BOLLINGER BANDS
Overview of the Bollinger Bands Indictor.
Bollinger bands are a chart overlay, volatility indicator that show the upper and lower range of normal price movement based on standard deviation.
The centerline of Bollinger bands is typically a 20-day simple moving average. The upper and lower bands are twice the 20-day standard deviation of price above and below the centerline.
Source code for the Bollinger Bands (BBANDS) function is available here
/* TA-LIB Copyright (c) 1999-2007, Mario Fortier
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or
* without modification, are permitted provided that the following
* conditions are met:
*
* - Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* - Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* - Neither name of author nor the names of its contributors
* may be used to endorse or promote products derived from this
* software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
* REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
* OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
* WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
* OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
* EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/* List of contributors:
*
* Initial Name/description
* -------------------------------------------------------------------
* MF Mario Fortier
* JV Jesus Viver <324122@cienz.unizar.es>
*
*
* Change history:
*
* MMDDYY BY Description
* -------------------------------------------------------------------
* 112400 MF Template creation.
* 010503 MF Fix to always use SMA for the STDDEV (Thanks to JV).
* 052603 MF Adapt code to compile with .NET Managed C++
*
*/
/**** START GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
/* All code within this section is automatically
* generated by gen_code. Any modification will be lost
* next time gen_code is run.
*/
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ #include "TA-Lib-Core.h"
/* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode::InternalError)
/* Generated */ namespace TicTacTec { namespace TA { namespace Library {
/* Generated */ #elif defined( _JAVA )
/* Generated */ #include "ta_defs.h"
/* Generated */ #include "ta_java_defs.h"
/* Generated */ #define TA_INTERNAL_ERROR(Id) (RetCode.InternalError)
/* Generated */ #else
/* Generated */ #include <string.h>
/* Generated */ #include <math.h>
/* Generated */ #include "ta_func.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #ifndef TA_UTILITY_H
/* Generated */ #include "ta_utility.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #ifndef TA_MEMORY_H
/* Generated */ #include "ta_memory.h"
/* Generated */ #endif
/* Generated */
/* Generated */ #define TA_PREFIX(x) TA_##x
/* Generated */ #define INPUT_TYPE double
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ int Core::BbandsLookback( int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ MAType optInMAType ) /* Generated */
/* Generated */ #elif defined( _JAVA )
/* Generated */ public int bbandsLookback( int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ MAType optInMAType ) /* Generated */
/* Generated */ #else
/* Generated */ int TA_BBANDS_Lookback( int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ TA_MAType optInMAType ) /* Generated */
/* Generated */ #endif
/**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
{
/* insert local variable here */
/**** START GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ /* min/max are checked for optInTimePeriod. */
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 5;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return -1;
/* Generated */
/* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT )
/* Generated */ optInNbDevUp = 2.000000e+0;
/* Generated */ else if( (optInNbDevUp < -3.000000e+37) ||/* Generated */ (optInNbDevUp > 3.000000e+37) )
/* Generated */ return -1;
/* Generated */
/* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT )
/* Generated */ optInNbDevDn = 2.000000e+0;
/* Generated */ else if( (optInNbDevDn < -3.000000e+37) ||/* Generated */ (optInNbDevDn > 3.000000e+37) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */ optInMAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */ return -1;
/* Generated */
/* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
/* insert lookback code here. */
UNUSED_VARIABLE(optInNbDevUp);
UNUSED_VARIABLE(optInNbDevDn);
/* The lookback is driven by the middle band moving average. */
return LOOKBACK_CALL(MA)( optInTimePeriod, optInMAType );
}
/**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
/*
* TA_BBANDS - Bollinger Bands
*
* Input = double
* Output = double, double, double
*
* Optional Parameters
* -------------------
* optInTimePeriod:(From 2 to 100000)
* Number of period
*
* optInNbDevUp:(From TA_REAL_MIN to TA_REAL_MAX)
* Deviation multiplier for upper band
*
* optInNbDevDn:(From TA_REAL_MIN to TA_REAL_MAX)
* Deviation multiplier for lower band
*
* optInMAType:
* Type of Moving Average
*
*
*/
/* Generated */
/* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
/* Generated */ enum class Core::RetCode Core::Bbands( int startIdx,
/* Generated */ int endIdx,
/* Generated */ SubArray^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ MAType optInMAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outRealUpperBand,
/* Generated */ cli::array<double>^ outRealMiddleBand,
/* Generated */ cli::array<double>^ outRealLowerBand )
/* Generated */ #elif defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Bbands( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<double>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ MAType optInMAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outRealUpperBand,
/* Generated */ cli::array<double>^ outRealMiddleBand,
/* Generated */ cli::array<double>^ outRealLowerBand )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode bbands( int startIdx,
/* Generated */ int endIdx,
/* Generated */ double inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ MAType optInMAType,
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outRealUpperBand[],
/* Generated */ double outRealMiddleBand[],
/* Generated */ double outRealLowerBand[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_BBANDS( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const double inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ TA_MAType optInMAType,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outRealUpperBand[],
/* Generated */ double outRealMiddleBand[],
/* Generated */ double outRealLowerBand[] )
/* Generated */ #endif
/**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
{
/* Insert local variables here. */
ENUM_DECLARATION(RetCode) retCode;
int i;
double tempReal, tempReal2;
ARRAY_REF(tempBuffer1);
ARRAY_REF(tempBuffer2);
/**** START GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */
/* Generated */ /* Validate the requested output range. */
/* Generated */ if( startIdx < 0 )
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif /* !defined(_JAVA)*/
/* Generated */ /* min/max are checked for optInTimePeriod. */
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 5;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT )
/* Generated */ optInNbDevUp = 2.000000e+0;
/* Generated */ else if( (optInNbDevUp < -3.000000e+37) ||/* Generated */ (optInNbDevUp > 3.000000e+37) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT )
/* Generated */ optInNbDevDn = 2.000000e+0;
/* Generated */ else if( (optInNbDevDn < -3.000000e+37) ||/* Generated */ (optInNbDevDn > 3.000000e+37) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */ optInMAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_MANAGED) && !defined(_JAVA)*/
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outRealUpperBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ if( !outRealMiddleBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ if( !outRealLowerBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */
/* Generated */ #endif /* !defined(_JAVA) */
/* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
/* Generated */
/**** END GENCODE SECTION 4 - DO NOT DELETE THIS LINE ****/
/* Insert TA function code here. */
/* Identify TWO temporary buffer among the outputs.
