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 * 022005 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 )
CdlMatHoldLookback(double optInPenetration)81 /* Generated */ int Core::CdlMatHoldLookback( double optInPenetration ) /* From 0 to TA_REAL_MAX */
82 /* Generated */
83 /* Generated */ #elif defined( _JAVA )
84 /* Generated */ public int cdlMatHoldLookback( double optInPenetration ) /* From 0 to TA_REAL_MAX */
85 /* Generated */
86 /* Generated */ #else
87 /* Generated */ int TA_CDLMATHOLD_Lookback( double optInPenetration ) /* From 0 to TA_REAL_MAX */
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 */ #ifndef TA_FUNC_NO_RANGE_CHECK
96 /* Generated */ if( optInPenetration == TA_REAL_DEFAULT )
97 /* Generated */ optInPenetration = 5.000000e-1;
98 /* Generated */ else if( (optInPenetration < 0.000000e+0) ||/* Generated */ (optInPenetration > 3.000000e+37) )
99 /* Generated */ return -1;
100 /* Generated */
101 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
102 /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
103
104 /* insert lookback code here. */
105 UNUSED_VARIABLE(optInPenetration);
106 return max( TA_CANDLEAVGPERIOD(BodyShort), TA_CANDLEAVGPERIOD(BodyLong) ) + 4;
107 }
108
109 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
110 /*
111 * TA_CDLMATHOLD - Mat Hold
112 *
113 * Input = Open, High, Low, Close
114 * Output = int
115 *
116 * Optional Parameters
117 * -------------------
118 * optInPenetration:(From 0 to TA_REAL_MAX)
119 * Percentage of penetration of a candle within another candle
120 *
121 *
122 */
123 /* Generated */
124 /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
125 /* Generated */ enum class Core::RetCode Core::CdlMatHold( int startIdx,
126 /* Generated */ int endIdx,
127 /* Generated */ SubArray^ inOpen,
128 /* Generated */ SubArray^ inHigh,
129 /* Generated */ SubArray^ inLow,
130 /* Generated */ SubArray^ inClose,
131 /* Generated */ double optInPenetration, /* From 0 to TA_REAL_MAX */
132 /* Generated */ [Out]int% outBegIdx,
133 /* Generated */ [Out]int% outNBElement,
134 /* Generated */ cli::array<int>^ outInteger )
135 /* Generated */ #elif defined( _MANAGED )
136 /* Generated */ enum class Core::RetCode Core::CdlMatHold( int startIdx,
137 /* Generated */ int endIdx,
138 /* Generated */ cli::array<double>^ inOpen,
139 /* Generated */ cli::array<double>^ inHigh,
140 /* Generated */ cli::array<double>^ inLow,
141 /* Generated */ cli::array<double>^ inClose,
142 /* Generated */ double optInPenetration, /* From 0 to TA_REAL_MAX */
143 /* Generated */ [Out]int% outBegIdx,
144 /* Generated */ [Out]int% outNBElement,
145 /* Generated */ cli::array<int>^ outInteger )
146 /* Generated */ #elif defined( _JAVA )
147 /* Generated */ public RetCode cdlMatHold( int startIdx,
148 /* Generated */ int endIdx,
149 /* Generated */ double inOpen[],
150 /* Generated */ double inHigh[],
151 /* Generated */ double inLow[],
152 /* Generated */ double inClose[],
153 /* Generated */ double optInPenetration, /* From 0 to TA_REAL_MAX */
154 /* Generated */ MInteger outBegIdx,
155 /* Generated */ MInteger outNBElement,
156 /* Generated */ int outInteger[] )
157 /* Generated */ #else
158 /* Generated */ TA_RetCode TA_CDLMATHOLD( int startIdx,
159 /* Generated */ int endIdx,
160 /* Generated */ const double inOpen[],
161 /* Generated */ const double inHigh[],
162 /* Generated */ const double inLow[],
163 /* Generated */ const double inClose[],
164 /* Generated */ double optInPenetration, /* From 0 to TA_REAL_MAX */
165 /* Generated */ int *outBegIdx,
166 /* Generated */ int *outNBElement,
167 /* Generated */ int outInteger[] )
168 /* Generated */ #endif
169 /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
170 {
171 /* Insert local variables here. */
172 ARRAY_LOCAL(BodyPeriodTotal,5);
173 int i, outIdx, totIdx, BodyShortTrailingIdx, BodyLongTrailingIdx, lookbackTotal;
174
175 /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
176 /* Generated */
177 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
178 /* Generated */
179 /* Generated */ /* Validate the requested output range. */
180 /* Generated */ if( startIdx < 0 )
181 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
182 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
183 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
184 /* Generated */
185 /* Generated */ #if !defined(_JAVA)
186 /* Generated */ /* Verify required price component. */
187 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
188 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
189 /* Generated */
190 /* Generated */ #endif /* !defined(_JAVA)*/
191 /* Generated */ if( optInPenetration == TA_REAL_DEFAULT )
192 /* Generated */ optInPenetration = 5.000000e-1;
193 /* Generated */ else if( (optInPenetration < 0.000000e+0) ||/* Generated */ (optInPenetration > 3.000000e+37) )
194 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
195 /* Generated */
196 /* Generated */ #if !defined(_JAVA)
197 /* Generated */ if( !outInteger )
198 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
199 /* Generated */
200 /* Generated */ #endif /* !defined(_JAVA) */
201 /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
202 /* Generated */
203 /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
204
205 /* Identify the minimum number of price bar needed
206 * to calculate at least one output.
