ta_cdlabandonedbaby.c

股票主要技术指标源码

   /* Do the calculation using tight loops. */
   /* Add-up the initial period, except for the last value. */
   BodyLongPeriodTotal = 0;
   BodyDojiPeriodTotal = 0;
   BodyShortPeriodTotal = 0;
   BodyLongTrailingIdx = startIdx -2 - TA_CANDLEAVGPERIOD(BodyLong);
   BodyDojiTrailingIdx = startIdx -1 - TA_CANDLEAVGPERIOD(BodyDoji);
   BodyShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(BodyShort);
   
   i = BodyLongTrailingIdx;
   while( i < startIdx-2 ) {
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i );
        i++;
   }
   i = BodyDojiTrailingIdx;
   while( i < startIdx-1 ) {
        BodyDojiPeriodTotal += TA_CANDLERANGE( BodyDoji, 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 white (black) real body
    * - second candle: doji
    * - third candle: black (white) real body that moves well within the first candle's real body
    * - upside (downside) gap between the first candle and the doji (the shadows of the two candles don't touch)
    * - downside (upside) gap between the doji and the third candle (the shadows of the two candles don't touch)
    * The meaning of "doji" and "long" is specified with TA_SetCandleSettings
    * The meaning of "moves well within" is specified with optInPenetration and "moves" should mean the real body should
    * not be short ("short" is specified with TA_SetCandleSettings) - Greg Morris wants it to be long, someone else want
    * it to be relatively long
    * outInteger is positive (1 to 100) when it's an abandoned baby bottom or negative (-1 to -100) when it's 
    * an abandoned baby top; the user should consider that an abandoned baby is significant when it appears in 
    * an uptrend or downtrend, 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_REALBODY(i-1) <= TA_CANDLEAVERAGE( BodyDoji, BodyDojiPeriodTotal, i-1 ) &&        // 2nd: doji
            TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyShort, BodyShortPeriodTotal, i ) &&           // 3rd: longer than short
            ( ( TA_CANDLECOLOR(i-2) == 1 &&                                                         // 1st white
                TA_CANDLECOLOR(i) == -1 &&                                                          // 3rd black
                inClose[i] < inClose[i-2] - TA_REALBODY(i-2) * optInPenetration &&                  // 3rd closes well within 1st rb
                TA_CANDLEGAPUP(i-1,i-2) &&                                                          // upside gap between 1st and 2nd
                TA_CANDLEGAPDOWN(i,i-1)                                                             // downside gap between 2nd and 3rd
              ) 
              || 
              (
                TA_CANDLECOLOR(i-2) == -1 &&                                                        // 1st black
                TA_CANDLECOLOR(i) == 1 &&                                                           // 3rd white
                inClose[i] > inClose[i-2] + TA_REALBODY(i-2) * optInPenetration &&                  // 3rd closes well within 1st rb
                TA_CANDLEGAPDOWN(i-1,i-2) &&                                                        // downside gap between 1st and 2nd
                TA_CANDLEGAPUP(i,i-1)                                                               // upside gap between 2nd and 3rd
              )
            )
          )
            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-2 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
        BodyDojiPeriodTotal += TA_CANDLERANGE( BodyDoji, i-1 ) - TA_CANDLERANGE( BodyDoji, BodyDojiTrailingIdx );
        BodyShortPeriodTotal += TA_CANDLERANGE( BodyShort, i ) - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx );
        i++; 
        BodyLongTrailingIdx++;
        BodyDojiTrailingIdx++;
        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::CdlAbandonedBaby( 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 */                                                  double        optInPenetration, /* From 0 to TA_REAL_MAX */
/* Generated */                                                  [Out]int%    outBegIdx,
/* Generated */                                                  [Out]int%    outNBElement,
/* Generated */                                                  cli::array<int>^  outInteger )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode cdlAbandonedBaby( int    startIdx,
/* Generated */                                  int    endIdx,
/* Generated */                                  float        inOpen[],
/* Generated */                                  float        inHigh[],
/* Generated */                                  float        inLow[],
/* Generated */                                  float        inClose[],
/* Generated */                                  double        optInPenetration, /* From 0 to TA_REAL_MAX */
