/* TA-LIB Copyright (c) 1999-2007, Mario Fortier * All rights reserved. * * Redistribution and use in source and binary forms, with or * without modification, are permitted provided that the following * conditions are met: * * - Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * - Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * * - Neither name of author nor the names of its contributors * may be used to endorse or promote products derived from this * software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ /* List of contributors: * * Initial Name/description * ------------------------------------------------------------------- * MF Mario Fortier * * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 112400 MF Template creation. * 052603 MF Adapt code to compile with .NET Managed C++ * */ /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ /* All code within this section is automatically * generated by gen_code. Any modification will be lost * next time gen_code is run. */ /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ #include "TA-Lib-Core.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError) /* Generated */ namespace TicTacTec { namespace TA { namespace Library { /* Generated */ #elif defined( _JAVA ) /* Generated */ #include "ta_defs.h" /* Generated */ #include "ta_java_defs.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError) /* Generated */ #else /* Generated */ #include /* Generated */ #include /* Generated */ #include "ta_func.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_UTILITY_H /* Generated */ #include "ta_utility.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_MEMORY_H /* Generated */ #include "ta_memory.h" /* Generated */ #endif /* Generated */ /* Generated */ #define TA_PREFIX(x) TA_##x /* Generated */ #define INPUT_TYPE double /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ int Core::EmaLookback( int optInTimePeriod ) /* From 2 to 100000 */ /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int emaLookback( int optInTimePeriod ) /* From 2 to 100000 */ /* Generated */ /* Generated */ #else /* Generated */ int TA_EMA_Lookback( int optInTimePeriod ) /* From 2 to 100000 */ /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* min/max are checked for optInTimePeriod. */ /* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT ) /* Generated */ optInTimePeriod = 30; /* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) ) /* Generated */ return -1; /* Generated */ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* insert lookback code here. */ return optInTimePeriod - 1 + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_EMA,Ema); } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_EMA - Exponential Moving Average * * Input = double * Output = double * * Optional Parameters * ------------------- * optInTimePeriod:(From 2 to 100000) * Number of period * * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::Ema( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::Ema( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode ema( int startIdx, /* Generated */ int endIdx, /* Generated */ double inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outReal[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_EMA( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double outReal[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* Insert local variables here. */ /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* Generated */ /* Validate the requested output range. */ /* 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 */ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ #endif /* !defined(_JAVA)*/ /* Generated */ /* min/max are checked for optInTimePeriod. */ /* 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 */ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outReal ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA) */ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /* Generated */ /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Insert TA function code here. */ /* Simply call the internal implementation of the EMA. */ return FUNCTION_CALL(INT_EMA)( startIdx, endIdx, inReal, optInTimePeriod, PER_TO_K( optInTimePeriod ), outBegIdx, outNBElement, outReal ); } /* 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 are usually tightly coupled: * * optInK_1 = 2 / (optInTimePeriod + 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. */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT) enum class Core::RetCode Core::TA_INT_EMA( int startIdx, int endIdx, SubArray^ inReal, int optInTimePeriod, double optInK_1, [Out]int% outBegIdx, [Out]int% outNBElement, cli::array^ outReal ) #elif defined( _MANAGED ) enum class Core::RetCode Core::TA_INT_EMA( int startIdx, int endIdx, cli::array^ inReal, int optInTimePeriod, double optInK_1, [Out]int% outBegIdx, [Out]int% outNBElement, cli::array^ outReal ) #elif defined( _JAVA ) public RetCode TA_INT_EMA( int startIdx, int endIdx, INPUT_TYPE []inReal, int optInTimePeriod, /* From 1 to TA_INTEGER_MAX */ double optInK_1, /* Ratio for calculation of EMA. */ MInteger outBegIdx, MInteger outNBElement, double []outReal ) #else TA_RetCode TA_PREFIX(INT_EMA)( int