CSTM_IND module routines

CSTM_IND.C

This module contains the indicator routines for CSTM_RPT. From the abstract view this module meant to process sequentially - globally available DATA_REC data points through the defined report template via the process_records. For each DATA_REC data value each of the defined process records while be called by sequence of their definition (they'll be called in-order). This means for DATA_REC # 1 - process records 1 to N are executed, then DATA_REC # 2 is processed, etc.. Since the process records are processed in order this means that process records can also generate data that can be further processed by subsequent process records on the same DATA_REC pass (exp. DATA_REC # 1 / process record #1 builds a output value that DATA_REC #1 / process record # 2 can then use).

All of the indicators can be thought of as objects attached to the process records. Each indicator object has two main routines - an allocate routine and a calculate routine (beginning with allocate_ & calc_ respectively). It may also have a initialize routine to reset itself between multiple data series if it needs to (these routines begin with init_). Of course there are other helper routines too. Also some indicator objects are layered on top of other indicator objects (exp. MACDs are built out of SMAs or EMAs). For this reason some indicators also have alloc_ routines that allocate, initialize and return the pointer to a virgin indicator object.

Also each indicator object internally caches the data that it is provided during the update calls so it is possible to calculate indicators of indicators. Sometimes this could be of dubious value (like calculating a stochastics indicator of a moving average), other times it can be very valuable (like a standard deviation study of any indicator).

Function	init_x1
Include file	CSTM_IND.H
Prototype	void init_x1( void )
Remarks	Initialize the cur_prc_rec's x1 indicator structure.

Function	allocate_x1
Include file	CSTM_IND.H
Prototype	void allocate_x1( void )
Remarks	Allocate a x1 indicator structure and attach it to the cur_prc_rec.

Function	calc_x1
Include file	CSTM_IND.H
Prototype	void calc_x1( void )
Remarks	Calculate the current output value for the x1 indicator attached to the cur_prc_rec.

Function	store_bars_needed
Include file	CSTM_IND.H
Prototype	void store_bars_needed( int bars_needed )
Remarks	Calculate the number of data bars needed before this indicator can start generating output values and used the value to possibly update the master bars_needed data counter.

Function	bars_needed_by_secondary_srcs
Include file	CSTM_IND.H
Prototype	int bars_needed_by_secondary_srcs( int source_idx )
Remarks	Walk back up the data source trail summing all the bars_needed by each secondary data source until we hit a file constant data source.

Function	cnvt_cur_idx_2_last
Include file	CSTM_IND.H
Prototype	int cnvt_cur_idx_2_last( int cur , int max )
Remarks	Handle decrementing a circular queue index.

Function	get_last_output_value_4_cur_prc
Include file	CSTM_IND.H
Prototype	float get_last_output_value_4_cur_prc( void )
Remarks	Fetch the last value outputed by the indicator attached to the cur_prc_rec.

Function	chk_ma_lengths
Include file	CSTM_IND.H
Prototype	void chk_ma_lengths( int length1 , int length2 )
Remarks	Verify (and reverse if necessary) that moving average length1 is shorter than moving average length2.

Function	chk_4_ma_tests
Include file	CSTM_IND.H
Prototype	void chk_4_ma_tests( int output_idx , float cur_ma )
Remarks	Check if the current dt_rec is testing a moving average. If it is then update the out_ptr->signal_state to show it.

Function	enough_data_yet
Include file	CSTM_IND.H
Prototype	int enough_data_yet( int minimum_cnt )
Remarks	Return TRUE if we have the minimum number of data bars to calculate this indicator. This routine will also check secondary datas source if used by the cur_prc_rec's indicator object.

Function	init_sma_ptr
Include file	CSTM_IND.H
Prototype	void init_sma_ptr( SMA *sma_ptr )
Remarks	Initialize a given simple moving average indicator structure.

Function	init_sma
Include file	CSTM_IND.H
Prototype	void init_sma( void )
Remarks	Initialize the cur_prc_rec's simple moving average indicator structure.

Function	alloc_sma
Include file	CSTM_IND.H
Prototype	SMA *alloc_sma( int ma_length )
Remarks	Allocate a simple moving average indicator structure and return it to the caller.

Function	allocate_sma
Include file	CSTM_IND.H
Prototype	void allocate_sma( void )
Remarks	Allocate a simple moving average indicator structure and attach it to the cur_prc_rec.

Function	update_sma
Include file	CSTM_IND.H
Prototype	void update_sma( SMA *sma_ptr , float data )
Remarks	Update the given simple moving average indicator structure with the provided data.

Function	calc_sma
Include file	CSTM_IND.H
Prototype	void calc_sma( void )
Remarks	Calculate the current output value for the simple moving average indicator attached to the cur_prc_rec.

