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Functions.cpp
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////////////////////////////////////////////////////
// Functions.cpp
// Sample functions implementation file for example AmiBroker plug-in
//
// Copyright (C)2001 Tomasz Janeczko, amibroker.com
// All rights reserved.
//
// Last modified: 2001-09-24 TJ
//
// You may use this code in your own projects provided that:
//
// 1. You are registered user of AmiBroker
// 2. The software you write using it is for personal, noncommercial use only
//
// For commercial use you have to obtain a separate license from Amibroker.com
//
////////////////////////////////////////////////////
#include "stdafx.h"
#include "Plugin.h"
#include "ta_func.h"
// Helper function
int SkipEmptyValues( int nSize, float *Src, float *Dst )
{
int i;
for( i = 0; i < nSize && IS_EMPTY( Src[ i ] ); i++ )
{
Dst[ i ] = EMPTY_VAL;
}
return i;
}
///////////////////////////////////////////
// Each AFL function has the following prototype:
//
// AmiVar FunctionName( int NumArgs, AmiVar *ArgsTable )
//
// You can define as many functions as you want.
// To make them visible you should add them to the function
// table at the bottom of this file
//
///////////////////////////////////////////////
// ExampleMA( array, periods )
// This function demonstrates
// how to calculate
// simple moving average
//funcXYZ
// X: in float* s Y: option int s Z:out double* s
/*
TA_RetCode TA_FUNCNAME( int startIdx,
int endIdx,
const double inReal[],
int optInTimePeriod, ///* From 2 to 100000
int *outBegIdx,
int *outNBElement,
double outReal[] );
*/
#define FUNC111(TA) \
AmiVar TAAB_##TA##( int NumArgs, AmiVar *ArgsTable ) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * f1 = ArgsTable[ 0 ].array; \
float i1 = ArgsTable[1].val; \
\
int j = SkipEmptyValues( nSize, f1, result.array ); \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, f1, i1, &begidx, &nb, res + startidx); \
\
for(int i=0;i< startidx;i++) result.array[i]=EMPTY_VAL; \
for(int i=startidx;i<nSize ;i++) result.array[i]= (float) res[i]; \
delete [] res; \
return result; \
}
/*
TA_RetCode TA_FUNCNAME(int startIdx,
int endIdx,
const double inReal[],
int *outBegIdx,
int *outNBElement,
double outReal[] );
*/
#define FUNC101(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * f1 = ArgsTable[0].array; \
\
\
int j = SkipEmptyValues(nSize, f1, result.array); \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, f1, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNC121(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * f1 = ArgsTable[0].array; \
float i1 = ArgsTable[1].val; \
float i2 = ArgsTable[2].val; \
\
\
int j = SkipEmptyValues(nSize, f1, result.array); \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1,i2); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, f1, i1, i2, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNC121EMA(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * f1 = ArgsTable[0].array; \
float i1 = ArgsTable[1].val; \
float i2 = ArgsTable[2].val; \
\
\
int j = SkipEmptyValues(nSize, f1, result.array); \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1, i2, ::TA_MAType_EMA); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, f1, i1, i2, ::TA_MAType_EMA, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChl11(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float i1 = ArgsTable[0].val; \
\
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j = (j1 > j2) ? j1 : j2; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, i1, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChl21(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float i1 = ArgsTable[0].val; \
float i2 = ArgsTable[1].val; \
\
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j = (j1 > j2) ? j1 : j2; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1,i2); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, i1, i2, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChlc11(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
float i1 = ArgsTable[0].val; \