*
* These temporary buffers allows to perform the
* calculation without any memory allocation.
*
* Whenever possible, make the tempBuffer1 be the
* middle band output. This will save one copy operation.
*/
#if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY )
tempBuffer1 = outRealMiddleBand;
tempBuffer2 = outRealLowerBand;
#else
if( inReal == outRealUpperBand )
{
tempBuffer1 = outRealMiddleBand;
tempBuffer2 = outRealLowerBand;
}
else if( inReal == outRealLowerBand )
{
tempBuffer1 = outRealMiddleBand;
tempBuffer2 = outRealUpperBand;
}
else if( inReal == outRealMiddleBand )
{
tempBuffer1 = outRealLowerBand;
tempBuffer2 = outRealUpperBand;
}
else
{
tempBuffer1 = outRealMiddleBand;
tempBuffer2 = outRealUpperBand;
}
/* Check that the caller is not doing tricky things.
* (like using the input buffer in two output!)
*/
if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) )
return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
#endif
/* Calculate the middle band, which is a moving average.
* The other two bands will simply add/substract the
* standard deviation from this middle band.
*/
retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal,
optInTimePeriod, optInMAType,
outBegIdx, outNBElement, tempBuffer1 );
if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) )
{
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
return retCode;
}
/* Calculate the standard deviation into tempBuffer2. */
if( optInMAType == ENUM_VALUE(MAType,TA_MAType_SMA,Sma) )
{
/* A small speed optimization by re-using the
* already calculated SMA.
*/
FUNCTION_CALL(INT_stddev_using_precalc_ma)( inReal, tempBuffer1,
(int)VALUE_HANDLE_DEREF(outBegIdx), (int)VALUE_HANDLE_DEREF(outNBElement),
optInTimePeriod, tempBuffer2 );
}
else
{
/* Calculate the Standard Deviation */
retCode = FUNCTION_CALL(STDDEV)( (int)VALUE_HANDLE_DEREF(outBegIdx), endIdx, inReal,
optInTimePeriod, 1.0,
outBegIdx, outNBElement, tempBuffer2 );
if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
{
VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
return retCode;
}
}
/* Copy the MA calculation into the middle band ouput, unless
* the calculation was done into it already!
*/
#if !defined(USE_SINGLE_PRECISION_INPUT)
if( tempBuffer1 != outRealMiddleBand )
{
ARRAY_COPY( outRealMiddleBand, tempBuffer1, VALUE_HANDLE_DEREF(outNBElement) );
}
#endif
/* Now do a tight loop to calculate the upper/lower band at
* the same time.
*
* All the following 5 loops are doing the same, except there
* is an attempt to speed optimize by eliminating uneeded
* multiplication.
