ta_cdlunique3river.c

股票主要技术指标源码

   /* 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 = 0;
   BodyShortPeriodTotal = 0;
   BodyLongTrailingIdx = startIdx -2 - TA_CANDLEAVGPERIOD(BodyLong);
   BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
   
   i = BodyLongTrailingIdx;
   while( i < startIdx-2 ) {
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i );
        i++;
   }
   i = BodyShortTrailingIdx;
   while( i < startIdx ) {
        BodyShortPeriodTotal += TA_CANDLERANGE( BodyShort, i );
        i++;
   }
   i = startIdx;

   /* Proceed with the calculation for the requested range.
    * Must have:
    * - first candle: long black candle
    * - second candle: black harami candle with a lower low than the first candle's low
    * - third candle: small white candle with open not lower than the second candle's low, better if its open and 
    *   close are under the second candle's close
    * The meaning of "short" and "long" is specified with TA_SetCandleSettings
    * outInteger is positive (1 to 100): unique 3 river is always bullish and should appear in a downtrend 
    * to be significant, while this function does not consider the trend
    */
   outIdx = 0;
   do
   {
        if( TA_REALBODY(i-2) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i-2 ) &&         // 1st: long
            TA_CANDLECOLOR(i-2) == -1 &&                                                            //      black
            TA_CANDLECOLOR(i-1) == -1 &&                                                            // 2nd: black
            inClose[i-1] > inClose[i-2] && inOpen[i-1] <= inOpen[i-2] &&                            //      harami
            inLow[i-1] < inLow[i-2] &&                                                              //      lower low
            TA_REALBODY(i) < TA_CANDLEAVERAGE( BodyShort, BodyShortPeriodTotal, i ) &&           // 3rd: short
            TA_CANDLECOLOR(i) == 1 &&                                                               //      white
            inOpen[i] > inLow[i-1]                                                                  //      open not lower
          )
            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)
         */
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-2 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
        BodyShortPeriodTotal += TA_CANDLERANGE( BodyShort, i ) - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx );
        i++; 
        BodyLongTrailingIdx++;
        BodyShortTrailingIdx++;
   } 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::CdlUnique3River( 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 cdlUnique3River( 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_CDLUNIQUE3RIVER( 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 BodyShortPeriodTotal, BodyLongPeriodTotal;
/* Generated */     int i, outIdx, BodyShortTrailingIdx, 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(CDLUNIQUE3RIVER)();
/* 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 */    BodyShortPeriodTotal = 0;
/* Generated */    BodyLongTrailingIdx = startIdx -2 - TA_CANDLEAVGPERIOD(BodyLong);
/* Generated */    BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
/* Generated */    i = BodyLongTrailingIdx;
/* Generated */    while( i < startIdx-2 ) {
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = BodyShortTrailingIdx;
/* Generated */    while( i < startIdx ) {
/* Generated */         BodyShortPeriodTotal += TA_CANDLERANGE( BodyShort, i );
/* Generated */         i++;
/* Generated */    }
/* Generated */    i = startIdx;
/* Generated */    outIdx = 0;
/* Generated */    do
/* Generated */    {
/* Generated */         if( TA_REALBODY(i-2) > TA_CANDLEAVERAGE( BodyLong, BodyLongPeriodTotal, i-2 ) &&         // 1st: long
/* Generated */             TA_CANDLECOLOR(i-2) == -1 &&                                                            //      black
/* Generated */             TA_CANDLECOLOR(i-1) == -1 &&                                                            // 2nd: black
/* Generated */             inClose[i-1] > inClose[i-2] && inOpen[i-1] <= inOpen[i-2] &&                            //      harami
/* Generated */             inLow[i-1] < inLow[i-2] &&                                                              //      lower low
/* Generated */             TA_REALBODY(i) < TA_CANDLEAVERAGE( BodyShort, BodyShortPeriodTotal, i ) &&           // 3rd: short
/* Generated */             TA_CANDLECOLOR(i) == 1 &&                                                               //      white
/* Generated */             inOpen[i] > inLow[i-1]                                                                  //      open not lower
/* Generated */           )
/* Generated */             outInteger[outIdx++] = 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-2 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
/* Generated */         BodyShortPeriodTotal += TA_CANDLERANGE( BodyShort, i ) - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx );
/* Generated */         i++; 
/* Generated */         BodyLongTrailingIdx++;
/* Generated */         BodyShortTrailingIdx++;
/* 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 ****/