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// Chande Momentum Oscillator
//
// cmo - CMO
//
// 100 * (SUM(up) - SUM(down)) / (SUM(up) + SUM(down))
//
// Inputs: 1
// Outputs: 1 (CMO)
// Constants: 1 (period)
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_cmo_params_t;
ts_parameter_t const ts_cmo_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_cmo_params_t) };
uint_t ts_cmo_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_cmo_params_t *)c)->k : 0 );
}
int ts_cmo(
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_cmo_p );
if ( !c ) return -1;
uint_t k = ((ts_cmo_params_t *)c)->k;
if (k == 0 || n <= k) return -1;
for (uint_t j = 0; j < k; ++j) y[0][j] = 0;
fp_t up_sum = 0;
fp_t down_sum = 0;
for( uint_t i = 1; i <= k; ++i )
{
fp_t diff = x[0][i] - x[0][i - 1];
if( diff > 0 )
up_sum += diff;
else if( diff < 0 )
down_sum += (-diff);
}
y[0][k] = (up_sum + down_sum) == 0 ? 0 : 100.0 * (up_sum - down_sum) / (up_sum + down_sum);
for( uint_t i = k + 1; i < n; ++i )
{
fp_t diff_new = x[0][i] - x[0][i - 1];
fp_t diff_old = x[0][i - k] - x[0][i - k - 1];
fp_t up_new = diff_new > 0 ? diff_new : 0;
fp_t down_new = diff_new < 0 ? (-diff_new) : 0;
fp_t up_old = diff_old > 0 ? diff_old : 0;
fp_t down_old = diff_old < 0 ? (-diff_old) : 0;
up_sum = up_sum - up_old + up_new;
down_sum = down_sum - down_old + down_new;
y[0][i] = (up_sum + down_sum) == 0 ? 0 : 100.0 * (up_sum - down_sum) / (up_sum + down_sum);
}
return 0;
}
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