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j3 = SkipEmptyValues(nSize, c, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, c, i1, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChlc31(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
float i1 = ArgsTable[0].val; \
float i2 = ArgsTable[1].val; \
float i3 = ArgsTable[2].val; \
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j3 = SkipEmptyValues(nSize, c, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1,i2,i3); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, c, i1, i2, i3, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChl12_1(TA) \
AmiVar TAAB_##TA##_1(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float i1 = ArgsTable[0].val; \
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j = (j1 > j2) ? j1 : j2; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
double * res1 = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, i1, &begidx, &nb, res + startidx, res1 + startidx ); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
/* FUNC212_1 returns first res */ \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
delete[] res1; \
return result; \
}
#define FUNChl12_2(TA) \
AmiVar TAAB_##TA##_2(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float i1 = ArgsTable[0].val; \
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j = (j1 > j2) ? j1 : j2; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
double * res1 = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, i1, &begidx, &nb, res + startidx, res1 + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
/* FUNC212_1 returns first res1 */ \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res1[i]; \
delete[] res; \
delete[] res1; \
return result; \
}
#define FUNC102_1(TA) \
AmiVar TAAB_##TA##_1(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * f1 = ArgsTable[0].array; \
\
int j = SkipEmptyValues(nSize, f1, result.array); \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
double * res1 = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, f1, &begidx, &nb, res + startidx, res1 + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
/* FUNC212_1 returns first res */ \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
delete[] res1; \
return result; \
}
#define FUNC102_2(TA) \
AmiVar TAAB_##TA##_2(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * f1 = ArgsTable[0].array; \
\
int j = SkipEmptyValues(nSize, f1, result.array); \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
double * res1 = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, f1, &begidx, &nb, res + startidx, res1 + startidx ); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
/* FUNC212_1 returns first res */ \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res1[i]; \
delete[] res; \
delete[] res1; \
return result; \
}
#define FUNCohlc01(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * o = gSite.GetStockArray(0); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
\
\
int j1 = SkipEmptyValues(nSize, o, result.array); \
int j2 = SkipEmptyValues(nSize, hi, result.array); \
int j3 = SkipEmptyValues(nSize, lo, result.array); \
int j4 = SkipEmptyValues(nSize, c, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
j = (j4 > j) ? j4 : j; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, o, hi, lo, c, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChlcv11(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
float * v = gSite.GetStockArray(4); \
float i1 = ArgsTable[0].val; \
\
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j3 = SkipEmptyValues(nSize, c, result.array); \
int j4 = SkipEmptyValues(nSize, v, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
j = (j4 > j) ? j4 : j; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, c, v, i1, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChlcv01(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
float * v = gSite.GetStockArray(4); \
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j3 = SkipEmptyValues(nSize, c, result.array); \
int j4 = SkipEmptyValues(nSize, v, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
j = (j4 > j) ? j4 : j; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, c, v, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChlcv11(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
