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// Directional Movement Index
//
// dx - DX
//
// 100 * |DI+ - DI-| / (DI+ + DI-), trend strength without smoothing
//
// Inputs: 4 (OHLC)
// Outputs: 1 (DX)
// Constants: 1 (period)
#include <math.h>
#include <stdlib.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_dx_params_t;
ts_parameter_t const ts_dx_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_dx_params_t) };
uint_t ts_dx_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_dx_params_t const *)c)->k : 0 );
}
int ts_dx(
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_dx_p );
if ( !c ) return -1;
uint_t k = ((ts_dx_params_t const *)c)->k;
if (k == 0 || n < k) return -1;
fp_t *plus_dm_arr = calloc( n, sizeof( fp_t ) );
fp_t *minus_dm_arr = calloc( n, sizeof( fp_t ) );
fp_t *tr_arr = calloc( n, sizeof( fp_t ) );
if( !plus_dm_arr || !minus_dm_arr || !tr_arr ) { free( plus_dm_arr ); free( minus_dm_arr ); free( tr_arr ); return -1; }
y[0][0] = 0;
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;
fp_t tr = fmax( ts_h( x, i ) - ts_l( x, i ),
fmax( fabs( ts_h( x, i ) - ts_c( x, i - 1 ) ),
fabs( ts_l( x, i ) - ts_c( x, i - 1 ) ) ) );
plus_dm_arr[i] = i == 1 ? plus_dm
: plus_dm_arr[i - 1] + ( 1.0 / k ) * ( plus_dm - plus_dm_arr[i - 1] );
minus_dm_arr[i] = i == 1 ? minus_dm
: minus_dm_arr[i - 1] + ( 1.0 / k ) * ( minus_dm - minus_dm_arr[i - 1] );
tr_arr[i] = i == 1 ? tr
: tr_arr[i - 1] + ( 1.0 / k ) * ( tr - tr_arr[i - 1] );
}
for( uint_t i = k; i < n; ++i )
{
fp_t di_plus = tr_arr[i] != 0 ? 100.0 * plus_dm_arr[i] / tr_arr[i] : 0;
fp_t di_minus = tr_arr[i] != 0 ? 100.0 * minus_dm_arr[i] / tr_arr[i] : 0;
fp_t sum = di_plus + di_minus;
y[0][i] = sum != 0 ? 100.0 * fabs( di_plus - di_minus ) / sum : 0;
}
free( plus_dm_arr );
free( minus_dm_arr );
free( tr_arr );
return 0;
}
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