// ATR Trailing Stops
//
// atr_trailing_stops - ATR stops
//
// Upper stop: max(prev, (H+L)/2 + mult*ATR)
// Lower stop: min(prev, (H+L)/2 - mult*ATR)
//
// Inputs:    4 (OHLC)
// Outputs:   2 (Upper Stop, Lower Stop)
// Constants: 2 (period, multiplier)

#include <math.h>
#include "ts.h"


typedef struct {
    uint_t k;
    fp_t mult;
} ts_atr_trailing_stops_params_t;

ts_parameter_t const ts_atr_trailing_stops_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_atr_trailing_stops_params_t) };


uint_t ts_atr_trailing_stops_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_atr_trailing_stops_params_t *)c)->k : 0 );
}

int ts_atr_trailing_stops(
	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_atr_trailing_stops_p );
	if ( !c ) return -1;
	uint_t k = ((ts_atr_trailing_stops_params_t *)c)->k;
	if (k == 0) return -1;
	if (n < k + 1) return -1;

	fp_t mult = ((ts_atr_trailing_stops_params_t *)c)->mult;

	fp_t tr_sum = 0;
	fp_t atr = 0;

	for( uint_t i = 1; i < n; ++i )
	{
		fp_t tr = fmax( ts_h( x, i ) - ts_l( x, i ), fmax( fabs( ts_h( x, i ) - ts_c( x, i - 1 ) ), fabs( ts_l( x, i ) - ts_c( x, i - 1 ) ) ) );

		if( i < k )
		{
			tr_sum += tr;
			atr = tr_sum / (fp_t)i;
		}
		else if( i == k )
		{
			tr_sum += tr;
			atr = tr_sum / (fp_t)k;
		}
		else
		{
			atr = ( atr * ( k - 1 ) + tr ) / k;
		}

		if( i >= k )
		{
			fp_t mid = ( ts_h( x, i ) + ts_l( x, i ) ) / 2.0;
			fp_t calc_upper = mid + mult * atr;
			fp_t calc_lower = mid - mult * atr;

			if( i == k )
			{
				y[0][i] = calc_upper;
				y[1][i] = calc_lower;
			}
			else
			{
				y[0][i] = fmax( y[0][i - 1], calc_upper );
				y[1][i] = fmin( y[1][i - 1], calc_lower );
			}
		}
	}
	return 0;
}