/* TA-LIB Copyright (c) 1999-2007, Mario Fortier * All rights reserved. * * Redistribution and use in source and binary forms, with or * without modification, are permitted provided that the following * conditions are met: * * - Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * - Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * * - Neither name of author nor the names of its contributors * may be used to endorse or promote products derived from this * software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, * WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE * OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, * EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ /* List of contributors: * * Initial Name/description * ------------------------------------------------------------------- * AC Angelo Ciceri * * * Change history: * * MMDDYY BY Description * ------------------------------------------------------------------- * 020605 AC Creation * */ /**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ /* All code within this section is automatically * generated by gen_code. Any modification will be lost * next time gen_code is run. */ /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ #include "TA-Lib-Core.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError) /* Generated */ namespace TicTacTec { namespace TA { namespace Library { /* Generated */ #elif defined( _JAVA ) /* Generated */ #include "ta_defs.h" /* Generated */ #include "ta_java_defs.h" /* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError) /* Generated */ #else /* Generated */ #include /* Generated */ #include /* Generated */ #include "ta_func.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_UTILITY_H /* Generated */ #include "ta_utility.h" /* Generated */ #endif /* Generated */ /* Generated */ #ifndef TA_MEMORY_H /* Generated */ #include "ta_memory.h" /* Generated */ #endif /* Generated */ /* Generated */ #define TA_PREFIX(x) TA_##x /* Generated */ #define INPUT_TYPE double /* Generated */ /* Generated */ #if defined( _MANAGED ) /* Generated */ int Core::CdlGapSideSideWhiteLookback( void ) /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int cdlGapSideSideWhiteLookback( ) /* Generated */ /* Generated */ #else /* Generated */ int TA_CDLGAPSIDESIDEWHITE_Lookback( void ) /* Generated */ /* Generated */ #endif /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/ { /* insert local variable here */ /**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* No parameters to validate. */ /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/ /* insert lookback code here. */ return max( TA_CANDLEAVGPERIOD(Near), TA_CANDLEAVGPERIOD(Equal) ) + 2; } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines * * Input = Open, High, Low, Close * Output = int * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::CdlGapSideSideWhite( int startIdx, /* Generated */ int endIdx, /* Generated */ SubArray^ inOpen, /* Generated */ SubArray^ inHigh, /* Generated */ SubArray^ inLow, /* Generated */ SubArray^ inClose, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outInteger ) /* Generated */ #elif defined( _MANAGED ) /* Generated */ enum class Core::RetCode Core::CdlGapSideSideWhite( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inOpen, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ cli::array^ inClose, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outInteger ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode cdlGapSideSideWhite( int startIdx, /* Generated */ int endIdx, /* Generated */ double inOpen[], /* Generated */ double inHigh[], /* Generated */ double inLow[], /* Generated */ double inClose[], /* Generated */ MInteger outBegIdx, /* Generated */ MInteger outNBElement, /* Generated */ int outInteger[] ) /* Generated */ #else /* Generated */ TA_RetCode TA_CDLGAPSIDESIDEWHITE( int startIdx, /* Generated */ int endIdx, /* Generated */ const double inOpen[], /* Generated */ const double inHigh[], /* Generated */ const double inLow[], /* Generated */ const double inClose[], /* Generated */ int *outBegIdx, /* Generated */ int *outNBElement, /* Generated */ int outInteger[] ) /* Generated */ #endif /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ { /* Insert local variables here. */ double NearPeriodTotal, EqualPeriodTotal; int i, outIdx, NearTrailingIdx, EqualTrailingIdx, lookbackTotal; /**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Generated */ /* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK /* Generated */ /* Generated */ /* Validate the requested output range. */ /* 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 */ /* Generated */ #if !defined(_JAVA) /* Generated */ /* Verify required price component. */ /* Generated */ if(!inOpen||!inHigh||!inLow||!inClose) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA)*/ /* Generated */ #if !defined(_JAVA) /* Generated */ if( !outInteger ) /* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam); /* Generated */ /* Generated */ #endif /* !defined(_JAVA) */ /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */ /* Generated */ /**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/ /* Identify the minimum number of price bar