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/* TA-LIB Copyright (c) 1999-2008, 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
* -------------------------------------------------------------------
* AC Angelo Ciceri
*
*
* Change history:
*
* MMDDYY BY Description
* -------------------------------------------------------------------
* 102304 AC Creation
*
*/
/**** 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 <string.h>
/* Generated */ #include <math.h>
/* 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::CdlHammerLookback( void )
/* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int cdlHammerLookback( )
/* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_CDLHAMMER_Lookback( void )
/* 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 */ /* No parameters to validate. */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* insert lookback code here. */
return max( max( max( TA_CANDLEAVGPERIOD(BodyShort), TA_CANDLEAVGPERIOD(ShadowLong) ),
TA_CANDLEAVGPERIOD(ShadowVeryShort) ),
TA_CANDLEAVGPERIOD(Near)
) + 1;
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_CDLHAMMER - Hammer
*
* Input = Open, High, Low, Close
* Output = int
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::CdlHammer( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inOpen,
/* Generated */ SubArray<double>^ inHigh,
/* Generated */ SubArray<double>^ inLow,
/* Generated */ SubArray<double>^ inClose,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<int>^ outInteger )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::CdlHammer( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inOpen,
/* Generated */ cli::array<double>^ inHigh,
/* Generated */ cli::array<double>^ inLow,
/* Generated */ cli::array<double>^ inClose,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<int>^ outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlHammer( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inOpen[],
/* Generated */ double inHigh[],
/* Generated */ double inLow[],
/* Generated */ double inClose[],
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ int outInteger[] )
/* Generated */ #else
/* Generated */ TA_LIB_API TA_RetCode TA_CDLHAMMER( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inOpen[],
/* Generated */ const double inHigh[],
/* Generated */ const double inLow[],
/* Generated */ const double inClose[],
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ int outInteger[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
double BodyPeriodTotal, ShadowLongPeriodTotal, ShadowVeryShortPeriodTotal, NearPeriodTotal;
int i, outIdx, BodyTrailingIdx, ShadowLongTrailingIdx, ShadowVeryShortTrailingIdx, NearTrailingIdx, lookbackTotal;
/**** 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 */ /* Verify required price component. */
/* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_JAVA)*/
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outInteger )
/* 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 ****/
/* Identify the minimum number of price bar needed
* to calculate at least one output.
*/
lookbackTotal = LOOKBACK_CALL(CDLHAMMER)();
/* 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);
}
/* Do the calculation using tight loops. */
/* Add-up the initial period, except for the last value. */
BodyPeriodTotal = 0;
BodyTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
ShadowLongPeriodTotal = 0;
ShadowLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowLong);
ShadowVeryShortPeriodTotal = 0;
ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort);
NearPeriodTotal = 0;
NearTrailingIdx = startIdx -1 - TA_CANDLEAVGPERIOD(Near);
i = BodyTrailingIdx;
while( i < startIdx ) {
BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i );
i++;
}
i = ShadowLongTrailingIdx;
while( i < startIdx ) {
ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i );
i++;
}
i = ShadowVeryShortTrailingIdx;
while( i < startIdx ) {
ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i );
i++;
}
i = NearTrailingIdx;
while( i < startIdx-1 ) {
NearPeriodTotal += TA_CANDLERANGE( Near, i );
i++;
}
i = startIdx;
/* Proceed with the calculation for the requested range.
