lib/balance_of_power.c


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// Balance of Power
//
// balance_of_power - BOP
//
// Measures relationship between buyers and sellers: (C - O) / (H - L)
//
// Inputs:    4 (OHLC)
// Outputs:   1 (BOP)
// Constants: 0

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


ts_parameter_t const ts_balance_of_power_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };

uint_t ts_balance_of_power_offset( ts_constant_t const *c )
{
	( void )c;
	return ( 0 );
}

int ts_balance_of_power(
	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_balance_of_power_p );
	(void)c;
    for( uint_t i = 0; i < n; ++i )
    {
        fp_t hl = ts_h( x, i ) - ts_l( x, i );
        y[0][i] = hl != 0 ? ( ts_c( x, i ) - ts_o( x, i ) ) / hl : 0;
    }

	return 0;
}