ta_sarext.c

股票主要技术指标源码

      isLong = 1;
   }
   else /* optInStartValue_0 < 0 => Start Short */
   {
      isLong = 0;
   }

   VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
   outIdx = 0;


   /* Write the first SAR. */
   todayIdx = startIdx;

   newHigh = inHigh[todayIdx-1];
   newLow  = inLow[todayIdx-1];

   SAR_ROUNDING(newHigh);
   SAR_ROUNDING(newLow);

   if(optInStartValue == 0) /* Default action */
   {
      if( isLong == 1 )
      {
         ep  = inHigh[todayIdx];
         sar = newLow;
      }
      else
      {
         ep  = inLow[todayIdx];
         sar = newHigh;
      }
   }
   else if ( optInStartValue > 0 ) /* Start Long at specified value. */
   {
      ep  = inHigh[todayIdx];
      sar = optInStartValue;
   }
   else /* if optInStartValue < 0 => Start Short at specified value. */
   {
      ep  = inLow[todayIdx];
      sar = std_fabs(optInStartValue);
   }

   SAR_ROUNDING(sar);

   /* Cheat on the newLow and newHigh for the
    * first iteration.
    */
   newLow  = inLow[todayIdx];
   newHigh = inHigh[todayIdx];

   while( todayIdx <= endIdx )
   {
      prevLow  = newLow;
      prevHigh = newHigh;
      newLow  = inLow[todayIdx];
      newHigh = inHigh[todayIdx];   
      todayIdx++;

      SAR_ROUNDING(newLow);
      SAR_ROUNDING(newHigh);

      if( isLong == 1 )
      {  
         /* Switch to short if the low penetrates the SAR value. */
         if( newLow <= sar )
         {
            /* Switch and Overide the SAR with the ep */
            isLong = 0;
            sar = ep;

            /* Make sure the overide SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;            
            if( sar < newHigh )
               sar = newHigh;

            /* Output the overide SAR  */
            if( optInOffsetOnReverse != 0.0 )
               sar += sar * optInOffsetOnReverse; 
            outReal[outIdx++] = -sar;

            /* Adjust afShort and ep */
            afShort = optInAccelerationInitShort;
            ep = newLow;
 
            /* Calculate the new SAR */
            sar = sar + afShort * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;            
            if( sar < newHigh )
               sar = newHigh;
         }
         else
         {
            /* No switch */

            /* Output the SAR (was calculated in the previous iteration) */
            outReal[outIdx++] = sar;
 
            /* Adjust afLong and ep. */
            if( newHigh > ep )
            {
               ep = newHigh;
               afLong += optInAccelerationLong;
               if( afLong > optInAccelerationMaxLong )
                  afLong = optInAccelerationMaxLong;
            }

            /* Calculate the new SAR */
            sar = sar + afLong * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;            
            if( sar > newLow )
               sar = newLow;
         }
      }
      else
      {
         /* Switch to long if the high penetrates the SAR value. */
         if( newHigh >= sar )
         {
            /* Switch and Overide the SAR with the ep */
            isLong = 1;
            sar = ep;

            /* Make sure the overide SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;            
            if( sar > newLow )
               sar = newLow;

            /* Output the overide SAR  */
            if( optInOffsetOnReverse != 0.0 )
               sar -= sar * optInOffsetOnReverse;
            outReal[outIdx++] = sar;

            /* Adjust afLong and ep */
            afLong = optInAccelerationInitLong;
            ep = newHigh;

            /* Calculate the new SAR */
            sar = sar + afLong * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;            
            if( sar > newLow )
               sar = newLow;
         }
         else
         {
            /* No switch */

            /* Output the SAR (was calculated in the previous iteration) */
            outReal[outIdx++] = -sar;

            /* Adjust afShort and ep. */
            if( newLow < ep )
            {
               ep = newLow;
               afShort += optInAccelerationShort;
               if( afShort > optInAccelerationMaxShort )
                  afShort = optInAccelerationMaxShort;
            }

            /* Calculate the new SAR */
            sar = sar + afShort * (ep - sar);
            SAR_ROUNDING( sar );

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;            
            if( sar < newHigh )
               sar = newHigh;
         }
      }
   }

   VALUE_HANDLE_DEREF(outNBElement) = outIdx;

   return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}

/**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
/* Generated */ 
/* Generated */ #define  USE_SINGLE_PRECISION_INPUT
/* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
/* Generated */    #undef   TA_PREFIX
/* Generated */    #define  TA_PREFIX(x) TA_S_##x
/* Generated */ #endif
/* Generated */ #undef   INPUT_TYPE
/* Generated */ #define  INPUT_TYPE float
/* Generated */ #if defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::SarExt( int    startIdx,
/* Generated */                                        int    endIdx,
/* Generated */                                        cli::array<float>^ inHigh,
/* Generated */                                        cli::array<float>^ inLow,
/* Generated */                                        double        optInStartValue, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                                        double        optInOffsetOnReverse, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationInitLong, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationLong, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationMaxLong, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationInitShort, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationShort, /* From 0 to TA_REAL_MAX */
/* Generated */                                        double        optInAccelerationMaxShort, /* From 0 to TA_REAL_MAX */
/* Generated */                                        [Out]int%    outBegIdx,
/* Generated */                                        [Out]int%    outNBElement,
/* Generated */                                        cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode sarExt( int    startIdx,
/* Generated */                        int    endIdx,
/* Generated */                        float        inHigh[],
/* Generated */                        float        inLow[],
/* Generated */                        double        optInStartValue, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */                        double        optInOffsetOnReverse, /* From 0 to TA_REAL_MAX */
/* Generated */                        double        optInAccelerationInitLong, /* From 0 to TA_REAL_MAX */
/* Generated */                        double        optInAccelerationLong, /* From 0 to TA_REAL_MAX */
/* Generated */                        double        optInAccelerationMaxLong, /* From 0 to TA_REAL_MAX */
/* Generated */                        double        optInAccelerationInitShort, /* From 0 to TA_REAL_MAX */
/* Generated */                        double        optInAccelerationShort, /* From 0 to TA_REAL_MAX */
/* Generated */                        double        optInAccelerationMaxShort, /* From 0 to TA_REAL_MAX */
/* Generated */                        MInteger     outBegIdx,
/* Generated */                        MInteger     outNBElement,
/* Generated */                        double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_SAREXT( int    startIdx,