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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
* -------------------------------------------------------------------
* MF Mario Fortier
* EKO echo999@ifrance.com
*
* Change history:
*
* MMDDYY BY Description
* -------------------------------------------------------------------
* 010802 MF Template creation.
* 051103 EKO Found bug and fix related to outFastD.
* 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 <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::StochFLookback( int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType ) /* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int stochFLookback( int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType ) /* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_STOCHF_Lookback( int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ TA_MAType optInFastD_MAType ) /* Generated */
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
int retValue;
/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ /* min/max are checked for optInFastK_Period. */
/* Generated */ if( (int)optInFastK_Period == TA_INTEGER_DEFAULT )
/* Generated */ optInFastK_Period = 5;
/* Generated */ else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) )
/* Generated */ return -1;
/* Generated */
/* Generated */ /* min/max are checked for optInFastD_Period. */
/* Generated */ if( (int)optInFastD_Period == TA_INTEGER_DEFAULT )
/* Generated */ optInFastD_Period = 3;
/* Generated */ else if( ((int)optInFastD_Period < 1) || ((int)optInFastD_Period > 100000) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInFastD_MAType == TA_INTEGER_DEFAULT )
/* Generated */ optInFastD_MAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInFastD_MAType < 0) || ((int)optInFastD_MAType > 8) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* insert lookback code here. */
/* Account for the initial data needed for Fast-K. */
retValue = (optInFastK_Period - 1);
/* Add the smoothing being done for Fast-D */
retValue += LOOKBACK_CALL(MA)( optInFastD_Period, optInFastD_MAType );
return retValue;
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_STOCHF - Stochastic Fast
*
* Input = High, Low, Close
* Output = double, double
*
* Optional Parameters
* -------------------
* optInFastK_Period:(From 1 to 100000)
* Time period for building the Fast-K line
*
* optInFastD_Period:(From 1 to 100000)
* Smoothing for making the Fast-D line. Usually set to 3
*
* optInFastD_MAType:
* Type of Moving Average for Fast-D
*
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::StochF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inHigh,
/* Generated */ SubArray<double>^ inLow,
/* Generated */ SubArray<double>^ inClose,
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outFastK,
/* Generated */ SubArray<double>^ outFastD )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::StochF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inHigh,
/* Generated */ cli::array<double>^ inLow,
/* Generated */ cli::array<double>^ inClose,
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outFastK,
/* Generated */ cli::array<double>^ outFastD )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode stochF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inHigh[],
/* Generated */ double inLow[],
/* Generated */ double inClose[],
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType,
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outFastK[],
/* Generated */ double outFastD[] )
/* Generated */ #else
/* Generated */ TA_LIB_API TA_RetCode TA_STOCHF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inHigh[],
/* Generated */ const double inLow[],
/* Generated */ const double inClose[],
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ TA_MAType optInFastD_MAType,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outFastK[],
/* Generated */ double outFastD[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
ENUM_DECLARATION(RetCode) retCode;
double lowest, highest, tmp, diff;
ARRAY_REF( tempBuffer );
int outIdx, lowestIdx, highestIdx;
int lookbackTotal, lookbackK, lookbackFastD;
int trailingIdx, today, i;
#if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA )
int bufferIsAllocated;
#endif
/**** 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(!inHigh||!inLow||!inClose)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_JAVA)*/
/* Generated */ /* min/max are checked for optInFastK_Period. */
/* Generated */ if( (int)optInFastK_Period == TA_INTEGER_DEFAULT )
/* Generated */ optInFastK_Period = 5;
/* Generated */ else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ /* min/max are checked for optInFastD_Period. */
/* Generated */ if( (int)optInFastD_Period == TA_INTEGER_DEFAULT )
/* Generated */ optInFastD_Period = 3;
/* Generated */ else if( ((int)optInFastD_Period < 1) || ((int)optInFastD_Period > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInFastD_MAType == TA_INTEGER_DEFAULT )
/* Generated */ optInFastD_MAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInFastD_MAType < 0) || ((int)optInFastD_MAType > 8) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outFastK )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ if( !outFastD )
/* 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. */
/* With stochastic, there is a total of 4 different lines that
* are defined: FASTK, FASTD, SLOWK and SLOWD.
