1 files changed, 46 insertions, 0 deletions
diff --git a/lib/pvt.c b/lib/pvt.c
new file mode 100644
index 0000000..f98c288
--- /dev/null
+++ b/lib/pvt.c
@@ -0,0 +1,46 @@
+// Pvt
+//
+// pvt
+//
+// Price Volume Trend
+//
+// 
+//
+// Inputs:    5
+// Outputs:   1
+// Constants: 0
+
+
+#include "ts.h"
+
+
+ts_parameter_t const ts_pvt_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_pvt_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 1 );
+}
+
+int ts_pvt(
+	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_pvt_p );
+	(void)c;
+    if (n > 0) y[0][0] = 0;
+
+    fp_t pvt = 0;
+
+    for( uint_t i = 1; i < n; ++i )
+    {
+        if( x[3][i - 1] != 0 )
+            pvt += ( x[3][i] / x[3][i - 1] - 1 ) * x[4][i];
+        y[0][i] = pvt;
+    }
+
+	return 0;
+}
+