// Natr // // natr // // Normalized ATR // // // // Inputs: 4 // Outputs: 1 // Constants: 1 #include #include "ts.h" typedef struct { uint_t k; } ts_natr_params_t; ts_parameter_t const ts_natr_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_natr_params_t) }; uint_t ts_natr_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_natr_params_t *)c)->k : 0 ); } int ts_natr( 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_natr_p ); if ( !c ) return -1; uint_t k = ((ts_natr_params_t *)c)->k; if (k == 0) return -1; if (n < k + 1) return -1; for( uint_t i = k; i < n; ++i ) { fp_t tr_sum = 0; for( uint_t j = 0; j < k; ++j ) { uint_t idx = i - k + 1 + j; fp_t tr = fmax( ts_h( x, idx ) - ts_l( x, idx ), fmax( fabs( ts_h( x, idx ) - ts_c( x, idx - 1 ) ), fabs( ts_l( x, idx ) - ts_c( x, idx - 1 ) ) ) ); tr_sum += tr; } fp_t atr = tr_sum / (fp_t)k; y[0][i] = ts_c( x, i ) != 0 ? atr / ts_c( x, i ) * 100.0 : 0; } return 0; }