/* Generated */ TA_RetCode TA_S_EMA( 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 */ #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( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 30;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((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 */ return FUNCTION_CALL(INT_EMA)( startIdx, endIdx, inReal,
/* Generated */ optInTimePeriod,
/* Generated */ PER_TO_K( optInTimePeriod ),
/* Generated */ outBegIdx, outNBElement, outReal );
/* Generated */ }
TA_RetCode TA_EMA( TA_Libc *libHandle,
TA_Integer startIdx,
TA_Integer endIdx,
const TA_Real inReal_0[],
TA_Integer optInTimePeriod_0, /* From 1 to TA_INTEGER_MAX */
TA_Integer optInCompatibility_1,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Real outReal_0[] )
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
(void)libHandle; /* Get ride of warning if unused. */
#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. */
if( !inReal_0 ) return TA_BAD_PARAM;
/* min/max are checked for optInTimePeriod_0. */
if( optInTimePeriod_0 == TA_INTEGER_DEFAULT )
optInTimePeriod_0 = 30;
else if( (optInTimePeriod_0 < 1) || (optInTimePeriod_0 > 2147483647) )
return TA_BAD_PARAM;
if( optInCompatibility_1 == TA_INTEGER_DEFAULT )
optInCompatibility_1 = 0;
else if( (optInCompatibility_1 < 0) || (optInCompatibility_1 > 1) )
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. */
/* Simply call the internal implementation of the EMA. */
return TA_INT_EMA( startIdx,
endIdx,
inReal_0,
optInTimePeriod_0, /* From 1 to 200 */
PER_TO_K( optInTimePeriod_0 ),
optInCompatibility_1,
outBegIdx,
outNbElement,
outReal_0 );
}
/* Generated */ TA_RetCode TA_PREFIX(INT_MACD)( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const INPUT_TYPE inReal[],
/* Generated */ int optInFastPeriod,
/* Generated */ int optInSlowPeriod,
/* Generated */ int optInSignalPeriod_2,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNbElement,
/* Generated */ double outMACD[],
/* Generated */ double outMACDSignal[],
/* Generated */ double outMACDHist[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ARRAY_REF(slowEMABuffer);
/* Generated */ ARRAY_REF(fastEMABuffer);
/* Generated */ double k1, k2;
/* Generated */ TA_RetCode retCode;
/* Generated */ int tempInteger, outBegIdx1, outNbElement1;
/* Generated */ int outBegIdx2, outNbElement2;
/* Generated */ int lookbackTotal, lookbackSignal;
/* Generated */ int i;
/* Generated */ if( optInSlowPeriod < optInFastPeriod )
/* Generated */ {
/* Generated */ tempInteger = optInSlowPeriod;
/* Generated */ optInSlowPeriod = optInFastPeriod;
/* Generated */ optInFastPeriod = tempInteger;
/* Generated */ }
/* Generated */ if( optInSlowPeriod != 0 )
/* Generated */ k1 = PER_TO_K(optInSlowPeriod);
/* Generated */ else
/* Generated */ {
/* Generated */ optInSlowPeriod = 26;
/* Generated */ k1 = (double)0.075;
/* Generated */ }
/* Generated */ if( optInFastPeriod != 0 )
/* Generated */ k2 = PER_TO_K(optInFastPeriod);
/* Generated */ else
/* Generated */ {
/* Generated */ optInFastPeriod = 12;
/* Generated */ k2 = (double)0.15;
/* Generated */ }
/* Generated */ lookbackSignal = TA_EMA_Lookback( optInSignalPeriod_2 );
/* Generated */ lookbackTotal = lookbackSignal;
/* Generated */ lookbackTotal += TA_EMA_Lookback( optInSlowPeriod );
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ {
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ return TA_SUCCESS;
/* Generated */ }
/* Generated */ tempInteger = (endIdx-startIdx)+1+lookbackSignal;
/* Generated */ ARRAY_ALLOC( fastEMABuffer, tempInteger );
/* Generated */ if( !fastEMABuffer )
/* Generated */ {
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ return TA_ALLOC_ERR;
/* Generated */ }
/* Generated */ ARRAY_ALLOC( slowEMABuffer, tempInteger );
/* Generated */ if( !slowEMABuffer )
/* Generated */ {
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ ARRAY_FREE( fastEMABuffer );
/* Generated */ return TA_ALLOC_ERR;
/* Generated */ }
