int TA_MACDFIX_Lookback( TA_Integer optInSignalPeriod_0, /* From 1 to TA_INTEGER_MAX */
TA_Integer optInCompatibility_1 )
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert lookback code here. */
/* The lookback is driven by the signal line output.
*
* (must also account for the initial data consume
* by the fix 26 period EMA).
*/
return TA_EMA_Lookback( 26, optInCompatibility_1 )
+ TA_EMA_Lookback( optInSignalPeriod_0, optInCompatibility_1 );
}
int TA_TEMA_Lookback( TA_Integer optInTimePeriod_0, /* From 1 to TA_INTEGER_MAX */
TA_Integer optInCompatibility_1 )
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert lookback code here. */
/* Get lookack for one EMA. */
int retValue = TA_EMA_Lookback( optInTimePeriod_0, optInCompatibility_1 );
return retValue * 3;
}
int TA_MA_Lookback( TA_Integer optInTimePeriod_0, /* From 2 to TA_INTEGER_MAX */
TA_MAType optInMAType_1 )
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert lookback code here. */
switch( optInMAType_1 )
{
case TA_MAType_SMA:
return TA_SMA_Lookback( optInTimePeriod_0 );
break;
case TA_MAType_EMA:
return TA_EMA_Lookback( optInTimePeriod_0 );
break;
case TA_MAType_WMA:
return TA_WMA_Lookback( optInTimePeriod_0 );
break;
case TA_MAType_DEMA:
return TA_DEMA_Lookback( optInTimePeriod_0 );
break;
case TA_MAType_TEMA:
return TA_TEMA_Lookback( optInTimePeriod_0 );
break;
case TA_MAType_TRIMA:
return TA_TRIMA_Lookback( optInTimePeriod_0 );
break;
case TA_MAType_KAMA:
return TA_KAMA_Lookback( optInTimePeriod_0 );
break;
case TA_MAType_MAMA:
return TA_MAMA_Lookback( 0.5, 0.05 );
break;
case TA_MAType_T3:
return TA_T3_Lookback( optInTimePeriod_0, 0.7 );
break;
}
return 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;
}
/* Internal implementation can be called from any other TA function.
*
* Faster because there is no parameter check, but it is a double
* edge sword.
*
* The optInK_1 and optInTimePeriod_0 are usually tightly coupled:
*
* optInK_1 = 2 / (optInTimePeriod_0 + 1).
*
* These values are going to be related by this equation 99.9% of the
* time... but there is some exception, this is why both must be provided.
*
* The macro PER_TO_K is equivalent to the above formula.
*/
TA_RetCode TA_INT_EMA( TA_Integer startIdx,
TA_Integer endIdx,
const TA_Real *inReal_0,
TA_Integer optInTimePeriod_0, /* From 1 to TA_INTEGER_MAX */
TA_Real optInK_1, /* Ratio for calculation of EMA. */
TA_Integer optInCompatibility_1,
TA_Integer *outBegIdx,
TA_Integer *outNbElement,
TA_Real *outReal_0 )
{
TA_Real tempReal, prevMA;
int i, today, outIdx, lookbackTotal;
/* Ususally, optInK_1 = 2 / (optInTimePeriod_0 + 1),
* but sometime there is exception. This
* is why both value are parameters.
*/
/* Identify the minimum number of price bar needed
* to calculate at least one output.
*/
lookbackTotal = TA_EMA_Lookback( optInTimePeriod_0, optInCompatibility_1 );
/* 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 )
{
*outBegIdx = 0;
*outNbElement = 0;
return TA_SUCCESS;
}
/* Do the EMA calculation using tight loops. */
/* The first EMA is calculated differently. It
* then become the seed for subsequent EMA.
*
* The algorithm for this seed vary widely.
* Only 3 are implemented here:
*
* TA_MA_CLASSIC:
* Use a simple MA of the first 'period'.
* This is the approach most widely documented.
