ta_cdlgapsidesidewhite.c

股票主要技术指标源码

   /* 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. */
   NearPeriodTotal = 0;
   EqualPeriodTotal = 0;
   NearTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Near);
   EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal);
   
   i = NearTrailingIdx;
   while( i < startIdx ) {
        NearPeriodTotal += TA_CANDLERANGE( Near, i-1 );
        i++;
   }
   i = EqualTrailingIdx;
   while( i < startIdx ) {
        EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 );
        i++;
   }
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - upside or downside gap (between the bodies)
    * - first candle after the window: white candlestick
    * - second candle after the window: white candlestick with similar size (near the same) and about the same 
    *   open (equal) of the previous candle
    * - the second candle does not close the window
    * The meaning of "near" and "equal" is specified with TA_SetCandleSettings
    * outInteger is positive (1 to 100) or negative (-1 to -100): the user should consider that upside 
    * or downside gap side-by-side white lines is significant when it appears in a trend, while this function 
    * does not consider the trend
    */
   outIdx = 0;
   do
   {
        if( 
            ( // upside or downside gap between the 1st candle and both the next 2 candles
              ( TA_REALBODYGAPUP(i-1,i-2) && TA_REALBODYGAPUP(i,i-2) )
              ||
              ( TA_REALBODYGAPDOWN(i-1,i-2) && TA_REALBODYGAPDOWN(i,i-2) )
            ) &&
            TA_CANDLECOLOR(i-1) == 1 &&                                                                 // 2nd: white
            TA_CANDLECOLOR(i) == 1 &&                                                                   // 3rd: white
            TA_REALBODY(i) >= TA_REALBODY(i-1) - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) &&   // same size 2 and 3
            TA_REALBODY(i) <= TA_REALBODY(i-1) + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) &&
            inOpen[i] >= inOpen[i-1] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) &&           // same open 2 and 3
            inOpen[i] <= inOpen[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 )
          )
            outInteger[outIdx++] = ( TA_REALBODYGAPUP(i-1,i-2) ? 100 : -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)
         */
        NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ) - TA_CANDLERANGE( Near, NearTrailingIdx-1 );
        EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ) - TA_CANDLERANGE( Equal, EqualTrailingIdx-1 );
        i++; 
        NearTrailingIdx++;
        EqualTrailingIdx++;
   } 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::CdlGapSideSideWhite( 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 cdlGapSideSideWhite( 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_CDLGAPSIDESIDEWHITE( 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 NearPeriodTotal, EqualPeriodTotal;
/* Generated */     int i, outIdx, NearTrailingIdx, EqualTrailingIdx, 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(CDLGAPSIDESIDEWHITE)();
/* 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 */    NearPeriodTotal = 0;
/* Generated */    EqualPeriodTotal = 0;
/* Generated */    NearTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Near);
/* Generated */    EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal);
/* Generated */    i = NearTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         NearPeriodTotal += TA_CANDLERANGE( Near, i-1 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = EqualTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( 
/* Generated */             ( // upside or downside gap between the 1st candle and both the next 2 candles
/* Generated */               ( TA_REALBODYGAPUP(i-1,i-2) && TA_REALBODYGAPUP(i,i-2) )
/* Generated */               ||
/* Generated */               ( TA_REALBODYGAPDOWN(i-1,i-2) && TA_REALBODYGAPDOWN(i,i-2) )
/* Generated */             ) &&
/* Generated */             TA_CANDLECOLOR(i-1) == 1 &&                                                                 // 2nd: white
/* Generated */             TA_CANDLECOLOR(i) == 1 &&                                                                   // 3rd: white
/* Generated */             TA_REALBODY(i) >= TA_REALBODY(i-1) - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) &&   // same size 2 and 3
/* Generated */             TA_REALBODY(i) <= TA_REALBODY(i-1) + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) &&
/* Generated */             inOpen[i] >= inOpen[i-1] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) &&           // same open 2 and 3
/* Generated */             inOpen[i] <= inOpen[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 )
/* Generated */           )
/* Generated */             outInteger[outIdx++] = ( TA_REALBODYGAPUP(i-1,i-2) ? 100 : -100 );
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ) - TA_CANDLERANGE( Near, NearTrailingIdx-1 );
/* Generated */         EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ) - TA_CANDLERANGE( Equal, EqualTrailingIdx-1 );
/* Generated */         i++; 
/* Generated */         NearTrailingIdx++;
/* Generated */         EqualTrailingIdx++;
/* 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 ****/