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 * CSB Christopher Barnhouse
40 *
41 * Change history:
42 *
43 * MMDDYY BY Description
44 * -------------------------------------------------------------------
45 * 100204 AC Creation
46 * 051005 CSB,AC Fix #1199526 for out-of-bound write in output.
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 )
CdlTristarLookback(void)81 /* Generated */ int Core::CdlTristarLookback( void )
82 /* Generated */
83 /* Generated */ #elif defined( _JAVA )
84 /* Generated */ public int cdlTristarLookback( )
85 /* Generated */
86 /* Generated */ #else
87 /* Generated */ int TA_CDLTRISTAR_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 TA_CANDLEAVGPERIOD(BodyDoji) + 2;
100 }
101
102 /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
103 /*
104 * TA_CDLTRISTAR - Tristar Pattern
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::CdlTristar( 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::CdlTristar( 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 cdlTristar( 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_CDLTRISTAR( 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 BodyPeriodTotal;
156 int i, outIdx, BodyTrailingIdx, 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(CDLTRISTAR)();
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 BodyPeriodTotal = 0;
206 BodyTrailingIdx = startIdx -2 - TA_CANDLEAVGPERIOD(BodyDoji);
207
208 i = BodyTrailingIdx;
209 while( i < startIdx-2 ) {
210 BodyPeriodTotal += TA_CANDLERANGE( BodyDoji, i );
211 i++;
212 }
213
214 /* Proceed with the calculation for the requested range.
215 * Must have:
216 * - 3 consecutive doji days
217 * - the second doji is a star
218 * The meaning of "doji" is specified with TA_SetCandleSettings
219 * outInteger is positive (1 to 100) when bullish or negative (-1 to -100) when bearish
220 */
221 i = startIdx;
222 outIdx = 0;
223 do
224 {
225 if( TA_REALBODY(i-2) <= TA_CANDLEAVERAGE( BodyDoji, BodyPeriodTotal, i-2 ) && // 1st: doji
226 TA_REALBODY(i-1) <= TA_CANDLEAVERAGE( BodyDoji, BodyPeriodTotal, i-2 ) && // 2nd: doji
227 TA_REALBODY(i) <= TA_CANDLEAVERAGE( BodyDoji, BodyPeriodTotal, i-2 ) ) { // 3rd: doji
228 outInteger[outIdx] = 0;
229 if ( TA_REALBODYGAPUP(i-1,i-2) // 2nd gaps up
230 &&
231 max(inOpen[i],inClose[i]) < max(inOpen[i-1],inClose[i-1]) // 3rd is not higher than 2nd
232 )
233 outInteger[outIdx] = -100;
234 if ( TA_REALBODYGAPDOWN(i-1,i-2) // 2nd gaps down
235 &&
236 min(inOpen[i],inClose[i]) > min(inOpen[i-1],inClose[i-1]) // 3rd is not lower than 2nd
237 )
238 outInteger[outIdx] = +100;
239 outIdx++;
240 }
241 else
242 outInteger[outIdx++] = 0;
243 /* add the current range and subtract the first range: this is done after the pattern recognition
244 * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
245 */
246 BodyPeriodTotal += TA_CANDLERANGE( BodyDoji, i-2 ) - TA_CANDLERANGE( BodyDoji, BodyTrailingIdx );
247 i++;
248 BodyTrailingIdx++;
249 } while( i <= endIdx );
250
251 /* All done. Indicate the output limits and return. */
252 VALUE_HANDLE_DEREF(outNBElement) = outIdx;
253 VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
254
255 return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
256 }
257
258 /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
259 /* Generated */
260 /* Generated */ #define USE_SINGLE_PRECISION_INPUT
261 /* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
262 /* Generated */ #undef TA_PREFIX
263 /* Generated */ #define TA_PREFIX(x) TA_S_##x
264 /* Generated */ #endif
265 /* Generated */ #undef INPUT_TYPE
266 /* Generated */ #define INPUT_TYPE float
267 /* Generated */ #if defined( _MANAGED )
268 /* Generated */ enum class Core::RetCode Core::CdlTristar( int startIdx,
269 /* Generated */ int endIdx,
270 /* Generated */ cli::array<float>^ inOpen,
271 /* Generated */ cli::array<float>^ inHigh,
272 /* Generated */ cli::array<float>^ inLow,
273 /* Generated */ cli::array<float>^ inClose,
274 /* Generated */ [Out]int% outBegIdx,
275 /* Generated */ [Out]int% outNBElement,
276 /* Generated */ cli::array<int>^ outInteger )
277 /* Generated */ #elif defined( _JAVA )