float * v = gSite.GetStockArray(4); \
float i1 = ArgsTable[0].val; \
\
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j3 = SkipEmptyValues(nSize, c, result.array); \
int j4 = SkipEmptyValues(nSize, v, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
j = (j4 > j) ? j4 : j; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, c, v, i1, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNChlcv21(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
float * v = gSite.GetStockArray(4); \
float i1 = ArgsTable[0].val; \
float i2 = ArgsTable[1].val; \
\
int j1 = SkipEmptyValues(nSize, hi, result.array); \
int j2 = SkipEmptyValues(nSize, lo, result.array); \
int j3 = SkipEmptyValues(nSize, c, result.array); \
int j4 = SkipEmptyValues(nSize, v, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
j = (j4 > j) ? j4 : j; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1,i2); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, hi, lo, c, v, i1, i2, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNC1v01(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * f1 = ArgsTable[0].array; \
float * v = gSite.GetStockArray(4); \
\
int j1 = SkipEmptyValues(nSize, f1, result.array); \
int j2 = SkipEmptyValues(nSize, v, result.array); \
int j = (j1 > j2) ? j1 : j2; \
\
/* make double array ,later to be converted */ \
double * res = new double[nSize]; \
\
int lookback = TA_##TA##_Lookback(); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, f1, v, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNCohlc1i1(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * o = gSite.GetStockArray(0); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
float i1 = ArgsTable[0].val; \
\
\
int j1 = SkipEmptyValues(nSize, o, result.array); \
int j2 = SkipEmptyValues(nSize, hi, result.array); \
int j3 = SkipEmptyValues(nSize, lo, result.array); \
int j4 = SkipEmptyValues(nSize, c, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
j = (j4 > j) ? j4 : j; \
\
/* make double array ,later to be converted */ \
int * res = new int[nSize]; \
\
int lookback = TA_##TA##_Lookback(i1); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, o, hi, lo, c, i1, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
#define FUNCohlc0i1(TA) \
AmiVar TAAB_##TA##(int NumArgs, AmiVar *ArgsTable) \
{ \
AmiVar result; \
result.type = VAR_ARRAY; \
result = gSite.AllocArrayResult(); \
int nSize = gSite.GetArraySize(); \
float * o = gSite.GetStockArray(0); \
float * hi = gSite.GetStockArray(1); \
float * lo = gSite.GetStockArray(2); \
float * c = gSite.GetStockArray(3); \
\
\
int j1 = SkipEmptyValues(nSize, o, result.array); \
int j2 = SkipEmptyValues(nSize, hi, result.array); \
int j3 = SkipEmptyValues(nSize, lo, result.array); \
int j4 = SkipEmptyValues(nSize, c, result.array); \
int j = (j1 > j2) ? j1 : j2; \
j = (j3 > j) ? j3 : j; \
j = (j4 > j) ? j4 : j; \
\
/* make double array ,later to be converted */ \
int * res = new int[nSize]; \
\
int lookback = TA_##TA##_Lookback(); \
\
int startidx = j + lookback; \
int endidx = nSize - 1; \
int begidx; \
int nb; \
\
if ( startidx < endidx) int retCode = ::TA_S_##TA##(startidx, endidx, o, hi, lo, c, &begidx, &nb, res + startidx); \
\
for (int i = 0; i< startidx; i++) result.array[i] = EMPTY_VAL; \
for (int i = startidx; i<nSize; i++) result.array[i] = (float)res[i]; \
delete[] res; \
return result; \
}
////////////////////////////////actual funcs
//Overlap Studies
//BBANDS Bollinger Bands
//DEMA Double Exponential Moving Average
FUNC111(DEMA)
//EMA Exponential Moving Average
FUNC111(EMA)
//HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
FUNC101(HT_TRENDLINE)
//KAMA Kaufman Adaptive Moving Average
FUNC111(KAMA)
//MAMA MESA Adaptive Moving Average
//MAVP Moving average with variable period
//MIDPOINT MidPoint over period
//MIDPRICE Midpoint Price over period
//SAR Parabolic SAR
FUNChl21(SAR)
//SAREXT Parabolic SAR - Extended
//SMA Simple Moving Average
FUNC111(SMA)
//T3 Triple Exponential Moving Average(T3)
FUNC121(T3)
//TEMA Triple Exponential Moving Average
FUNC111(TEMA)
//TRIMA Triangular Moving Average
FUNC111(TRIMA)
//WMA Weighted Moving Average
FUNC111(WMA)
//Momentum Indicators
//ADX Average Directional Movement Index
