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// Plus Directional Indicator
//
// di_plus - DI+
//
// 100 * EMA(+DM) / (EMA(+DM) + EMA(-DM)), measures upward pressure
//
// Inputs: 4 (OHLC)
// Outputs: 1 (DI+)
// Constants: 1 (period)
#include <math.h>
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_di_plus_params_t;
ts_parameter_t const ts_di_plus_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_di_plus_params_t) };
uint_t ts_di_plus_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_di_plus_params_t *)c)->k : 0 );
}
int ts_di_plus(
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_di_plus_p );
if ( !c ) return -1;
uint_t k = ((ts_di_plus_params_t *)c)->k;
if (k == 0 || n < 2) return -1;
fp_t *ema_plus = calloc( n, sizeof( fp_t ) );
fp_t *ema_minus = calloc( n, sizeof( fp_t ) );
if( !ema_plus || !ema_minus ) { free( ema_plus ); free( ema_minus ); return -1; }
for( uint_t i = 1; i < n; ++i )
{
fp_t hdmd = ts_h( x, i ) - ts_h( x, i - 1 );
fp_t ldml = ts_l( x, i - 1 ) - ts_l( x, i );
fp_t plus_dm = hdmd > ldml && hdmd > 0 ? hdmd : 0;
fp_t minus_dm = ldml > hdmd && ldml > 0 ? ldml : 0;
ema_plus[i] = i == 1 ? plus_dm
: ema_plus[i - 1] + ( 1.0 / k ) * ( plus_dm - ema_plus[i - 1] );
ema_minus[i] = i == 1 ? minus_dm
: ema_minus[i - 1] + ( 1.0 / k ) * ( minus_dm - ema_minus[i - 1] );
}
for (uint_t j = 0; j < n && j < k; ++j) y[0][j] = 0;
for( uint_t i = k; i < n; ++i )
{
fp_t denom = ema_plus[i] + ema_minus[i];
y[0][i] = denom != 0 ? 100.0 * ema_plus[i] / denom : 0;
}
free( ema_plus );
free( ema_minus );
return 0;
}
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