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 * 102304 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 )
CdlHammerLookback(void)81 /* Generated */ int Core::CdlHammerLookback( void )
82 /* Generated */
83 /* Generated */ #elif defined( _JAVA )
84 /* Generated */ public int cdlHammerLookback( )
85 /* Generated */
86 /* Generated */ #else
87 /* Generated */ int TA_CDLHAMMER_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 max( max( max( TA_CANDLEAVGPERIOD(BodyShort), TA_CANDLEAVGPERIOD(ShadowLong) ),
100 TA_CANDLEAVGPERIOD(ShadowVeryShort) ),
101 TA_CANDLEAVGPERIOD(Near)
102 ) + 1;
103 }
104
105 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
106 /*
107 * TA_CDLHAMMER - Hammer
108 *
109 * Input = Open, High, Low, Close
110 * Output = int
111 *
112 */
113 /* Generated */
114 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
115 /* Generated */ enum class Core::RetCode Core::CdlHammer( int startIdx,
116 /* Generated */ int endIdx,
117 /* Generated */ SubArray^ inOpen,
118 /* Generated */ SubArray^ inHigh,
119 /* Generated */ SubArray^ inLow,
120 /* Generated */ SubArray^ inClose,
121 /* Generated */ [Out]int% outBegIdx,
122 /* Generated */ [Out]int% outNBElement,
123 /* Generated */ cli::array<int>^ outInteger )
124 /* Generated */ #elif defined( _MANAGED )
125 /* Generated */ enum class Core::RetCode Core::CdlHammer( int startIdx,
126 /* Generated */ int endIdx,
127 /* Generated */ cli::array<double>^ inOpen,
128 /* Generated */ cli::array<double>^ inHigh,
129 /* Generated */ cli::array<double>^ inLow,
130 /* Generated */ cli::array<double>^ inClose,
131 /* Generated */ [Out]int% outBegIdx,
132 /* Generated */ [Out]int% outNBElement,
133 /* Generated */ cli::array<int>^ outInteger )
134 /* Generated */ #elif defined( _JAVA )
135 /* Generated */ public RetCode cdlHammer( int startIdx,
136 /* Generated */ int endIdx,
137 /* Generated */ double inOpen[],
138 /* Generated */ double inHigh[],
139 /* Generated */ double inLow[],
140 /* Generated */ double inClose[],
141 /* Generated */ MInteger outBegIdx,
142 /* Generated */ MInteger outNBElement,
143 /* Generated */ int outInteger[] )
144 /* Generated */ #else
145 /* Generated */ TA_RetCode TA_CDLHAMMER( int startIdx,
146 /* Generated */ int endIdx,
147 /* Generated */ const double inOpen[],
148 /* Generated */ const double inHigh[],
149 /* Generated */ const double inLow[],
150 /* Generated */ const double inClose[],
151 /* Generated */ int *outBegIdx,
152 /* Generated */ int *outNBElement,
153 /* Generated */ int outInteger[] )
154 /* Generated */ #endif
155 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
156 {
157 /* Insert local variables here. */
158 double BodyPeriodTotal, ShadowLongPeriodTotal, ShadowVeryShortPeriodTotal, NearPeriodTotal;
159 int i, outIdx, BodyTrailingIdx, ShadowLongTrailingIdx, ShadowVeryShortTrailingIdx, NearTrailingIdx, lookbackTotal;
160
161 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
162 /* Generated */
163 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
164 /* Generated */
165 /* Generated */ /* Validate the requested output range. */
166 /* Generated */ if( startIdx < 0 )
167 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
168 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
169 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
170 /* Generated */
171 /* Generated */ #if !defined(_JAVA)
172 /* Generated */ /* Verify required price component. */
173 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
174 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
175 /* Generated */
176 /* Generated */ #endif /* !defined(_JAVA)*/
177 /* Generated */ #if !defined(_JAVA)
178 /* Generated */ if( !outInteger )
179 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
180 /* Generated */
181 /* Generated */ #endif /* !defined(_JAVA) */
182 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
183 /* Generated */
184 /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
185
186 /* Identify the minimum number of price bar needed
187 * to calculate at least one output.
188 */
189
190 lookbackTotal = LOOKBACK_CALL(CDLHAMMER)();
191
192 /* Move up the start index if there is not
193 * enough initial data.
