/* 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 * EKO echo999@ifrance.com * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 010802 MF Template creation. * 051103 EKO Found bug and fix related to outFastD. * 052603 MF Adapt code to compile with .NET Managed C++ * */ /**** 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::StochFLookback( int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ MAType optInFastD_MAType ) /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int stochFLookback( int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ MAType optInFastD_MAType ) /* Generated */ /* Generated */ #else /* Generated */ int TA_STOCHF_Lookback( int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ TA_MAType optInFastD_MAType ) /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ int retValue; /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* min/max are checked for optInFastK_Period. */ /* Generated */ if( (int)optInFastK_Period == TA_INTEGER_DEFAULT ) /* Generated */ optInFastK_Period = 5; /* Generated */ else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ /* min/max are checked for optInFastD_Period. */ /* Generated */ if( (int)optInFastD_Period == TA_INTEGER_DEFAULT ) /* Generated */ optInFastD_Period = 3; /* Generated */ else if( ((int)optInFastD_Period < 1) || ((int)optInFastD_Period > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ #if !defined(_MANAGED) && !defined(_JAVA) /* Generated */ if( (int)optInFastD_MAType == TA_INTEGER_DEFAULT ) /* Generated */ optInFastD_MAType = (TA_MAType)0; /* Generated */ else if( ((int)optInFastD_MAType < 0) || ((int)optInFastD_MAType > 8) ) /* Generated */ return -1; /* Generated */ /* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* insert lookback code here. */ /* Account for the initial data needed for Fast-K. */ retValue = (optInFastK_Period - 1); /* Add the smoothing being done for Fast-D */ retValue += LOOKBACK_CALL(MA)( optInFastD_Period, optInFastD_MAType ); return retValue; } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_STOCHF - Stochastic Fast * * Input = High, Low, Close * Output = double, double * * Optional Parameters * ------------------- * optInFastK_Period:(From 1 to 100000) * Time period for building the Fast-K line * * optInFastD_Period:(From 1 to 100000) * Smoothing for making the Fast-D line. Usually set to 3 * * optInFastD_MAType: * Type of Moving Average for Fast-D * * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::StochF( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inHigh, /* Generated */ SubArray^ inLow, /* Generated */ SubArray^ inClose, /* Generated */ int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ MAType optInFastD_MAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outFastK, /* Generated */ cli::array^ outFastD ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::StochF( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ cli::array^ inClose, /* Generated */ int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ MAType optInFastD_MAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outFastK, /* Generated */ cli::array^ outFastD ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode stochF( int startIdx, /* Generated */ int endIdx, /* Generated */ double inHigh[], /* Generated */ double inLow[], /* Generated */ double inClose[], /* Generated */ int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ MAType optInFastD_MAType, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outFastK[], /* Generated */ double outFastD[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_STOCHF( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inHigh[], /* Generated */ const double inLow[], /* Generated */ const double inClose[], /* Generated */ int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ TA_MAType optInFastD_MAType, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outFastK[], /* Generated */ double outFastD[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ ENUM_DECLARATION(RetCode) retCode; double lowest, highest, tmp, diff; ARRAY_REF( tempBuffer ); int outIdx, lowestIdx, highestIdx; int lookbackTotal, lookbackK, lookbackFastD; int trailingIdx, today, i; #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA ) int bufferIsAllocated; #endif /**** 