INDICATOR(RSI)(const std::vector<Candlestick>* candlesticks, int* startIndex)
{
std::vector<double> indicatorData = std::vector<double>();
int outBeginIdx;
int outNbElement;
int optInTimePeriod = 14;
unsigned int lookback = TA_RSI_Lookback(optInTimePeriod);
if (candlesticks->size() <= lookback) {
return indicatorData;
}
//Initialize all required parameters
this->PrepareParameters(candlesticks);
//Perform the RSI calculation
TA_RSI(
this->startIdx,
this->endIdx,
this->inClose,
optInTimePeriod,
&outBeginIdx,
&outNbElement,
this->outReal);
//Put the result into indicator data vector in RsiModel
for (int i = 0; i < outNbElement; i++) {
indicatorData.push_back(outReal[i]);
}
*startIndex = outBeginIdx;
//Cleanup all required parameters
this->Clean();
return indicatorData;
}
/* Generated */ TA_RetCode TA_S_RSI( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNbElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ int outIdx;
/* Generated */ int today, lookbackTotal, unstablePeriod, i;
/* Generated */ double prevGain, prevLoss, prevValue, savePrevValue;
/* Generated */ double tempValue1, tempValue2;
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ if( startIdx < 0 )
/* Generated */ return TA_OUT_OF_RANGE_START_INDEX;
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return TA_OUT_OF_RANGE_END_INDEX;
/* Generated */ if( !inReal ) return TA_BAD_PARAM;
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 14;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ if( outReal == NULL )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ #endif
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ lookbackTotal = TA_RSI_Lookback( optInTimePeriod );
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ return TA_SUCCESS;
/* Generated */ outIdx = 0;
/* Generated */ if( optInTimePeriod == 1 )
/* Generated */ {
/* Generated */ *outBegIdx = startIdx;
/* Generated */ i = (endIdx-startIdx)+1;
/* Generated */ *outNbElement = i;
/* Generated */ ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, i );
/* Generated */ return TA_SUCCESS;
/* Generated */ }
/* Generated */ today = startIdx-lookbackTotal;
/* Generated */ prevValue = inReal[today];
/* Generated */ unstablePeriod = TA_Globals->unstablePeriod[TA_FUNC_UNST_RSI];
/* Generated */ if( (unstablePeriod == 0) &&
/* Generated */ (TA_Globals->compatibility == TA_COMPATIBILITY_METASTOCK))
/* Generated */ {
/* Generated */ savePrevValue = prevValue;
/* Generated */ prevGain = 0.0;
/* Generated */ prevLoss = 0.0;
/* Generated */ for( i=optInTimePeriod; i > 0; i-- )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ }
/* Generated */ tempValue1 = prevLoss/optInTimePeriod;
/* Generated */ tempValue2 = prevGain/optInTimePeriod;
/* Generated */ outReal[outIdx++] = 100*(tempValue2/(tempValue2+tempValue1));
/* Generated */ if( today > endIdx )
/* Generated */ {
/* Generated */ *outBegIdx = startIdx;
/* Generated */ *outNbElement = outIdx;
/* Generated */ return TA_SUCCESS;
/* Generated */ }
/* Generated */ today -= optInTimePeriod;
/* Generated */ prevValue = savePrevValue;
/* Generated */ }
/* Generated */ prevGain = 0.0;
/* Generated */ prevLoss = 0.0;
/* Generated */ today++;
/* Generated */ for( i=optInTimePeriod; i > 0; i-- )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ }
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ if( today > startIdx )
/* Generated */ outReal[outIdx++] = 100.0*(prevGain/(prevGain+prevLoss));
/* Generated */ else
/* Generated */ {
/* Generated */ while( today < startIdx )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ prevLoss *= (optInTimePeriod-1);
/* Generated */ prevGain *= (optInTimePeriod-1);
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ today++;
/* Generated */ }
/* Generated */ }
/* Generated */ while( today <= endIdx )
/* Generated */ {
/* Generated */ tempValue1 = inReal[today++];
/* Generated */ tempValue2 = tempValue1 - prevValue;
/* Generated */ prevValue = tempValue1;
/* Generated */ prevLoss *= (optInTimePeriod-1);
/* Generated */ prevGain *= (optInTimePeriod-1);
/* Generated */ if( tempValue2 < 0 )
/* Generated */ prevLoss -= tempValue2;
/* Generated */ else
/* Generated */ prevGain += tempValue2;
/* Generated */ prevLoss /= optInTimePeriod;
/* Generated */ prevGain /= optInTimePeriod;
/* Generated */ outReal[outIdx++] = 100.0*(prevGain/(prevGain+prevLoss));
/* Generated */ }
/* Generated */ *outBegIdx = startIdx;
/* Generated */ *outNbElement = outIdx;
/* Generated */ return TA_SUCCESS;
/* Generated */ }