/* Generated */ tempInteger = startIdx-lookbackSignal;
/* Generated */ retCode = TA_PREFIX(INT_EMA)( tempInteger, endIdx,
/* Generated */ inReal, optInSlowPeriod, k1,
/* Generated */ &outBegIdx1, &outNbElement1, slowEMABuffer );
/* Generated */ if( retCode != TA_SUCCESS )
/* Generated */ {
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ ARRAY_FREE( fastEMABuffer );
/* Generated */ ARRAY_FREE( slowEMABuffer );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ retCode = TA_PREFIX(INT_EMA)( tempInteger, endIdx,
/* Generated */ inReal, optInFastPeriod, k2,
/* Generated */ &outBegIdx2, &outNbElement2, fastEMABuffer );
/* Generated */ if( retCode != TA_SUCCESS )
/* Generated */ {
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ ARRAY_FREE( fastEMABuffer );
/* Generated */ ARRAY_FREE( slowEMABuffer );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ if( (outBegIdx1 != tempInteger) ||
/* Generated */ (outBegIdx2 != tempInteger) ||
/* Generated */ (outNbElement1 != outNbElement2) ||
/* Generated */ (outNbElement1 != (endIdx-startIdx)+1+lookbackSignal) )
/* Generated */ {
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ ARRAY_FREE( fastEMABuffer );
/* Generated */ ARRAY_FREE( slowEMABuffer );
/* Generated */ return TA_INTERNAL_ERROR(119);
/* Generated */ }
/* Generated */ for( i=0; i < outNbElement1; i++ )
/* Generated */ fastEMABuffer[i] = fastEMABuffer[i] - slowEMABuffer[i];
/* Generated */ ARRAY_MEMMOVE( outMACD, 0, fastEMABuffer, lookbackSignal, (endIdx-startIdx)+1 );
/* Generated */ retCode = TA_INT_EMA( 0, outNbElement1-1,
/* Generated */ fastEMABuffer, optInSignalPeriod_2, PER_TO_K(optInSignalPeriod_2),
/* Generated */ &outBegIdx2, &outNbElement2, outMACDSignal );
/* Generated */ ARRAY_FREE( fastEMABuffer );
/* Generated */ ARRAY_FREE( slowEMABuffer );
/* Generated */ if( retCode != TA_SUCCESS )
/* Generated */ {
/* Generated */ *outBegIdx = 0;
/* Generated */ *outNbElement = 0;
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ for( i=0; i < outNbElement2; i++ )
/* Generated */ outMACDHist[i] = outMACD[i]-outMACDSignal[i];
/* Generated */ *outBegIdx = startIdx;
/* Generated */ *outNbElement = outNbElement2;
/* Generated */ return TA_SUCCESS;
/* Generated */ }
TA_RetCode TA_TEMA( TA_Libc *libHandle,
TA_Integer startIdx,
TA_Integer endIdx,
const TA_Real inReal_0[],
TA_Integer optInTimePeriod_0, /* From 1 to TA_INTEGER_MAX */
TA_Integer optInCompatibility_1,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Real outReal_0[] )
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
TA_Real *firstEMA, *secondEMA;
TA_Real k;
TA_Integer firstEMABegIdx, firstEMANbElement;
TA_Integer secondEMABegIdx, secondEMANbElement;
TA_Integer thirdEMABegIdx, thirdEMANbElement;
TA_Integer tempInt, outIdx, lookbackTotal, lookbackEMA;
TA_Integer firstEMAIdx, secondEMAIdx;
TA_RetCode retCode;
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
(void)libHandle; /* Get ride of warning if unused. */
#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. */
if( !inReal_0 ) return TA_BAD_PARAM;
/* min/max are checked for optInTimePeriod_0. */
if( optInTimePeriod_0 == TA_INTEGER_DEFAULT )
optInTimePeriod_0 = 30;
else if( (optInTimePeriod_0 < 1) || (optInTimePeriod_0 > 2147483647) )
return TA_BAD_PARAM;
if( optInCompatibility_1 == TA_INTEGER_DEFAULT )
optInCompatibility_1 = 0;
else if( (optInCompatibility_1 < 0) || (optInCompatibility_1 > 1) )
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. */
/* For an explanation of this function, please read:
*
* Stocks & Commodities V. 12:1 (11-19):
* Smoothing Data With Faster Moving Averages
* Stocks & Commodities V. 12:2 (72-80):
* Smoothing Data With Less Lag
*
* Both magazine articles written by Patrick G. Mulloy
*
* Essentially, a TEMA of time serie 't' is:
* EMA1 = EMA(t,period)
* EMA2 = EMA(EMA(t,period),period)
* EMA3 = EMA(EMA(EMA(t,period),period))
* TEMA = 3*EMA1 - 3*EMA2 + EMA3
*
* TEMA offers a moving average with less lags then the
* traditional EMA.
