// Price Channel // // price_channel // // Price Channel // // // // Inputs: 1 // Outputs: 3 // Constants: 1 #include "ts.h" typedef struct { uint_t k; } ts_price_channel_params_t; ts_parameter_t const ts_price_channel_p = { .n_inputs = 1, .n_outputs = 3, .n_constants = 1, .params_size = sizeof(ts_price_channel_params_t) }; uint_t ts_price_channel_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_price_channel_params_t const *)c)->k - 1 : 0 ); } int ts_price_channel( 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_price_channel_p ); if ( !c ) return -1; uint_t k = ((ts_price_channel_params_t const *)c)->k; if (k == 0 || n < k) return -1; for( uint_t i = k - 1; i < n; ++i ) { fp_t hh = x[0][i - k + 1]; fp_t ll = x[0][i - k + 1]; fp_t sum = x[0][i - k + 1]; for( uint_t j = i - k + 2; j <= i; ++j ) { if( x[0][j] > hh ) hh = x[0][j]; if( x[0][j] < ll ) ll = x[0][j]; sum += x[0][j]; } y[0][i] = hh; y[1][i] = sum / (fp_t)k; y[2][i] = ll; } return 0; }