194 */
195 if( startIdx < lookbackTotal )
196 startIdx = lookbackTotal;
197
198 /* Make sure there is still something to evaluate. */
199 if( startIdx > endIdx )
200 {
201 VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
202 VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
203 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
204 }
205
206 /* Do the calculation using tight loops. */
207 /* Add-up the initial period, except for the last value. */
208 BodyPeriodTotal = 0;
209 BodyTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
210 ShadowLongPeriodTotal = 0;
211 ShadowLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowLong);
212 ShadowVeryShortPeriodTotal = 0;
213 ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort);
214 NearPeriodTotal = 0;
215 NearTrailingIdx = startIdx -1 - TA_CANDLEAVGPERIOD(Near);
216
217 i = BodyTrailingIdx;
218 while( i < startIdx ) {
219 BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i );
220 i++;
221 }
222 i = ShadowLongTrailingIdx;
223 while( i < startIdx ) {
224 ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i );
225 i++;
226 }
227 i = ShadowVeryShortTrailingIdx;
228 while( i < startIdx ) {
229 ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i );
230 i++;
231 }
232 i = NearTrailingIdx;
233 while( i < startIdx-1 ) {
234 NearPeriodTotal += TA_CANDLERANGE( Near, i );
235 i++;
236 }
237 i = startIdx;
238
239 /* Proceed with the calculation for the requested range.
240 * Must have:
241 * - small real body
242 * - long lower shadow
243 * - no, or very short, upper shadow
244 * - body below or near the lows of the previous candle
245 * The meaning of "short", "long" and "near the lows" is specified with TA_SetCandleSettings;
246 * outInteger is positive (1 to 100): hammer is always bullish;
247 * the user should consider that a hammer must appear in a downtrend, while this function does not consider it
248 */
249 outIdx = 0;
250 do
251 {
252 if( TA_REALBODY(i) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal, i ) && // small rb
253 TA_LOWERSHADOW(i) > TA_CANDLEAVERAGE( ShadowLong, ShadowLongPeriodTotal, i ) && // long lower shadow
254 TA_UPPERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) && // very short upper shadow
255 min( inClose[i], inOpen[i] ) <= inLow[i-1] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) // rb near the prior candle's lows
256 )
257 outInteger[outIdx++] = 100;
258 else
259 outInteger[outIdx++] = 0;
260 /* add the current range and subtract the first range: this is done after the pattern recognition
261 * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
262 */
263 BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i )
264 - TA_CANDLERANGE( BodyShort, BodyTrailingIdx );
265 ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i )
266 - TA_CANDLERANGE( ShadowLong, ShadowLongTrailingIdx );
267 ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i )
268 - TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx );
269 NearPeriodTotal += TA_CANDLERANGE( Near, i-1 )
270 - TA_CANDLERANGE( Near, NearTrailingIdx );
271 i++;
272 BodyTrailingIdx++;
273 ShadowLongTrailingIdx++;
274 ShadowVeryShortTrailingIdx++;
275 NearTrailingIdx++;
276 } while( i <= endIdx );
277
278 /* All done. Indicate the output limits and return. */
279 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
280 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
281
282 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
283 }
284
285 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
286 /* Generated */
287 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
288 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
289 /* Generated */ #undef TA_PREFIX
290 /* Generated */ #define TA_PREFIX(x) TA_S_##x
291 /* Generated */ #endif
292 /* Generated */ #undef INPUT_TYPE
293 /* Generated */ #define INPUT_TYPE float
294 /* Generated */ #if defined( _MANAGED )
295 /* Generated */ enum class Core::RetCode Core::CdlHammer( int startIdx,
296 /* Generated */ int endIdx,
297 /* Generated */ cli::array<float>^ inOpen,
298 /* Generated */ cli::array<float>^ inHigh,
299 /* Generated */ cli::array<float>^ inLow,
300 /* Generated */ cli::array<float>^ inClose,
301 /* Generated */ [Out]int% outBegIdx,
302 /* Generated */ [Out]int% outNBElement,
303 /* Generated */ cli::array<int>^ outInteger )
304 /* Generated */ #elif defined( _JAVA )
305 /* Generated */ public RetCode cdlHammer( int startIdx,
306 /* Generated */ int endIdx,
307 /* Generated */ float inOpen[],
308 /* Generated */ float inHigh[],
309 /* Generated */ float inLow[],
310 /* Generated */ float inClose[],
311 /* Generated */ MInteger outBegIdx,
312 /* Generated */ MInteger outNBElement,
313 /* Generated */ int outInteger[] )
314 /* Generated */ #else
315 /* Generated */ TA_RetCode TA_S_CDLHAMMER( int startIdx,
316 /* Generated */ int endIdx,
317 /* Generated */ const float inOpen[],
