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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
*
*
* 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 <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::TemaLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int temaLookback( int optInTimePeriod ) /* From 2 to 100000 */
/* Generated */
/* Generated */ #else
/* Generated */ TA_LIB_API int TA_TEMA_Lookback( int optInTimePeriod ) /* From 2 to 100000 */
/* 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 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. */
/* Get lookack for one EMA. */
retValue = LOOKBACK_CALL(EMA)( optInTimePeriod );
return retValue * 3;
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_TEMA - Triple 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::Tema( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Tema( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode tema( 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_LIB_API TA_RetCode TA_TEMA( 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. */
ARRAY_REF(firstEMA);
ARRAY_REF(secondEMA);
double k;
VALUE_HANDLE_INT(firstEMABegIdx);
VALUE_HANDLE_INT(firstEMANbElement);
VALUE_HANDLE_INT(secondEMABegIdx);
VALUE_HANDLE_INT(secondEMANbElement);
VALUE_HANDLE_INT(thirdEMABegIdx);
VALUE_HANDLE_INT(thirdEMANbElement);
int tempInt, outIdx, lookbackTotal, lookbackEMA;
int firstEMAIdx, secondEMAIdx;
ENUM_DECLARATION(RetCode) retCode;
/**** 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. */
/* 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. */
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Adjust startIdx to account for the lookback period. */
lookbackEMA = LOOKBACK_CALL(EMA)( optInTimePeriod );
lookbackTotal = lookbackEMA * 3;
if( startIdx < lookbackTotal )
startIdx = lookbackTotal;
/* Make sure there is still something to evaluate. */
if( startIdx > endIdx )
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Allocate a temporary buffer for the firstEMA. */
tempInt = lookbackTotal+(endIdx-startIdx)+1;
ARRAY_ALLOC(firstEMA,tempInt);
#if !defined( _JAVA )
if( !firstEMA )
return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
#endif
/* Calculate the first EMA */
k = PER_TO_K(optInTimePeriod);
retCode = FUNCTION_CALL(INT_EMA)( startIdx-(lookbackEMA*2), endIdx, inReal,
optInTimePeriod, k,
VALUE_HANDLE_OUT(firstEMABegIdx), VALUE_HANDLE_OUT(firstEMANbElement),
firstEMA );
/* Verify for failure or if not enough data after
* calculating the first EMA.
*/
if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(firstEMANbElement) == 0) )
{
ARRAY_FREE( firstEMA );
return retCode;
}
/* Allocate a temporary buffer for storing the EMA2 */
ARRAY_ALLOC(secondEMA,VALUE_HANDLE_GET(firstEMANbElement));
#if !defined( _JAVA ) && !defined( USE_SUBARRAY )
if( !secondEMA )
{
ARRAY_FREE( firstEMA );
return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
}
#endif
retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(firstEMANbElement)-1, firstEMA,
optInTimePeriod, k,
VALUE_HANDLE_OUT(secondEMABegIdx), VALUE_HANDLE_OUT(secondEMANbElement),
secondEMA );
/* Return empty output on failure or if not enough data after
* calculating the second EMA.
*/
if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(secondEMANbElement) == 0) )
{
ARRAY_FREE( firstEMA );
ARRAY_FREE( secondEMA );
return retCode;
}
/* Calculate the EMA3 into the caller provided output. */
retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(secondEMANbElement)-1, secondEMA,
optInTimePeriod, k,
VALUE_HANDLE_OUT(thirdEMABegIdx), VALUE_HANDLE_OUT(thirdEMANbElement),
outReal );
/* Return empty output on failure or if not enough data after
* calculating the third EMA.
*/
if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(thirdEMANbElement) == 0) )
{
ARRAY_FREE( firstEMA );
ARRAY_FREE( secondEMA );
return retCode;
}
/* Indicate where the output starts relative to
* the caller input.
*/
firstEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx) + VALUE_HANDLE_GET(secondEMABegIdx);
secondEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx);
VALUE_HANDLE_DEREF(outBegIdx) = firstEMAIdx + VALUE_HANDLE_GET(firstEMABegIdx);
/* Do the TEMA:
* Iterate through the EMA3 (output buffer) and adjust
* the value by using the EMA2 and EMA1.
