1 files changed, 72 insertions, 0 deletions
diff --git a/lib/cmo.c b/lib/cmo.c
new file mode 100644
index 0000000..9db5622
--- /dev/null
+++ b/lib/cmo.c
@@ -0,0 +1,72 @@
+// Chande Momentum Oscillator
+//
+// cmo - CMO
+//
+// 100 * (SUM(up) - SUM(down)) / (SUM(up) + SUM(down))
+//
+// Inputs:    1
+// Outputs:   1 (CMO)
+// Constants: 1 (period)
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_cmo_params_t;
+
+ts_parameter_t const ts_cmo_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_cmo_params_t) };
+
+uint_t ts_cmo_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? ((ts_cmo_params_t *)c)->k : 0 );
+}
+
+int ts_cmo(
+	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_cmo_p );
+	if ( !c ) return -1;
+	uint_t k = ((ts_cmo_params_t *)c)->k;
+  if (k == 0 || n <= k) return -1;
+
+	for (uint_t j = 0; j < k; ++j) y[0][j] = 0;
+
+	fp_t up_sum = 0;
+	fp_t down_sum = 0;
+
+	for( uint_t i = 1; i <= k; ++i )
+	{
+		fp_t diff = x[0][i] - x[0][i - 1];
+		if( diff > 0 )
+			up_sum += diff;
+		else if( diff < 0 )
+			down_sum += (-diff);
+	}
+
+	y[0][k] = (up_sum + down_sum) == 0 ? 0 : 100.0 * (up_sum - down_sum) / (up_sum + down_sum);
+
+	for( uint_t i = k + 1; i < n; ++i )
+	{
+		fp_t diff_new = x[0][i] - x[0][i - 1];
+		fp_t diff_old = x[0][i - k] - x[0][i - k - 1];
+
+		fp_t up_new = diff_new > 0 ? diff_new : 0;
+		fp_t down_new = diff_new < 0 ? (-diff_new) : 0;
+		fp_t up_old = diff_old > 0 ? diff_old : 0;
+		fp_t down_old = diff_old < 0 ? (-diff_old) : 0;
+
+		up_sum = up_sum - up_old + up_new;
+		down_sum = down_sum - down_old + down_new;
+
+		y[0][i] = (up_sum + down_sum) == 0 ? 0 : 100.0 * (up_sum - down_sum) / (up_sum + down_sum);
+	}
+	return 0;
+}
+
+
+