Awesome Oscillator

Technical Analysis Indicator: ao

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Function Prototype

/* Awesome Oscillator */
/* Type: indicator */
/* Input arrays: 2    Options: 0    Output arrays: 1 */
/* Inputs: high, low */
/* Options: none */
/* Outputs: ao */
int ti_ao_start(TI_REAL const *options);
int ti_ao(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Awesome Oscillator helps determine momentum.

It is calculated as follows:

$$hl_{t} = \frac{high_{t} + low_{t}}{2}$$
$$ao_{t} = (\frac{1}{5} \sum_{i=0}^{4} hl_{t-i}) - (\frac{1}{34} \sum_{i=0}^{33} hl_{t-i})$$

See Also

References

Example Usage

Calling From C

/* Example usage of Awesome Oscillator */
/* Assuming that 'high' and 'low' are pre-loaded arrays of size 'in_size'. */
TI_REAL *inputs[] = {high, low};
TI_REAL options[] = {}; /* No options */
TI_REAL *outputs[1]; /* ao */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_ao_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* ao */

/* Run the actual calculation. */
const int ret = ti_ao(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Awesome Oscillator
ao = ti.ao(high, low)

Example Calculation

datehighlowao
2005-11-0182.1581.29
2005-11-0281.8980.64
2005-11-0383.0381.31
2005-11-0483.3082.65
2005-11-0783.8583.07
2005-11-0883.9083.11
2005-11-0983.3382.49
2005-11-1084.3082.30
2005-11-1184.8484.15
2005-11-1485.0084.11
2005-11-1585.9084.03
2005-11-1686.5885.39
2005-11-1786.9885.76
2005-11-1888.0087.17
2005-11-2187.8787.01

Chart

 

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