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// Candlestick Formations
//
// candlestick_formations - candle
//
// Detects doji, engulfing, shooting star, and hammer patterns
//
// Inputs: 4 (OHLC)
// Outputs: 1 (formation flag)
// Constants: 0
#include <math.h>
#include "ts.h"
ts_parameter_t const ts_candlestick_formations_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_candlestick_formations_offset( ts_constant_t const *c )
{
( void )c;
return ( 1 );
}
int ts_candlestick_formations(
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_candlestick_formations_p );
(void)c;
if (n > 0) y[0][0] = 0;
for( uint_t i = 1; i < n; ++i )
{
fp_t const body = ts_c( x, i ) - ts_o( x, i );
fp_t const prev_body = ts_c( x, i - 1 ) - ts_o( x, i - 1 );
fp_t const range = ts_h( x, i ) - ts_l( x, i );
fp_t const body_abs = fabs( body );
fp_t const upper_wick = ts_h( x, i ) - fmax( ts_o( x, i ), ts_c( x, i ) );
fp_t const lower_wick = fmin( ts_o( x, i ), ts_c( x, i ) ) - ts_l( x, i );
y[0][i] = 0;
if( range > 0 && body_abs / range < 0.1 )
y[0][i] = 1; // doji
else if( prev_body > 0 && body < 0 && body_abs >= fabs( prev_body ) )
y[0][i] = 2; // bearish engulfing
else if( prev_body < 0 && body > 0 && body_abs >= fabs( prev_body ) )
y[0][i] = 3; // bullish engulfing
else if( upper_wick >= 2 * body_abs && body <= 0 )
y[0][i] = 4; // shooting star
else if( lower_wick >= 2 * body_abs && body >= 0 )
y[0][i] = 5; // hammer
}
return 0;
}
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