*
* The D is the signal line usually drawn over its
* corresponding K function.
*
* (Today's Close - LowestLow)
* FASTK(Kperiod) = --------------------------- * 100
* (HighestHigh - LowestLow)
*
* FASTD(FastDperiod, MA type) = MA Smoothed FASTK over FastDperiod
*
* SLOWK(SlowKperiod, MA type) = MA Smoothed FASTK over SlowKperiod
*
* SLOWD(SlowDperiod, MA Type) = MA Smoothed SLOWK over SlowDperiod
*
* The HighestHigh and LowestLow are the extreme values among the
* last 'Kperiod'.
*
* SLOWK and FASTD are equivalent when using the same period.
*
* The following shows how these four lines are made available in TA-LIB:
*
* TA_STOCH : Returns the SLOWK and SLOWD
* TA_STOCHF : Returns the FASTK and FASTD
*
* The TA_STOCH function correspond to the more widely implemented version
* found in many software/charting package. The TA_STOCHF is more rarely
* used because its higher volatility cause often whipsaws.
*/
/* Identify the lookback needed. */
lookbackK = optInFastK_Period-1;
lookbackFastD = LOOKBACK_CALL(MA)( optInFastD_Period, optInFastD_MAType );
lookbackTotal = lookbackK + lookbackFastD;
/* 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 )
{
/* Succeed... but no data in the output. */
VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/* Do the K calculation:
*
* Kt = 100 x ((Ct-Lt)/(Ht-Lt))
*
* Kt is today stochastic
* Ct is today closing price.
* Lt is the lowest price of the last K Period (including today)
* Ht is the highest price of the last K Period (including today)
*/
/* Proceed with the calculation for the requested range.
* Note that this algorithm allows the input and
* output to be the same buffer.
*/
outIdx = 0;
/* Calculate just enough K for ending up with the caller
* requested range. (The range of k must consider all
* the lookback involve with the smoothing).
*/
trailingIdx = startIdx-lookbackTotal;
today = trailingIdx+lookbackK;
lowestIdx = highestIdx = -1;
diff = highest = lowest = 0.0;
/* Allocate a temporary buffer large enough to
* store the K.
*
* If the output is the same as the input, great
* we just save ourself one memory allocation.
*/
#if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA )
bufferIsAllocated = 0;
#endif
#if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY )
/* Always alloc, since output is of different type and
* its allocated size is not guarantee to be as large as
* the input.
*/
ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
#else
if( (outFastK == inHigh) ||
(outFastK == inLow) ||
(outFastK == inClose) )
{
tempBuffer = outFastK;
}
else if( (outFastD == inHigh) ||
(outFastD == inLow) ||
(outFastD == inClose) )
{
tempBuffer = outFastD;
}
else
{
#if !defined( _MANAGED ) && !defined( _JAVA )
bufferIsAllocated = 1;
#endif
ARRAY_ALLOC(tempBuffer, endIdx-today+1 );
}
#endif
/* Do the K calculation */
while( today <= endIdx )
{
/* Set the lowest low */
tmp = inLow[today];
if( lowestIdx < trailingIdx )
{
lowestIdx = trailingIdx;
lowest = inLow[lowestIdx];
i = lowestIdx;
while( ++i<=today )
{
tmp = inLow[i];
if( tmp < lowest )
{
lowestIdx = i;
lowest = tmp;
}
}
diff = (highest - lowest)/100.0;
}
else if( tmp <= lowest )
{
lowestIdx = today;
lowest = tmp;
diff = (highest - lowest)/100.0;
}
/* Set the highest high */
tmp = inHigh[today];
if( highestIdx < trailingIdx )
{
highestIdx = trailingIdx;
highest = inHigh[highestIdx];
i = highestIdx;
while( ++i<=today )
{
tmp = inHigh[i];
if( tmp > highest )
{
highestIdx = i;
highest = tmp;
}
}
diff = (highest - lowest)/100.0;
}
else if( tmp >= highest )
{
highestIdx = today;
highest = tmp;
diff = (highest - lowest)/100.0;
}
/* Calculate stochastic. */
if( diff != 0.0 )
tempBuffer[outIdx++] = (inClose[today]-lowest)/diff;
else
tempBuffer[outIdx++] = 0.0;
trailingIdx++;
today++;
}
/* Fast-K calculation completed. This K calculation is returned
* to the caller. It is smoothed to become Fast-D.
