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// Elder Ray Index
//
// elder_ray - ERI
//
// Bull Power: High - EMA(Close)
// Bear Power: Low - EMA(Close)
//
// Inputs: 4 (OHLC)
// Outputs: 2 (Bull Power, Bear Power)
// Constants: 1 (EMA period)
#include <math.h>
#include <stdlib.h>
#include "ts.h"
typedef struct {
fp_t k;
} ts_elder_ray_params_t;
ts_parameter_t const ts_elder_ray_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 1, .params_size = sizeof(ts_elder_ray_params_t) };
uint_t ts_elder_ray_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_elder_ray(
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_ray_p );
if ( !c ) return -1;
fp_t k = ((ts_elder_ray_params_t *)c)->k;
if (k == 0 || n < k) return -1;
fp_t a = 1.0 / k;
fp_t *ema = calloc( n, sizeof( fp_t ) );
if( !ema ) return -1;
ema[0] = ts_c( x, 0 );
for( uint_t i = 0; i < n; ++i )
{
if( i > 0 )
{
ema[i] = ema[i - 1] + a * ( ts_c( x, i ) - ema[i - 1] );
}
y[0][i] = ts_h( x, i ) - ema[i];
y[1][i] = ts_l( x, i ) - ema[i];
}
free( ema );
return 0;
}
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