*
* Do not confuse a TEMA with EMA3. Both are called "Triple EMA"
* in the litterature.
*
* DEMA is very similar (and from the same author).
*/
/* Will change only on success. */
*outNbElement = 0;
*outBegIdx = 0;
/* Adjust startIdx to account for the lookback period. */
lookbackEMA = TA_EMA_Lookback( optInTimePeriod_0, optInCompatibility_1 );
lookbackTotal = lookbackEMA * 3;
if( startIdx < lookbackTotal )
startIdx = lookbackTotal;
/* Make sure there is still something to evaluate. */
if( startIdx > endIdx )
return TA_SUCCESS;
/* Allocate a temporary buffer for the firstEMA. */
tempInt = lookbackTotal+(endIdx-startIdx)+1;
firstEMA = (TA_Real *)TA_Malloc( libHandle, tempInt * sizeof( TA_Real) );
if( !firstEMA )
return TA_ALLOC_ERR;
/* Calculate the first EMA */
k = PER_TO_K(optInTimePeriod_0);
retCode = TA_INT_EMA( startIdx-(lookbackEMA*2), endIdx, inReal_0,
optInTimePeriod_0, k,
optInCompatibility_1,
&firstEMABegIdx, &firstEMANbElement, firstEMA );
/* Verify for failure or if not enough data after
* calculating the first EMA.
*/
if( (retCode != TA_SUCCESS) || (firstEMANbElement == 0) )
{
TA_Free( libHandle, firstEMA );
return retCode;
}
/* Allocate a temporary buffer for storing the EMA2 */
secondEMA = (TA_Real *)TA_Malloc( libHandle, firstEMANbElement * sizeof( TA_Real) );
if( !secondEMA )
{
TA_Free( libHandle, firstEMA );
return TA_ALLOC_ERR;
}
retCode = TA_INT_EMA( 0, firstEMANbElement-1, firstEMA,
optInTimePeriod_0, k,
optInCompatibility_1,
&secondEMABegIdx, &secondEMANbElement, secondEMA );
/* Return empty output on failure or if not enough data after
* calculating the second EMA.
*/
if( (retCode != TA_SUCCESS) || (secondEMANbElement == 0) )
{
TA_Free( libHandle, firstEMA );
TA_Free( libHandle, secondEMA );
return retCode;
}
/* Calculate the EMA3 into the caller provided output. */
retCode = TA_INT_EMA( 0, secondEMANbElement-1, secondEMA,
optInTimePeriod_0, k,
optInCompatibility_1,
&thirdEMABegIdx, &thirdEMANbElement,
outReal_0 );
/* Return empty output on failure or if not enough data after
* calculating the third EMA.
*/
if( (retCode != TA_SUCCESS) || (thirdEMANbElement == 0) )
{
TA_Free( libHandle, firstEMA );
TA_Free( libHandle, secondEMA );
return retCode;
}
/* Indicate where the output starts relative to
* the caller input.
*/
firstEMAIdx = thirdEMABegIdx + secondEMABegIdx;
secondEMAIdx = thirdEMABegIdx;
*outBegIdx = firstEMAIdx + firstEMABegIdx;
/* Do the TEMA:
* Iterate through the EMA3 (output buffer) and adjust
* the value by using the EMA2 and EMA1.
*/
outIdx = 0;
while( outIdx < thirdEMANbElement )
{
outReal_0[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
outIdx++;
}
TA_Free( libHandle, firstEMA );
TA_Free( libHandle, secondEMA );
/* Indicates to the caller the number of output
* successfully calculated.