/* Generated */                                  MInteger     outBegIdx,
/* Generated */                                  MInteger     outNBElement,
/* Generated */                                  int           outInteger[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_CDLABANDONEDBABY( int    startIdx,
/* Generated */                                   int    endIdx,
/* Generated */                                   const float  inOpen[],
/* Generated */                                   const float  inHigh[],
/* Generated */                                   const float  inLow[],
/* Generated */                                   const float  inClose[],
/* Generated */                                   double        optInPenetration, /* From 0 to TA_REAL_MAX */
/* Generated */                                   int          *outBegIdx,
/* Generated */                                   int          *outNBElement,
/* Generated */                                   int           outInteger[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */     double BodyDojiPeriodTotal, BodyLongPeriodTotal, BodyShortPeriodTotal;
/* Generated */     int i, outIdx, BodyDojiTrailingIdx, BodyLongTrailingIdx, BodyShortTrailingIdx, 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( optInPenetration == TA_REAL_DEFAULT )
/* Generated */        optInPenetration = 3.000000e-1;
/* Generated */     else if( (optInPenetration < 0.000000e+0) ||  (optInPenetration > 3.000000e+37) )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #if !defined(_JAVA)
/* Generated */     if( !outInteger )
/* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */     #endif 
/* Generated */  #endif 
/* Generated */    lookbackTotal = LOOKBACK_CALL(CDLABANDONEDBABY)(optInPenetration);
/* 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 */    BodyDojiPeriodTotal = 0;
/* Generated */    BodyShortPeriodTotal = 0;
/* Generated */    BodyLongTrailingIdx = startIdx -2 - TA_CANDLEAVGPERIOD(BodyLong);
/* Generated */    BodyDojiTrailingIdx = startIdx -1 - TA_CANDLEAVGPERIOD(BodyDoji);
/* 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 = BodyDojiTrailingIdx;
/* Generated */    while( i < startIdx-1 ) {
/* Generated */         BodyDojiPeriodTotal += TA_CANDLERANGE( BodyDoji, 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_REALBODY(i-1) <= TA_CANDLEAVERAGE( BodyDoji, BodyDojiPeriodTotal, i-1 ) &&        // 2nd: doji
/* Generated */             TA_REALBODY(i) > TA_CANDLEAVERAGE( BodyShort, BodyShortPeriodTotal, i ) &&           // 3rd: longer than short
/* Generated */             ( ( TA_CANDLECOLOR(i-2) == 1 &&                                                         // 1st white
/* Generated */                 TA_CANDLECOLOR(i) == -1 &&                                                          // 3rd black
/* Generated */                 inClose[i] < inClose[i-2] - TA_REALBODY(i-2) * optInPenetration &&                  // 3rd closes well within 1st rb
/* Generated */                 TA_CANDLEGAPUP(i-1,i-2) &&                                                          // upside gap between 1st and 2nd
/* Generated */                 TA_CANDLEGAPDOWN(i,i-1)                                                             // downside gap between 2nd and 3rd
/* Generated */               ) 
/* Generated */               || 
/* Generated */               (
/* Generated */                 TA_CANDLECOLOR(i-2) == -1 &&                                                        // 1st black
/* Generated */                 TA_CANDLECOLOR(i) == 1 &&                                                           // 3rd white
/* Generated */                 inClose[i] > inClose[i-2] + TA_REALBODY(i-2) * optInPenetration &&                  // 3rd closes well within 1st rb
/* Generated */                 TA_CANDLEGAPDOWN(i-1,i-2) &&                                                        // downside gap between 1st and 2nd
/* Generated */                 TA_CANDLEGAPUP(i,i-1)                                                               // upside gap between 2nd and 3rd
/* Generated */               )
/* Generated */             )
/* Generated */           )
/* Generated */             outInteger[outIdx++] = TA_CANDLECOLOR(i) * 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-2 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
/* Generated */         BodyDojiPeriodTotal += TA_CANDLERANGE( BodyDoji, i-1 ) - TA_CANDLERANGE( BodyDoji, BodyDojiTrailingIdx );
/* Generated */         BodyShortPeriodTotal += TA_CANDLERANGE( BodyShort, i ) - TA_CANDLERANGE( BodyShort, BodyShortTrailingIdx );
/* Generated */         i++; 
/* Generated */         BodyLongTrailingIdx++;
/* Generated */         BodyDojiTrailingIdx++;
/* 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 ****/