Lag

Technical Analysis Indicator: lag

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Function Prototype

/* Lag */
/* Type: math */
/* Input arrays: 1    Options: 1    Output arrays: 1 */
/* Inputs: real */
/* Options: period */
/* Outputs: lag */
int ti_lag_start(TI_REAL const *options);
int ti_lag(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 Lag indicator just introduces lag to its input. It is useful for "lookback" in building trading algorithms.

Lag takes one parameter, the lag period n.

It is calculated as:

$$lag_{t} = in_{t-n}$$

See Also

References

Example Usage

Calling From C

/* Example usage of Lag */
/* Assuming that 'input' is a pre-loaded array of size 'in_size'. */
TI_REAL *inputs[] = {input};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[1]; /* lag */

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

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

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

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Lag
lag = ti.lag(input, 5)

Example Calculation

period = 5

dateinputlag
2005-11-0181.59
2005-11-0281.06
2005-11-0382.87
2005-11-0483.00
2005-11-0783.61
2005-11-0883.1581.59
2005-11-0982.8481.06
2005-11-1083.9982.87
2005-11-1184.5583.00
2005-11-1484.3683.61
2005-11-1585.5383.15
2005-11-1686.5482.84
2005-11-1786.8983.99
2005-11-1887.7784.55
2005-11-2187.2984.36

Chart

 

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