*/
*outNbElement = outIdx;
return TA_SUCCESS;
}
/* Generated */ TA_RetCode TA_S_MA( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 1 to 100000 */
/* Generated */ TA_MAType optInMAType,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNbElement,
/* Generated */ double outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ARRAY_REF(dummyBuffer);
/* Generated */ TA_RetCode retCode;
/* Generated */ int nbElement;
/* Generated */ int outIdx, todayIdx;
/* 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 = 30;
/* Generated */ else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ #if !defined(_MANAGED)
/* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */ optInMAType = 0;
/* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ #endif
/* Generated */ if( outReal == NULL )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ #endif
/* Generated */ if( optInTimePeriod == 1 )
/* Generated */ {
/* Generated */ nbElement = endIdx-startIdx+1;
/* Generated */ *outNbElement = nbElement;
/* Generated */ for( todayIdx=startIdx, outIdx=0; outIdx < nbElement; outIdx++, todayIdx++ )
/* Generated */ outReal[outIdx] = inReal[todayIdx];
/* Generated */ *outBegIdx = startIdx;
/* Generated */ return TA_SUCCESS;
/* Generated */ }
/* Generated */ switch( optInMAType )
/* Generated */ {
/* Generated */ case TA_MAType_SMA:
/* Generated */ retCode = TA_PREFIX(INT_SMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ case TA_MAType_EMA:
/* Generated */ retCode = TA_PREFIX(INT_EMA)( startIdx, endIdx, inReal,
/* Generated */ optInTimePeriod, PER_TO_K(optInTimePeriod),
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ case TA_MAType_WMA:
/* Generated */ retCode = TA_PREFIX(WMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ case TA_MAType_DEMA:
/* Generated */ retCode = TA_PREFIX(DEMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ case TA_MAType_TEMA:
/* Generated */ retCode = TA_PREFIX(TEMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ case TA_MAType_TRIMA:
/* Generated */ retCode = TA_PREFIX(TRIMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ case TA_MAType_KAMA:
/* Generated */ retCode = TA_PREFIX(KAMA)( startIdx, endIdx, inReal, optInTimePeriod,
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ case TA_MAType_MAMA:
/* Generated */ ARRAY_ALLOC(dummyBuffer, (endIdx-startIdx+1) );
/* Generated */ if( !dummyBuffer )
/* Generated */ return TA_ALLOC_ERR;
/* Generated */ retCode = TA_PREFIX(MAMA)( startIdx, endIdx, inReal, 0.5, 0.05,
/* Generated */ outBegIdx, outNbElement,
/* Generated */ outReal, dummyBuffer );
/* Generated */ ARRAY_FREE( dummyBuffer );
/* Generated */ break;
/* Generated */ case TA_MAType_T3:
/* Generated */ retCode = TA_PREFIX(T3)( startIdx, endIdx, inReal,
/* Generated */ optInTimePeriod, 0.7,
/* Generated */ outBegIdx, outNbElement, outReal );
/* Generated */ break;
/* Generated */ default:
/* Generated */ retCode = TA_BAD_PARAM;
/* Generated */ break;
/* Generated */ }
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ TA_RetCode TA_S_TEMA( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal_0[],
/* Generated */ int optInTimePeriod_0, /* From 2 to 100000 */
/* Generated */ int *outBegIdx,
/* Generated */ int *outNbElement,
/* Generated */ double outReal_0[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ARRAY_REF(firstEMA);
/* Generated */ ARRAY_REF(secondEMA);
/* Generated */ double k;
/* Generated */ int firstEMABegIdx, firstEMANbElement;
/* Generated */ int secondEMABegIdx, secondEMANbElement;
/* Generated */ int thirdEMABegIdx, thirdEMANbElement;
/* Generated */ int tempInt, outIdx, lookbackTotal, lookbackEMA;
/* Generated */ int firstEMAIdx, secondEMAIdx;
/* Generated */ TA_RetCode retCode;
/* 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_0 ) return TA_BAD_PARAM;
/* Generated */ if( (int)optInTimePeriod_0 == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod_0 = 30;
/* Generated */ else if( ((int)optInTimePeriod_0 < 2) || ((int)optInTimePeriod_0 > 100000) )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ if( outReal_0 == NULL )
