INDICATOR(SMA15_SMA50)(const std::vector<Candlestick>* candlesticks, int* startIndex) { std::vector<double> indicatorData = std::vector<double>(); int outBeginIdx; int outNbElement; int optInTimePeriod1 = 15; int optInTimePeriod2 = 50; unsigned int lookback = TA_SMA_Lookback(optInTimePeriod1); if (candlesticks->size() <= lookback) { return indicatorData; } lookback = TA_SMA_Lookback(optInTimePeriod2); if (candlesticks->size() <= lookback) { return indicatorData; } //Initialize all required parameters this->PrepareParameters(candlesticks); //Perform the RSI calculation TA_SMA( this->startIdx, this->endIdx, this->inClose, optInTimePeriod1, &outBeginIdx, &outNbElement, this->outReal); TA_SMA( this->startIdx, this->endIdx, this->inClose, optInTimePeriod2, &outBeginIdx, &outNbElement, this->outReal2); //Put the result into indicator data vector in RsiModel for (int i = 0; i < outNbElement; i++) { indicatorData.push_back(outReal[i] - outReal2[i]); } *startIndex = outBeginIdx; //Cleanup all required parameters this->Clean(); return indicatorData; }
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; }
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; }