318 /* Generated */ const float inHigh[],
319 /* Generated */ const float inLow[],
320 /* Generated */ const float inClose[],
321 /* Generated */ int *outBegIdx,
322 /* Generated */ int *outNBElement,
323 /* Generated */ int outInteger[] )
324 /* Generated */ #endif
325 /* Generated */ {
326 /* Generated */ double BodyPeriodTotal, ShadowLongPeriodTotal, ShadowVeryShortPeriodTotal, NearPeriodTotal;
327 /* Generated */ int i, outIdx, BodyTrailingIdx, ShadowLongTrailingIdx, ShadowVeryShortTrailingIdx, NearTrailingIdx, lookbackTotal;
328 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
329 /* Generated */ if( startIdx < 0 )
330 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
331 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
332 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
333 /* Generated */ #if !defined(_JAVA)
334 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
335 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
336 /* Generated */ #endif
337 /* Generated */ #if !defined(_JAVA)
338 /* Generated */ if( !outInteger )
339 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
340 /* Generated */ #endif
341 /* Generated */ #endif
342 /* Generated */ lookbackTotal = LOOKBACK_CALL(CDLHAMMER)();
343 /* Generated */ if( startIdx < lookbackTotal )
344 /* Generated */ startIdx = lookbackTotal;
345 /* Generated */ if( startIdx > endIdx )
346 /* Generated */ {
347 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
348 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
349 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
350 /* Generated */ }
351 /* Generated */ BodyPeriodTotal = 0;
352 /* Generated */ BodyTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
353 /* Generated */ ShadowLongPeriodTotal = 0;
354 /* Generated */ ShadowLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowLong);
355 /* Generated */ ShadowVeryShortPeriodTotal = 0;
356 /* Generated */ ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort);
357 /* Generated */ NearPeriodTotal = 0;
358 /* Generated */ NearTrailingIdx = startIdx -1 - TA_CANDLEAVGPERIOD(Near);
359 /* Generated */ i = BodyTrailingIdx;
360 /* Generated */ while( i < startIdx ) {
361 /* Generated */ BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i );
362 /* Generated */ i++;
363 /* Generated */ }
364 /* Generated */ i = ShadowLongTrailingIdx;
365 /* Generated */ while( i < startIdx ) {
366 /* Generated */ ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i );
367 /* Generated */ i++;
368 /* Generated */ }
369 /* Generated */ i = ShadowVeryShortTrailingIdx;
370 /* Generated */ while( i < startIdx ) {
371 /* Generated */ ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i );
372 /* Generated */ i++;
373 /* Generated */ }
374 /* Generated */ i = NearTrailingIdx;
375 /* Generated */ while( i < startIdx-1 ) {
376 /* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i );
377 /* Generated */ i++;
378 /* Generated */ }
379 /* Generated */ i = startIdx;
380 /* Generated */ outIdx = 0;
381 /* Generated */ do
382 /* Generated */ {
383 /* Generated */ if( TA_REALBODY(i) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal, i ) && // small rb
384 /* Generated */ TA_LOWERSHADOW(i) > TA_CANDLEAVERAGE( ShadowLong, ShadowLongPeriodTotal, i ) && // long lower shadow
385 /* Generated */ TA_UPPERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) && // very short upper shadow
386 /* Generated */ min( inClose[i], inOpen[i] ) <= inLow[i-1] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) // rb near the prior candle's lows
387 /* Generated */ )
388 /* Generated */ outInteger[outIdx++] = 100;
389 /* Generated */ else
390 /* Generated */ outInteger[outIdx++] = 0;
391 /* Generated */ BodyPeriodTotal += TA_CANDLERANGE( BodyShort, i )
392 /* Generated */ - TA_CANDLERANGE( BodyShort, BodyTrailingIdx );
393 /* Generated */ ShadowLongPeriodTotal += TA_CANDLERANGE( ShadowLong, i )
394 /* Generated */ - TA_CANDLERANGE( ShadowLong, ShadowLongTrailingIdx );
395 /* Generated */ ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i )
396 /* Generated */ - TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx );
397 /* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i-1 )
398 /* Generated */ - TA_CANDLERANGE( Near, NearTrailingIdx );
399 /* Generated */ i++;
400 /* Generated */ BodyTrailingIdx++;
401 /* Generated */ ShadowLongTrailingIdx++;
402 /* Generated */ ShadowVeryShortTrailingIdx++;
403 /* Generated */ NearTrailingIdx++;
404 /* Generated */ } while( i <= endIdx );
405 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
406 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
407 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
408 /* Generated */ }
409 /* Generated */
410 /* Generated */ #if defined( _MANAGED )
411 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
412 /* Generated */ #endif
413 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
414
415