/* This function is suppose to fill the buffer
* with values going from 0 to 'size'.
* The filling is done using the CIRCBUF macros.
*/
static TA_RetCode circBufferFillFrom0ToSize( int size, int *buffer )
{
CIRCBUF_PROLOG(MyBuf,int,4);
int i, value;
int outIdx;
CIRCBUF_CONSTRUCT(MyBuf,int,size);
outIdx = 0;
// 1st Loop: Fill MyBuf with initial values
// (must be done).
value = 0;
for( i=0; i < size; i++ )
{
MyBuf[MyBuf_Idx] = value++;
CIRCBUF_NEXT(MyBuf);
}
// 2nd Loop: Get and Add subsequent values
// in MyBuf (optional)
for( i=0; i < 3; i++ )
{
buffer[outIdx++] = MyBuf[MyBuf_Idx];
MyBuf[MyBuf_Idx] = value++;
CIRCBUF_NEXT(MyBuf);
}
// 3rd Loop: Empty MyBuf (optional)
for( i=0; i < size; i++ )
{
buffer[outIdx++] = MyBuf[MyBuf_Idx];
CIRCBUF_NEXT(MyBuf);
}
CIRCBUF_DESTROY(MyBuf);
return TA_SUCCESS;
}
TA_RetCode TA_MFI( TA_Integer startIdx,
TA_Integer endIdx,
const TA_Real inHigh_0[],
const TA_Real inLow_0[],
const TA_Real inClose_0[],
const TA_Integer inVolume_0[],
TA_Integer optInTimePeriod_0, /* From 2 to TA_INTEGER_MAX */
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Real outReal_0[] )
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
TA_Real posSumMF, negSumMF, prevValue;
TA_Real tempValue1, tempValue2;
int lookbackTotal, outIdx, i, today;
CIRCBUF_PROLOG( mflow, MoneyFlow, 50 ); /* Id, Type, Static Size */
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
#ifndef TA_FUNC_NO_RANGE_CHECK
/* Validate the requested output range. */
if( startIdx < 0 )
return TA_OUT_OF_RANGE_START_INDEX;
if( (endIdx < 0) || (endIdx < startIdx))
return TA_OUT_OF_RANGE_END_INDEX;
/* Validate the parameters. */
/* Verify required price component. */
if(!inHigh_0||!inLow_0||!inClose_0||!inVolume_0)
return TA_BAD_PARAM;
/* min/max are checked for optInTimePeriod_0. */
if( (TA_Integer)optInTimePeriod_0 == TA_INTEGER_DEFAULT )
optInTimePeriod_0 = 14;
else if( ((TA_Integer)optInTimePeriod_0 < 2) || ((TA_Integer)optInTimePeriod_0 > 2147483647) )
return TA_BAD_PARAM;
if( outReal_0 == NULL )
return TA_BAD_PARAM;
#endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/* Insert TA function code here. */
CIRCBUF_CONSTRUCT( mflow, MoneyFlow, optInTimePeriod_0 );
*outBegIdx = 0;
*outNbElement = 0;
/* Adjust startIdx to account for the lookback period. */
lookbackTotal = optInTimePeriod_0 + TA_Globals.unstablePeriod[TA_FUNC_UNST_MFI];
if( startIdx < lookbackTotal )
startIdx = lookbackTotal;
/* Make sure there is still something to evaluate. */
if( startIdx > endIdx )
{
CIRCBUF_DESTROY(mflow);
return TA_SUCCESS;
}
outIdx = 0; /* Index into the output. */
/* Accumulate the positive and negative money flow
* among the initial period.
*/
today = startIdx-lookbackTotal;
prevValue = (inHigh_0[today]+inLow_0[today]+inClose_0[today])/3.0;
posSumMF = 0.0;
negSumMF = 0.0;
today++;
for( i=optInTimePeriod_0; i > 0; i-- )
{
tempValue1 = (inHigh_0[today]+inLow_0[today]+inClose_0[today])/3.0;
tempValue2 = tempValue1 - prevValue;
prevValue = tempValue1;
tempValue1 *= inVolume_0[today++];
if( tempValue2 < 0 )
{
mflow[mflow_Idx].negative = tempValue1;
negSumMF += tempValue1;
mflow[mflow_Idx].positive = 0.0;
}
else
{
mflow[mflow_Idx].positive = tempValue1;
posSumMF += tempValue1;
mflow[mflow_Idx].negative = 0.0;
}
CIRCBUF_NEXT(mflow);
}
/* The following two equations are equivalent:
* MFI = 100 - (100 / 1 + (posSumMF/negSumMF))
* MFI = 100 * (posSumMF/(posSumMF+negSumMF))
* The second equation is used here for speed optimization.
*/
if( today > startIdx )
outReal_0[outIdx++] = 100.0*(posSumMF/(posSumMF+negSumMF));
else
{
/* Skip the unstable period. Do the processing
* but do not write it in the output.
*/
while( today < startIdx )
{
posSumMF -= mflow[mflow_Idx].positive;
negSumMF -= mflow[mflow_Idx].negative;
tempValue1 = (inHigh_0[today]+inLow_0[today]+inClose_0[today])/3.0;
tempValue2 = tempValue1 - prevValue;
prevValue = tempValue1;
tempValue1 *= inVolume_0[today++];
if( tempValue2 < 0 )
{
mflow[mflow_Idx].negative = tempValue1;
negSumMF += tempValue1;
mflow[mflow_Idx].positive = 0.0;
}
else
{
mflow[mflow_Idx].positive = tempValue1;
posSumMF += tempValue1;
mflow[mflow_Idx].negative = 0.0;
}
CIRCBUF_NEXT(mflow);
}
}
/* Unstable period skipped... now continue
* processing if needed.
*/
while( today <= endIdx )
{
posSumMF -= mflow[mflow_Idx].positive;
negSumMF -= mflow[mflow_Idx].negative;
tempValue1 = (inHigh_0[today]+inLow_0[today]+inClose_0[today])/3.0;
tempValue2 = tempValue1 - prevValue;
prevValue = tempValue1;
tempValue1 *= inVolume_0[today++];
if( tempValue2 < 0 )
{
mflow[mflow_Idx].negative = tempValue1;
negSumMF += tempValue1;
mflow[mflow_Idx].positive = 0.0;
}
else
{
mflow[mflow_Idx].positive = tempValue1;
posSumMF += tempValue1;
mflow[mflow_Idx].negative = 0.0;
}
outReal_0[outIdx++] = 100.0*(posSumMF/(posSumMF+negSumMF));
CIRCBUF_NEXT(mflow);
}
CIRCBUF_DESTROY(mflow);
*outBegIdx = startIdx;
*outNbElement = outIdx;
return TA_SUCCESS;
}