* Must have:
* - small real body
* - long lower shadow
* - no, or very short, upper shadow
* - body below or near the lows of the previous candle
* The meaning of "short", "long" and "near the lows" is specified with TA_SetCandleSettings;
* outInteger is positive (1 to 100): hammer is always bullish;
* the user should consider that a hammer must appear in a downtrend, while this function does not consider it
*/
outIdx = 0;
do
{
if( TA_REALBODY(i) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal, i ) && // small rb
TA_LOWERSHADOW(i) > TA_CANDLEAVERAGE( ShadowLong, ShadowLongPeriodTotal, i ) && // long lower shadow
TA_UPPERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) && // very short upper shadow
min( inClose[i], inOpen[i] ) <= inLow[i-1] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) // rb near the prior candle's lows
)
outInteger[outIdx++] = 100;
else
outInteger[outIdx++] = 0;
/* add the current range and subtract the first range: this is done after the pattern recognition
* when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
*/
BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i )
- TA_CANDLERANGE( BodyShort, BodyTrailingIdx );
ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i )
- TA_CANDLERANGE( ShadowLong, ShadowLongTrailingIdx );
ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i )
- TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx );
NearPeriodTotal += TA_CANDLERANGE( Near, i-1 )
- TA_CANDLERANGE( Near, NearTrailingIdx );
i++;
BodyTrailingIdx++;
ShadowLongTrailingIdx++;
ShadowVeryShortTrailingIdx++;
NearTrailingIdx++;
} while( i <= endIdx );
/* All done. Indicate the output limits and return. */
VALUE_HANDLE_DEREF(outNBElement) = outIdx;
VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #define USE_SINGLE_PRECISION_INPUT
/* Generated */ #undef TA_LIB_PRO
/* 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 ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::CdlHammer( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inOpen,
/* Generated */ SubArray<float>^ inHigh,
/* Generated */ SubArray<float>^ inLow,
/* Generated */ SubArray<float>^ inClose,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<int>^ outInteger )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::CdlHammer( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inOpen,
/* Generated */ cli::array<float>^ inHigh,
/* Generated */ cli::array<float>^ inLow,
/* Generated */ cli::array<float>^ inClose,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<int>^ outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlHammer( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inOpen[],
/* Generated */ float inHigh[],
/* Generated */ float inLow[],
/* Generated */ float inClose[],
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ int outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_CDLHAMMER( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inOpen[],
/* Generated */ const float inHigh[],
/* Generated */ const float inLow[],
/* Generated */ const float inClose[],
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ int outInteger[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ double BodyPeriodTotal, ShadowLongPeriodTotal, ShadowVeryShortPeriodTotal, NearPeriodTotal;
/* Generated */ int i, outIdx, BodyTrailingIdx, ShadowLongTrailingIdx, ShadowVeryShortTrailingIdx, NearTrailingIdx, lookbackTotal;
/* 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(!inOpen||!inHigh||!inLow||!inClose)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outInteger )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ lookbackTotal = LOOKBACK_CALL(CDLHAMMER)();
/* 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 */ BodyPeriodTotal = 0;
/* Generated */ BodyTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
/* Generated */ ShadowLongPeriodTotal = 0;
/* Generated */ ShadowLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowLong);
/* Generated */ ShadowVeryShortPeriodTotal = 0;
/* Generated */ ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort);
/* Generated */ NearPeriodTotal = 0;
/* Generated */ NearTrailingIdx = startIdx -1 - TA_CANDLEAVGPERIOD(Near);
/* Generated */ i = BodyTrailingIdx;
/* Generated */ while( i < startIdx ) {
/* Generated */ BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i );
/* Generated */ i++;
/* Generated */ }
/* Generated */ i = ShadowLongTrailingIdx;
/* Generated */ while( i < startIdx ) {
/* Generated */ ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i );
/* Generated */ i++;
/* Generated */ }
/* Generated */ i = ShadowVeryShortTrailingIdx;
/* Generated */ while( i < startIdx ) {
/* Generated */ ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i );
/* Generated */ i++;
/* Generated */ }
/* Generated */ i = NearTrailingIdx;
/* Generated */ while( i < startIdx-1 ) {
/* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i );
/* Generated */ i++;
/* Generated */ }
/* Generated */ i = startIdx;
/* Generated */ outIdx = 0;
/* Generated */ do
/* Generated */ {
/* Generated */ if( TA_REALBODY(i) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal, i ) && // small rb
/* Generated */ TA_LOWERSHADOW(i) > TA_CANDLEAVERAGE( ShadowLong, ShadowLongPeriodTotal, i ) && // long lower shadow
/* Generated */ TA_UPPERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) && // very short upper shadow
/* Generated */ min( inClose[i], inOpen[i] ) <= inLow[i-1] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) // rb near the prior candle's lows
/* Generated */ )
/* Generated */ outInteger[outIdx++] = 100;
/* Generated */ else
/* Generated */ outInteger[outIdx++] = 0;
/* Generated */ BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i )
/* Generated */ - TA_CANDLERANGE( BodyShort, BodyTrailingIdx );
/* Generated */ ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i )
/* Generated */ - TA_CANDLERANGE( ShadowLong, ShadowLongTrailingIdx );
/* Generated */ ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i )
/* Generated */ - TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx );
/* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i-1 )
/* Generated */ - TA_CANDLERANGE( Near, NearTrailingIdx );
/* Generated */ i++;
/* Generated */ BodyTrailingIdx++;
/* Generated */ ShadowLongTrailingIdx++;
/* Generated */ ShadowVeryShortTrailingIdx++;
/* Generated */ NearTrailingIdx++;
/* Generated */ } while( i <= endIdx );
/* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
/* 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 ****/