1 files changed, 91 insertions, 0 deletions
diff --git a/lib/mass_index.c b/lib/mass_index.c
new file mode 100644
index 0000000..1985fab
--- /dev/null
+++ b/lib/mass_index.c
@@ -0,0 +1,91 @@
+// Mass Index
+//
+// mass_index
+//
+// Mass Index
+//
+// SMA of EMA(H/L) ratio, reversal when > threshold
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 0
+
+
+#include <stdlib.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_mass_index_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_mass_index_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 26 );
+}
+
+int ts_mass_index(
+	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_mass_index_p );
+	(void)c;
+    uint_t ema_period = 9;
+    uint_t sum_period = 26;
+
+    if (n < sum_period) return -1;
+
+    fp_t *hl = calloc( n, sizeof( fp_t ) );
+    fp_t *ema1 = calloc( n, sizeof( fp_t ) );
+    fp_t *ema2 = calloc( n, sizeof( fp_t ) );
+    fp_t *ratio = calloc( n, sizeof( fp_t ) );
+    if ( !hl || !ema1 || !ema2 || !ratio )
+    {
+        free( hl ); free( ema1 ); free( ema2 ); free( ratio );
+	return -1;
+    }
+
+    fp_t a1 = 2.0 / ( ( fp_t )ema_period + 1.0 );
+
+    for ( uint_t i = 0; i < n; ++i )
+    {
+        hl[i] = ts_h( x, i ) - ts_l( x, i );
+    }
+
+    ema1[0] = hl[0];
+    for ( uint_t i = 1; i < n; ++i )
+    {
+        ema1[i] = ema1[i - 1] + a1 * ( hl[i] - ema1[i - 1] );
+    }
+
+    ema2[0] = ema1[0];
+    for ( uint_t i = 1; i < n; ++i )
+    {
+        ema2[i] = ema2[i - 1] + a1 * ( ema1[i] - ema2[i - 1] );
+    }
+
+    for ( uint_t i = 0; i < n; ++i )
+    {
+        ratio[i] = ema2[i] != 0 ? ema1[i] / ema2[i] : 0;
+    }
+
+    fp_t sum = 0;
+    for ( uint_t i = 0; i < sum_period; ++i )
+    {
+        sum += ratio[i];
+    }
+
+    for ( uint_t j = 0; j < sum_period - 1; ++j ) y[0][j] = 0;
+    y[0][sum_period - 1] = sum;
+
+    for ( uint_t i = sum_period; i < n; ++i )
+    {
+        sum = sum - ratio[i - sum_period] + ratio[i];
+        y[0][i] = sum;
+    }
+
+    free( hl ); free( ema1 ); free( ema2 ); free( ratio );
+	return 0;
+}
+