1 /* TA-LIB Copyright (c) 1999-2007, Mario Fortier
2 * All rights reserved.
3 *
4 * Redistribution and use in source and binary forms, with or
5 * without modification, are permitted provided that the following
6 * conditions are met:
7 *
8 * - Redistributions of source code must retain the above copyright
9 * notice, this list of conditions and the following disclaimer.
10 *
11 * - Redistributions in binary form must reproduce the above copyright
12 * notice, this list of conditions and the following disclaimer in
13 * the documentation and/or other materials provided with the
14 * distribution.
15 *
16 * - Neither name of author nor the names of its contributors
17 * may be used to endorse or promote products derived from this
18 * software without specific prior written permission.
19 *
20 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
21 * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
22 * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
23 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
24 * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
25 * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
26 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
27 * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
28 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
29 * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
30 * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
31 * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
32 */
33
34 /* List of contributors:
35 *
36 * Initial Name/description
37 * -------------------------------------------------------------------
38 * AC Angelo Ciceri
39 *
40 *
41 * Change history:
42 *
43 * MMDDYY BY Description
44 * -------------------------------------------------------------------
45 * 121104 AC Creation
46 *
47 */
48
49 /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
50 /* All code within this section is automatically
51 * generated by gen_code. Any modification will be lost
52 * next time gen_code is run.
53 */
54 /* Generated */
55 /* Generated */ #if defined( _MANAGED )
56 /* Generated */ #include "TA-Lib-Core.h"
57 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
58 /* Generated */ namespace TicTacTec { namespace TA { namespace Library {
59 /* Generated */ #elif defined( _JAVA )
60 /* Generated */ #include "ta_defs.h"
61 /* Generated */ #include "ta_java_defs.h"
62 /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
63 /* Generated */ #else
64 /* Generated */ #include <string.h>
65 /* Generated */ #include <math.h>
66 /* Generated */ #include "ta_func.h"
67 /* Generated */ #endif
68 /* Generated */
69 /* Generated */ #ifndef TA_UTILITY_H
70 /* Generated */ #include "ta_utility.h"
71 /* Generated */ #endif
72 /* Generated */
73 /* Generated */ #ifndef TA_MEMORY_H
74 /* Generated */ #include "ta_memory.h"
75 /* Generated */ #endif
76 /* Generated */
77 /* Generated */ #define TA_PREFIX(x) TA_##x
78 /* Generated */ #define INPUT_TYPE double
79 /* Generated */
80 /* Generated */ #if defined( _MANAGED )
Cdl3OutsideLookback(void)81 /* Generated */ int Core::Cdl3OutsideLookback( void )
82 /* Generated */
83 /* Generated */ #elif defined( _JAVA )
84 /* Generated */ public int cdl3OutsideLookback( )
85 /* Generated */
86 /* Generated */ #else
87 /* Generated */ int TA_CDL3OUTSIDE_Lookback( void )
88 /* Generated */
89 /* Generated */ #endif
90 /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
91 {
92 /* insert local variable here */
93
94 /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
95 /* Generated */ /* No parameters to validate. */
96 /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
97
98 /* insert lookback code here. */
99 return 3;
100 }
101
102 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
103 /*
104 * TA_CDL3OUTSIDE - Three Outside Up/Down
105 *
106 * Input = Open, High, Low, Close
107 * Output = int
108 *
109 */
110 /* Generated */
111 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
112 /* Generated */ enum class Core::RetCode Core::Cdl3Outside( int startIdx,
113 /* Generated */ int endIdx,
114 /* Generated */ SubArray^ inOpen,
115 /* Generated */ SubArray^ inHigh,
116 /* Generated */ SubArray^ inLow,
117 /* Generated */ SubArray^ inClose,
118 /* Generated */ [Out]int% outBegIdx,
119 /* Generated */ [Out]int% outNBElement,
120 /* Generated */ cli::array<int>^ outInteger )
