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kvo.c
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kvo.c
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/*
* Tulip Indicators
* https://tulipindicators.org/
* Copyright (c) 2010-2017 Tulip Charts LLC
* Lewis Van Winkle (LV@tulipcharts.org)
*
* This file is part of Tulip Indicators.
*
* Tulip Indicators is free software: you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation, either version 3 of the License, or (at your
* option) any later version.
*
* Tulip Indicators is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Tulip Indicators. If not, see <http://www.gnu.org/licenses/>.
*
*/
#include "indicators.h"
int ti_kvo_start(TI_REAL const *options) {
(void)options;
return 1;
}
int ti_kvo(int size, TI_REAL const *const *inputs, TI_REAL const *options, TI_REAL *const *outputs) {
const TI_REAL *high = inputs[0];
const TI_REAL *low = inputs[1];
const TI_REAL *close = inputs[2];
const TI_REAL *volume = inputs[3];
const int short_period = (int)options[0];
const int long_period = (int)options[1];
if (short_period < 1) return TI_INVALID_OPTION;
if (long_period < short_period) return TI_INVALID_OPTION;
if (size <= ti_kvo_start(options)) return TI_OKAY;
const TI_REAL short_per = 2 / ((TI_REAL)short_period + 1);
const TI_REAL long_per = 2 / ((TI_REAL)long_period + 1);
TI_REAL *output = outputs[0];
TI_REAL cm = 0;
TI_REAL prev_hlc = high[0] + low[0] + close[0];
int trend = -1;
TI_REAL short_ema = 0, long_ema = 0;
int i;
for (i = 1; i < size; ++i) {
const TI_REAL hlc = high[i] + low[i] + close[i];
const TI_REAL dm = high[i] - low[i];
if (hlc > prev_hlc && trend != 1) {
trend = 1;
cm = high[i-1] - low[i-1];
} else if (hlc < prev_hlc && trend != 0) {
trend = 0;
cm = high[i-1] - low[i-1];
}
cm += dm;
const TI_REAL vf = volume[i] * fabs(dm / cm * 2 - 1) * 100 * (trend ? 1.0 : -1.0);
if (i == 1) {
short_ema = vf;
long_ema = vf;
} else {
short_ema = (vf-short_ema) * short_per + short_ema;
long_ema = (vf-long_ema) * long_per + long_ema;
}
*output++ = short_ema - long_ema;
prev_hlc = hlc;
}
assert(output - outputs[0] == size - ti_kvo_start(options));
return TI_OKAY;
}