ta_natr.c

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   /* Adjust startIdx to account for the lookback period. */
   lookbackTotal = LOOKBACK_CALL(NATR)( optInTimePeriod );

   if( startIdx < lookbackTotal )
      startIdx = lookbackTotal;

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

   /* Trap the case where no smoothing is needed. */
   if( optInTimePeriod <= 1 )
   {
      /* No smoothing needed. Just do a TRANGE. */
      return FUNCTION_CALL(TRANGE)( startIdx, endIdx,
                                    inHigh, inLow, inClose,
                                    outBegIdx, outNBElement, outReal );
   }

   /* Allocate an intermediate buffer for TRANGE. */
   ARRAY_ALLOC(tempBuffer, lookbackTotal+(endIdx-startIdx)+1 );

   /* Do TRANGE in the intermediate buffer. */
   retCode = FUNCTION_CALL(TRANGE)( (startIdx-lookbackTotal+1), endIdx,
                                    inHigh, inLow, inClose,
                                    VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1),
								    tempBuffer );

   if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
   {
      ARRAY_FREE( tempBuffer );
      return retCode;
   }

   /* First value of the ATR is a simple Average of
    * the TRANGE output for the specified period.
    */
   retCode = FUNCTION_CALL_DOUBLE(INT_SMA)( optInTimePeriod-1,
                                            optInTimePeriod-1,
                                            tempBuffer, optInTimePeriod,
                                            VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1),
						                    prevATRTemp );

   if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
   {
      ARRAY_FREE( tempBuffer );
      return retCode;    
   }
   prevATR = prevATRTemp[0];

   /* Subsequent value are smoothed using the
    * previous ATR value (Wilder's approach).
    *  1) Multiply the previous ATR by 'period-1'. 
    *  2) Add today TR value. 
    *  3) Divide by 'period'.
    */
   today = optInTimePeriod;
   outIdx = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_NATR,Natr);
   /* Skip the unstable period. */
   while( outIdx != 0 )
   {      
      prevATR *= optInTimePeriod - 1;
      prevATR += tempBuffer[today++];
      prevATR /= optInTimePeriod;
      outIdx--;
   }

   /* Now start to write the final ATR in the caller 
    * provided outReal.
    */
   outIdx = 1;
   tempValue = inClose[today];
   if( !TA_IS_ZERO(tempValue) )
      outReal[0] = (prevATR/tempValue)*100.0;
   else
      outReal[0] = 0.0;

   /* Now do the number of requested ATR. */
   nbATR = (endIdx - startIdx)+1;
   
   while( --nbATR != 0 )
   {
      prevATR *= optInTimePeriod - 1;
      prevATR += tempBuffer[today++];
      prevATR /= optInTimePeriod;
      tempValue = inClose[today];
      if( !TA_IS_ZERO(tempValue) )
         outReal[outIdx] = (prevATR/tempValue)*100.0;
      else
         outReal[0] = 0.0;
      outIdx++;
   }

   VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
   VALUE_HANDLE_DEREF(outNBElement) = outIdx;
   
   ARRAY_FREE( tempBuffer );
    