/* Generated */ return TA_BAD_PARAM;
/* Generated */ #endif
/* Generated */ *outNbElement = 0;
/* Generated */ *outBegIdx = 0;
/* Generated */ lookbackEMA = TA_EMA_Lookback( optInTimePeriod_0 );
/* Generated */ lookbackTotal = lookbackEMA * 3;
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ return TA_SUCCESS;
/* Generated */ tempInt = lookbackTotal+(endIdx-startIdx)+1;
/* Generated */ ARRAY_ALLOC(firstEMA,tempInt);
/* Generated */ if( !firstEMA )
/* Generated */ return TA_ALLOC_ERR;
/* Generated */ k = PER_TO_K(optInTimePeriod_0);
/* Generated */ retCode = TA_PREFIX(INT_EMA)( startIdx-(lookbackEMA*2), endIdx, inReal_0,
/* Generated */ optInTimePeriod_0, k,
/* Generated */ &firstEMABegIdx, &firstEMANbElement, firstEMA );
/* Generated */ if( (retCode != TA_SUCCESS) || (firstEMANbElement == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ return retCode;
/* Generated */
}
/* Generated */ ARRAY_ALLOC(secondEMA,firstEMANbElement);
/* Generated */ if( !secondEMA )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ return TA_ALLOC_ERR;
/* Generated */
}
/* Generated */ retCode = TA_INT_EMA( 0, firstEMANbElement-1, firstEMA,
/* Generated */ optInTimePeriod_0, k,
/* Generated */ &secondEMABegIdx, &secondEMANbElement, secondEMA );
/* Generated */ if( (retCode != TA_SUCCESS) || (secondEMANbElement == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ return retCode;
/* Generated */
}
/* Generated */ retCode = TA_INT_EMA( 0, secondEMANbElement-1, secondEMA,
/* Generated */ optInTimePeriod_0, k,
/* Generated */ &thirdEMABegIdx, &thirdEMANbElement,
/* Generated */ outReal_0 );
/* Generated */ if( (retCode != TA_SUCCESS) || (thirdEMANbElement == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ return retCode;
/* Generated */
}
/* Generated */ firstEMAIdx = thirdEMABegIdx + secondEMABegIdx;
/* Generated */ secondEMAIdx = thirdEMABegIdx;
/* Generated */ *outBegIdx = firstEMAIdx + firstEMABegIdx;
/* Generated */ outIdx = 0;
/* Generated */ while( outIdx < thirdEMANbElement )
/* Generated */ {
/* Generated */ outReal_0[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
/* Generated */ outIdx++;
/* Generated */
}
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ *outNbElement = outIdx;
/* Generated */ return TA_SUCCESS;
/* Generated */
}
TA_RetCode TA_MA( TA_Integer startIdx,
TA_Integer endIdx,
const TA_Real inReal_0[],
TA_Integer optInTimePeriod_0, /* From 2 to TA_INTEGER_MAX */
TA_MAType optInMAType_1,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Real outReal_0[] )
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
TA_Real *dummyBuffer;
TA_RetCode retCode;
/**** 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. */
if( !inReal_0 ) return TA_BAD_PARAM;
/* min/max are checked for optInTimePeriod_0. */
if( (TA_Integer)optInTimePeriod_0 == TA_INTEGER_DEFAULT )
optInTimePeriod_0 = 30;
else if( ((TA_Integer)optInTimePeriod_0 < 2) || ((TA_Integer)optInTimePeriod_0 > 2147483647) )
return TA_BAD_PARAM;
if( (TA_Integer)optInMAType_1 == TA_INTEGER_DEFAULT )
optInMAType_1 = 0;
else if( ((TA_Integer)optInMAType_1 < 0) || ((TA_Integer)optInMAType_1 > 8) )
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 ****/
/* Simply call the internal implementation of the
* requested moving average.
*/
switch( optInMAType_1 )
{
case TA_MAType_SMA:
return TA_INT_SMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_EMA:
return TA_INT_EMA( startIdx, endIdx,
inReal_0,
optInTimePeriod_0, PER_TO_K(optInTimePeriod_0),
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_WMA:
return TA_INT_WMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_DEMA:
return TA_DEMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_TEMA:
return TA_TEMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_TRIMA:
return TA_TRIMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_KAMA:
return TA_KAMA( startIdx, endIdx,
inReal_0, optInTimePeriod_0,
outBegIdx, outNbElement, outReal_0 );
break;
case TA_MAType_MAMA:
/* The optInTimePeriod_0 is ignored and the FAMA output of the MAMA
* is ignored.