Function	init_ema_ptr
Include file	CSTM_IND.H
Prototype	void init_ema_ptr( EMA *ema_ptr )
Remarks	Initialize a given exponential moving average indicator structure.

Function	init_ema
Include file	CSTM_IND.H
Prototype	void init_ema( void )
Remarks	Initialize the cur_prc_rec's exponential moving average indicator structure.

Function	alloc_ema
Include file	CSTM_IND.H
Prototype	EMA *alloc_ema( int ma_length )
Remarks	Allocate a exponential moving average indicator structure and return it to the caller.

Function	allocate_ema
Include file	CSTM_IND.H
Prototype	void allocate_ema( void )
Remarks	Allocate a exponential moving average indicator structure and attach it to the cur_prc_rec.

Function	update_ema
Include file	CSTM_IND.H
Prototype	void update_ema( EMA *ema_ptr , float data )
Remarks	Update the given exponential moving average indicator structure with the provided data.

Function	calc_ema
Include file	CSTM_IND.H
Prototype	void calc_ema( void )
Remarks	Calculate the current output value for the exponential moving average indicator attached to the cur_prc_rec.

Function	init_rsi
Include file	CSTM_IND.H
Prototype	void init_rsi( void )
Remarks	Initialize the cur_prc_rec's Wilder's relative strength index indicator structure.

Function	allocate_rsi
Include file	CSTM_IND.H
Prototype	void allocate_rsi( void )
Remarks	Allocate a relative strength index indicator structure and attach it to the cur_prc_rec.

Function	calc_rsi
Include file	CSTM_IND.H
Prototype	void calc_rsi( void )
Remarks	Calculate the current output value for the relative strength index indicator attached to the cur_prc_rec.

Function	init_shift_data
Include file	CSTM_IND.H
Prototype	void init_shift_data( void )
Remarks	Initialize the cur_prc_rec's shift data forward indicator structure.

Function	allocate_shift_data
Include file	CSTM_IND.H
Prototype	void allocate_shift_data( void )
Remarks	Allocate a shift data indicator structure and attach it to the cur_prc_rec.

Function	calc_shift_data
Include file	CSTM_IND.H
Prototype	void calc_shift_data( void )
Remarks	Calculate the current output value for the shift data indicator attached to the cur_prc_rec.

Function	init_macd
Include file	CSTM_IND.H
Prototype	void init_macd( void )
Remarks	Initialize the cur_prc_rec's MACD (Moving Average Convergence / Divergence ) indicator structure.

Function	alloc_macd
Include file	CSTM_IND.H
Prototype	MACD *alloc_macd( int ma_length1 , int ma_length2 , int trigger )
Remarks	Allocate a new MACD indicator structure and return it to the caller.

Function	allocate_macd
Include file	CSTM_IND.H
Prototype	void allocate_macd( void )
Remarks	Allocate a MACD indicator structure and attach it to the cur_prc_rec.

Function	calc_emacd
Include file	CSTM_IND.H
Prototype	void calc_emacd( MACD *macd_ptr , float data )
Remarks	Calculate a new output value for the given exponential MACD indicator structure using the provided data.

Function	calc_smacd
Include file	CSTM_IND.H
Prototype	void calc_smacd( MACD *macd_ptr , float data )
Remarks	Calculate a new output value for the given simple MACD indicator structure using the provided data.

Function	calc_macd
Include file	CSTM_IND.H
Prototype	void calc_macd( void )
Remarks	Calculate the current output value for the MACD indicator attached to the cur_prc_rec.

Function	allocate_macdh
Include file	CSTM_IND.H
Prototype	void allocate_macdh( void )
Remarks	Allocate a MACDH (Moving Average Convergence / Divergence Histogram) indicator structure and attach it to the cur_prc_rec.

Function	calc_macdh
Include file	CSTM_IND.H
Prototype	void calc_macdh( void )
Remarks	Calculate the current output value for the MACDH indicator attached to the cur_prc_rec.

Function	init_hhigh
Include file	CSTM_IND.H
Prototype	void init_hhigh( void )
Remarks	Initialize the cur_prc_rec's highest high in N bars indicator structure.

Function	allocate_hhigh
Include file	CSTM_IND.H
Prototype	void allocate_hhigh( void )
Remarks	Allocate a highest high in N bars indicator structure and attach it to the cur_prc_rec.

Function	calc_hhigh
Include file	CSTM_IND.H
Prototype	void calc_hhigh( void )
Remarks	Calculate the current output value for the highest high in N bars indicator attached to the cur_prc_rec.

