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// Close to High Ratio
//
// close_to_high - CT_H
//
// (H - C) / (H - L), position of close within daily range
//
// Inputs: 5 (OHLCV)
// Outputs: 1 (ratio)
// Constants: 0
#include "ts.h"
ts_parameter_t const ts_close_to_high_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_close_to_high_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_close_to_high(
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_close_to_high_p );
(void)c;
for( uint_t i = 0; i < n; ++i )
{
fp_t denom = x[1][i] - x[2][i];
y[0][i] = denom != 0 ? (x[1][i] - x[3][i]) / denom : 0;
}
return 0;
}
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