/* TA-LIB Copyright (c) 1999-2007, Mario Fortier * All rights reserved. * * Redistribution and use in source and binary forms, with or * without modification, are permitted provided that the following * conditions are met: * * - Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * - Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * * - Neither name of author nor the names of its contributors * may be used to endorse or promote products derived from this * software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ /* List of contributors: * * Initial Name/description * ------------------------------------------------------------------- * AC Angelo Ciceri * * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 020605 AC Creation * */ /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ /* All code within this section is automatically * generated by gen_code. Any modification will be lost * next time gen_code is run. */ /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ #include "TA-Lib-Core.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError) /* Generated */ namespace TicTacTec { namespace TA { namespace Library { /* Generated */ #elif defined( _JAVA ) /* Generated */ #include "ta_defs.h" /* Generated */ #include "ta_java_defs.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError) /* Generated */ #else /* Generated */ #include /* Generated */ #include /* Generated */ #include "ta_func.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_UTILITY_H /* Generated */ #include "ta_utility.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_MEMORY_H /* Generated */ #include "ta_memory.h" /* Generated */ #endif /* Generated */ /* Generated */ #define TA_PREFIX(x) TA_##x /* Generated */ #define INPUT_TYPE double /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ int Core::CdlRiseFall3MethodsLookback( void ) /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int cdlRiseFall3MethodsLookback( ) /* Generated */ /* Generated */ #else /* Generated */ int TA_CDLRISEFALL3METHODS_Lookback( void ) /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* No parameters to validate. */ /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* insert lookback code here. */ return max( TA_CANDLEAVGPERIOD(BodyShort), TA_CANDLEAVGPERIOD(BodyLong) ) + 4; } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_CDLRISEFALL3METHODS - Rising/Falling Three Methods * * Input = Open, High, Low, Close * Output = int * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::CdlRiseFall3Methods( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inOpen, /* Generated */ SubArray^ inHigh, /* Generated */ SubArray^ inLow, /* Generated */ SubArray^ inClose, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outInteger ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::CdlRiseFall3Methods( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inOpen, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ cli::array^ inClose, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outInteger ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode cdlRiseFall3Methods( int startIdx, /* Generated */ int endIdx, /* Generated */ double inOpen[], /* Generated */ double inHigh[], /* Generated */ double inLow[], /* Generated */ double inClose[], /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ int outInteger[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_CDLRISEFALL3METHODS( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inOpen[], /* Generated */ const double inHigh[], /* Generated */ const double inLow[], /* Generated */ const double inClose[], /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ int outInteger[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* Insert local variables here. */ ARRAY_LOCAL(BodyPeriodTotal,5); int i, outIdx, totIdx, BodyShortTrailingIdx, BodyLongTrailingIdx, lookbackTotal; /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* Generated */ /* Validate the requested output range. */ /* Generated */ if( startIdx < 0 ) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex); /* Generated */ if( (endIdx < 0) || (endIdx < startIdx)) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex); /* Generated */ /* Generated */ #if !defined(_JAVA) /* Generated */ /* Verify required price component. */ /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA)*/ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outInteger ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA) */ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /* Generated */ /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Identify the minimum number of price bar needed * to calculate at least one output. */ lookbackTotal = LOOKBACK_CALL(CDLRISEFALL3METHODS)(); /* Move up the start index if there is not * enough initial data. */ if( startIdx < lookbackTotal ) startIdx = lookbackTotal; /* Make sure there is still