*
* TA_MA_METASTOCK:
* Use first price bar value as a seed
* from the begining of all the available
* data.
*
* TA_MA_TRADESTATION:
* Use 4th price bar as a seed, except when
* period is 1 who use 2th price bar or something
* like that... (not an obvious one...).
*/
switch( optInCompatibility_1 )
{
case TA_MA_CLASSIC:
today = startIdx-lookbackTotal;
i = optInTimePeriod_0;
tempReal = 0.0;
while( i-- > 0 )
tempReal += inReal_0[today++];
prevMA = tempReal / optInTimePeriod_0;
break;
case TA_MA_METASTOCK:
prevMA = inReal_0[0];
today = 1;
break;
/* !!! Tradestation not supported yet.
case TA_MA_TRADESTATION:
prevMA = inReal_0[startIdx-1];
if( optInTimePeriod_0 == 1 )
*outBegIdx_0 = 1;
else
*outBegIdx_0 = 3; */
default:
return TA_UNKNOWN_ERR;
}
/* At this point, prevMA is the first EMA (the seed for
* the rest).
* 'today' keep track of where the processing is within the
* input.
*/
/* Skip the unstable period. Do the processing
* but do not write it in the output.
*/
while( today <= startIdx )
prevMA = ((inReal_0[today++]-prevMA)*optInK_1) + prevMA;
/* Write the first value. */
outReal_0[0] = prevMA;
outIdx = 1;
*outBegIdx = today-1;
/* Calculate the remaining range. */
while( today <= endIdx )
{
prevMA = ((inReal_0[today++]-prevMA)*optInK_1) + prevMA;
outReal_0[outIdx++] = prevMA;
}
*outNbElement = outIdx;
return TA_SUCCESS;
}
/* 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 */
}
static ErrorNumber do_test_ma( const TA_History *history,
const TA_Test *test )
{
TA_RetCode retCode;
ErrorNumber errNb;
TA_Integer outBegIdx;
TA_Integer outNbElement;
TA_RangeTestParam testParam;
TA_Integer temp, temp2;
const TA_Real *referenceInput;
TA_SetCompatibility( test->compatibility );
/* Set to NAN all the elements of the gBuffers. */
clearAllBuffers();
/* Build the input. */
setInputBuffer( 0, history->close, history->nbBars );
setInputBuffer( 1, history->close, history->nbBars );
/* Re-initialize all the unstable period to zero. */
TA_SetUnstablePeriod( TA_FUNC_UNST_ALL, 0 );
/* Set the unstable period requested for that test. */
switch( test->optInMAType_1 )
{
case TA_MAType_TEMA:
case TA_MAType_DEMA:
case TA_MAType_EMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_EMA, test->unstablePeriod );
break;
case TA_MAType_KAMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_KAMA, test->unstablePeriod );
break;
case TA_MAType_MAMA:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_MAMA, test->unstablePeriod );
break;
case TA_MAType_T3:
retCode = TA_SetUnstablePeriod( TA_FUNC_UNST_T3, test->unstablePeriod );
break;
default:
retCode = TA_SUCCESS;
break;
}
if( retCode != TA_SUCCESS )
return TA_TEST_TFRR_SETUNSTABLE_PERIOD_FAIL;
/* Transform the inputs for MAMA (it is an AVGPRICE in John Ehlers book). */
if( test->optInMAType_1 == TA_MAType_MAMA )
{
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[0].in );
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[1].in );
/* Will be use as reference */
TA_MEDPRICE( 0, history->nbBars-1, history->high, history->low,
&outBegIdx, &outNbElement, gBuffer[2].in );
referenceInput = gBuffer[2].in;
}
else
referenceInput = history->close;
/* Make a simple first call. */
switch( test->id )
{
case TA_ANY_MA_TEST:
retCode = TA_MA( test->startIdx,
test->endIdx,
gBuffer[0].in,
test->optInTimePeriod_0,
test->optInMAType_1,
&outBegIdx,
&outNbElement,
gBuffer[0].out0 );
break;
case TA_MAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[0].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out0,
gBuffer[0].out2 );
break;
case TA_FAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[0].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out2,
gBuffer[0].out0 );
break;
}
errNb = checkDataSame( gBuffer[0].in, referenceInput, history->nbBars );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkExpectedValue( gBuffer[0].out0,
retCode, test->expectedRetCode,
outBegIdx, test->expectedBegIdx,
outNbElement, test->expectedNbElement,
test->oneOfTheExpectedOutReal,
test->oneOfTheExpectedOutRealIndex );
if( errNb != TA_TEST_PASS )
return errNb;
outBegIdx = outNbElement = 0;
/* Make another call where the input and the output are the
* same buffer.