207 */
208
209 lookbackTotal = LOOKBACK_CALL(CDLMATHOLD)(optInPenetration);
210
211 /* Move up the start index if there is not
212 * enough initial data.
213 */
214 if( startIdx < lookbackTotal )
215 startIdx = lookbackTotal;
216
217 /* Make sure there is still something to evaluate. */
218 if( startIdx > endIdx )
219 {
220 VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
221 VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
222 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
223 }
224
225 /* Do the calculation using tight loops. */
226 /* Add-up the initial period, except for the last value. */
227 BodyPeriodTotal[4] = 0;
228 BodyPeriodTotal[3] = 0;
229 BodyPeriodTotal[2] = 0;
230 BodyPeriodTotal[1] = 0;
231 BodyPeriodTotal[0] = 0;
232 BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
233 BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
234
235 i = BodyShortTrailingIdx;
236 while( i < startIdx ) {
237 BodyPeriodTotal[3] += TA_CANDLERANGE( BodyShort, i-3 );
238 BodyPeriodTotal[2] += TA_CANDLERANGE( BodyShort, i-2 );
239 BodyPeriodTotal[1] += TA_CANDLERANGE( BodyShort, i-1 );
240 i++;
241 }
242 i = BodyLongTrailingIdx;
243 while( i < startIdx ) {
244 BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 );
245 i++;
246 }
247 i = startIdx;
248
249 /* Proceed with the calculation for the requested range.
250 * Must have:
251 * - first candle: long white candle
252 * - upside gap between the first and the second bodies
253 * - second candle: small black candle
254 * - third and fourth candles: falling small real body candlesticks (commonly black) that hold within the long
255 * white candle's body and are higher than the reaction days of the rising three methods
256 * - fifth candle: white candle that opens above the previous small candle's close and closes higher than the
257 * high of the highest reaction day
258 * The meaning of "short" and "long" is specified with TA_SetCandleSettings;
259 * "hold within" means "a part of the real body must be within";
260 * optInPenetration is the maximum percentage of the first white body the reaction days can penetrate (it is
261 * to specify how much the reaction days should be "higher than the reaction days of the rising three methods")
262 * outInteger is positive (1 to 100): mat hold is always bullish
263 */
264 outIdx = 0;
265 do
266 {
267 if( // 1st long, then 3 small
268 TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[4], i-4 ) &&
269 TA_REALBODY(i-3) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[3], i-3 ) &&
270 TA_REALBODY(i-2) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[2], i-2 ) &&
271 TA_REALBODY(i-1) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[1], i-1 ) &&
272 // white, black, 2 black or white, white
273 TA_CANDLECOLOR(i-4) == 1 &&
274 TA_CANDLECOLOR(i-3) == -1 &&
275 TA_CANDLECOLOR(i) == 1 &&
276 // upside gap 1st to 2nd
277 TA_REALBODYGAPUP(i-3,i-4) &&
278 // 3rd to 4th hold within 1st: a part of the real body must be within 1st real body
279 min(inOpen[i-2], inClose[i-2]) < inClose[i-4] &&
280 min(inOpen[i-1], inClose[i-1]) < inClose[i-4] &&
281 // reaction days penetrate first body less than optInPenetration percent
282 min(inOpen[i-2], inClose[i-2]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
283 min(inOpen[i-1], inClose[i-1]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
284 // 2nd to 4th are falling
285 max(inClose[i-2], inOpen[i-2]) < inOpen[i-3] &&
286 max(inClose[i-1], inOpen[i-1]) < max(inClose[i-2], inOpen[i-2]) &&
287 // 5th opens above the prior close
288 inOpen[i] > inClose[i-1] &&
289 // 5th closes above the highest high of the reaction days
290 inClose[i] > max(max(inHigh[i-3], inHigh[i-2]), inHigh[i-1])
291 )
292 outInteger[outIdx++] = 100;
293 else
294 outInteger[outIdx++] = 0;
295 /* add the current range and subtract the first range: this is done after the pattern recognition
296 * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
297 */