121 /* Generated */ #elif defined( _MANAGED )
122 /* Generated */ enum class Core::RetCode Core::Cdl3Outside( int startIdx,
123 /* Generated */ int endIdx,
124 /* Generated */ cli::array<double>^ inOpen,
125 /* Generated */ cli::array<double>^ inHigh,
126 /* Generated */ cli::array<double>^ inLow,
127 /* Generated */ cli::array<double>^ inClose,
128 /* Generated */ [Out]int% outBegIdx,
129 /* Generated */ [Out]int% outNBElement,
130 /* Generated */ cli::array<int>^ outInteger )
131 /* Generated */ #elif defined( _JAVA )
132 /* Generated */ public RetCode cdl3Outside( int startIdx,
133 /* Generated */ int endIdx,
134 /* Generated */ double inOpen[],
135 /* Generated */ double inHigh[],
136 /* Generated */ double inLow[],
137 /* Generated */ double inClose[],
138 /* Generated */ MInteger outBegIdx,
139 /* Generated */ MInteger outNBElement,
140 /* Generated */ int outInteger[] )
141 /* Generated */ #else
142 /* Generated */ TA_RetCode TA_CDL3OUTSIDE( int startIdx,
143 /* Generated */ int endIdx,
144 /* Generated */ const double inOpen[],
145 /* Generated */ const double inHigh[],
146 /* Generated */ const double inLow[],
147 /* Generated */ const double inClose[],
148 /* Generated */ int *outBegIdx,
149 /* Generated */ int *outNBElement,
150 /* Generated */ int outInteger[] )
151 /* Generated */ #endif
152 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
153 {
154 /* Insert local variables here. */
155 int i, outIdx, lookbackTotal;
156
157 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
158 /* Generated */
159 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
160 /* Generated */
161 /* Generated */ /* Validate the requested output range. */
162 /* Generated */ if( startIdx < 0 )
163 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
164 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
165 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
166 /* Generated */
167 /* Generated */ #if !defined(_JAVA)
168 /* Generated */ /* Verify required price component. */
169 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
170 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
171 /* Generated */
172 /* Generated */ #endif /* !defined(_JAVA)*/
173 /* Generated */ #if !defined(_JAVA)
174 /* Generated */ if( !outInteger )
175 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
176 /* Generated */
177 /* Generated */ #endif /* !defined(_JAVA) */
178 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
179 /* Generated */
180 /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
181
182 /* Identify the minimum number of price bar needed
183 * to calculate at least one output.
184 */
185
186 lookbackTotal = LOOKBACK_CALL(CDL3OUTSIDE)();
187
188 /* Move up the start index if there is not
189 * enough initial data.
190 */
191 if( startIdx < lookbackTotal )
192 startIdx = lookbackTotal;
193
194 /* Make sure there is still something to evaluate. */
195 if( startIdx > endIdx )
196 {
197 VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
198 VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
199 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
200 }
201
202 /* Do the calculation using tight loops. */
203 /* Add-up the initial period, except for the last value. */
204 i = startIdx;
205
206 /* Proceed with the calculation for the requested range.
207 * Must have:
208 * - first: black (white) real body
209 * - second: white (black) real body that engulfs the prior real body
210 * - third: candle that closes higher (lower) than the second candle
211 * outInteger is positive (1 to 100) for the three outside up or negative (-1 to -100) for the three outside down;
212 * the user should consider that a three outside up must appear in a downtrend and three outside down must appear
213 * in an uptrend, while this function does not consider it
214 */
215 outIdx = 0;
216 do
217 {
218 if( ( TA_CANDLECOLOR(i-1) == 1 && TA_CANDLECOLOR(i-2) == -1 && // white engulfs black
219 inClose[i-1] > inOpen[i-2] && inOpen[i-1] < inClose[i-2] &&
220 inClose[i] > inClose[i-1] // third candle higher
221 )
222 ||
223 ( TA_CANDLECOLOR(i-1) == -1 && TA_CANDLECOLOR(i-2) == 1 && // black engulfs white
224 inOpen[i-1] > inClose[i-2] && inClose[i-1] < inOpen[i-2] &&
225 inClose[i] < inClose[i-1] // third candle lower
226 )
227 )
228 outInteger[outIdx++] = TA_CANDLECOLOR(i-1) * 100;
229 else
230 outInteger[outIdx++] = 0;
231 i++;
232 } while( i <= endIdx );
233