*/
switch( test->id )
{
case TA_ANY_MA_TEST:
retCode = TA_MA( test->startIdx,
test->endIdx,
gBuffer[1].in,
test->optInTimePeriod_0,
test->optInMAType_1,
&outBegIdx,
&outNbElement,
gBuffer[1].in );
break;
case TA_MAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[1].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[1].in,
gBuffer[0].out2 );
break;
case TA_FAMA_TEST:
retCode = TA_MAMA( test->startIdx,
test->endIdx,
gBuffer[1].in,
0.5, 0.05,
&outBegIdx,
&outNbElement,
gBuffer[0].out2,
gBuffer[1].in );
break;
}
/* The previous call to TA_MA should have the same output
* as this call.
*
* checkSameContent verify that all value different than NAN in
* the first parameter is identical in the second parameter.
*/
errNb = checkSameContent( gBuffer[0].out0, gBuffer[1].in );
if( errNb != TA_TEST_PASS )
return errNb;
errNb = checkExpectedValue( gBuffer[1].in,
retCode, test->expectedRetCode,
outBegIdx, test->expectedBegIdx,
outNbElement, test->expectedNbElement,
test->oneOfTheExpectedOutReal,
test->oneOfTheExpectedOutRealIndex );
if( errNb != TA_TEST_PASS )
return errNb;
/* Verify that the "all-purpose" TA_MA_Lookback is consistent
* with the corresponding moving average lookback function.
*/
switch( test->optInMAType_1 )
{
case TA_MAType_WMA:
temp = TA_WMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_SMA:
temp = TA_SMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_EMA:
temp = TA_EMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_DEMA:
temp = TA_DEMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_TEMA:
temp = TA_TEMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_KAMA:
temp = TA_KAMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_MAMA:
temp = TA_MAMA_Lookback( 0.5, 0.05 );
break;
case TA_MAType_TRIMA:
temp = TA_TRIMA_Lookback( test->optInTimePeriod_0 );
break;
case TA_MAType_T3:
temp = TA_T3_Lookback( test->optInTimePeriod_0, 0.7 );
break;
default:
return TA_TEST_TFRR_BAD_MA_TYPE;
}
temp2 = TA_MA_Lookback( test->optInTimePeriod_0, test->optInMAType_1 );
if( temp != temp2 )
return TA_TEST_TFFR_BAD_MA_LOOKBACK;
/* Do a systematic test of most of the
* possible startIdx/endIdx range.
*/
testParam.test = test;
testParam.close = referenceInput;
if( test->doRangeTestFlag )
{
switch( test->optInMAType_1 )
{
case TA_MAType_TEMA:
case TA_MAType_DEMA:
case TA_MAType_EMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_EMA,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_T3:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_T3,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_KAMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_KAMA,
(void *)&testParam, 1, 0 );
break;
case TA_MAType_MAMA:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_MAMA,
(void *)&testParam, 2, 0 );
break;
default:
errNb = doRangeTest( rangeTestFunction,
TA_FUNC_UNST_NONE,
(void *)&testParam, 1, 0 );
}
if( errNb != TA_TEST_PASS )
return errNb;
}
return TA_TEST_PASS;
}