FUNChlc11(ADX)
//ADXR Average Directional Movement Index Rating
FUNChlc11(ADXR)
//APO Absolute Price Oscillator
//AROON Aroon
FUNChl12_1(AROON)
FUNChl12_2(AROON)
//AROONOSC Aroon Oscillator
FUNChl11(AROONOSC)
//BOP Balance Of Power
FUNCohlc01(BOP)
//CCI Commodity Channel Index
FUNChlc11(CCI)
//CMO Chande Momentum Oscillator
FUNC111(CMO)
//DX Directional Movement Index
FUNChlc11(DX)
//MACD Moving Average Convergence / Divergence
//MACDEXT MACD with controllable MA type
//MACDFIX Moving Average Convergence / Divergence Fix 12 / 26
//MFI Money Flow Index
FUNChlcv11(MFI)
//MINUS_DI Minus Directional Indicator
//MINUS_DM Minus Directional Movement
//MOM Momentum
FUNC111(MOM)
//PLUS_DI Plus Directional Indicator
//PLUS_DM Plus Directional Movement
//PPO Percentage Price Oscillator
FUNC121EMA(PPO)
//ROC Rate of change : ((price / prevPrice) - 1) * 100
FUNC111(ROC)
//ROCP Rate of change Percentage : (price - prevPrice) / prevPrice
//ROCR Rate of change ratio : (price / prevPrice)
//ROCR100 Rate of change ratio 100 scale : (price / prevPrice) * 100
//RSI Relative Strength Index
FUNC111(RSI)
//STOCH Stochastic
//STOCHF Stochastic Fast
//STOCHRSI Stochastic Relative Strength Index
//TRIX 1 - day Rate - Of - Change(ROC) of a Triple Smooth EMA
FUNC111(TRIX)
//ULTOSC Ultimate Oscillator
FUNChlc31(ULTOSC)
//WILLR Williams' %R
FUNChlc11(WILLR)
//Volume Indicators
//AD Chaikin A / D Line
FUNChlcv01(AD)
//ADOSC Chaikin A / D Oscillator
FUNChlcv21(ADOSC)
//OBV On Balance Volume
FUNC1v01(OBV)
//Cycle Indicators
//HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
FUNC101(HT_DCPERIOD)
//HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
FUNC101(HT_DCPHASE)
//HT_PHASOR Hilbert Transform - Phasor Components : InPhase , Quadrature
FUNC102_1(HT_PHASOR)
FUNC102_2(HT_PHASOR)
//HT_SINE Hilbert Transform - SineWave : Sine , LeadSine
FUNC102_1(HT_SINE)
FUNC102_2(HT_SINE)
//HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline : SEE Overlap Studies
//FUNC101(HT_TRENDLINE)
//HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
//INT_out FUNC101(HT_TRENDMODE)
//Volatility Indicators
//ATR Average True Range
FUNChlc11(ATR)
//NATR Normalized Average True Range
FUNChlc11(NATR)
//TRANGE True Range
//FUNChlc01(TRANGE)
//Pattern Recognition
//CDL2CROWS Two Crows
FUNCohlc0i1(CDL2CROWS)
//CDL3BLACKCROWS Three Black Crows
FUNCohlc0i1(CDL3BLACKCROWS)
//CDL3INSIDE Three Inside Up / Down
FUNCohlc0i1(CDL3INSIDE)
//CDL3LINESTRIKE Three - Line Strike
FUNCohlc0i1(CDL3LINESTRIKE)
//CDL3OUTSIDE Three Outside Up / Down
FUNCohlc0i1(CDL3OUTSIDE)
//CDL3STARSINSOUTH Three Stars In The South
FUNCohlc0i1(CDL3STARSINSOUTH)
//CDL3WHITESOLDIERS Three Advancing White Soldiers
FUNCohlc0i1(CDL3WHITESOLDIERS)
//CDLABANDONEDBABY Abandoned Baby
FUNCohlc1i1(CDLABANDONEDBABY)
//CDLADVANCEBLOCK Advance Block
FUNCohlc0i1(CDLADVANCEBLOCK)
//CDLBELTHOLD Belt - hold
FUNCohlc0i1(CDLBELTHOLD)
//CDLBREAKAWAY Breakaway
FUNCohlc0i1(CDLBREAKAWAY)
//CDLCLOSINGMARUBOZU Closing Marubozu
FUNCohlc0i1(CDLCLOSINGMARUBOZU)
//CDLCONCEALBABYSWALL Concealing Baby Swallow
FUNCohlc0i1(CDLCONCEALBABYSWALL)
//CDLCOUNTERATTACK Counterattack
FUNCohlc0i1(CDLCOUNTERATTACK)
//CDLDARKCLOUDCOVER Dark Cloud Cover
FUNCohlc1i1(CDLDARKCLOUDCOVER)
//CDLDOJI Doji
FUNCohlc0i1(CDLDOJI)
//CDLDOJISTAR Doji Star
FUNCohlc0i1(CDLDOJISTAR)
//CDLDRAGONFLYDOJI Dragonfly Doji
FUNCohlc0i1(CDLDRAGONFLYDOJI)
//CDLENGULFING Engulfing Pattern
FUNCohlc0i1(CDLENGULFING)
//CDLEVENINGDOJISTAR Evening Doji Star
FUNCohlc1i1(CDLEVENINGDOJISTAR)
//CDLEVENINGSTAR Evening Star
FUNCohlc1i1(CDLEVENINGSTAR)
//CDLGAPSIDESIDEWHITE Up / Down - gap side - by - side white lines
FUNCohlc0i1(CDLGAPSIDESIDEWHITE)
//CDLGRAVESTONEDOJI Gravestone Doji
FUNCohlc0i1(CDLGRAVESTONEDOJI)
//CDLHAMMER Hammer
FUNCohlc0i1(CDLHAMMER)
//CDLHANGINGMAN Hanging Man
FUNCohlc0i1(CDLHANGINGMAN)
//CDLHARAMI Harami Pattern
FUNCohlc0i1(CDLHARAMI)
//CDLHARAMICROSS Harami Cross Pattern
FUNCohlc0i1(CDLHARAMICROSS)
//CDLHIGHWAVE High - Wave Candle
FUNCohlc0i1(CDLHIGHWAVE)
//CDLHIKKAKE Hikkake Pattern
FUNCohlc0i1(CDLHIKKAKE)
//CDLHIKKAKEMOD Modified Hikkake Pattern
FUNCohlc0i1(CDLHIKKAKEMOD)
//CDLHOMINGPIGEON Homing Pigeon
FUNCohlc0i1(CDLHOMINGPIGEON)
//CDLIDENTICAL3CROWS Identical Three Crows