startIdx, int endIdx, const INPUT_TYPE *inReal, int optInTimePeriod, /* From 1 to TA_INTEGER_MAX */ double optInK_1, /* Ratio for calculation of EMA. */ int *outBegIdx, int *outNBElement, double *outReal ) #endif { double tempReal, prevMA; int i, today, outIdx, lookbackTotal; /* Ususally, optInK_1 = 2 / (optInTimePeriod + 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 = LOOKBACK_CALL(EMA)( optInTimePeriod ); /* 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 ) { VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } VALUE_HANDLE_DEREF(outBegIdx) = startIdx; /* 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...). */ if( TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_DEFAULT,Default) ) { today = startIdx-lookbackTotal; i = optInTimePeriod; tempReal = 0.0; while( i-- > 0 ) tempReal += inReal[today++]; prevMA = tempReal / optInTimePeriod; } else { prevMA = inReal[0]; today = 1; /* !!! Tradestation not supported yet. case TA_MA_TRADESTATION: prevMA = inReal[startIdx-1]; if( optInTimePeriod == 1 ) VALUE_HANDLE_DEREF(outBegIdx)_0 = 1; else VALUE_HANDLE_DEREF(outBegIdx)_0 = 3; */ } /* 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[today++]-prevMA)*optInK_1) + prevMA; /* Write the first value. */ outReal[0] = prevMA; outIdx = 1; /* Calculate the remaining range. */ while( today <= endIdx ) { prevMA = ((inReal[today++]-prevMA)*optInK_1) + prevMA; outReal[outIdx++] = prevMA; } VALUE_HANDLE_DEREF(outNBElement) = outIdx; return ENUM_VALUE(RetCode,TA_SUCCESS,Success); } /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* Generated */ #define USE_SINGLE_PRECISION_INPUT /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA ) /* Generated */ #undef TA_PREFIX /* Generated */ #define TA_PREFIX(x) TA_S_##x /* Generated */ #endif /* Generated */ #undef INPUT_TYPE /* Generated */ #define INPUT_TYPE float /* Generated */ #if defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::Ema( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode ema( int startIdx, /* Generated */ int endIdx, /* Generated */ float inReal[], /* Generated */ int optInTimePeriod, /* From 2 to 100000 */ /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double outReal[] ) /* Generated */ #else /* 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 */ } /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) && !defined(USE_SINGLE_PRECISION_INPUT) /* Generated */ enum class Core::RetCode Core::TA_INT_EMA( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inReal, /* Generated */ int optInTimePeriod, /* Generated */ double optInK_1, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::TA_INT_EMA( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inReal, /* Generated */ int optInTimePeriod, /* Generated */ double optInK_1, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outReal ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode TA_INT_EMA( int startIdx, /* Generated */ int endIdx, /* Generated */ INPUT_TYPE []inReal, /* Generated */ int optInTimePeriod, /* Generated */ double optInK_1, /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ double []outReal ) /* Generated */ #else /* Generated */ TA_RetCode TA_PREFIX(INT_EMA)( int startIdx, /* Generated */ int endIdx, /* Generated */ const INPUT_TYPE *inReal, /* Generated */ int optInTimePeriod, /* Generated */ double optInK_1, /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ double *outReal ) /* Generated */ #endif /* Generated */ { /* Generated */ double tempReal, prevMA; /* Generated */ int i, today, outIdx, lookbackTotal; /* Generated */ lookbackTotal = LOOKBACK_CALL(EMA)( optInTimePeriod ); /* Generated */ if( startIdx < lookbackTotal ) /* Generated */ startIdx = lookbackTotal; /* Generated */ if( startIdx > endIdx ) /* Generated */ { /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx); /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement); /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success); /* Generated */ } /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx; /* Generated */ if( TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_DEFAULT,Default) ) /* Generated */ { /* Generated */ today = startIdx-lookbackTotal; /* Generated */ i = optInTimePeriod; /* Generated */ tempReal = 0.0; /* Generated */ while( i-- > 0 ) /* Generated */ tempReal += inReal[today++]; /* Generated */ prevMA = tempReal / optInTimePeriod; /* Generated */ } /* Generated */ else /* Generated */ { /* Generated */ prevMA = inReal[0]; /* Generated */ today = 1; /* Generated */ } /* Generated */ while( today <= startIdx ) /* Generated */ prevMA = ((inReal[today++]-prevMA)*optInK_1) + prevMA; /* Generated */ outReal[0] = prevMA; /* Generated */ outIdx = 1; /* Generated */ while( today <= endIdx ) /* Generated */ { /* Generated */ prevMA = ((inReal[today++]-prevMA)*optInK_1) + prevMA; /* Generated */ outReal[outIdx++] = prevMA; /* Generated */ } /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx; /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success); /* Generated */ } /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ }}} // Close namespace TicTacTec.TA.Lib /* Generated */ #endif /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/