ta_cdlpiercing.c

股票主要技术指标源码

   /* Identify the minimum number of price bar needed
    * to calculate at least one output.
    */

   lookbackTotal = LOOKBACK_CALL(CDLPIERCING)();

   /* Move up the start index if there is not
    * enough initial data.
    */
   if( startIdx < lookbackTotal )
      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[1] = 0;
   BodyLongPeriodTotal[0] = 0;
   BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);

   i = BodyLongTrailingIdx;
   while( i < startIdx ) {
        BodyLongPeriodTotal[1] += TA_CANDLERANGE( BodyLong, i-1 );
        BodyLongPeriodTotal[0] += TA_CANDLERANGE( BodyLong, i );
        i++;
   }
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - first candle: long black candle
    * - second candle: long white candle with open below previous day low and close at least at 50% of previous day 
    * real body
    * The meaning of "long" is specified with TA_SetCandleSettings
    * outInteger is positive (1 to 100): piercing pattern is always bullish
    * the user should consider that a piercing pattern is significant when it appears in a downtrend, while 
    * this function does not consider it
    */
   outIdx = 0;
   do
   {
        if( TA_CANDLECOLOR(i-1) == -1 &&                                                        // 1st: black
            TA_REALBODY(i-1) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal[1], i-1 ) &&  //      long
            TA_CANDLECOLOR(i) == 1 &&                                                           // 2nd: white
            TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal[0], i ) &&      //      long
            inOpen[i] < inLow[i-1] &&                                                           //      open below prior low
            inClose[i] < inOpen[i-1] &&                                                         //      close within prior body
            inClose[i] > inClose[i-1] + TA_REALBODY(i-1) * 0.5                                  //        above midpoint
          )
            outInteger[outIdx++] = 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)
         */
        for (totIdx = 1; totIdx >= 0; --totIdx)
            BodyLongPeriodTotal[totIdx] += TA_CANDLERANGE( BodyLong, i-totIdx ) 
                                         - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-totIdx );
        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::CdlPiercing( 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 cdlPiercing( 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_CDLPIERCING( 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 */     ARRAY_LOCAL(BodyLongPeriodTotal,2);
/* Generated */     int i, outIdx, totIdx, 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(CDLPIERCING)();
/* 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[1] = 0;
/* Generated */    BodyLongPeriodTotal[0] = 0;
/* Generated */    BodyLongTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyLong);
/* Generated */    i = BodyLongTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         BodyLongPeriodTotal[1] += TA_CANDLERANGE( BodyLong, i-1 );
/* Generated */         BodyLongPeriodTotal[0] += TA_CANDLERANGE( BodyLong, i );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( TA_CANDLECOLOR(i-1) == -1 &&                                                        // 1st: black
/* Generated */             TA_REALBODY(i-1) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal[1], i-1 ) &&  //      long
/* Generated */             TA_CANDLECOLOR(i) == 1 &&                                                           // 2nd: white
/* Generated */             TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal[0], i ) &&      //      long
/* Generated */             inOpen[i] < inLow[i-1] &&                                                           //      open below prior low
/* Generated */             inClose[i] < inOpen[i-1] &&                                                         //      close within prior body
/* Generated */             inClose[i] > inClose[i-1] + TA_REALBODY(i-1) * 0.5                                  //        above midpoint
/* Generated */           )
/* Generated */             outInteger[outIdx++] = 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         for (totIdx = 1; totIdx >= 0; --totIdx)
/* Generated */             BodyLongPeriodTotal[totIdx] += TA_CANDLERANGE( BodyLong, i-totIdx ) 
/* Generated */                                          - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx-totIdx );
/* 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 ****/