/* 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 * ------------------------------------------------------------------- * MF Mario Fortier * CF Christo Fogelberg * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 010802 MF Template creation. * 052603 MF Adapt code to compile with .NET Managed C++ * 122104 MF,CF Fix#1089506 for when optInTimePeriod is 1. * */ /**** 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::PlusDMLookback( int optInTimePeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int plusDMLookback( int optInTimePeriod ) /* From 1 to 100000 */ /* Generated */ /* Generated */ #else /* Generated */ int TA_PLUS_DM_Lookback( int optInTimePeriod ) /* From 1 to 100000 */ /* 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 */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* min/max are checked for optInTimePeriod. */ /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 14; /* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* insert lookback code here. */ if( optInTimePeriod > 1 ) return optInTimePeriod + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_PLUS_DM,PlusDM) - 1; else return 1; } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_PLUS_DM - Plus Directional Movement * * Input = High, Low * Output = double * * Optional Parameters * ------------------- * optInTimePeriod:(From 1 to 100000) * Number of period * * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::PlusDM( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inHigh, /* Generated */ SubArray^ inLow, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::PlusDM( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode plusDM( int startIdx, /* Generated */ int endIdx, /* Generated */ double inHigh[], /* Generated */ double inLow[], /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outReal[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_PLUS_DM( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inHigh[], /* Generated */ const double inLow[], /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outReal[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ int today, lookbackTotal, outIdx; double prevHigh, prevLow, tempReal; double prevPlusDM; double diffP, diffM; int i; /**** 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(!inHigh||!inLow) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA)*/ /* Generated */ /* min/max are checked for optInTimePeriod. */ /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 14; /* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outReal ) /* 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 ****/ /* Insert TA function code here. */ /* * The DM1 (one period) is base on the largest part of * today's range that is outside of yesterdays range. * * The following 7 cases explain how the +DM and -DM are * calculated on one period: * * Case 1: Case 2: * C| A| * | | C| * | +DM1 = (C-A) B| | +DM1 = 0 * | -DM1 = 0 | -DM1 = (B-D) * A| | D| * | D| * B| * * Case 3: Case 4: * C| C| * | A| | * | +DM1 = (C-A) | | +DM1 = 0 * | -DM1 = 0 B| | -DM1 = (B-D) * A| | | * | | D| * B| | * D| * * Case 5: Case 6: * A| A| C| * | C| +DM1 = 0 | | +DM1 = 0 * | | -DM1 = 0 | | -DM1 = 0 * | D| | | * B| B| D| * * * Case 7: * * C| * A| | * | | +DM=0 * B| | -DM=0 * D| * * In case 3 and 4, the rule is that the smallest delta between * (C-A) and (B-D) determine which of +DM or -DM is zero. * * In case 7, (C-A) and (B-D) are equal, so both +DM and -DM are * zero. * * The rules remain the same when A=B and C=D (when the highs * equal the lows). * * When calculating the DM over a period > 1, the one-period DM * for the desired period are initialy sum. In other word, * for a +DM14, sum the +DM1 for the first 14 days (that's * 13 values because there is no DM for the first day!) * Subsequent DM are calculated using the Wilder's * smoothing approach: * * Previous +DM14 * Today's +DM14 = Previous +DM14 - -------------- + Today's +DM1 * 14 * * Reference: * New Concepts In Technical Trading Systems, J. Welles Wilder Jr */ if( optInTimePeriod > 1 ) lookbackTotal = optInTimePeriod + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_PLUS_DM,PlusDM) - 1; else lookbackTotal = 1; /* Adjust startIdx to account for the lookback period. */ 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); } /* Indicate where the next output should be put * in the outReal. */ outIdx = 0; /* Trap the case where no smoothing is needed. */ if( optInTimePeriod <= 1 ) { /* No smoothing needed. Just do a simple DM1 * for each price bar. */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; today = startIdx-1; prevHigh = inHigh[today]; prevLow = inLow[today]; while( today < endIdx ) { today++; tempReal = inHigh[today]; diffP = tempReal-prevHigh; /* Plus Delta */ prevHigh = tempReal; tempReal = inLow[today]; diffM = prevLow-tempReal; /* Minus Delta */ prevLow = tempReal; if( (diffP > 0) && (diffP > diffM) ) { /* Case 1 and 3: +DM=diffP,-DM=0 */ outReal[outIdx++] = diffP; } else outReal[outIdx++] = 0; } VALUE_HANDLE_DEREF(outNBElement) = outIdx; return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } /* Process the initial DM */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; prevPlusDM = 0.0; today = startIdx - lookbackTotal; prevHigh = inHigh[today]; prevLow = inLow[today]; i = optInTimePeriod-1; while( i-- > 0 ) { today++; tempReal = inHigh[today]; diffP = tempReal-prevHigh; /* Plus Delta */ prevHigh = tempReal; tempReal = inLow[today]; diffM = prevLow-tempReal; /* Minus Delta */ prevLow = tempReal; if( (diffP > 0) && (diffP > diffM) ) { /* Case 1 and 3: +DM=diffP,-DM=0 */ prevPlusDM += diffP; } } /* Process subsequent DM */ /* Skip the unstable