diff options
Diffstat (limited to 'lib/atr_trailing_stops.c')
| -rw-r--r-- | lib/atr_trailing_stops.c | 14 |
1 files changed, 11 insertions, 3 deletions
diff --git a/lib/atr_trailing_stops.c b/lib/atr_trailing_stops.c index 2c7cd73..46628a2 100644 --- a/lib/atr_trailing_stops.c +++ b/lib/atr_trailing_stops.c @@ -24,7 +24,7 @@ ts_parameter_t const ts_atr_trailing_stops_p = { .n_inputs = 4, .n_outputs = 2, uint_t ts_atr_trailing_stops_offset( ts_constant_t const *c ) { ( void )c; - return ( c ? ((ts_atr_trailing_stops_params_t *)c)->k : 0 ); + return ( c ? ((ts_atr_trailing_stops_params_t const *)c)->k : 0 ); } int ts_atr_trailing_stops( @@ -35,11 +35,19 @@ int ts_atr_trailing_stops( { TS_PROLOGUE( ts_atr_trailing_stops_p ); if ( !c ) return -1; - uint_t k = ((ts_atr_trailing_stops_params_t *)c)->k; + TS_CHECK_INPUT(x, x_n, n); + uint_t k = ((ts_atr_trailing_stops_params_t const *)c)->k; if (k == 0) return -1; if (n < k + 1) return -1; - fp_t mult = ((ts_atr_trailing_stops_params_t *)c)->mult; + fp_t mult = ((ts_atr_trailing_stops_params_t const *)c)->mult; + if (mult < 0 || isnan(mult) || isinf(mult)) return -1; + + for ( uint_t i = 0; i < k; ++i ) + { + y[0][i] = NAN; + y[1][i] = NAN; + } fp_t tr_sum = 0; fp_t atr = 0; |