Crossover

Function Prototype

/* Crossover */
/* Type: math */
/* Input arrays: 2    Options: 0    Output arrays: 1 */
/* Inputs: real, real */
/* Options: none */
/* Outputs: crossover */
int ti_crossover_start(TI_REAL const *options);
int ti_crossover(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.

Crossover is a simple function that indicates when two input arrays crossover each other.

When given two inputs, A and B, cross returns 1 for the periods that A crosses above B.

It is very commonly used by algorithmic trading formulas. An example would be generating a buy signal when a faster moving average crosses over a slower moving average.

See Also

• Crossany
• Linear Decay
• Exponential Decay

Example Usage

Calling From C

/* Example usage of Crossover */
/* Assuming that 'input1' and 'input2' are pre-loaded arrays of size 'in_size'. */
TI_REAL *inputs[] = {input1, input2};
TI_REAL options[] = {}; /* No options */
TI_REAL *outputs[1]; /* crossover */

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

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

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

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Crossover
crossover = ti.crossover(input1, input2)

Example Calculation

Chart

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