1 files changed, 40 insertions, 0 deletions
diff --git a/lib/close_to_high.c b/lib/close_to_high.c
new file mode 100644
index 0000000..dc7cf7b
--- /dev/null
+++ b/lib/close_to_high.c
@@ -0,0 +1,40 @@
+// Close to High Ratio
+//
+// close_to_high - CT_H
+//
+// (H - C) / (H - L), position of close within daily range
+//
+// Inputs:    5 (OHLCV)
+// Outputs:   1 (ratio)
+// Constants: 0
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_close_to_high_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_close_to_high_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_close_to_high(
+	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_close_to_high_p );
+	(void)c;
+	for( uint_t i = 0; i < n; ++i )
+	{
+		fp_t denom = x[1][i] - x[2][i];
+		y[0][i] = denom != 0 ? (x[1][i] - x[3][i]) / denom : 0;
+	}
+	return 0;
+}
+
+
+