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// Elder Force Index
//
// elder_force_index - EFI
//
// EMA((Close - PrevClose) * Volume), volume-weighted price change
//
// Inputs: 5 (OHLCV)
// Outputs: 1 (EFI)
// Constants: 1 (period)
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_elder_force_index_params_t;
ts_parameter_t const ts_elder_force_index_p = { .n_inputs = 5, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_elder_force_index_params_t) };
uint_t ts_elder_force_index_offset( ts_constant_t const *c )
{
( void )c;
return ( 1 );
}
int ts_elder_force_index(
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_elder_force_index_p );
if ( !c ) return -1;
uint_t k = ((ts_elder_force_index_params_t const *)c)->k;
if (k == 0 || n < k) return -1;
fp_t a = 1.0 / k;
fp_t fi = 0;
if ( n > 1 )
fi = ( ts_c( x, 1 ) - ts_c( x, 0 ) ) * ts_v( x, 1 );
y[0][0] = fi;
for( uint_t i = 1; i < n; ++i )
{
fi = ( ts_c( x, i ) - ts_c( x, i - 1 ) ) * ts_v( x, i );
y[0][i] = y[0][i - 1] + a * ( fi - y[0][i - 1] );
}
return 0;
}
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