298 BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 );
299 for (totIdx = 3; totIdx >= 1; --totIdx)
300 BodyPeriodTotal[totIdx] += TA_CANDLERANGE( BodyShort, i-totIdx )
301 - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx-totIdx );
302 i++;
303 BodyShortTrailingIdx++;
304 BodyLongTrailingIdx++;
305 } while( i <= endIdx );
306
307 /* All done. Indicate the output limits and return. */
308 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
309 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
310
311 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
312 }
313
314 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
315 /* Generated */
316 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
317 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
318 /* Generated */ #undef TA_PREFIX
319 /* Generated */ #define TA_PREFIX(x) TA_S_##x
320 /* Generated */ #endif
321 /* Generated */ #undef INPUT_TYPE
322 /* Generated */ #define INPUT_TYPE float
323 /* Generated */ #if defined( _MANAGED )
324 /* Generated */ enum class Core::RetCode Core::CdlMatHold( int startIdx,
325 /* Generated */ int endIdx,
326 /* Generated */ cli::array<float>^ inOpen,
327 /* Generated */ cli::array<float>^ inHigh,
328 /* Generated */ cli::array<float>^ inLow,
329 /* Generated */ cli::array<float>^ inClose,
330 /* Generated */ double optInPenetration, /* From 0 to TA_REAL_MAX */
331 /* Generated */ [Out]int% outBegIdx,
332 /* Generated */ [Out]int% outNBElement,
333 /* Generated */ cli::array<int>^ outInteger )
334 /* Generated */ #elif defined( _JAVA )
335 /* Generated */ public RetCode cdlMatHold( int startIdx,
336 /* Generated */ int endIdx,
337 /* Generated */ float inOpen[],
338 /* Generated */ float inHigh[],
339 /* Generated */ float inLow[],
340 /* Generated */ float inClose[],
341 /* Generated */ double optInPenetration, /* From 0 to TA_REAL_MAX */
342 /* Generated */ MInteger outBegIdx,
343 /* Generated */ MInteger outNBElement,
344 /* Generated */ int outInteger[] )
345 /* Generated */ #else
346 /* Generated */ TA_RetCode TA_S_CDLMATHOLD( int startIdx,
347 /* Generated */ int endIdx,
348 /* Generated */ const float inOpen[],
349 /* Generated */ const float inHigh[],
350 /* Generated */ const float inLow[],
351 /* Generated */ const float inClose[],
352 /* Generated */ double optInPenetration, /* From 0 to TA_REAL_MAX */
353 /* Generated */ int *outBegIdx,
354 /* Generated */ int *outNBElement,
355 /* Generated */ int outInteger[] )
356 /* Generated */ #endif
357 /* Generated */ {
358 /* Generated */ ARRAY_LOCAL(BodyPeriodTotal,5);
359 /* Generated */ int i, outIdx, totIdx, BodyShortTrailingIdx, BodyLongTrailingIdx, lookbackTotal;
360 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
361 /* Generated */ if( startIdx < 0 )
362 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
363 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
364 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
365 /* Generated */ #if !defined(_JAVA)
366 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
367 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
368 /* Generated */ #endif
369 /* Generated */ if( optInPenetration == TA_REAL_DEFAULT )
370 /* Generated */ optInPenetration = 5.000000e-1;
371 /* Generated */ else if( (optInPenetration < 0.000000e+0) || (optInPenetration > 3.000000e+37) )
372 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
373 /* Generated */ #if !defined(_JAVA)
374 /* Generated */ if( !outInteger )
375 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
376 /* Generated */ #endif
377 /* Generated */ #endif
378 /* Generated */ lookbackTotal = LOOKBACK_CALL(CDLMATHOLD)(optInPenetration);
379 /* Generated */ if( startIdx < lookbackTotal )
380 /* Generated */ startIdx = lookbackTotal;
381 /* Generated */ if( startIdx > endIdx )
382 /* Generated */ {
383 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
384 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