Function	init_llow
Include file	CSTM_IND.H
Prototype	void init_llow( void )
Remarks	Initialize the cur_prc_rec's lowest low in N bars indicator structure.

Function	allocate_llow
Include file	CSTM_IND.H
Prototype	void allocate_llow( void )
Remarks	Allocate a lowest low in N bars indicator structure and attach it to the cur_prc_rec.

Function	calc_llow
Include file	CSTM_IND.H
Prototype	void calc_llow( void )
Remarks	Calculate the current output value for the lowest low in N bars indicator attached to the cur_prc_rec.

Function	allocate_change
Include file	CSTM_IND.H
Prototype	void allocate_change( void )
Remarks	Allocate a net change indicator structure and attach it to the cur_prc_rec.

Function	calc_change
Include file	CSTM_IND.H
Prototype	void calc_change( void )
Remarks	Calculate the current output value for the net change indicator attached to the cur_prc_rec.

Function	allocate_pchange
Include file	CSTM_IND.H
Prototype	void allocate_pchange( void )
Remarks	Allocate a percent change indicator structure and attach it to the cur_prc_rec.

Function	calc_pchange
Include file	CSTM_IND.H
Prototype	void calc_pchange( void )
Remarks	Calculate the current output value for the percent change indicator attached to the cur_prc_rec.

Function	allocate_range
Include file	CSTM_IND.H
Prototype	void allocate_range( void )
Remarks	Allocate a DATA_REC actual range indicator structure and attach it to the cur_prc_rec.

Function	calc_range
Include file	CSTM_IND.H
Prototype	void calc_range( void )
Remarks	Calculate the current output value for the DATA_REC actual range indicator attached to the cur_prc_rec.

Function	allocate_trange
Include file	CSTM_IND.H
Prototype	void allocate_trange( void )
Remarks	Allocate a DATA_REC true range indicator structure and attach it to the cur_prc_rec.

Function	calc_trange
Include file	CSTM_IND.H
Prototype	void calc_trange( void )
Remarks	Calculate the current output value for the DATA_REC true range indicator attached to the cur_prc_rec.

Function	init_stoc
Include file	CSTM_IND.H
Prototype	void init_stoc( void )
Remarks	Initialize the cur_prc_rec's stochastics indicator structure.

Function	alloc_stoc
Include file	CSTM_IND.H
Prototype	STOC *alloc_stoc( int stoc_length , int k_ma_length , int d_ma_length )
Remarks	Allocate a stochastics indicator structure and return it to the caller.

Function	allocate_stoc
Include file	CSTM_IND.H
Prototype	void allocate_stoc( void )
Remarks	Allocate a stochastics indicator structure and attach it to the cur_prc_rec.

Function	calc_stoc
Include file	CSTM_IND.H
Prototype	void calc_stoc( void )
Remarks	Calculate the current output value for the stochastics indicator attached to the cur_prc_rec.

Function	get_highs_and_lows
Include file	CSTM_IND.H
Prototype	void get_highs_and_lows( STOC *stoc_ptr )
Remarks	Find the highest high and lowest low in the data points cached in the stochastic indicator object.

Function	store_stoc_data
Include file	CSTM_IND.H
Prototype	void store_stoc_data( STOC *stoc_ptr )
Remarks	Store the cur_prc_rec data source into the internal cache in the stochastics indicator structure.

Function	allocate_wclose
Include file	CSTM_IND.H
Prototype	void allocate_wclose( void )
Remarks	Allocate a weighted close indicator structure and attach it to the cur_prc_rec.

Function	calc_wclose
Include file	CSTM_IND.H
Prototype	void calc_wclose( void )
Remarks	Calculate the current output value for the weighted close indicator attached to the cur_prc_rec.

Function	allocate_dmac
Include file	CSTM_IND.H
Prototype	void allocate_dmac( void )
Remarks	Allocate a Dual Moving Average Crossover indicator structure and attach it to the cur_prc_rec.

Function	calc_dmac
Include file	CSTM_IND.H
Prototype	void calc_dmac( void )
Remarks	Calculate the current output value for the Dual Moving Average Crossover indicator attached to the cur_prc_rec.

Function	allocate_wr
Include file	CSTM_IND.H
Prototype	void allocate_wr( void )
Remarks	Allocate a Williams' percent R indicator structure and attach it to the cur_prc_rec.

Function	calc_wr
Include file	CSTM_IND.H
Prototype	void calc_wr( void )
Remarks	Calculate the current output value for the Williams' % R indicator attached to the cur_prc_rec.

Function	init_cci
Include file	CSTM_IND.H
Prototype	void init_cci( void )
Remarks	Calculate the current output value for the Commodity Channel Index indicator attached to the cur_prc_rec.