*/
retCode = FUNCTION_CALL_DOUBLE(MA)( 0, outIdx-1,
tempBuffer, optInFastD_Period,
optInFastD_MAType,
outBegIdx, outNBElement, outFastD );
if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement)) == 0 )
{
#if defined(USE_SINGLE_PRECISION_INPUT)
ARRAY_FREE( tempBuffer );
#else
ARRAY_FREE_COND( bufferIsAllocated, tempBuffer );
#endif
/* Something wrong happen? No further data? */
VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
return retCode;
}
/* Copy tempBuffer into the caller buffer.
* (Calculation could not be done directly in the
* caller buffer because more input data then the
* requested range was needed for doing %D).
*/
ARRAY_MEMMOVE( outFastK, 0, tempBuffer, lookbackFastD, (int)VALUE_HANDLE_DEREF(outNBElement) );
/* Don't need K anymore, free it if it was allocated here. */
#if defined(USE_SINGLE_PRECISION_INPUT)
ARRAY_FREE( tempBuffer );
#else
ARRAY_FREE_COND( bufferIsAllocated, tempBuffer );
#endif
if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
{
/* Something wrong happen while processing %D? */
VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
return retCode;
}
/* Note: Keep the outBegIdx relative to the
* caller input before returning.
*/
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::StochF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inHigh,
/* Generated */ SubArray<float>^ inLow,
/* Generated */ SubArray<float>^ inClose,
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outFastK,
/* Generated */ SubArray<double>^ outFastD )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::StochF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inHigh,
/* Generated */ cli::array<float>^ inLow,
/* Generated */ cli::array<float>^ inClose,
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outFastK,
/* Generated */ cli::array<double>^ outFastD )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode stochF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inHigh[],
/* Generated */ float inLow[],
/* Generated */ float inClose[],
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ MAType optInFastD_MAType,
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outFastK[],
/* Generated */ double outFastD[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_STOCHF( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inHigh[],
/* Generated */ const float inLow[],
/* Generated */ const float inClose[],
/* Generated */ int optInFastK_Period, /* From 1 to 100000 */
/* Generated */ int optInFastD_Period, /* From 1 to 100000 */
/* Generated */ TA_MAType optInFastD_MAType,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outFastK[],
/* Generated */ double outFastD[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ENUM_DECLARATION(RetCode) retCode;
/* Generated */ double lowest, highest, tmp, diff;
/* Generated */ ARRAY_REF( tempBuffer );
/* Generated */ int outIdx, lowestIdx, highestIdx;
/* Generated */ int lookbackTotal, lookbackK, lookbackFastD;
/* Generated */ int trailingIdx, today, i;
/* Generated */ #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA )
/* Generated */ int bufferIsAllocated;
/* Generated */ #endif
/* 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(!inHigh||!inLow||!inClose)
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ if( (int)optInFastK_Period == TA_INTEGER_DEFAULT )
/* Generated */ optInFastK_Period = 5;
/* Generated */ else if( ((int)optInFastK_Period < 1) || ((int)optInFastK_Period > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( (int)optInFastD_Period == TA_INTEGER_DEFAULT )
/* Generated */ optInFastD_Period = 3;
/* Generated */ else if( ((int)optInFastD_Period < 1) || ((int)optInFastD_Period > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInFastD_MAType == TA_INTEGER_DEFAULT )
/* Generated */ optInFastD_MAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInFastD_MAType < 0) || ((int)optInFastD_MAType > 8) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outFastK )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( !outFastD )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ lookbackK = optInFastK_Period-1;
