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// Fill Indicator
//
// fill_indicator - FI
//
// SMA of |C-O|/(H-L)*100, measures candle body fill ratio
//
// Inputs: 4 (OHLC)
// Outputs: 1 (FI)
// Constants: 1 (period)
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_fill_indicator_params_t;
ts_parameter_t const ts_fill_indicator_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_fill_indicator_params_t) };
uint_t ts_fill_indicator_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_fill_indicator_params_t const *)c)->k > 0 ? ((ts_fill_indicator_params_t const *)c)->k - 1 : 0 : 0 );
}
int ts_fill_indicator(
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_fill_indicator_p );
if ( !c ) return -1;
uint_t k = ((ts_fill_indicator_params_t const *)c)->k;
if (k == 0 || n < k) return -1;
uint_t xi = 0;
uint_t yi = k - 1;
fp_t sum = 0;
for( ; xi < k; ++xi )
{
fp_t range = ts_h( x, xi ) - ts_l( x, xi );
if (range != 0)
sum += fabs( ts_c( x, xi ) - ts_o( x, xi ) ) / range * 100;
}
y[0][yi] = sum / k;
++yi;
for( ; xi < n; ++xi, ++yi )
{
fp_t range = ts_h( x, xi ) - ts_l( x, xi );
fp_t fv = range != 0 ? fabs( ts_c( x, xi ) - ts_o( x, xi ) ) / range * 100 : 0;
fp_t range_old = ts_h( x, xi - k ) - ts_l( x, xi - k );
fp_t fo = range_old != 0 ? fabs( ts_c( x, xi - k ) - ts_o( x, xi - k ) ) / range_old * 100 : 0;
y[0][yi] = y[0][yi - 1] + ( fv - fo ) / k;
}
return 0;
}
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