needed * to calculate at least one output. */ lookbackTotal = LOOKBACK_CALL(CDLGAPSIDESIDEWHITE)(); /* 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. */ NearPeriodTotal = 0; EqualPeriodTotal = 0; NearTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Near); EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal); i = NearTrailingIdx; while( i < startIdx ) { NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ); i++; } i = EqualTrailingIdx; while( i < startIdx ) { EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ); i++; } i = startIdx; /* Proceed with the calculation for the requested range. * Must have: * - upside or downside gap (between the bodies) * - first candle after the window: white candlestick * - second candle after the window: white candlestick with similar size (near the same) and about the same * open (equal) of the previous candle * - the second candle does not close the window * The meaning of "near" and "equal" is specified with TA_SetCandleSettings * outInteger is positive (1 to 100) or negative (-1 to -100): the user should consider that upside * or downside gap side-by-side white lines is significant when it appears in a trend, while this function * does not consider the trend */ outIdx = 0; do { if( ( // upside or downside gap between the 1st candle and both the next 2 candles ( TA_REALBODYGAPUP(i-1,i-2) && TA_REALBODYGAPUP(i,i-2) ) || ( TA_REALBODYGAPDOWN(i-1,i-2) && TA_REALBODYGAPDOWN(i,i-2) ) ) && TA_CANDLECOLOR(i-1) == 1 && // 2nd: white TA_CANDLECOLOR(i) == 1 && // 3rd: white TA_REALBODY(i) >= TA_REALBODY(i-1) - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) && // same size 2 and 3 TA_REALBODY(i) <= TA_REALBODY(i-1) + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) && inOpen[i] >= inOpen[i-1] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) && // same open 2 and 3 inOpen[i] <= inOpen[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) ) outInteger[outIdx++] = ( TA_REALBODYGAPUP(i-1,i-2) ? 100 : -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) */ NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ) - TA_CANDLERANGE( Near, NearTrailingIdx-1 ); EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ) - TA_CANDLERANGE( Equal, EqualTrailingIdx-1 ); i++; NearTrailingIdx++; EqualTrailingIdx++; } 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::CdlGapSideSideWhite( int startIdx, /* Generated */ int endIdx, /* Generated */ cli::array^ inOpen, /* Generated */ cli::array^ inHigh, /* Generated */ cli::array^ inLow, /* Generated */ cli::array^ inClose, /* Generated */ [Out]int% outBegIdx, /* Generated */ [Out]int% outNBElement, /* Generated */ cli::array^ outInteger ) /* Generated */ #elif defined( _JAVA ) /* Generated */ public RetCode cdlGapSideSideWhite( 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_CDLGAPSIDESIDEWHITE( 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 NearPeriodTotal, EqualPeriodTotal; /* Generated */ int i, outIdx, NearTrailingIdx, EqualTrailingIdx, 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(CDLGAPSIDESIDEWHITE)(); /* 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 */ NearPeriodTotal = 0; /* Generated */ EqualPeriodTotal = 0; /* Generated */ NearTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Near); /* Generated */ EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal); /* Generated */ i = NearTrailingIdx; /* Generated */ while( i < startIdx ) { /* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ); /* Generated */ i++; /* Generated */ } /* Generated */ i = EqualTrailingIdx; /* Generated */ while( i < startIdx ) { /* Generated */ EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ); /* Generated */ i++; /* Generated */ } /* Generated */ i = startIdx; /* Generated */ outIdx = 0; /* Generated */ do /* Generated */ { /* Generated */ if( /* Generated */ ( // upside or downside gap between the 1st candle and both the next 2 candles /* Generated */ ( TA_REALBODYGAPUP(i-1,i-2) && TA_REALBODYGAPUP(i,i-2) ) /* Generated */ || /* Generated */ ( TA_REALBODYGAPDOWN(i-1,i-2) && TA_REALBODYGAPDOWN(i,i-2) ) /* Generated */ ) && /* Generated */ TA_CANDLECOLOR(i-1) == 1 && // 2nd: white /* Generated */ TA_CANDLECOLOR(i) == 1 && // 3rd: white /* Generated */ TA_REALBODY(i) >= TA_REALBODY(i-1) - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) && // same size 2 and 3 /* Generated */ TA_REALBODY(i) <= TA_REALBODY(i-1) + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-1 ) && /* Generated */ inOpen[i] >= inOpen[i-1] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) && // same open 2 and 3 /* Generated */ inOpen[i] <= inOpen[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal, i-1 ) /* Generated */ ) /* Generated */ outInteger[outIdx++] = ( TA_REALBODYGAPUP(i-1,i-2) ? 100 : -100 ); /* Generated */ else /* Generated */ outInteger[outIdx++] = 0; /* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i-1 ) - TA_CANDLERANGE( Near, NearTrailingIdx-1 ); /* Generated */ EqualPeriodTotal += TA_CANDLERANGE( Equal, i-1 ) - TA_CANDLERANGE( Equal, EqualTrailingIdx-1 ); /* Generated */ i++; /* Generated */ NearTrailingIdx++; /* Generated */ EqualTrailingIdx++; /* 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 ****/