/* Generated */ lookbackFastD = LOOKBACK_CALL(MA)( optInFastD_Period, optInFastD_MAType );
/* Generated */ lookbackTotal = lookbackK + lookbackFastD;
/* 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 */ outIdx = 0;
/* Generated */ trailingIdx = startIdx-lookbackTotal;
/* Generated */ today = trailingIdx+lookbackK;
/* Generated */ lowestIdx = highestIdx = -1;
/* Generated */ diff = highest = lowest = 0.0;
/* Generated */ #if !defined( _MANAGED ) && !defined(USE_SINGLE_PRECISION_INPUT) && !defined( _JAVA )
/* Generated */ bufferIsAllocated = 0;
/* Generated */ #endif
/* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY )
/* Generated */ ARRAY_ALLOC( tempBuffer, endIdx-today+1 );
/* Generated */ #else
/* Generated */ if( (outFastK == inHigh) ||
/* Generated */ (outFastK == inLow) ||
/* Generated */ (outFastK == inClose) )
/* Generated */ {
/* Generated */ tempBuffer = outFastK;
/* Generated */ }
/* Generated */ else if( (outFastD == inHigh) ||
/* Generated */ (outFastD == inLow) ||
/* Generated */ (outFastD == inClose) )
/* Generated */ {
/* Generated */ tempBuffer = outFastD;
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
/* Generated */ bufferIsAllocated = 1;
/* Generated */ #endif
/* Generated */ ARRAY_ALLOC(tempBuffer, endIdx-today+1 );
/* Generated */ }
/* Generated */ #endif
/* Generated */ while( today <= endIdx )
/* Generated */ {
/* Generated */ tmp = inLow[today];
/* Generated */ if( lowestIdx < trailingIdx )
/* Generated */ {
/* Generated */ lowestIdx = trailingIdx;
/* Generated */ lowest = inLow[lowestIdx];
/* Generated */ i = lowestIdx;
/* Generated */ while( ++i<=today )
/* Generated */ {
/* Generated */ tmp = inLow[i];
/* Generated */ if( tmp < lowest )
/* Generated */ {
/* Generated */ lowestIdx = i;
/* Generated */ lowest = tmp;
/* Generated */ }
/* Generated */ }
/* Generated */ diff = (highest - lowest)/100.0;
/* Generated */ }
/* Generated */ else if( tmp <= lowest )
/* Generated */ {
/* Generated */ lowestIdx = today;
/* Generated */ lowest = tmp;
/* Generated */ diff = (highest - lowest)/100.0;
/* Generated */ }
/* Generated */ tmp = inHigh[today];
/* Generated */ if( highestIdx < trailingIdx )
/* Generated */ {
/* Generated */ highestIdx = trailingIdx;
/* Generated */ highest = inHigh[highestIdx];
/* Generated */ i = highestIdx;
/* Generated */ while( ++i<=today )
/* Generated */ {
/* Generated */ tmp = inHigh[i];
/* Generated */ if( tmp > highest )
/* Generated */ {
/* Generated */ highestIdx = i;
/* Generated */ highest = tmp;
/* Generated */ }
/* Generated */ }
/* Generated */ diff = (highest - lowest)/100.0;
/* Generated */ }
/* Generated */ else if( tmp >= highest )
/* Generated */ {
/* Generated */ highestIdx = today;
/* Generated */ highest = tmp;
/* Generated */ diff = (highest - lowest)/100.0;
/* Generated */ }
/* Generated */ if( diff != 0.0 )
/* Generated */ tempBuffer[outIdx++] = (inClose[today]-lowest)/diff;
/* Generated */ else
/* Generated */ tempBuffer[outIdx++] = 0.0;
/* Generated */ trailingIdx++;
/* Generated */ today++;
/* Generated */ }
/* Generated */ retCode = FUNCTION_CALL_DOUBLE(MA)( 0, outIdx-1,
/* Generated */ tempBuffer, optInFastD_Period,
/* Generated */ optInFastD_MAType,
/* Generated */ outBegIdx, outNBElement, outFastD );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement)) == 0 )
/* Generated */ {
/* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */ ARRAY_FREE( tempBuffer );
/* Generated */ #else
/* Generated */ ARRAY_FREE_COND( bufferIsAllocated, tempBuffer );
/* Generated */ #endif
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ ARRAY_MEMMOVE( outFastK, 0, tempBuffer, lookbackFastD, (int)VALUE_HANDLE_DEREF(outNBElement) );
/* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */ ARRAY_FREE( tempBuffer );
/* Generated */ #else
/* Generated */ ARRAY_FREE_COND( bufferIsAllocated, tempBuffer );
/* Generated */ #endif
/* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return retCode;
/* Generated */ }
/* 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 ****/