ta_cdl3inside.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 -1 - TA_CANDLEAVGPERIOD(BodyShort);
   
   i = BodyLongTrailingIdx;
   while( i < startIdx-2 ) {
        BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i );
        i++;
   }
   i = BodyShortTrailingIdx;
   while( i < startIdx-1 ) {
        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: short real body totally engulfed by the first
    * - third candle: black (white) candle that closes lower (higher) than the first candle's open
    * The meaning of "short" and "long" is specified with TA_SetCandleSettings
    * outInteger is positive (1 to 100) for the three inside up or negative (-1 to -100) for the three inside down; 
    * the user should consider that a three inside up is significant when it appears in a downtrend and a three inside
    * down is significant when it appears in an uptrend, 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( BodyShort, BodyShortPeriodTotal, i-1 ) &&      // 2nd: short
            max( inClose[i-1], inOpen[i-1] ) < max( inClose[i-2], inOpen[i-2] ) &&                  //      engulfed by 1st
            min( inClose[i-1], inOpen[i-1] ) > min( inClose[i-2], inOpen[i-2] ) &&
            ( ( TA_CANDLECOLOR(i-2) == 1 && TA_CANDLECOLOR(i) == -1 && inClose[i] < inOpen[i-2] )   // 3rd: opposite to 1st
              ||                                                                                    //      and closing out
              ( TA_CANDLECOLOR(i-2) == -1 && TA_CANDLECOLOR(i) == 1 && inClose[i] > inOpen[i-2] )
            )
          )
            outInteger[outIdx++] = -TA_CANDLECOLOR(i-2) * 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-1 ) - 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::Cdl3Inside( 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 cdl3Inside( 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_CDL3INSIDE( 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(CDL3INSIDE)();
/* 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 -1 - 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-1 ) {
/* 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( BodyShort, BodyShortPeriodTotal, i-1 ) &&      // 2nd: short
/* Generated */             max( inClose[i-1], inOpen[i-1] ) < max( inClose[i-2], inOpen[i-2] ) &&                  //      engulfed by 1st
/* Generated */             min( inClose[i-1], inOpen[i-1] ) > min( inClose[i-2], inOpen[i-2] ) &&
/* Generated */             ( ( TA_CANDLECOLOR(i-2) == 1 && TA_CANDLECOLOR(i) == -1 && inClose[i] < inOpen[i-2] )   // 3rd: opposite to 1st
/* Generated */               ||                                                                                    //      and closing out
/* Generated */               ( TA_CANDLECOLOR(i-2) == -1 && TA_CANDLECOLOR(i) == 1 && inClose[i] > inOpen[i-2] )
/* Generated */             )
/* Generated */           )
/* Generated */             outInteger[outIdx++] = -TA_CANDLECOLOR(i-2) * 100;
/* Generated */         else
/* Generated */             outInteger[outIdx++] = 0;
/* Generated */         BodyLongPeriodTotal += TA_CANDLERANGE( BodyLong, i-2 ) - TA_CANDLERANGE( BodyLong, BodyLongTrailingIdx );
/* Generated */         BodyShortPeriodTotal += TA_CANDLERANGE( BodyShort, i-1 ) - 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 ****/