1 files changed, 70 insertions, 0 deletions
diff --git a/lib/elder_impulse.c b/lib/elder_impulse.c
new file mode 100644
index 0000000..d629e7c
--- /dev/null
+++ b/lib/elder_impulse.c
@@ -0,0 +1,70 @@
+// Elder Impulse System
+//
+// elder_impulse - EIS
+//
+// Impulse: Price - SMA(k), Trend: SMA(Impulse, k)
+//
+// Inputs:    1
+// Outputs:   2 (Impulse, Trend)
+// Constants: 1 (period)
+
+#include <stdlib.h>
+#include "ts.h"
+
+typedef struct {
+    uint_t k;
+} ts_elder_impulse_params_t;
+
+ts_parameter_t const ts_elder_impulse_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_elder_impulse_params_t) };
+
+uint_t ts_elder_impulse_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( c ? 2 * ((ts_elder_impulse_params_t *)c)->k - 1 : 0 );
+}
+
+int ts_elder_impulse(
+	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_elder_impulse_p );
+	if ( !c ) return -1;
+    uint_t k = ((ts_elder_impulse_params_t *)c)->k;
+    if (k == 0 || n < 2 * k - 1) return -1;
+
+    fp_t *sma = malloc( n * sizeof( fp_t ) );
+    fp_t *impulse = malloc( n * sizeof( fp_t ) );
+    if ( !sma || !impulse ) { free( sma ); free( impulse ); return -1; }
+
+    for (uint_t i = 0; i < 2 * k - 1; ++i) { y[0][i] = 0; y[1][i] = 0; }
+
+    for ( uint_t i = k - 1; i < n; ++i )
+    {
+        fp_t sum = 0;
+        for ( uint_t j = 0; j < k; ++j )
+        {
+            sum += x[0][i - j];
+        }
+        sma[i] = sum / (fp_t)k;
+        impulse[i] = x[0][i] - sma[i];
+    }
+
+    for ( uint_t i = 2 * k - 1; i < n; ++i )
+    {
+        y[0][i] = impulse[i];
+
+        fp_t sum = 0;
+        for ( uint_t j = 0; j < k; ++j )
+        {
+            sum += impulse[i - j];
+        }
+        y[1][i] = sum / (fp_t)k;
+    }
+
+    free( sma ); free( impulse );
+	return 0;
+}
+
+