385 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
386 /* Generated */ }
387 /* Generated */ BodyPeriodTotal[4] = 0;
388 /* Generated */ BodyPeriodTotal[3] = 0;
389 /* Generated */ BodyPeriodTotal[2] = 0;
390 /* Generated */ BodyPeriodTotal[1] = 0;
391 /* Generated */ BodyPeriodTotal[0] = 0;
392 /* Generated */ BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
393 /* Generated */ BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
394 /* Generated */ i = BodyShortTrailingIdx;
395 /* Generated */ while( i < startIdx ) {
396 /* Generated */ BodyPeriodTotal[3] += TA_CANDLERANGE( BodyShort, i-3 );
397 /* Generated */ BodyPeriodTotal[2] += TA_CANDLERANGE( BodyShort, i-2 );
398 /* Generated */ BodyPeriodTotal[1] += TA_CANDLERANGE( BodyShort, i-1 );
399 /* Generated */ i++;
400 /* Generated */ }
401 /* Generated */ i = BodyLongTrailingIdx;
402 /* Generated */ while( i < startIdx ) {
403 /* Generated */ BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 );
404 /* Generated */ i++;
405 /* Generated */ }
406 /* Generated */ i = startIdx;
407 /* Generated */ outIdx = 0;
408 /* Generated */ do
409 /* Generated */ {
410 /* Generated */ if( // 1st long, then 3 small
411 /* Generated */ TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyPeriodTotal[4], i-4 ) &&
412 /* Generated */ TA_REALBODY(i-3) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[3], i-3 ) &&
413 /* Generated */ TA_REALBODY(i-2) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[2], i-2 ) &&
414 /* Generated */ TA_REALBODY(i-1) < TA_CANDLEAVERAGE( BodyShort, BodyPeriodTotal[1], i-1 ) &&
415 /* Generated */ // white, black, 2 black or white, white
416 /* Generated */ TA_CANDLECOLOR(i-4) == 1 &&
417 /* Generated */ TA_CANDLECOLOR(i-3) == -1 &&
418 /* Generated */ TA_CANDLECOLOR(i) == 1 &&
419 /* Generated */ // upside gap 1st to 2nd
420 /* Generated */ TA_REALBODYGAPUP(i-3,i-4) &&
421 /* Generated */ // 3rd to 4th hold within 1st: a part of the real body must be within 1st real body
422 /* Generated */ min(inOpen[i-2], inClose[i-2]) < inClose[i-4] &&
423 /* Generated */ min(inOpen[i-1], inClose[i-1]) < inClose[i-4] &&
424 /* Generated */ // reaction days penetrate first body less than optInPenetration percent
425 /* Generated */ min(inOpen[i-2], inClose[i-2]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
426 /* Generated */ min(inOpen[i-1], inClose[i-1]) > inClose[i-4] - TA_REALBODY(i-4) * optInPenetration &&
427 /* Generated */ // 2nd to 4th are falling
428 /* Generated */ max(inClose[i-2], inOpen[i-2]) < inOpen[i-3] &&
429 /* Generated */ max(inClose[i-1], inOpen[i-1]) < max(inClose[i-2], inOpen[i-2]) &&
430 /* Generated */ // 5th opens above the prior close
431 /* Generated */ inOpen[i] > inClose[i-1] &&
432 /* Generated */ // 5th closes above the highest high of the reaction days
433 /* Generated */ inClose[i] > max(max(inHigh[i-3], inHigh[i-2]), inHigh[i-1])
434 /* Generated */ )
435 /* Generated */ outInteger[outIdx++] = 100;
436 /* Generated */ else
437 /* Generated */ outInteger[outIdx++] = 0;
438 /* Generated */ BodyPeriodTotal[4] += TA_CANDLERANGE( BodyLong, i-4 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 );
439 /* Generated */ for (totIdx = 3; totIdx >= 1; --totIdx)
440 /* Generated */ BodyPeriodTotal[totIdx] += TA_CANDLERANGE( BodyShort, i-totIdx )
441 /* Generated */ - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx-totIdx );
442 /* Generated */ i++;
443 /* Generated */ BodyShortTrailingIdx++;
444 /* Generated */ BodyLongTrailingIdx++;
445 /* Generated */ } while( i <= endIdx );
446 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
447 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
448 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
449 /* Generated */ }
450 /* Generated */
451 /* Generated */ #if defined( _MANAGED )
452 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
453 /* Generated */ #endif
454 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
455
456