278 /* Generated */ public RetCode cdlTristar( int startIdx,
279 /* Generated */ int endIdx,
280 /* Generated */ float inOpen[],
281 /* Generated */ float inHigh[],
282 /* Generated */ float inLow[],
283 /* Generated */ float inClose[],
284 /* Generated */ MInteger outBegIdx,
285 /* Generated */ MInteger outNBElement,
286 /* Generated */ int outInteger[] )
287 /* Generated */ #else
288 /* Generated */ TA_RetCode TA_S_CDLTRISTAR( int startIdx,
289 /* Generated */ int endIdx,
290 /* Generated */ const float inOpen[],
291 /* Generated */ const float inHigh[],
292 /* Generated */ const float inLow[],
293 /* Generated */ const float inClose[],
294 /* Generated */ int *outBegIdx,
295 /* Generated */ int *outNBElement,
296 /* Generated */ int outInteger[] )
297 /* Generated */ #endif
298 /* Generated */ {
299 /* Generated */ double BodyPeriodTotal;
300 /* Generated */ int i, outIdx, BodyTrailingIdx, lookbackTotal;
301 /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
302 /* Generated */ if( startIdx < 0 )
303 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
304 /* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
305 /* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
306 /* Generated */ #if !defined(_JAVA)
307 /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose)
308 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
309 /* Generated */ #endif
310 /* Generated */ #if !defined(_JAVA)
311 /* Generated */ if( !outInteger )
312 /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
313 /* Generated */ #endif
314 /* Generated */ #endif
315 /* Generated */ lookbackTotal = LOOKBACK_CALL(CDLTRISTAR)();
316 /* Generated */ if( startIdx < lookbackTotal )
317 /* Generated */ startIdx = lookbackTotal;
318 /* Generated */ if( startIdx > endIdx )
319 /* Generated */ {
320 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
321 /* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
322 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
323 /* Generated */ }
324 /* Generated */ BodyPeriodTotal = 0;
325 /* Generated */ BodyTrailingIdx = startIdx -2 - TA_CANDLEAVGPERIOD(BodyDoji);
326 /* Generated */ i = BodyTrailingIdx;
327 /* Generated */ while( i < startIdx-2 ) {
328 /* Generated */ BodyPeriodTotal += TA_CANDLERANGE( BodyDoji, i );
329 /* Generated */ i++;
330 /* Generated */ }
331 /* Generated */ i = startIdx;
332 /* Generated */ outIdx = 0;
333 /* Generated */ do
334 /* Generated */ {
335 /* Generated */ if( TA_REALBODY(i-2) <= TA_CANDLEAVERAGE( BodyDoji, BodyPeriodTotal, i-2 ) && // 1st: doji
336 /* Generated */ TA_REALBODY(i-1) <= TA_CANDLEAVERAGE( BodyDoji, BodyPeriodTotal, i-2 ) && // 2nd: doji
337 /* Generated */ TA_REALBODY(i) <= TA_CANDLEAVERAGE( BodyDoji, BodyPeriodTotal, i-2 ) ) { // 3rd: doji
338 /* Generated */ outInteger[outIdx] = 0;
339 /* Generated */ if ( TA_REALBODYGAPUP(i-1,i-2) // 2nd gaps up
340 /* Generated */ &&
341 /* Generated */ max(inOpen[i],inClose[i]) < max(inOpen[i-1],inClose[i-1]) // 3rd is not higher than 2nd
342 /* Generated */ )
343 /* Generated */ outInteger[outIdx] = -100;
344 /* Generated */ if ( TA_REALBODYGAPDOWN(i-1,i-2) // 2nd gaps down
345 /* Generated */ &&
346 /* Generated */ min(inOpen[i],inClose[i]) > min(inOpen[i-1],inClose[i-1]) // 3rd is not lower than 2nd
347 /* Generated */ )
348 /* Generated */ outInteger[outIdx] = +100;
349 /* Generated */ outIdx++;
350 /* Generated */ }
351 /* Generated */ else
352 /* Generated */ outInteger[outIdx++] = 0;
353 /* Generated */ BodyPeriodTotal += TA_CANDLERANGE( BodyDoji, i-2 ) - TA_CANDLERANGE( BodyDoji, BodyTrailingIdx );
354 /* Generated */ i++;
355 /* Generated */ BodyTrailingIdx++;
356 /* Generated */ } while( i <= endIdx );
357 /* Generated */ VALUE_HANDLE_DEREF(outNBElement) = outIdx;
358 /* Generated */ VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
359 /* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
360 /* Generated */ }
361 /* Generated */
362 /* Generated */ #if defined( _MANAGED )
363 /* Generated */ }}} // Close namespace TicTacTec.TA.Lib
364 /* Generated */ #endif
365 /**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
366
367