// Aroon // // aroon - ar // // Measures the time since the highest high and lowest low in a lookback window. // Aroon Up = ((period - days since highest high) / period) * 100 // Aroon Down = ((period - days since lowest low) / period) * 100 // // Inputs: 4 (OHLC) // Outputs: 2 (Aroon Up, Aroon Down) // Constants: 1 (period) #include "ts.h" typedef struct { uint_t k; } ts_aroon_params_t; ts_parameter_t const ts_aroon_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_aroon_params_t) }; uint_t ts_aroon_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_aroon_params_t *)c)->k - 1 : 0 ); } int ts_aroon( 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_aroon_p ); if ( !c ) return -1; uint_t k = ((ts_aroon_params_t *)c)->k; if (k == 0 || n < k) return -1; for ( uint_t i = k - 1; i < n; ++i ) { fp_t highest_high = ts_h( x, i - k + 1 ); uint_t age_highest = 0; for ( uint_t j = i - k + 1; j <= i; ++j ) { if ( ts_h( x, j ) > highest_high ) { highest_high = ts_h( x, j ); age_highest = i - j; } } fp_t lowest_low = ts_l( x, i - k + 1 ); uint_t age_lowest = 0; for ( uint_t j = i - k + 1; j <= i; ++j ) { if ( ts_l( x, j ) < lowest_low ) { lowest_low = ts_l( x, j ); age_lowest = i - j; } } y[0][i] = ( ( fp_t )( k - age_highest ) / ( fp_t )k ) * 100.0; y[1][i] = ( ( fp_t )( k - age_lowest ) / ( fp_t )k ) * 100.0; } return 0; }