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// Accumulation Swing Index
//
// asi - ASI
//
// Cumulative swing indicator using OHLC data to measure buying/selling pressure
//
// Inputs: 4 (OHLC)
// Outputs: 1 (ASI)
// Constants: 0
#include <math.h>
#include "ts.h"
ts_parameter_t const ts_asi_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_asi_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_asi(
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_asi_p );
(void)c;
y[0][0] = 0;
for( uint_t i = 1; i < n; ++i )
{
fp_t term1 = ts_c( x, i ) - ts_c( x, i - 1 );
fp_t term2 = 0.5 * ( ts_o( x, i ) - ts_o( x, i - 1 ) );
fp_t term3 = 0.25 * ( ts_c( x, i ) - ts_o( x, i ) + ts_o( x, i - 1 ) - ts_c( x, i - 1 ) );
fp_t denom = fmax( ts_h( x, i ) - ts_l( x, i - 1 ),
fmax( ts_h( x, i - 1 ) - ts_l( x, i ),
ts_h( x, i - 1 ) - ts_l( x, i - 1 ) ) );
fp_t component2 = denom != 0 ? ( term1 - term2 + term3 ) / denom * ( ts_h( x, i ) - ts_l( x, i ) ) : 0;
fp_t half_denom = 0.5 * denom;
fp_t component3 = half_denom != 0 ? ( term1 - term2 + term3 ) / half_denom * 0.5 : 0;
y[0][i] = y[0][i - 1] + component2 + component3;
}
return 0;
}
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