/* 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 * ------------------------------------------------------------------- * 122605 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::CdlHikkakeModLookback( void ) /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int cdlHikkakeModLookback( ) /* Generated */ /* Generated */ #else /* Generated */ int TA_CDLHIKKAKEMOD_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( 1, TA_CANDLEAVGPERIOD(Near) ) + 5; } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_CDLHIKKAKEMOD - Modified Hikkake Pattern * * Input = Open, High, Low, Close * Output = int * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::CdlHikkakeMod( 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::CdlHikkakeMod( 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 cdlHikkakeMod( 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_CDLHIKKAKEMOD( 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; int i, outIdx, NearTrailingIdx, lookbackTotal, patternIdx, patternResult; /**** 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(CDLHIKKAKEMOD)(); /* 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; NearTrailingIdx = startIdx - 3 - TA_CANDLEAVGPERIOD(Near); i = NearTrailingIdx; while( i < startIdx - 3 ) { NearPeriodTotal += TA_CANDLERANGE( Near, i-2 ); i++; } patternIdx = 0; patternResult = 0; i = startIdx - 3; while( i < startIdx ) { /* copy here the pattern recognition code below */ if( inHigh[i-2] < inHigh[i-3] && inLow[i-2] > inLow[i-3] && // 2nd: lower high and higher low than 1st inHigh[i-1] < inHigh[i-2] && inLow[i-1] > inLow[i-2] && // 3rd: lower high and higher low than 2nd ( ( inHigh[i] < inHigh[i-1] && inLow[i] < inLow[i-1] && // (bull) 4th: lower high and lower low inClose[i-2] <= inLow[i-2] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) // (bull) 2nd: close near the low ) || ( inHigh[i] > inHigh[i-1] && inLow[i] > inLow[i-1] && // (bear) 4th: higher high and higher low inClose[i-2] >= inHigh[i-2] - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) // (bull) 2nd: close near the top ) ) ) { patternResult = 100 * ( inHigh[i] < inHigh[i-1] ? 1 : -1 ); patternIdx = i; } else /* search for confirmation if modified hikkake was no more than 3 bars ago */ if( i <= patternIdx+3 && ( ( patternResult > 0 && inClose[i] > inHigh[patternIdx-1] ) // close higher than the high of 3rd || ( patternResult < 0 && inClose[i] < inLow[patternIdx-1] ) // close lower than the low of 3rd ) ) patternIdx = 0; NearPeriodTotal += TA_CANDLERANGE( Near, i-2 ) - TA_CANDLERANGE( Near, NearTrailingIdx-2 ); NearTrailingIdx++; i++; } i = startIdx; /* Proceed with the calculation for the requested range. * Must have: * - first candle * - second candle: candle with range less than first candle and close near the bottom (near the top) * - third candle: lower high and higher low than 2nd * - fourth candle: lower high and lower low (higher high and higher low) than 3rd * outInteger[hikkake bar] is positive (1 to 100) or negative (-1 to -100) meaning bullish or bearish hikkake * Confirmation could come in the next 3 days with: * - a day that closes higher than the high (lower than the low) of the 3rd candle * outInteger[confirmationbar] is equal to 100 + the bullish hikkake result or -100 - the bearish hikkake result * Note: if confirmation and a new hikkake come at the same bar, only the new hikkake is reported (the new hikkake * overwrites the confirmation of the old hikkake); * the user should consider that modified hikkake is a reversal pattern, while hikkake could be both a reversal * or a continuation pattern, so bullish (bearish) modified hikkake is significant when appearing in a downtrend * (uptrend) */ outIdx = 0; do { if( inHigh[i-2] < inHigh[i-3] && inLow[i-2] > inLow[i-3] && // 2nd: lower high and higher low than 1st inHigh[i-1] < inHigh[i-2] && inLow[i-1] > inLow[i-2] && // 3rd: lower high and higher low than 2nd ( ( inHigh[i] < inHigh[i-1] && inLow[i] < inLow[i-1] && // (bull) 4th: lower high and lower low inClose[i-2] <= inLow[i-2] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) // (bull) 2nd: close near the low ) || ( inHigh[i] > inHigh[i-1] && inLow[i] > inLow[i-1] && // (bear) 4th: higher high and higher low inClose[i-2] >= inHigh[i-2] - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) // (bull) 2nd: close near the top ) ) ) { patternResult = 100 * ( inHigh[i] < inHigh[i-1] ? 1 : -1 ); patternIdx = i; outInteger[outIdx++] = patternResult; } else /* search for confirmation if modified hikkake was no more than 3 bars ago */ if( i <= patternIdx+3 && ( ( patternResult > 0 && inClose[i] > inHigh[patternIdx-1] ) // close higher than the high of 3rd || ( patternResult < 0 && inClose[i] < inLow[patternIdx-1] ) // close lower than the low of 3rd ) ) { outInteger[outIdx++] = patternResult + 100 * ( patternResult > 0 ? 