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// Natr
//
// natr
//
// Normalized ATR
//
//
//
// Inputs: 4
// Outputs: 1
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_natr_params_t;
ts_parameter_t const ts_natr_p = { .n_inputs = 4, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_natr_params_t) };
uint_t ts_natr_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_natr_params_t const *)c)->k : 0 );
}
int ts_natr(
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_natr_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
uint_t k = ((ts_natr_params_t const *)c)->k;
if (k == 0) return -1;
if (n < k + 1) return -1;
for( uint_t i = 0; i < k; ++i )
y[0][i] = NAN;
for( uint_t i = k; i < n; ++i )
{
fp_t tr_sum = 0;
for( uint_t j = 0; j < k; ++j )
{
uint_t idx = i - k + 1 + j;
fp_t tr = fmax( ts_h( x, idx ) - ts_l( x, idx ), fmax( fabs( ts_h( x, idx ) - ts_c( x, idx - 1 ) ), fabs( ts_l( x, idx ) - ts_c( x, idx - 1 ) ) ) );
tr_sum += tr;
}
fp_t atr = tr_sum / (fp_t)k;
y[0][i] = ts_c( x, i ) != 0 ? atr / ts_c( x, i ) * 100.0 : 0;
}
return 0;
}
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