1 files changed, 57 insertions, 0 deletions
diff --git a/lib/average_exponential_triple.c b/lib/average_exponential_triple.c
new file mode 100644
index 0000000..467d87f
--- /dev/null
+++ b/lib/average_exponential_triple.c
@@ -0,0 +1,57 @@
+// Triple Exponential Moving Average
+//
+// average_exponential_triple - tema
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+
+typedef struct {
+    fp_t a;
+} ts_average_exponential_triple_params_t;
+
+ts_parameter_t const ts_average_exponential_triple_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_exponential_triple_params_t) };
+
+
+uint_t ts_average_exponential_triple_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_average_exponential_triple(
+	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_average_exponential_triple_p );
+	if ( !c ) return -1;
+	TS_CHECK_INPUT(x, x_n, n);
+	fp_t a = ((ts_average_exponential_triple_params_t *)c)->a;
+	if (a == 0 || n == 0) return -1;
+
+	fp_t ema1 = x[0][0];
+	fp_t ema2 = x[0][0];
+	fp_t ema3 = x[0][0];
+
+	y[0][0] = x[0][0];
+
+	for( uint_t i = 1; i < n; ++i )
+	{
+    	ema1 = ema1 + a * ( x[0][i] - ema1 );
+    	ema2 = ema2 + a * ( ema1 - ema2 );
+    	ema3 = ema3 + a * ( ema2 - ema3 );
+
+		y[0][i] = 3 * ema1 - 3 * ema2 + ema3;
+	}
+	return 0;
+}
+
+
+