/* 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 * ------------------------------------------------------------------- * 103104 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::CdlIdentical3CrowsLookback( void ) /* Generated */ /* Generated */ #elif defined( _JAVA ) /* Generated */ public int cdlIdentical3CrowsLookback( ) /* Generated */ /* Generated */ #else /* Generated */ int TA_CDLIDENTICAL3CROWS_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(ShadowVeryShort), TA_CANDLEAVGPERIOD(Equal) ) + 2; } /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/ /* * TA_CDLIDENTICAL3CROWS - Identical Three Crows * * Input = Open, High, Low, Close * Output = int * */ /* Generated */ /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY ) /* Generated */ enum class Core::RetCode Core::CdlIdentical3Crows( 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::CdlIdentical3Crows( 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 cdlIdentical3Crows( 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_CDLIDENTICAL3CROWS( 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. */ ARRAY_LOCAL(ShadowVeryShortPeriodTotal,3); ARRAY_LOCAL(EqualPeriodTotal,3); int i, outIdx, totIdx, ShadowVeryShortTrailingIdx, 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(CDLIDENTICAL3CROWS)(); /* 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. */ ShadowVeryShortPeriodTotal[2] = 0; ShadowVeryShortPeriodTotal[1] = 0; ShadowVeryShortPeriodTotal[0] = 0; ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort); EqualPeriodTotal[2] = 0; EqualPeriodTotal[1] = 0; EqualPeriodTotal[0] = 0; EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal); i = ShadowVeryShortTrailingIdx; while( i < startIdx ) { ShadowVeryShortPeriodTotal[2] += TA_CANDLERANGE( ShadowVeryShort, i-2 ); ShadowVeryShortPeriodTotal[1] += TA_CANDLERANGE( ShadowVeryShort, i-1 ); ShadowVeryShortPeriodTotal[0] += TA_CANDLERANGE( ShadowVeryShort, i ); i++; } i = EqualTrailingIdx; while( i < startIdx ) { EqualPeriodTotal[2] += TA_CANDLERANGE( Equal, i-2 ); EqualPeriodTotal[1] += TA_CANDLERANGE( Equal, i-1 ); i++; } i = startIdx; /* Proceed with the calculation for the requested range. * Must have: * - three consecutive and declining black candlesticks * - each candle must have no or very short lower shadow * - each candle after the first must open at or very close to the prior candle's close * The meaning of "very short" is specified with TA_SetCandleSettings; * the meaning of "very close" is specified with TA_SetCandleSettings (Equal); * outInteger is negative (-1 to -100): identical three crows is always bearish; * the user should consider that identical 3 crows is significant when it appears after a mature advance or at high levels, * while this function does not consider it */ outIdx = 0; do { if( TA_CANDLECOLOR(i-2) == -1 && // 1st black // very short lower shadow TA_LOWERSHADOW(i-2) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal[2], i-2 ) && TA_CANDLECOLOR(i-1) == -1 && // 2nd black // very short lower shadow TA_LOWERSHADOW(i-1) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal[1], i-1 ) && TA_CANDLECOLOR(i) == -1 && // 3rd black // very short lower shadow TA_LOWERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal[0], i ) && inClose[i-2] > inClose[i-1] && // three declining inClose[i-1] > inClose[i] && // 2nd black opens very close to 1st close inOpen[i-1] <= inClose[i-2] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[2], i-2 ) && inOpen[i-1] >= inClose[i-2] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[2], i-2 ) && // 3rd black opens very close to 2nd close inOpen[i] <= inClose[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[1], i-1 ) && inOpen[i] >= inClose[i-1] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[1], i-1 ) ) 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) */ for (totIdx = 2; totIdx >= 0; --totIdx) ShadowVeryShortPeriodTotal[totIdx] += TA_CANDLERANGE( ShadowVeryShort, i-totIdx ) - TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx-totIdx ); for (totIdx = 2; totIdx >= 1; --totIdx) EqualPeriodTotal[totIdx] += TA_CANDLERANGE( Equal, i-totIdx ) - TA_CANDLERANGE( Equal, EqualTrailingIdx-totIdx ); i++; ShadowVeryShortTrailingIdx++; 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::CdlIdentical3Crows( 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 cdlIdentical3Crows( 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_CDLIDENTICAL3CROWS( 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 */ ARRAY_LOCAL(ShadowVeryShortPeriodTotal,3); /* Generated */ ARRAY_LOCAL(EqualPeriodTotal,3); /* Generated */ int i, outIdx, totIdx, ShadowVeryShortTrailingIdx, 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(CDLIDENTICAL3CROWS)(); /* 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 */ ShadowVeryShortPeriodTotal[2] = 0; /* Generated */ ShadowVeryShortPeriodTotal[1] = 0; /* Generated */ ShadowVeryShortPeriodTotal[0] = 0; /* Generated */ ShadowVeryShortTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(ShadowVeryShort); /* Generated */ EqualPeriodTotal[2] = 0; /* Generated */ EqualPeriodTotal[1] = 0; /* Generated */ EqualPeriodTotal[0] = 0; /* Generated */ EqualTrailingIdx = startIdx - TA_CANDLEAVGPERIOD(Equal); /* Generated */ i = ShadowVeryShortTrailingIdx; /* Generated */ while( i < startIdx ) { /* Generated */ ShadowVeryShortPeriodTotal[2] += TA_CANDLERANGE( ShadowVeryShort, i-2 ); /* Generated */ ShadowVeryShortPeriodTotal[1] += TA_CANDLERANGE( ShadowVeryShort, i-1 ); /* Generated */ ShadowVeryShortPeriodTotal[0] += TA_CANDLERANGE( ShadowVeryShort, i ); /* Generated */ i++; /* Generated */ } /* Generated */ i = EqualTrailingIdx; /* Generated */ while( i < startIdx ) { /* Generated */ EqualPeriodTotal[2] += TA_CANDLERANGE( Equal, i-2 ); /* Generated */ EqualPeriodTotal[1] += TA_CANDLERANGE( Equal, i-1 ); /* Generated */ i++; /* Generated */ } /* Generated */ i = startIdx; /* Generated */ outIdx = 0; /* Generated */ do /* Generated */ { /* Generated */ if( TA_CANDLECOLOR(i-2) == -1 && // 1st black /* Generated */ // very short lower shadow /* Generated */ TA_LOWERSHADOW(i-2) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal[2], i-2 ) && /* Generated */ TA_CANDLECOLOR(i-1) == -1 && // 2nd black /* Generated */ // very short lower shadow /* Generated */ TA_LOWERSHADOW(i-1) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal[1], i-1 ) && /* Generated */ TA_CANDLECOLOR(i) == -1 && // 3rd black /* Generated */ // very short lower shadow /* Generated */ TA_LOWERSHADOW(i) < TA_CANDLEAVERAGE( ShadowVeryShort, ShadowVeryShortPeriodTotal[0], i ) && /* Generated */ inClose[i-2] > inClose[i-1] && // three declining /* Generated */ inClose[i-1] > inClose[i] && /* Generated */ // 2nd black opens very close to 1st close /* Generated */ inOpen[i-1] <= inClose[i-2] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[2], i-2 ) && /* Generated */ inOpen[i-1] >= inClose[i-2] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[2], i-2 ) && /* Generated */ // 3rd black opens very close to 2nd close /* Generated */ inOpen[i] <= inClose[i-1] + TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[1], i-1 ) && /* Generated */ inOpen[i] >= inClose[i-1] - TA_CANDLEAVERAGE( Equal, EqualPeriodTotal[1], i-1 ) /* Generated */ ) /* Generated */ outInteger[outIdx++] = -100; /* Generated */ else /* Generated */ outInteger[outIdx++] = 0; /* Generated */ for (totIdx = 2; totIdx >= 0; --totIdx) /* Generated */ ShadowVeryShortPeriodTotal[totIdx] += TA_CANDLERANGE( ShadowVeryShort, i-totIdx ) /* Generated */ - TA_CANDLERANGE( ShadowVeryShort, ShadowVeryShortTrailingIdx-totIdx ); /* Generated */ for (totIdx = 2; totIdx >= 1; --totIdx) /* Generated */ EqualPeriodTotal[totIdx] += TA_CANDLERANGE( Equal, i-totIdx ) /* Generated */ - TA_CANDLERANGE( Equal, EqualTrailingIdx-totIdx ); /* Generated */ i++; /* Generated */ ShadowVeryShortTrailingIdx++; /* 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 ****/