234 /* All done. Indicate the output limits and return. */
235 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
236 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
237
238 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
239 }
240
241 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
242 /* Generated */
243 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
244 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
245 /* Generated */ #undef TA_PREFIX
246 /* Generated */ #define TA_PREFIX(x) TA_S_##x
247 /* Generated */ #endif
248 /* Generated */ #undef INPUT_TYPE
249 /* Generated */ #define INPUT_TYPE float
250 /* Generated */ #if defined( _MANAGED )
251 /* Generated */ enum class Core::RetCode Core::Cdl3Outside( int startIdx,
252 /* Generated */ int endIdx,
253 /* Generated */ cli::array<float>^ inOpen,
254 /* Generated */ cli::array<float>^ inHigh,
255 /* Generated */ cli::array<float>^ inLow,
256 /* Generated */ cli::array<float>^ inClose,
257 /* Generated */ [Out]int% outBegIdx,
258 /* Generated */ [Out]int% outNBElement,
259 /* Generated */ cli::array<int>^ outInteger )
260 /* Generated */ #elif defined( _JAVA )
261 /* Generated */ public RetCode cdl3Outside( int startIdx,
262 /* Generated */ int endIdx,
263 /* Generated */ float inOpen[],
264 /* Generated */ float inHigh[],
265 /* Generated */ float inLow[],
266 /* Generated */ float inClose[],
267 /* Generated */ MInteger outBegIdx,
268 /* Generated */ MInteger outNBElement,
269 /* Generated */ int outInteger[] )
270 /* Generated */ #else
271 /* Generated */ TA_RetCode TA_S_CDL3OUTSIDE( int startIdx,
272 /* Generated */ int endIdx,
273 /* Generated */ const float inOpen[],
274 /* Generated */ const float inHigh[],
275 /* Generated */ const float inLow[],
276 /* Generated */ const float inClose[],
277 /* Generated */ int *outBegIdx,
278 /* Generated */ int *outNBElement,
279 /* Generated */ int outInteger[] )
280 /* Generated */ #endif
281 /* Generated */ {
282 /* Generated */ int i, outIdx, lookbackTotal;
283 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
284 /* Generated */ if( startIdx < 0 )
285 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
286 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
287 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
288 /* Generated */ #if !defined(_JAVA)
289 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
290 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
291 /* Generated */ #endif
292 /* Generated */ #if !defined(_JAVA)
293 /* Generated */ if( !outInteger )
294 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
295 /* Generated */ #endif
296 /* Generated */ #endif
297 /* Generated */ lookbackTotal = LOOKBACK_CALL(CDL3OUTSIDE)();
298 /* Generated */ if( startIdx < lookbackTotal )
299 /* Generated */ startIdx = lookbackTotal;
300 /* Generated */ if( startIdx > endIdx )
301 /* Generated */ {
302 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
303 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
304 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
305 /* Generated */ }
306 /* Generated */ i = startIdx;
307 /* Generated */ outIdx = 0;
308 /* Generated */ do
309 /* Generated */ {
310 /* Generated */ if( ( TA_CANDLECOLOR(i-1) == 1 && TA_CANDLECOLOR(i-2) == -1 && // white engulfs black
311 /* Generated */ inClose[i-1] > inOpen[i-2] && inOpen[i-1] < inClose[i-2] &&
312 /* Generated */ inClose[i] > inClose[i-1] // third candle higher
313 /* Generated */ )
314 /* Generated */ ||
315 /* Generated */ ( TA_CANDLECOLOR(i-1) == -1 && TA_CANDLECOLOR(i-2) == 1 && // black engulfs white
316 /* Generated */ inOpen[i-1] > inClose[i-2] && inClose[i-1] < inOpen[i-2] &&
317 /* Generated */ inClose[i] < inClose[i-1] // third candle lower
318 /* Generated */ )
319 /* Generated */ )
320 /* Generated */ outInteger[outIdx++] = TA_CANDLECOLOR(i-1) * 100;
321 /* Generated */ else
322 /* Generated */ outInteger[outIdx++] = 0;
323 /* Generated */ i++;
324 /* Generated */ } while( i <= endIdx );
325 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
326 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
327 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
328 /* Generated */ }
329 /* Generated */
330 /* Generated */ #if defined( _MANAGED )
331 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
332 /* Generated */ #endif
333 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
334
335