Function	allocate_cci
Include file	CSTM_IND.H
Prototype	void allocate_cci( void )
Remarks	Allocate a Commodity Channel Index indicator structure and attach it to the cur_prc_rec.

Function	calc_cci
Include file	CSTM_IND.H
Prototype	void calc_cci( void )
Remarks	Calculate the current output value for the Commodity Channel Index indicator attached to the cur_prc_rec.

Function	alloc_stddev
Include file	CSTM_IND.H
Prototype	STDDEV *alloc_stddev( int max )
Remarks	Allocate a standard deviation indicator and return it to the caller.

Function	init_stddev
Include file	CSTM_IND.H
Prototype	void init_stddev( STDDEV *stddev_ptr )
Remarks	Initialize the given standard deviation indicator structure.

Function	update_stddev
Include file	CSTM_IND.H
Prototype	void update_stddev( STDDEV *stddev_ptr , float new_data )
Remarks	Update the given standard deviation indicator structure with the provided data.

Function	init_bb
Include file	CSTM_IND.H
Prototype	void init_bb( void )
Remarks	Initialize the cur_prc_rec's Bollinger Bands indicator structure.

Function	allocate_bb
Include file	CSTM_IND.H
Prototype	void allocate_bb( void )
Remarks	Allocate a Bollinger Band indicator structure and attach it to the cur_prc_rec.

Function	calc_bb
Include file	CSTM_IND.H
Prototype	void calc_bb( void )
Remarks	Calculate the current output value for the Bollinger Band indicator attached to the cur_prc_rec.

Function	init_sdev
Include file	CSTM_IND.H
Prototype	void init_sdev( void )
Remarks	Initialize the cur_prc_rec's standard deviation indicator structure.

Function	allocate_stddev
Include file	CSTM_IND.H
Prototype	void allocate_stddev( void )
Remarks	Allocate a standard deviation indicator structure and attach it to the cur_prc_rec.

Function	calc_stddev
Include file	CSTM_IND.H
Prototype	void calc_stddev( void )
Remarks	Calculate the current output value for the standard deviation indicator attached to the cur_prc_rec.

Function	allocate_recnum
Include file	CSTM_IND.H
Prototype	void allocate_recnum( void )
Remarks	Allocate a report record number indicator structure and attach it to the cur_prc_rec.

Function	calc_recnum
Include file	CSTM_IND.H
Prototype	void calc_recnum( void ) // no calc - just dump the real record number
Remarks	Calculate the current output value for the report record number indicator attached to the cur_prc_rec.

Function	init_sum_n
Include file	CSTM_IND.H
Prototype	void init_sum_n( void )
Remarks	Initialize the cur_prc_rec's N bar summation indicator structure.

Function	allocate_sum_n
Include file	CSTM_IND.H
Prototype	void allocate_sum_n( void )
Remarks	Allocate a N bar summation indicator structure and attach it to the cur_prc_rec.

Function	calc_sum_n
Include file	CSTM_IND.H
Prototype	void calc_sum_n( void )
Remarks	Calculate the current output value for the N bar summation indicator attached to the cur_prc_rec.

Function	init_sum
Include file	CSTM_IND.H
Prototype	void init_sum( void )
Remarks	Initialize the cur_prc_rec's total summation indicator structure.

Function	allocate_sum
Include file	CSTM_IND.H
Prototype	void allocate_sum( void )
Remarks	Allocate a total summation indicator structure and attach it to the cur_prc_rec.

Function	calc_sum
Include file	CSTM_IND.H
Prototype	void calc_sum( void )
Remarks	Calculate the current output value for the total summation indicator attached to the cur_prc_rec.

Function	init_roc
Include file	CSTM_IND.H
Prototype	void init_roc( void )
Remarks	Initialize the cur_prc_rec's Rate Of Change indicator structure.

Function	allocate_roc
Include file	CSTM_IND.H
Prototype	void allocate_roc( void )
Remarks	Allocate a Rate Of Change indicator structure and attach it to the cur_prc_rec.

Function	calc_roc
Include file	CSTM_IND.H
Prototype	void calc_roc( void )
Remarks	Calculate the current output value for the Rate Of Change indicator attached to the cur_prc_rec.

Function	init_mom
Include file	CSTM_IND.H
Prototype	void init_mom( void )
Remarks	Initialize the cur_prc_rec's Momentum indicator structure.

Function	allocate_mom
Include file	CSTM_IND.H
Prototype	void allocate_mom( void )
Remarks	Allocate a momentum indicator structure and attach it to the cur_prc_rec.

Function	calc_mom
Include file	CSTM_IND.H
Prototype	void calc_mom( void )
Remarks	Calculate the current output value for the momentum indicator attached to the cur_prc_rec.

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