   return retCode;
}

/**** 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::Natr( int    startIdx,
/* Generated */                                      int    endIdx,
/* Generated */                                      cli::array<float>^ inHigh,
/* Generated */                                      cli::array<float>^ inLow,
/* Generated */                                      cli::array<float>^ inClose,
/* Generated */                                      int           optInTimePeriod, /* From 1 to 100000 */
/* Generated */                                      [Out]int%    outBegIdx,
/* Generated */                                      [Out]int%    outNBElement,
/* Generated */                                      cli::array<double>^  outReal )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode natr( int    startIdx,
/* Generated */                      int    endIdx,
/* Generated */                      float        inHigh[],
/* Generated */                      float        inLow[],
/* Generated */                      float        inClose[],
/* Generated */                      int           optInTimePeriod, /* From 1 to 100000 */
/* Generated */                      MInteger     outBegIdx,
/* Generated */                      MInteger     outNBElement,
/* Generated */                      double        outReal[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_NATR( int    startIdx,
/* Generated */                       int    endIdx,
/* Generated */                       const float  inHigh[],
/* Generated */                       const float  inLow[],
/* Generated */                       const float  inClose[],
/* Generated */                       int           optInTimePeriod, /* From 1 to 100000 */
/* Generated */                       int          *outBegIdx,
/* Generated */                       int          *outNBElement,
/* Generated */                       double        outReal[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */    ENUM_DECLARATION(RetCode) retCode;
/* Generated */    int outIdx, today, lookbackTotal;
/* Generated */    int nbATR;
/* Generated */    VALUE_HANDLE_INT(outBegIdx1);
/* Generated */    VALUE_HANDLE_INT(outNbElement1);
/* Generated */    double prevATR, tempValue;
/* Generated */    ARRAY_REF( tempBuffer );
/* Generated */    ARRAY_LOCAL(prevATRTemp,1);
/* 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(!inHigh||!inLow||!inClose)
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */     if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */        optInTimePeriod = 14;
/* Generated */     else if( ((int)optInTimePeriod < 1) || ((int)optInTimePeriod > 100000) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outReal )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
/* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */    lookbackTotal = LOOKBACK_CALL(NATR)( optInTimePeriod );
/* Generated */    if( startIdx < lookbackTotal )
/* Generated */       startIdx = lookbackTotal;
/* Generated */    if( startIdx > endIdx )
/* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */    if( optInTimePeriod <= 1 )
/* Generated */    {
/* Generated */       return FUNCTION_CALL(TRANGE)( startIdx, endIdx,
/* Generated */                                     inHigh, inLow, inClose,
/* Generated */                                     outBegIdx, outNBElement, outReal );
/* Generated */    }
/* Generated */    ARRAY_ALLOC(tempBuffer, lookbackTotal+(endIdx-startIdx)+1 );
/* Generated */    retCode = FUNCTION_CALL(TRANGE)( (startIdx-lookbackTotal+1), endIdx,
/* Generated */                                     inHigh, inLow, inClose,
/* Generated */                                     VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1),
/* Generated */ 								    tempBuffer );
/* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */    {
/* Generated */       ARRAY_FREE( tempBuffer );
/* Generated */       return retCode;
/* Generated */    }
/* Generated */    retCode = FUNCTION_CALL_DOUBLE(INT_SMA)( optInTimePeriod-1,
/* Generated */                                             optInTimePeriod-1,
/* Generated */                                             tempBuffer, optInTimePeriod,
/* Generated */                                             VALUE_HANDLE_OUT(outBegIdx1), VALUE_HANDLE_OUT(outNbElement1),
/* Generated */ 						                    prevATRTemp );
/* Generated */    if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */    {
/* Generated */       ARRAY_FREE( tempBuffer );
/* Generated */       return retCode;    
/* Generated */    }
/* Generated */    prevATR = prevATRTemp[0];
/* Generated */    today = optInTimePeriod;
/* Generated */    outIdx = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_NATR,Natr);
/* Generated */    while( outIdx != 0 )
/* Generated */    {      
/* Generated */       prevATR *= optInTimePeriod - 1;
/* Generated */       prevATR += tempBuffer[today++];
/* Generated */       prevATR /= optInTimePeriod;
/* Generated */       outIdx--;
/* Generated */    }
/* Generated */    outIdx = 1;
/* Generated */    tempValue = inClose[today];
/* Generated */    if( !TA_IS_ZERO(tempValue) )
/* Generated */       outReal[0] = (prevATR/tempValue)*100.0;
/* Generated */    else
/* Generated */       outReal[0] = 0.0;
/* Generated */    nbATR = (endIdx - startIdx)+1;
/* Generated */    while( --nbATR != 0 )
/* Generated */    {
/* Generated */       prevATR *= optInTimePeriod - 1;
/* Generated */       prevATR += tempBuffer[today++];
/* Generated */       prevATR /= optInTimePeriod;
/* Generated */       tempValue = inClose[today];
/* Generated */       if( !TA_IS_ZERO(tempValue) )
/* Generated */          outReal[outIdx] = (prevATR/tempValue)*100.0;
/* Generated */       else
/* Generated */          outReal[0] = 0.0;
/* Generated */       outIdx++;
/* Generated */    }
/* Generated */    VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
/* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
/* Generated */    ARRAY_FREE( tempBuffer );
/* Generated */    return retCode;
/* Generated */ }
/* Generated */ 
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/