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 * 010605 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 )
CdlMarubozuLookback(void)81 /* Generated */ int Core::CdlMarubozuLookback( void )
82 /* Generated */
83 /* Generated */ #elif defined( _JAVA )
84 /* Generated */ public int cdlMarubozuLookback( )
85 /* Generated */
86 /* Generated */ #else
87 /* Generated */ int TA_CDLMARUBOZU_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( TA_CANDLEAVGPERIOD(BodyLong), TA_CANDLEAVGPERIOD(ShadowVeryShort) );
100 }
101
102 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
103 /*
104 * TA_CDLMARUBOZU - Marubozu
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::CdlMarubozu( 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::CdlMarubozu( 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 cdlMarubozu( 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_CDLMARUBOZU( 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 double BodyLongPeriodTotal, ShadowVeryShortPeriodTotal;
156 int i, outIdx, BodyLongTrailingIdx, ShadowVeryShortTrailingIdx, lookbackTotal;
157
158 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
159 /* Generated */
160 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
161 /* Generated */
162 /* Generated */ /* Validate the requested output range. */
163 /* Generated */ if( startIdx < 0 )
164 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
165 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
166 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
167 /* Generated */
168 /* Generated */ #if !defined(_JAVA)
169 /* Generated */ /* Verify required price component. */
170 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
171 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
172 /* Generated */
173 /* Generated */ #endif /* !defined(_JAVA)*/
174 /* Generated */ #if !defined(_JAVA)
175 /* Generated */ if( !outInteger )
176 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
177 /* Generated */
178 /* Generated */ #endif /* !defined(_JAVA) */
179 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
180 /* Generated */
181 /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
182
183 /* Identify the minimum number of price bar needed
184 * to calculate at least one output.
185 */
186
187 lookbackTotal = LOOKBACK_CALL(CDLMARUBOZU)();
188
189 /* Move up the start index if there is not
190 * enough initial data.
191 */
192 if( startIdx < lookbackTotal )
193 startIdx = lookbackTotal;
194
195 /* Make sure there is still something to evaluate. */
196 if( startIdx > endIdx )
197 {
198 VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
199 VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
200 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
201 }
202
203 /* Do the calculation using tight loops. */
204 /* Add-up the initial period, except for the last value. */
205 BodyLongPeriodTotal = 0;
206 BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
207 ShadowVeryShortPeriodTotal = 0;
208 ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort);
209
210 i = BodyLongTrailingIdx;
211 while( i < startIdx ) {
212 BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i );
213 i++;
214 }
215 i = ShadowVeryShortTrailingIdx;
216 while( i < startIdx ) {
217 ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i );
218 i++;
219 }
220
221 /* Proceed with the calculation for the requested range.
222 * Must have:
223 * - long real body
224 * - no or very short upper and lower shadow
225 * The meaning of "long" and "very short" is specified with TA_SetCandleSettings
226 * outInteger is positive (1 to 100) when white (bullish), negative (-1 to -100) when black (bearish)
227 */
228 outIdx = 0;
229 do
230 {
231 if( TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i ) &&
232 TA_UPPERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) &&
233 TA_LOWERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) )
234 outInteger[outIdx++] = TA_CANDLECOLOR(i) * 100;
235 else
236 outInteger[outIdx++] = 0;
237 /* add the current range and subtract the first range: this is done after the pattern recognition
238 * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
239 */
240 BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
241 ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i )
242 - TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx );
243 i++;
244 BodyLongTrailingIdx++;
245 ShadowVeryShortTrailingIdx++;
246 } while( i <= endIdx );
247
248 /* All done. Indicate the output limits and return. */
249 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
250 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
251
252 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
253 }
254
255 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
256 /* Generated */
257 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
