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// Parabolic Sar
//
// parabolic_sar
//
// Parabolic SAR
//
//
//
// Inputs: 4
// Outputs: 2
// Constants: 2
#include <math.h>
#include "ts.h"
typedef struct {
fp_t step;
fp_t max_af;
} ts_parabolic_sar_params_t;
ts_parameter_t const ts_parabolic_sar_p = { .n_inputs = 4, .n_outputs = 2, .n_constants = 2, .params_size = sizeof(ts_parabolic_sar_params_t) };
uint_t ts_parabolic_sar_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_parabolic_sar(
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_parabolic_sar_p );
if ( !c ) return -1;
fp_t step = ((ts_parabolic_sar_params_t const *)c)->step;
fp_t max_af = ((ts_parabolic_sar_params_t const *)c)->max_af;
if (step <= 0 || max_af <= 0) return -1;
if (isnan(step) || isnan(max_af)) return -1;
if (step > max_af) return -1;
int_t trend = 1;
fp_t sar = ts_l( x, 0 );
fp_t ep = ts_h( x, 0 );
fp_t af = step;
for ( uint_t i = 0; i < n; ++i )
{
y[0][i] = sar;
y[1][i] = (fp_t)(trend > 0);
if (i == 0) continue;
if (trend > 0)
{
sar = sar + af * (ep - sar);
if (ts_l( x, i ) < sar)
{
trend = -1;
sar = ep;
ep = ts_l( x, i );
af = step;
}
else
{
if (ts_h( x, i ) > ep)
{
ep = ts_h( x, i );
af = af + step;
if (af > max_af) af = max_af;
}
}
}
else
{
sar = sar + af * (ep - sar);
if (ts_h( x, i ) > sar)
{
trend = 1;
sar = ep;
ep = ts_h( x, i );
af = step;
}
else
{
if (ts_l( x, i ) < ep)
{
ep = ts_l( x, i );
af = af + step;
if (af > max_af) af = max_af;
}
}
}
}
return 0;
}
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