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// Twiggs Money Flow
//
// twiggs_money_flow
//
// Twiggs Money Flow
//
//
//
// Inputs: 1
// Outputs: 1
// Constants: 0
#include <math.h>
#include "ts.h"
ts_parameter_t const ts_twiggs_money_flow_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_twiggs_money_flow_offset( ts_constant_t const *c )
{
( void )c;
return ( 35 );
}
int ts_twiggs_money_flow(
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_twiggs_money_flow_p );
(void)c;
if (n < 2) return -1;
uint_t period = n - 2;
fp_t pos_sum = 0;
fp_t neg_sum = 0;
for( uint_t j = 0; j < period; ++j ) y[0][j] = 0;
for( uint_t i = 1; i <= period; ++i )
{
fp_t change = x[0][i] - x[0][i - 1];
if( change >= 0 ) pos_sum += change;
else neg_sum += fabs( change );
}
fp_t total = pos_sum + neg_sum;
y[0][period] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;
for( uint_t j = 1; j < n - period; ++j )
{
fp_t new_change = x[0][period + j] - x[0][period + j - 1];
fp_t old_change = x[0][j] - x[0][j - 1];
if( new_change >= 0 ) pos_sum += new_change;
else neg_sum += fabs( new_change );
if( old_change >= 0 ) pos_sum -= old_change;
else neg_sum -= fabs( old_change );
total = pos_sum + neg_sum;
y[0][period + j] = ( total != 0 ) ? ( pos_sum - neg_sum ) / total * 100.0 : 0;
}
return 0;
}
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