*/
outIdx = 0;
while( outIdx < VALUE_HANDLE_GET(thirdEMANbElement) )
{
outReal[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
outIdx++;
}
ARRAY_FREE( firstEMA );
ARRAY_FREE( secondEMA );
/* Indicates to the caller the number of output
* successfully calculated.
*/
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 */ #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::Tema( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ SubArray<double>^ outReal )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Tema( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode tema( 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_TEMA( 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 */ ARRAY_REF(firstEMA);
/* Generated */ ARRAY_REF(secondEMA);
/* Generated */ double k;
/* Generated */ VALUE_HANDLE_INT(firstEMABegIdx);
/* Generated */ VALUE_HANDLE_INT(firstEMANbElement);
/* Generated */ VALUE_HANDLE_INT(secondEMABegIdx);
/* Generated */ VALUE_HANDLE_INT(secondEMANbElement);
/* Generated */ VALUE_HANDLE_INT(thirdEMABegIdx);
/* Generated */ VALUE_HANDLE_INT(thirdEMANbElement);
/* Generated */ int tempInt, outIdx, lookbackTotal, lookbackEMA;
/* Generated */ int firstEMAIdx, secondEMAIdx;
/* Generated */ ENUM_DECLARATION(RetCode) retCode;
/* 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 */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */ lookbackEMA = LOOKBACK_CALL(EMA)( optInTimePeriod );
/* Generated */ lookbackTotal = lookbackEMA * 3;
/* Generated */ if( startIdx < lookbackTotal )
/* Generated */ startIdx = lookbackTotal;
/* Generated */ if( startIdx > endIdx )
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ tempInt = lookbackTotal+(endIdx-startIdx)+1;
/* Generated */ ARRAY_ALLOC(firstEMA,tempInt);
/* Generated */ #if !defined( _JAVA )
/* Generated */ if( !firstEMA )
/* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */ #endif
/* Generated */ k = PER_TO_K(optInTimePeriod);
/* Generated */ retCode = FUNCTION_CALL(INT_EMA)( startIdx-(lookbackEMA*2), endIdx, inReal,
/* Generated */ optInTimePeriod, k,
/* Generated */ VALUE_HANDLE_OUT(firstEMABegIdx), VALUE_HANDLE_OUT(firstEMANbElement),
/* Generated */ firstEMA );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(firstEMANbElement) == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ ARRAY_ALLOC(secondEMA,VALUE_HANDLE_GET(firstEMANbElement));
/* Generated */ #if !defined( _JAVA ) && !defined( USE_SUBARRAY )
/* Generated */ if( !secondEMA )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ return ENUM_VALUE(RetCode,TA_ALLOC_ERR,AllocErr);
/* Generated */ }
/* Generated */ #endif
/* Generated */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(firstEMANbElement)-1, firstEMA,
/* Generated */ optInTimePeriod, k,
/* Generated */ VALUE_HANDLE_OUT(secondEMABegIdx), VALUE_HANDLE_OUT(secondEMANbElement),
/* Generated */ secondEMA );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(secondEMANbElement) == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ retCode = FUNCTION_CALL_DOUBLE(INT_EMA)( 0, VALUE_HANDLE_GET(secondEMANbElement)-1, secondEMA,
/* Generated */ optInTimePeriod, k,
/* Generated */ VALUE_HANDLE_OUT(thirdEMABegIdx), VALUE_HANDLE_OUT(thirdEMANbElement),
/* Generated */ outReal );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || (VALUE_HANDLE_GET(thirdEMANbElement) == 0) )
/* Generated */ {
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ firstEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx) + VALUE_HANDLE_GET(secondEMABegIdx);
/* Generated */ secondEMAIdx = VALUE_HANDLE_GET(thirdEMABegIdx);
/* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = firstEMAIdx + VALUE_HANDLE_GET(firstEMABegIdx);
/* Generated */ outIdx = 0;
/* Generated */ while( outIdx < VALUE_HANDLE_GET(thirdEMANbElement) )
/* Generated */ {
/* Generated */ outReal[outIdx] += (3.0*firstEMA[firstEMAIdx++]) - (3.0*secondEMA[secondEMAIdx++]);
/* Generated */ outIdx++;
/* Generated */ }
/* Generated */ ARRAY_FREE( firstEMA );
/* Generated */ ARRAY_FREE( secondEMA );
/* 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 ****/