( uint_t i = slow_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 );
+
+		y[0][i] = fast_ema - slow_ema;
+	}
+
+	return 0;
+}
+
+