1 files changed, 51 insertions, 0 deletions
diff --git a/lib/nvi.c b/lib/nvi.c
new file mode 100644
index 0000000..f4d3397
--- /dev/null
+++ b/lib/nvi.c
@@ -0,0 +1,51 @@
+// Nvi
+//
+// nvi
+//
+// Negative Volume Index
+//
+// Accumulates price change on declining volume
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_nvi_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_nvi_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_nvi(
+	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_nvi_p );
+	(void)c;
+    if (n == 0) return -1;
+
+    fp_t nvi = 1000;
+
+    y[0][0] = nvi;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        if( x[4][i] < x[4][i - 1] && x[3][i - 1] != 0 )
+        {
+            fp_t r = ( x[3][i] - x[3][i - 1] ) / x[3][i - 1];
+            nvi = nvi * ( 1 + r );
+        }
+        y[0][i] = nvi;
+    }
+
+	return 0;
+}
+