MACD_R module routines

MACD_R module routines - WIN32

MACD_R.C - Moving Average Convergence / Divergence Routines

ANSI C Moving Average Convergence / Divergence and Moving Average Convergence / Divergence Histogram routines. All of the MACD routines are front-ended by macros to provide the MACDH routines. And since an MACD is just a dual moving average crossover with one more parameter for a trigger line, the MACD routines have also been front-end by another set of macros for DMAC support (the DMAC new macro will supply a dummy value for the trigger line length). So once the enough_data is field goes TRUE the DMAC value will be in the macd var.

For an example lets calc a McClellan Oscillator -

// given 2 float arrays of data : adv[] & decl[]

mcc_ptr = new_dmac_struct( 19 , 39 , FALSE ) ; for( i = 0 ; 1 <40 ; i++ )
update_dmac_struct( mcc_ptr , adv[ i ] - decl[ i ] ) ;

printf( "McClellan Osc = %4.0f \n" , mcc_ptr->macd ) ;

Function	new_macd_struct
Include file	MACD_R.H
Prototype	MACD * new_macd_struct( int ma_length1 , int ma_length2 , int trigger , int sma_flag )
Remarks	Allocate, initialize and return a virgin moving average convergence / divergence structure. This same structure is also used for calculating MACDHs and DMACs. Set sma_flag to TRUE to calculate simple moving averages and FALSE for exponential averages.

Function	reset_macd_struct
Include file	MACD_R.H
Prototype	void reset_macd_struct( MACD *macd_ptr )
Remarks	Reset a MACD data structure for a new data series.

Function	update_macd_struct
Include file	MACD_R.H
Prototype	void update_macd_struct( MACD *macd_ptr , float data )
Remarks	Update the caller's MACD with the new data. Once we have collected enough data to calc the MACD, macd_ptr->enough_data will be set to TRUE and macd_ptr->macd can be used.

Function	free_macd_struct
Include file	MACD_R.H
Prototype	void free_macd_struct( MACD *macd_ptr )
Remarks	Return the MACD and its sub-structure memory to the system.

Function	calc_emacd
Include file	MACD_R.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	MACD_R.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	new_macd_ind_struct
Include file	MACD_R.H
Prototype	MACD_IND * new_macd_ind_struct( int data_cnt )
Remarks	Allocate, and return a virgin moving average convergence / divergence indicator display structure for data_cnt items.

Function	free_macd_ind_struct
Include file	MACD_R.H
Prototype	void free_macd_ind_struct( MACD_IND *macd_ptr )
Remarks	Return the MACD indicator display structure and its sub-structure memory to the system.

Function	calc_macd_ind
Include file	MACD_R.H
Prototype	void calc_macd_ind( DATA_REC data_ptr , int data_cnt , int which_field , MACD_IND inds , int ma_length1 , int ma_length2 , int trigger , int sma_flag )
Remarks	Calculate a moving average convergence / divergence indicator of ma_length1 and ma_length2 with a trigger length of trigger for the requested field for the DATA_REC data series. The indicator will be built in the caller's MACD_IND indicator display structure inds. While we are at it we'll also calc the MACD histogram.

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