258 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
259 /* Generated */ #undef TA_PREFIX
260 /* Generated */ #define TA_PREFIX(x) TA_S_##x
261 /* Generated */ #endif
262 /* Generated */ #undef INPUT_TYPE
263 /* Generated */ #define INPUT_TYPE float
264 /* Generated */ #if defined( _MANAGED )
265 /* Generated */ enum class Core::RetCode Core::CdlMarubozu( int startIdx,
266 /* Generated */ int endIdx,
267 /* Generated */ cli::array<float>^ inOpen,
268 /* Generated */ cli::array<float>^ inHigh,
269 /* Generated */ cli::array<float>^ inLow,
270 /* Generated */ cli::array<float>^ inClose,
271 /* Generated */ [Out]int% outBegIdx,
272 /* Generated */ [Out]int% outNBElement,
273 /* Generated */ cli::array<int>^ outInteger )
274 /* Generated */ #elif defined( _JAVA )
275 /* Generated */ public RetCode cdlMarubozu( int startIdx,
276 /* Generated */ int endIdx,
277 /* Generated */ float inOpen[],
278 /* Generated */ float inHigh[],
279 /* Generated */ float inLow[],
280 /* Generated */ float inClose[],
281 /* Generated */ MInteger outBegIdx,
282 /* Generated */ MInteger outNBElement,
283 /* Generated */ int outInteger[] )
284 /* Generated */ #else
285 /* Generated */ TA_RetCode TA_S_CDLMARUBOZU( int startIdx,
286 /* Generated */ int endIdx,
287 /* Generated */ const float inOpen[],
288 /* Generated */ const float inHigh[],
289 /* Generated */ const float inLow[],
290 /* Generated */ const float inClose[],
291 /* Generated */ int *outBegIdx,
292 /* Generated */ int *outNBElement,
293 /* Generated */ int outInteger[] )
294 /* Generated */ #endif
295 /* Generated */ {
296 /* Generated */ double BodyLongPeriodTotal, ShadowVeryShortPeriodTotal;
297 /* Generated */ int i, outIdx, BodyLongTrailingIdx, ShadowVeryShortTrailingIdx, lookbackTotal;
298 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
299 /* Generated */ if( startIdx < 0 )
300 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
301 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
302 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
303 /* Generated */ #if !defined(_JAVA)
304 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
305 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
306 /* Generated */ #endif
307 /* Generated */ #if !defined(_JAVA)
308 /* Generated */ if( !outInteger )
309 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
310 /* Generated */ #endif
311 /* Generated */ #endif
312 /* Generated */ lookbackTotal = LOOKBACK_CALL(CDLMARUBOZU)();
313 /* Generated */ if( startIdx < lookbackTotal )
314 /* Generated */ startIdx = lookbackTotal;
315 /* Generated */ if( startIdx > endIdx )
316 /* Generated */ {
317 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
318 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
319 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
320 /* Generated */ }
321 /* Generated */ BodyLongPeriodTotal = 0;
322 /* Generated */ BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
323 /* Generated */ ShadowVeryShortPeriodTotal = 0;
324 /* Generated */ ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort);
325 /* Generated */ i = BodyLongTrailingIdx;
326 /* Generated */ while( i < startIdx ) {
327 /* Generated */ BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i );
328 /* Generated */ i++;
329 /* Generated */ }
330 /* Generated */ i = ShadowVeryShortTrailingIdx;
331 /* Generated */ while( i < startIdx ) {
332 /* Generated */ ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i );
333 /* Generated */ i++;
334 /* Generated */ }
335 /* Generated */ outIdx = 0;
336 /* Generated */ do
337 /* Generated */ {
338 /* Generated */ if( TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i ) &&
339 /* Generated */ TA_UPPERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) &&
340 /* Generated */ TA_LOWERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal, i ) )
341 /* Generated */ outInteger[outIdx++] = TA_CANDLECOLOR(i) * 100;
342 /* Generated */ else
343 /* Generated */ outInteger[outIdx++] = 0;
344 /* Generated */ BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
345 /* Generated */ ShadowVeryShortPeriodTotal += TA_CANDLERANGE( ShadowVeryShort, i )
346 /* Generated */ - TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx );
347 /* Generated */ i++;
348 /* Generated */ BodyLongTrailingIdx++;
349 /* Generated */ ShadowVeryShortTrailingIdx++;
350 /* Generated */ } while( i <= endIdx );
351 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
352 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
353 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
354 /* Generated */ }
355 /* Generated */
356 /* Generated */ #if defined( _MANAGED )
357 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
358 /* Generated */ #endif
359 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
360
361