1 : -1 ); patternIdx = 0; } else outInteger[outIdx++] = 0; NearPeriodTotal += TA_CANDLERANGE( Near, i-2 ) - TA_CANDLERANGE( Near, NearTrailingIdx-2 ); NearTrailingIdx++; i++; } 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::CdlHikkakeMod( 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 cdlHikkakeMod( 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_CDLHIKKAKEMOD( 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; /* Generated */ int i, outIdx, NearTrailingIdx, lookbackTotal, patternIdx, patternResult; /* 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(CDLHIKKAKEMOD)(); /* 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 */ NearTrailingIdx = startIdx - 3 - TA_CANDLEAVGPERIOD(Near); /* Generated */ i = NearTrailingIdx; /* Generated */ while( i < startIdx - 3 ) { /* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i-2 ); /* Generated */ i++; /* Generated */ } /* Generated */ patternIdx = 0; /* Generated */ patternResult = 0; /* Generated */ i = startIdx - 3; /* Generated */ while( i < startIdx ) { /* Generated */ if( inHigh[i-2] < inHigh[i-3] && inLow[i-2] > inLow[i-3] && // 2nd: lower high and higher low than 1st /* Generated */ inHigh[i-1] < inHigh[i-2] && inLow[i-1] > inLow[i-2] && // 3rd: lower high and higher low than 2nd /* Generated */ ( ( inHigh[i] < inHigh[i-1] && inLow[i] < inLow[i-1] && // (bull) 4th: lower high and lower low /* Generated */ inClose[i-2] <= inLow[i-2] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) /* Generated */ // (bull) 2nd: close near the low /* Generated */ ) /* Generated */ || /* Generated */ ( inHigh[i] > inHigh[i-1] && inLow[i] > inLow[i-1] && // (bear) 4th: higher high and higher low /* Generated */ inClose[i-2] >= inHigh[i-2] - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) /* Generated */ // (bull) 2nd: close near the top /* Generated */ ) /* Generated */ ) /* Generated */ ) { /* Generated */ patternResult = 100 * ( inHigh[i] < inHigh[i-1] ? 1 : -1 ); /* Generated */ patternIdx = i; /* Generated */ } else /* Generated */ if( i <= patternIdx+3 && /* Generated */ ( ( patternResult > 0 && inClose[i] > inHigh[patternIdx-1] ) // close higher than the high of 3rd /* Generated */ || /* Generated */ ( patternResult < 0 && inClose[i] < inLow[patternIdx-1] ) // close lower than the low of 3rd /* Generated */ ) /* Generated */ ) /* Generated */ patternIdx = 0; /* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i-2 ) - TA_CANDLERANGE( Near, NearTrailingIdx-2 ); /* Generated */ NearTrailingIdx++; /* Generated */ i++; /* Generated */ } /* Generated */ i = startIdx; /* Generated */ outIdx = 0; /* Generated */ do /* Generated */ { /* Generated */ if( inHigh[i-2] < inHigh[i-3] && inLow[i-2] > inLow[i-3] && // 2nd: lower high and higher low than 1st /* Generated */ inHigh[i-1] < inHigh[i-2] && inLow[i-1] > inLow[i-2] && // 3rd: lower high and higher low than 2nd /* Generated */ ( ( inHigh[i] < inHigh[i-1] && inLow[i] < inLow[i-1] && // (bull) 4th: lower high and lower low /* Generated */ inClose[i-2] <= inLow[i-2] + TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) /* Generated */ // (bull) 2nd: close near the low /* Generated */ ) /* Generated */ || /* Generated */ ( inHigh[i] > inHigh[i-1] && inLow[i] > inLow[i-1] && // (bear) 4th: higher high and higher low /* Generated */ inClose[i-2] >= inHigh[i-2] - TA_CANDLEAVERAGE( Near, NearPeriodTotal, i-2 ) /* Generated */ // (bull) 2nd: close near the top /* Generated */ ) /* Generated */ ) /* Generated */ ) { /* Generated */ patternResult = 100 * ( inHigh[i] < inHigh[i-1] ? 1 : -1 ); /* Generated */ patternIdx = i; /* Generated */ outInteger[outIdx++] = patternResult; /* Generated */ } else /* Generated */ if( i <= patternIdx+3 && /* Generated */ ( ( patternResult > 0 && inClose[i] > inHigh[patternIdx-1] ) // close higher than the high of 3rd /* Generated */ || /* Generated */ ( patternResult < 0 && inClose[i] < inLow[patternIdx-1] ) // close lower than the low of 3rd /* Generated */ ) /* Generated */ ) { /* Generated */ outInteger[outIdx++] = patternResult + 100 * ( patternResult > 0 ? 1 : -1 ); /* Generated */ patternIdx = 0; /* Generated */ } else /* Generated */ outInteger[outIdx++] = 0; /* Generated */ NearPeriodTotal += TA_CANDLERANGE( Near, i-2 ) - TA_CANDLERANGE( Near, NearTrailingIdx-2 ); /* Generated */ NearTrailingIdx++; /* Generated */ i++; /* 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 ****/