ta_cdlbreakaway.c

股票主要技术指标源码

      startIdx = lookbackTotal;

   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx )
   {
      VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
      VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
      return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
   }

   /* Do the calculation using tight loops. */
   /* Add-up the initial period, except for the last value. */
   BodyLongPeriodTotal = 0;
   BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);

   i = BodyLongTrailingIdx;
   while( i < startIdx ) {
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-4 );
        i++;
   }
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - first candle: long black (white)
    * - second candle: black (white) day whose body gaps down (up)
    * - third candle: black or white day with lower (higher) high and lower (higher) low than prior candle's
    * - fourth candle: black (white) day with lower (higher) high and lower (higher) low than prior candle's
    * - fifth candle: white (black) day that closes inside the gap, erasing the prior 3 days
    * The meaning of "long" is specified with TA_SetCandleSettings
    * outInteger is positive (1 to 100) when bullish or negative (-1 to -100) when bearish;
    * the user should consider that breakaway is significant in a trend opposite to the last candle, while this 
    * function does not consider it
    */
   outIdx = 0;
   do
   {
        if( TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i-4 ) &&     // 1st long
            TA_CANDLECOLOR(i-4) == TA_CANDLECOLOR(i-3) &&                   // 1st, 2nd, 4th same color, 5th opposite
            TA_CANDLECOLOR(i-3) == TA_CANDLECOLOR(i-1) &&
            TA_CANDLECOLOR(i-1) == -TA_CANDLECOLOR(i) &&
            (
              ( TA_CANDLECOLOR(i-4) == -1 &&                                // when 1st is black:
                TA_REALBODYGAPDOWN(i-3,i-4) &&                              // 2nd gaps down
                inHigh[i-2] < inHigh[i-3] && inLow[i-2] < inLow[i-3] &&     // 3rd has lower high and low than 2nd
                inHigh[i-1] < inHigh[i-2] && inLow[i-1] < inLow[i-2] &&     // 4th has lower high and low than 3rd
                inClose[i] > inOpen[i-3] && inClose[i] < inClose[i-4]       // 5th closes inside the gap
              ) 
              ||
              ( TA_CANDLECOLOR(i-4) == 1 &&                                 // when 1st is white:
                TA_REALBODYGAPUP(i-3,i-4) &&                                // 2nd gaps up
                inHigh[i-2] > inHigh[i-3] && inLow[i-2] > inLow[i-3] &&     // 3rd has higher high and low than 2nd
                inHigh[i-1] > inHigh[i-2] && inLow[i-1] > inLow[i-2] &&     // 4th has higher high and low than 3rd
                inClose[i] < inOpen[i-3] && inClose[i] > inClose[i-4]       // 5th closes inside the gap
              ) 
            )
          )
            outInteger[outIdx++] = TA_CANDLECOLOR(i) * 100;
        else
            outInteger[outIdx++] = 0;
        /* add the current range and subtract the first range: this is done after the pattern recognition 
         * when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
         */
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-4 ) 
                             - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 );
        i++;
        BodyLongTrailingIdx++;
   } while( i <= endIdx );

   /* All done. Indicate the output limits and return. */
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;
   VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;

   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::CdlBreakaway( int    startIdx,
/* Generated */                                              int    endIdx,
/* Generated */                                              cli::array<float>^ inOpen,
/* Generated */                                              cli::array<float>^ inHigh,
/* Generated */                                              cli::array<float>^ inLow,
/* Generated */                                              cli::array<float>^ inClose,
/* Generated */                                              [Out]int%    outBegIdx,
/* Generated */                                              [Out]int%    outNBElement,
/* Generated */                                              cli::array<int>^  outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlBreakaway( int    startIdx,
/* Generated */                              int    endIdx,
/* Generated */                              float        inOpen[],
/* Generated */                              float        inHigh[],
/* Generated */                              float        inLow[],
/* Generated */                              float        inClose[],
/* Generated */                              MInteger     outBegIdx,
/* Generated */                              MInteger     outNBElement,
/* Generated */                              int           outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_CDLBREAKAWAY( int    startIdx,
/* Generated */                               int    endIdx,
/* Generated */                               const float  inOpen[],
/* Generated */                               const float  inHigh[],
/* Generated */                               const float  inLow[],
/* Generated */                               const float  inClose[],
/* Generated */                               int          *outBegIdx,
/* Generated */                               int          *outNBElement,
/* Generated */                               int           outInteger[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */     double BodyLongPeriodTotal;
/* Generated */     int i, outIdx, BodyLongTrailingIdx, lookbackTotal;
/* Generated */  #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */     if( startIdx < 0 )
/* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */     if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */        return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */     #if !defined(_JAVA)
/* Generated */     if(!inOpen||!inHigh||!inLow||!inClose)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outInteger )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackTotal = LOOKBACK_CALL(CDLBREAKAWAY)();
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */    {
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */       VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */    }
/* Generated */    BodyLongPeriodTotal = 0;
/* Generated */    BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
/* Generated */    i = BodyLongTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-4 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( TA_REALBODY(i-4) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i-4 ) &&     // 1st long
/* Generated */             TA_CANDLECOLOR(i-4) == TA_CANDLECOLOR(i-3) &&                   // 1st, 2nd, 4th same color, 5th opposite
/* Generated */             TA_CANDLECOLOR(i-3) == TA_CANDLECOLOR(i-1) &&
/* Generated */             TA_CANDLECOLOR(i-1) == -TA_CANDLECOLOR(i) &&
/* Generated */             (
/* Generated */               ( TA_CANDLECOLOR(i-4) == -1 &&                                // when 1st is black:
/* Generated */                 TA_REALBODYGAPDOWN(i-3,i-4) &&                              // 2nd gaps down
/* Generated */                 inHigh[i-2] < inHigh[i-3] && inLow[i-2] < inLow[i-3] &&     // 3rd has lower high and low than 2nd
/* Generated */                 inHigh[i-1] < inHigh[i-2] && inLow[i-1] < inLow[i-2] &&     // 4th has lower high and low than 3rd
/* Generated */                 inClose[i] > inOpen[i-3] && inClose[i] < inClose[i-4]       // 5th closes inside the gap
/* Generated */               ) 
/* Generated */               ||
/* Generated */               ( TA_CANDLECOLOR(i-4) == 1 &&                                 // when 1st is white:
/* Generated */                 TA_REALBODYGAPUP(i-3,i-4) &&                                // 2nd gaps up
/* Generated */                 inHigh[i-2] > inHigh[i-3] && inLow[i-2] > inLow[i-3] &&     // 3rd has higher high and low than 2nd
/* Generated */                 inHigh[i-1] > inHigh[i-2] && inLow[i-1] > inLow[i-2] &&     // 4th has higher high and low than 3rd
/* Generated */                 inClose[i] < inOpen[i-3] && inClose[i] > inClose[i-4]       // 5th closes inside the gap
/* Generated */               ) 
/* Generated */             )
/* Generated */           )
/* Generated */             outInteger[outIdx++] = TA_CANDLECOLOR(i) * 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-4 ) 
/* Generated */                              - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-4 );
/* Generated */         i++;
/* Generated */         BodyLongTrailingIdx++;
/* Generated */    } while( i <= endIdx );
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* Generated */    return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/