period. */ i = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_PLUS_DM,PlusDM); while( i-- != 0 ) { today++; tempReal = inHigh[today]; diffP = tempReal-prevHigh; /* Plus Delta */ prevHigh = tempReal; tempReal = inLow[today]; diffM = prevLow-tempReal; /* Minus Delta */ prevLow = tempReal; if( (diffP > 0) && (diffP > diffM) ) { /* Case 1 and 3: +DM=diffP,-DM=0 */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod) + diffP; } else { /* Case 2,4,5 and 7 */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod); } } /* Now start to write the output in * the caller provided outReal. */ outReal[0] = prevPlusDM; outIdx = 1; while( today < endIdx ) { today++; tempReal = inHigh[today]; diffP = tempReal-prevHigh; /* Plus Delta */ prevHigh = tempReal; tempReal = inLow[today]; diffM = prevLow-tempReal; /* Minus Delta */ prevLow = tempReal; if( (diffP > 0) && (diffP > diffM) ) { /* Case 1 and 3: +DM=diffP,-DM=0 */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod) + diffP; } else { /* Case 2,4,5 and 7 */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod); } outReal[outIdx++] = prevPlusDM; } VALUE_HANDLE_DEREF(outNBElement) = outIdx; 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::PlusDM( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode plusDM( int startIdx, /* Generated */ int endIdx, /* Generated */ float inHigh[], /* Generated */ float inLow[], /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outReal[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_S_PLUS_DM( int startIdx, /* Generated */ int endIdx, /* Generated */ const float inHigh[], /* Generated */ const float inLow[], /* Generated */ int optInTimePeriod, /* From 1 to 100000 */ /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outReal[] ) /* Generated */ #endif /* Generated */ { /* Generated */ int today, lookbackTotal, outIdx; /* Generated */ double prevHigh, prevLow, tempReal; /* Generated */ double prevPlusDM; /* Generated */ double diffP, diffM; /* Generated */ int i; /* 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(!inHigh||!inLow) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 14; /* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outReal ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #endif /* Generated */ if( optInTimePeriod > 1 ) /* Generated */ lookbackTotal = optInTimePeriod + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_PLUS_DM,PlusDM) - 1; /* Generated */ else /* Generated */ lookbackTotal = 1; /* 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 */ outIdx = 0; /* Generated */ if( optInTimePeriod <= 1 ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; /* Generated */ today = startIdx-1; /* Generated */ prevHigh = inHigh[today]; /* Generated */ prevLow = inLow[today]; /* Generated */ while( today < endIdx ) /* Generated */ { /* Generated */ today++; /* Generated */ tempReal = inHigh[today]; /* Generated */ diffP = tempReal-prevHigh; /* Generated */ prevHigh = tempReal; /* Generated */ tempReal = inLow[today]; /* Generated */ diffM = prevLow-tempReal; /* Generated */ prevLow = tempReal; /* Generated */ if( (diffP > 0) && (diffP > diffM) ) /* Generated */ { /* Generated */ outReal[outIdx++] = diffP; /* Generated */ } /* Generated */ else /* Generated */ outReal[outIdx++] = 0; /* Generated */ } /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx; /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success); /* Generated */ } /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; /* Generated */ prevPlusDM = 0.0; /* Generated */ today = startIdx - lookbackTotal; /* Generated */ prevHigh = inHigh[today]; /* Generated */ prevLow = inLow[today]; /* Generated */ i = optInTimePeriod-1; /* Generated */ while( i-- > 0 ) /* Generated */ { /* Generated */ today++; /* Generated */ tempReal = inHigh[today]; /* Generated */ diffP = tempReal-prevHigh; /* Generated */ prevHigh = tempReal; /* Generated */ tempReal = inLow[today]; /* Generated */ diffM = prevLow-tempReal; /* Generated */ prevLow = tempReal; /* Generated */ if( (diffP > 0) && (diffP > diffM) ) /* Generated */ { /* Generated */ prevPlusDM += diffP; /* Generated */ } /* Generated */ } /* Generated */ i = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_PLUS_DM,PlusDM); /* Generated */ while( i-- != 0 ) /* Generated */ { /* Generated */ today++; /* Generated */ tempReal = inHigh[today]; /* Generated */ diffP = tempReal-prevHigh; /* Generated */ prevHigh = tempReal; /* Generated */ tempReal = inLow[today]; /* Generated */ diffM = prevLow-tempReal; /* Generated */ prevLow = tempReal; /* Generated */ if( (diffP > 0) && (diffP > diffM) ) /* Generated */ { /* Generated */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod) + diffP; /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod); /* Generated */ } /* Generated */ } /* Generated */ outReal[0] = prevPlusDM; /* Generated */ outIdx = 1; /* Generated */ while( today < endIdx ) /* Generated */ { /* Generated */ today++; /* Generated */ tempReal = inHigh[today]; /* Generated */ diffP = tempReal-prevHigh; /* Generated */ prevHigh = tempReal; /* Generated */ tempReal = inLow[today]; /* Generated */ diffM = prevLow-tempReal; /* Generated */ prevLow = tempReal; /* Generated */ if( (diffP > 0) && (diffP > diffM) ) /* Generated */ { /* Generated */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod) + diffP; /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ prevPlusDM = prevPlusDM - (prevPlusDM/optInTimePeriod); /* Generated */ } /* Generated */ outReal[outIdx++] = prevPlusDM; /* Generated */ } /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx; /* 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 ****/