something to evaluate. */ if( startIdx > endIdx ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } /* Do the calculation using tight loops. */ /* Add-up the initial period, except for the last value. */ BodyPeriodTotal[4] = 0; BodyPeriodTotal[3] = 0; BodyPeriodTotal[2] = 0; BodyPeriodTotal[1] = 0; BodyPeriodTotal[0] = 0; BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort); BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong); i = BodyShortTrailingIdx; while( i < startIdx ) { BodyPeriodTotal[3] += TA_CANDLERANGE( BodyShort, i-3 ); BodyPeriodTotal[2] += TA_CANDLERANGE( BodyShort, i-2 ); BodyPeriodTotal[1] += TA_CANDLERANGE( BodyShort, i-1 ); i++; } i = BodyLongTrailingIdx; while( i < startIdx ) { BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ); BodyPeriodTotal[0] += TA_CANDLERANGE( BodyLong, i ); i++; } i = startIdx; /* Proceed with the calculation for the requested range. * Must have: * - first candle: long white (black) candlestick * - then: group of falling (rising) small real body candlesticks (commonly black (white)) that hold within * the prior long candle's range: ideally they should be three but two or more than three are ok too * - final candle: long white (black) candle that opens above (below) the previous small candle's close * and closes above (below) the first long candle's close * The meaning of "short" and "long" is specified with TA_SetCandleSettings; here only patterns with 3 small candles * are considered; * outInteger is positive (1 to 100) or negative (-1 to -100) */ outIdx = 0; do { if( // 1st long, then 3 small, 5th long TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[4], i-4 ) && TA_REALBODY(i-3) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[3], i-3 ) && TA_REALBODY(i-2) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[2], i-2 ) && TA_REALBODY(i-1) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[1], i-1 ) && TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[0], i ) && // white, 3 black, white || black, 3 white, black TA_CANDLECOLOR(i-4) == -TA_CANDLECOLOR(i-3) && TA_CANDLECOLOR(i-3) == TA_CANDLECOLOR(i-2) && TA_CANDLECOLOR(i-2) == TA_CANDLECOLOR(i-1) && TA_CANDLECOLOR(i-1) == -TA_CANDLECOLOR(i) && // 2nd to 4th hold within 1st: a part of the real body must be within 1st range min(inOpen[i-3], inClose[i-3]) < inHigh[i-4] && max(inOpen[i-3], inClose[i-3]) > inLow[i-4] && min(inOpen[i-2], inClose[i-2]) < inHigh[i-4] && max(inOpen[i-2], inClose[i-2]) > inLow[i-4] && min(inOpen[i-1], inClose[i-1]) < inHigh[i-4] && max(inOpen[i-1], inClose[i-1]) > inLow[i-4] && // 2nd to 4th are falling (rising) inClose[i-2] * TA_CANDLECOLOR(i-4) < inClose[i-3] * TA_CANDLECOLOR(i-4) && inClose[i-1] * TA_CANDLECOLOR(i-4) < inClose[i-2] * TA_CANDLECOLOR(i-4) && // 5th opens above (below) the prior close inOpen[i] * TA_CANDLECOLOR(i-4) > inClose[i-1] * TA_CANDLECOLOR(i-4) && // 5th closes above (below) the 1st close inClose[i] * TA_CANDLECOLOR(i-4) > inClose[i-4] * TA_CANDLECOLOR(i-4) ) outInteger[outIdx++] = 100 * TA_CANDLECOLOR(i-4); else outInteger[outIdx++] = 0; /* add the current range and subtract the first range: this is done after the pattern recognition * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle) */ BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 ); for (totIdx = 3; totIdx >= 1; --totIdx) BodyPeriodTotal[totIdx] += TA_CANDLERANGE( BodyShort, i-totIdx ) - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx-totIdx ); BodyPeriodTotal[0] += TA_CANDLERANGE( BodyLong, i ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx ); i++; BodyShortTrailingIdx++; BodyLongTrailingIdx++; } while( i <= endIdx ); /* All done. Indicate the output limits and return. */ VALUE_HANDLE_DEREF(outNBElement) = outIdx; VALUE_HANDLE_DEREF(outBegIdx) = startIdx; return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* Generated */ #define USE_SINGLE_PRECISION_INPUT /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA ) /* Generated */ #undef TA_PREFIX /* Generated */ #define TA_PREFIX(x) TA_S_##x /* Generated */ #endif /* Generated */ #undef INPUT_TYPE /* Generated */ #define INPUT_TYPE float /* Generated */ #if defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::CdlRiseFall3Methods( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inOpen, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ cli::array^ inClose, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outInteger ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode cdlRiseFall3Methods( int startIdx, /* Generated */ int endIdx, /* Generated */ float inOpen[], /* Generated */ float inHigh[], /* Generated */ float inLow[], /* Generated */ float inClose[], /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ int outInteger[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_S_CDLRISEFALL3METHODS( int startIdx, /* Generated */ int endIdx, /* Generated */ const float inOpen[], /* Generated */ const float inHigh[], /* Generated */ const float inLow[], /* Generated */ const float inClose[], /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ int outInteger[] ) /* Generated */ #endif /* Generated */ { /* Generated */ ARRAY_LOCAL(BodyPeriodTotal,5); /* Generated */ int i, outIdx, totIdx, BodyShortTrailingIdx, BodyLongTrailingIdx, lookbackTotal; /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ if( startIdx < 0 ) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex); /* Generated */ if( (endIdx < 0) || (endIdx < startIdx)) /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex); /* Generated */ #if !defined(_JAVA) /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outInteger ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #endif /* Generated */ lookbackTotal = LOOKBACK_CALL(CDLRISEFALL3METHODS)(); /* Generated */ if( startIdx < lookbackTotal ) /* Generated */ startIdx = lookbackTotal; /* Generated */ if( startIdx > endIdx ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success); /* Generated */ } /* Generated */ BodyPeriodTotal[4] = 0; /* Generated */ BodyPeriodTotal[3] = 0; /* Generated */ BodyPeriodTotal[2] = 0; /* Generated */ BodyPeriodTotal[1] = 0; /* Generated */ BodyPeriodTotal[0] = 0; /* Generated */ BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort); /* Generated */ BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong); /* Generated */ i = BodyShortTrailingIdx; /* Generated */ while( i < startIdx ) { /* Generated */ BodyPeriodTotal[3] += TA_CANDLERANGE( BodyShort, i-3 ); /* Generated */ BodyPeriodTotal[2] += TA_CANDLERANGE( BodyShort, i-2 ); /* Generated */ BodyPeriodTotal[1] += TA_CANDLERANGE( BodyShort, i-1 ); /* Generated */ i++; /* Generated */ } /* Generated */ i = BodyLongTrailingIdx; /* Generated */ while( i < startIdx ) { /* Generated */ BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ); /* Generated */ BodyPeriodTotal[0] += TA_CANDLERANGE( BodyLong, i ); /* Generated */ i++; /* Generated */ } /* Generated */ i = startIdx; /* Generated */ outIdx = 0; /* Generated */ do /* Generated */ { /* Generated */ if( // 1st long, then 3 small, 5th long /* Generated */ TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[4], i-4 ) && /* Generated */ TA_REALBODY(i-3) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[3], i-3 ) && /* Generated */ TA_REALBODY(i-2) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[2], i-2 ) && /* Generated */ TA_REALBODY(i-1) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[1], i-1 ) && /* Generated */ TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[0], i ) && /* Generated */ // white, 3 black, white || black, 3 white, black /* Generated */ TA_CANDLECOLOR(i-4) == -TA_CANDLECOLOR(i-3) && /* Generated */ TA_CANDLECOLOR(i-3) == TA_CANDLECOLOR(i-2) && /* Generated */ TA_CANDLECOLOR(i-2) == TA_CANDLECOLOR(i-1) && /* Generated */ TA_CANDLECOLOR(i-1) == -TA_CANDLECOLOR(i) && /* Generated */ // 2nd to 4th hold within 1st: a part of the real body must be within 1st range /* Generated */ min(inOpen[i-3], inClose[i-3]) < inHigh[i-4] && max(inOpen[i-3], inClose[i-3]) > inLow[i-4] && /* Generated */ min(inOpen[i-2], inClose[i-2]) < inHigh[i-4] && max(inOpen[i-2], inClose[i-2]) > inLow[i-4] && /* Generated */ min(inOpen[i-1], inClose[i-1]) < inHigh[i-4] && max(inOpen[i-1], inClose[i-1]) > inLow[i-4] && /* Generated */ // 2nd to 4th are falling (rising) /* Generated */ inClose[i-2] * TA_CANDLECOLOR(i-4) < inClose[i-3] * TA_CANDLECOLOR(i-4) && /* Generated */ inClose[i-1] * TA_CANDLECOLOR(i-4) < inClose[i-2] * TA_CANDLECOLOR(i-4) && /* Generated */ // 5th opens above (below) the prior close /* Generated */ inOpen[i] * TA_CANDLECOLOR(i-4) > inClose[i-1] * TA_CANDLECOLOR(i-4) && /* Generated */ // 5th closes above (below) the 1st close /* Generated */ inClose[i] * TA_CANDLECOLOR(i-4) > inClose[i-4] * TA_CANDLECOLOR(i-4) /* Generated */ ) /* Generated */ outInteger[outIdx++] = 100 * TA_CANDLECOLOR(i-4); /* Generated */ else /* Generated */ outInteger[outIdx++] = 0; /* Generated */ BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 ); /* Generated */ for (totIdx = 3; totIdx >= 1; --totIdx) /* Generated */ BodyPeriodTotal[totIdx] += TA_CANDLERANGE( BodyShort, i-totIdx ) /* Generated */ - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx-totIdx ); /* Generated */ BodyPeriodTotal[0] += TA_CANDLERANGE( BodyLong, i ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx ); /* Generated */ i++; /* Generated */ BodyShortTrailingIdx++; /* Generated */ BodyLongTrailingIdx++; /* Generated */ } while( i <= endIdx ); /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx; /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success); /* Generated */ } /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ }}} // Close namespace TicTacTec.TA.Lib /* Generated */ #endif /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/