*/
dummyBuffer = TA_Malloc( sizeof(TA_Real)*(endIdx-startIdx+1) );
if( !dummyBuffer )
return TA_ALLOC_ERR;
retCode = TA_MAMA( startIdx, endIdx,
inReal_0, 0.5, 0.05,
outBegIdx, outNbElement,
outReal_0, dummyBuffer );
TA_Free( dummyBuffer );
return retCode;
break;
case TA_MAType_T3:
return TA_T3( startIdx, endIdx,
inReal_0, optInTimePeriod_0, 0.7,
outBegIdx, outNbElement, outReal_0 );
break;
}
*outBegIdx = 0;
*outNbElement = 0;
return TA_BAD_PARAM;
}
/* Generated */ TA_RetCode TA_S_TEMA( 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 */ ARRAY_REF(firstEMA);
/* Generated */ ARRAY_REF(secondEMA);
/* Generated */ double k;
/* Generated */ VALUE_HANDLE_INT(firstEMABegIdx);
/* Generated */ VALUE_HANDLE_INT(firstEMANbElement);
/* Generated */ VALUE_HANDLE_INT(secondEMABegIdx);
/* Generated */ VALUE_HANDLE_INT(secondEMANbElement);
/* Generated */ VALUE_HANDLE_INT(thirdEMABegIdx);
/* Generated */ VALUE_HANDLE_INT(thirdEMANbElement);
/* Generated */ int tempInt, outIdx, lookbackTotal, lookbackEMA;
/* Generated */ int firstEMAIdx, secondEMAIdx;
/* Generated */ TA_RetCode retCode;
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ if( startIdx < 0 )
/* Generated */ return NAMESPACE(TA_RetCode)TA_OUT_OF_RANGE_START_INDEX;
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return NAMESPACE(TA_RetCode)TA_OUT_OF_RANGE_END_INDEX;
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( !inReal ) return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */ #endif
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 30;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( !outReal )
/* Generated */ return NAMESPACE(TA_RetCode)TA_BAD_PARAM;
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNbElement);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ lookbackEMA = LOOKBACK_CALL(EMA)( optInTimePeriod );
/* Generated */ lookbackTotal = lookbackEMA * 3;
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ return NAMESPACE(TA_RetCode)TA_SUCCESS;
/* Generated */ tempInt = lookbackTotal+(endIdx-startIdx)+1;
/* Generated */ ARRAY_ALLOC(firstEMA,tempInt);
/* Generated */ #if !defined( _JAVA )
/* Generated */ if( !firstEMA )
/* Generated */ return NAMESPACE(TA_RetCode)TA_ALLOC_ERR;
/* Generated */ #endif
/* Generated */ k = PER_TO_K(optInTimePeriod);
/* Generated */ retCode = FUNCTION_CALL(INT_EMA)( startIdx-(lookbackEMA*2), endIdx, inReal,
/* Generated */ optInTimePeriod, k,
/* Generated */ VALUE_HANDLE_OUT(firstEMABegIdx), VALUE_HANDLE_OUT(firstEMANbElement),
/* Generated */ firstEMA );
/* Generated */ if( (retCode != NAMESPACE(TA_RetCode)TA_SUCCESS ) || (VALUE_HANDLE_GET(firstEMANbElement) == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ ARRAY_ALLOC(secondEMA,VALUE_HANDLE_GET(firstEMANbElement));
/* Generated */ #if !defined( _JAVA )
/* Generated */ if( !secondEMA )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ return NAMESPACE(TA_RetCode)TA_ALLOC_ERR;
/* Generated */ }
/* Generated */ #endif
/* Generated */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(firstEMANbElement)-1, firstEMA,
/* Generated */ optInTimePeriod, k,
/* Generated */ VALUE_HANDLE_OUT(secondEMABegIdx), VALUE_HANDLE_OUT(secondEMANbElement),
/* Generated */ secondEMA );
/* Generated */ if( (retCode != NAMESPACE(TA_RetCode)TA_SUCCESS ) || (VALUE_HANDLE_GET(secondEMANbElement) == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(secondEMANbElement)-1, secondEMA,
/* Generated */ optInTimePeriod, k,
/* Generated */ VALUE_HANDLE_OUT(thirdEMABegIdx), VALUE_HANDLE_OUT(thirdEMANbElement),
/* Generated */ outReal );
/* Generated */ if( (retCode != NAMESPACE(TA_RetCode)TA_SUCCESS ) || (VALUE_HANDLE_GET(thirdEMANbElement) == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ firstEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx) + VALUE_HANDLE_GET(secondEMABegIdx);
/* Generated */ secondEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx);
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = firstEMAIdx + VALUE_HANDLE_GET(firstEMABegIdx);
/* Generated */ outIdx = 0;
/* Generated */ while( outIdx < VALUE_HANDLE_GET(thirdEMANbElement) )
/* Generated */ {
/* Generated */ outReal[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
/* Generated */ outIdx++;
/* Generated */ }
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ VALUE_HANDLE_DEREF(outNbElement) = outIdx;
/* Generated */ return NAMESPACE(TA_RetCode)TA_SUCCESS;
/* Generated */ }