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||!inClose) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA)*/ /* Generated */ /* min/max are checked for optInFastK_Period. */ /* Generated */ if( (int)optInFastK_Period == TA_INTEGER_DEFAULT ) /* Generated */ optInFastK_Period = 5; /* Generated */ else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ /* min/max are checked for optInFastD_Period. */ /* Generated */ if( (int)optInFastD_Period == TA_INTEGER_DEFAULT ) /* Generated */ optInFastD_Period = 3; /* Generated */ else if( ((int)optInFastD_Period < 1) || ((int)optInFastD_Period > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #if !defined(_MANAGED) && !defined(_JAVA) /* Generated */ if( (int)optInFastD_MAType == TA_INTEGER_DEFAULT ) /* Generated */ optInFastD_MAType = (TA_MAType)0; /* Generated */ else if( ((int)optInFastD_MAType < 0) || ((int)optInFastD_MAType > 8) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outFastK ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ if( !outFastD ) /* 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. */ /* With stochastic, there is a total of 4 different lines that * are defined: FASTK, FASTD, SLOWK and SLOWD. * * The D is the signal line usually drawn over its * corresponding K function. * * (Today's Close - LowestLow) * FASTK(Kperiod) = --------------------------- * 100 * (HighestHigh - LowestLow) * * FASTD(FastDperiod, MA type) = MA Smoothed FASTK over FastDperiod * * SLOWK(SlowKperiod, MA type) = MA Smoothed FASTK over SlowKperiod * * SLOWD(SlowDperiod, MA Type) = MA Smoothed SLOWK over SlowDperiod * * The HighestHigh and LowestLow are the extreme values among the * last 'Kperiod'. * * SLOWK and FASTD are equivalent when using the same period. * * The following shows how these four lines are made available in TA-LIB: * * TA_STOCH : Returns the SLOWK and SLOWD * TA_STOCHF : Returns the FASTK and FASTD * * The TA_STOCH function correspond to the more widely implemented version * found in many software/charting package. The TA_STOCHF is more rarely * used because its higher volatility cause often whipsaws. */ /* Identify the lookback needed. */ lookbackK = optInFastK_Period-1; lookbackFastD = LOOKBACK_CALL(MA)( optInFastD_Period, optInFastD_MAType ); lookbackTotal = lookbackK + lookbackFastD; /* 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 ) { /* Succeed... but no data in the output. */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } /* Do the K calculation: * * Kt = 100 x ((Ct-Lt)/(Ht-Lt)) * * Kt is today stochastic * Ct is today closing price. * Lt is the lowest price of the last K Period (including today) * Ht is the highest price of the last K Period (including today) */ /* Proceed with the calculation for the requested range. * Note that this algorithm allows the input and * output to be the same buffer. */ outIdx = 0; /* Calculate just enough K for ending up with the caller * requested range. (The range of k must consider all * the lookback involve with the smoothing). */ trailingIdx = startIdx-lookbackTotal; today = trailingIdx+lookbackK; lowestIdx = highestIdx = -1; diff = highest = lowest = 0.0; /* Allocate a temporary buffer large enough to * store the K. * * If the output is the same as the input, great * we just save ourself one memory allocation. */ #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA ) bufferIsAllocated = 0; #endif #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY ) /* Always alloc, since output is of different type and * its allocated size is not guarantee to be as large as * the input. */ ARRAY_ALLOC( tempBuffer, endIdx-today+1 ); #else if( (outFastK == inHigh) || (outFastK == inLow) || (outFastK == inClose) ) { tempBuffer = outFastK; } else if( (outFastD == inHigh) || (outFastD == inLow) || (outFastD == inClose) ) { tempBuffer = outFastD; } else { #if !defined( _MANAGED ) && !defined( _JAVA ) bufferIsAllocated = 1; #endif ARRAY_ALLOC(tempBuffer, endIdx-today+1 ); } #endif /* Do the K calculation */ while( today <= endIdx ) { /* Set the lowest low */ tmp = inLow[today]; if( lowestIdx < trailingIdx ) { lowestIdx = trailingIdx; lowest = inLow[lowestIdx]; i = lowestIdx; while( ++i<=today ) { tmp = inLow[i]; if( tmp < lowest ) { lowestIdx = i; lowest = tmp; } } diff = (highest - lowest)/100.0; } else if( tmp <= lowest ) { lowestIdx = today; lowest = tmp; diff = (highest - lowest)/100.0; } /* Set the highest high */ tmp = inHigh[today]; if( highestIdx < trailingIdx ) { highestIdx = trailingIdx; highest = inHigh[highestIdx]; i = highestIdx; while( ++i<=today ) { tmp = inHigh[i]; if( tmp > highest ) { highestIdx = i; highest = tmp; } } diff = (highest - lowest)/100.0; } else if( tmp >= highest ) { highestIdx = today; highest = tmp; diff = (highest - lowest)/100.0; } /* Calculate stochastic. */ if( diff != 0.0 ) tempBuffer[outIdx++] = (inClose[today]-lowest)/diff; else tempBuffer[outIdx++] = 0.0; trailingIdx++; today++; } /* Fast-K calculation completed. This K calculation is returned * to the caller. It is smoothed to become Fast-D. */ retCode = FUNCTION_CALL_DOUBLE(MA)( 0, outIdx-1, tempBuffer, optInFastD_Period, optInFastD_MAType, outBegIdx, outNBElement, outFastD ); if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement)) == 0 ) { #if defined(USE_SINGLE_PRECISION_INPUT) ARRAY_FREE( tempBuffer ); #else ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); #endif /* Something wrong happen? No further data? */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return retCode; } /* Copy tempBuffer into the caller buffer. * (Calculation could not be done directly in the * caller buffer because more input data then the * requested range was needed for doing %D). */ ARRAY_MEMMOVE( outFastK, 0, tempBuffer, lookbackFastD, (int)VALUE_HANDLE_DEREF(outNBElement) ); /* Don't need K anymore, free it if it was allocated here. */ #if defined(USE_SINGLE_PRECISION_INPUT) ARRAY_FREE( tempBuffer ); #else ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); #endif if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) { /* Something wrong happen while processing %D? */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return retCode; } /* Note: Keep the outBegIdx relative to the * caller input before returning. */ 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::StochF( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ cli::array^ inClose, /* Generated */ int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ MAType optInFastD_MAType, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outFastK, /* Generated */ cli::array^ outFastD ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode stochF( int startIdx, /* Generated */ int endIdx, /* Generated */ float inHigh[], /* Generated */ float inLow[], /* Generated */ float inClose[], /* Generated */ int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ MAType optInFastD_MAType, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outFastK[], /* Generated */ double outFastD[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_S_STOCHF( int startIdx, /* Generated */ int endIdx, /* Generated */ const float inHigh[], /* Generated */ const float inLow[], /* Generated */ const float inClose[], /* Generated */ int optInFastK_Period, /* From 1 to 100000 */ /* Generated */ int optInFastD_Period, /* From 1 to 100000 */ /* Generated */ TA_MAType optInFastD_MAType, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outFastK[], /* Generated */ double outFastD[] ) /* Generated */ #endif /* Generated */ { /* Generated */ ENUM_DECLARATION(RetCode) retCode; /* Generated */ double lowest, highest, tmp, diff; /* Generated */ ARRAY_REF( tempBuffer ); /* Generated */ int outIdx, lowestIdx, highestIdx; /* Generated */ int lookbackTotal, lookbackK, lookbackFastD; /* Generated */ int trailingIdx, today, i; /* Generated */ #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA ) /* Generated */ int bufferIsAllocated; /* Generated */ #endif /* 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||!inClose) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ if( (int)optInFastK_Period == TA_INTEGER_DEFAULT ) /* Generated */ optInFastK_Period = 5; /* Generated */ else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( (int)optInFastD_Period == TA_INTEGER_DEFAULT ) /* Generated */ optInFastD_Period = 3; /* Generated */ else if( ((int)optInFastD_Period < 1) || ((int)optInFastD_Period > 100000) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #if !defined(_MANAGED) && !defined(_JAVA) /* Generated */ if( (int)optInFastD_MAType == TA_INTEGER_DEFAULT ) /* Generated */ optInFastD_MAType = (TA_MAType)0; /* Generated */ else if( ((int)optInFastD_MAType < 0) || ((int)optInFastD_MAType > 8) ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outFastK ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ if( !outFastD ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* Generated */ #endif /* Generated */ lookbackK = optInFastK_Period-1; /* Generated */ lookbackFastD = LOOKBACK_CALL(MA)( optInFastD_Period, optInFastD_MAType ); /* Generated */ lookbackTotal = lookbackK + lookbackFastD; /* 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 */ trailingIdx = startIdx-lookbackTotal; /* Generated */ today = trailingIdx+lookbackK; /* Generated */ lowestIdx = highestIdx = -1; /* Generated */ diff = highest = lowest = 0.0; /* Generated */ #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA ) /* Generated */ bufferIsAllocated = 0; /* Generated */ #endif /* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY ) /* Generated */ ARRAY_ALLOC( tempBuffer, endIdx-today+1 ); /* Generated */ #else /* Generated */ if( (outFastK == inHigh) || /* Generated */ (outFastK == inLow) || /* Generated */ (outFastK == inClose) ) /* Generated */ { /* Generated */ tempBuffer = outFastK; /* Generated */ } /* Generated */ else if( (outFastD == inHigh) || /* Generated */ (outFastD == inLow) || /* Generated */ (outFastD == inClose) ) /* Generated */ { /* Generated */ tempBuffer = outFastD; /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA ) /* Generated */ bufferIsAllocated = 1; /* Generated */ #endif /* Generated */ ARRAY_ALLOC(tempBuffer, endIdx-today+1 ); /* Generated */ } /* Generated */ #endif /* Generated */ while( today <= endIdx ) /* Generated */ { /* Generated */ tmp = inLow[today]; /* Generated */ if( lowestIdx < trailingIdx ) /* Generated */ { /* Generated */ lowestIdx = trailingIdx; /* Generated */ lowest = inLow[lowestIdx]; /* Generated */ i = lowestIdx; /* Generated */ while( ++i<=today ) /* Generated */ { /* Generated */ tmp = inLow[i]; /* Generated */ if( tmp < lowest ) /* Generated */ { /* Generated */ lowestIdx = i; /* Generated */ lowest = tmp; /* Generated */ } /* Generated */ } /* Generated */ diff = (highest - lowest)/100.0; /* Generated */ } /* Generated */ else if( tmp <= lowest ) /* Generated */ { /* Generated */ lowestIdx = today; /* Generated */ lowest = tmp; /* Generated */ diff = (highest - lowest)/100.0; /* Generated */ } /* Generated */ tmp = inHigh[today]; /* Generated */ if( highestIdx < trailingIdx ) /* Generated */ { /* Generated */ highestIdx = trailingIdx; /* Generated */ highest = inHigh[highestIdx]; /* Generated */ i = highestIdx; /* Generated */ while( ++i<=today ) /* Generated */ { /* Generated */ tmp = inHigh[i]; /* Generated */ if( tmp > highest ) /* Generated */ { /* Generated */ highestIdx = i; /* Generated */ highest = tmp; /* Generated */ } /* Generated */ } /* Generated */ diff = (highest - lowest)/100.0; /* Generated */ } /* Generated */ else if( tmp >= highest ) /* Generated */ { /* Generated */ highestIdx = today; /* Generated */ highest = tmp; /* Generated */ diff = (highest - lowest)/100.0; /* Generated */ } /* Generated */ if( diff != 0.0 ) /* Generated */ tempBuffer[outIdx++] = (inClose[today]-lowest)/diff; /* Generated */ else /* Generated */ tempBuffer[outIdx++] = 0.0; /* Generated */ trailingIdx++; /* Generated */ today++; /* Generated */ } /* Generated */ retCode = FUNCTION_CALL_DOUBLE(MA)( 0, outIdx-1, /* Generated */ tempBuffer, optInFastD_Period, /* Generated */ optInFastD_MAType, /* Generated */ outBegIdx, outNBElement, outFastD ); /* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement)) == 0 ) /* Generated */ { /* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT) /* Generated */ ARRAY_FREE( tempBuffer ); /* Generated */ #else /* Generated */ ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); /* Generated */ #endif /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return retCode; /* Generated */ } /* Generated */ ARRAY_MEMMOVE( outFastK, 0, tempBuffer, lookbackFastD, (int)VALUE_HANDLE_DEREF(outNBElement) ); /* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT) /* Generated */ ARRAY_FREE( tempBuffer ); /* Generated */ #else /* Generated */ ARRAY_FREE_COND( bufferIsAllocated, tempBuffer ); /* Generated */ #endif /* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return retCode; /* Generated */ } /* 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 ****/