*/
if( optInNbDevUp == optInNbDevDn )
{
if( optInNbDevUp == 1.0 )
{
/* No standard deviation multiplier needed. */
for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - tempReal;
}
}
else
{
/* Upper/lower band use the same standard deviation multiplier. */
for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
{
tempReal = tempBuffer2[i] * optInNbDevUp;
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - tempReal;
}
}
}
else if( optInNbDevUp == 1.0 )
{
/* Only lower band has a standard deviation multiplier. */
for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + tempReal;
outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
}
}
else if( optInNbDevDn == 1.0 )
{
/* Only upper band has a standard deviation multiplier. */
for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealLowerBand[i] = tempReal2 - tempReal;
outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
}
}
else
{
/* Upper/lower band have distinctive standard deviation multiplier. */
for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
{
tempReal = tempBuffer2[i];
tempReal2 = outRealMiddleBand[i];
outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
}
}
return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
}
/**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
/* Generated */
/* Generated */ #define USE_SINGLE_PRECISION_INPUT
/* Generated */ #if !defined( _MANAGED ) && !defined( _JAVA )
/* Generated */ #undef TA_PREFIX
/* Generated */ #define TA_PREFIX(x) TA_S_##x
/* Generated */ #endif
/* Generated */ #undef INPUT_TYPE
/* Generated */ #define INPUT_TYPE float
/* Generated */ #if defined( _MANAGED )
/* Generated */ enum class Core::RetCode Core::Bbands( int startIdx,
/* Generated */ int endIdx,
/* Generated */ cli::array<float>^ inReal,
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ MAType optInMAType,
/* Generated */ [Out]int% outBegIdx,
/* Generated */ [Out]int% outNBElement,
/* Generated */ cli::array<double>^ outRealUpperBand,
/* Generated */ cli::array<double>^ outRealMiddleBand,
/* Generated */ cli::array<double>^ outRealLowerBand )
/* Generated */ #elif defined( _JAVA )
/* Generated */ public RetCode bbands( int startIdx,
/* Generated */ int endIdx,
/* Generated */ float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ MAType optInMAType,
/* Generated */ MInteger outBegIdx,
/* Generated */ MInteger outNBElement,
/* Generated */ double outRealUpperBand[],
/* Generated */ double outRealMiddleBand[],
/* Generated */ double outRealLowerBand[] )
/* Generated */ #else
/* Generated */ TA_RetCode TA_S_BBANDS( int startIdx,
/* Generated */ int endIdx,
/* Generated */ const float inReal[],
/* Generated */ int optInTimePeriod, /* From 2 to 100000 */
/* Generated */ double optInNbDevUp, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ double optInNbDevDn, /* From TA_REAL_MIN to TA_REAL_MAX */
/* Generated */ TA_MAType optInMAType,
/* Generated */ int *outBegIdx,
/* Generated */ int *outNBElement,
/* Generated */ double outRealUpperBand[],
/* Generated */ double outRealMiddleBand[],
/* Generated */ double outRealLowerBand[] )
/* Generated */ #endif
/* Generated */ {
/* Generated */ ENUM_DECLARATION(RetCode) retCode;
/* Generated */ int i;
/* Generated */ double tempReal, tempReal2;
/* Generated */ ARRAY_REF(tempBuffer1);
/* Generated */ ARRAY_REF(tempBuffer2);
/* Generated */ #ifndef TA_FUNC_NO_RANGE_CHECK
/* Generated */ if( startIdx < 0 )
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_START_INDEX,OutOfRangeStartIndex);
/* Generated */ if( (endIdx < 0) || (endIdx < startIdx))
/* Generated */ return ENUM_VALUE(RetCode,TA_OUT_OF_RANGE_END_INDEX,OutOfRangeEndIndex);
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !inReal ) return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ if( (int)optInTimePeriod == TA_INTEGER_DEFAULT )
/* Generated */ optInTimePeriod = 5;
/* Generated */ else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( optInNbDevUp == TA_REAL_DEFAULT )
/* Generated */ optInNbDevUp = 2.000000e+0;
/* Generated */ else if( (optInNbDevUp < -3.000000e+37) || (optInNbDevUp > 3.000000e+37) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( optInNbDevDn == TA_REAL_DEFAULT )
/* Generated */ optInNbDevDn = 2.000000e+0;
/* Generated */ else if( (optInNbDevDn < -3.000000e+37) || (optInNbDevDn > 3.000000e+37) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #if !defined(_MANAGED) && !defined(_JAVA)
/* Generated */ if( (int)optInMAType == TA_INTEGER_DEFAULT )
/* Generated */ optInMAType = (TA_MAType)0;
/* Generated */ else if( ((int)optInMAType < 0) || ((int)optInMAType > 8) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #if !defined(_JAVA)
/* Generated */ if( !outRealUpperBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( !outRealMiddleBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ if( !outRealLowerBand )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ #endif
/* Generated */ #if defined(USE_SINGLE_PRECISION_INPUT) || defined( USE_SUBARRAY )
/* Generated */ tempBuffer1 = outRealMiddleBand;
/* Generated */ tempBuffer2 = outRealLowerBand;
/* Generated */ #else
/* Generated */ if( inReal == outRealUpperBand )
/* Generated */ {
/* Generated */ tempBuffer1 = outRealMiddleBand;
/* Generated */ tempBuffer2 = outRealLowerBand;
/* Generated */ }
/* Generated */ else if( inReal == outRealLowerBand )
/* Generated */ {
/* Generated */ tempBuffer1 = outRealMiddleBand;
/* Generated */ tempBuffer2 = outRealUpperBand;
/* Generated */ }
/* Generated */ else if( inReal == outRealMiddleBand )
/* Generated */ {
/* Generated */ tempBuffer1 = outRealLowerBand;
/* Generated */ tempBuffer2 = outRealUpperBand;
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ tempBuffer1 = outRealMiddleBand;
/* Generated */ tempBuffer2 = outRealUpperBand;
/* Generated */ }
/* Generated */ if( (tempBuffer1 == inReal) || (tempBuffer2 == inReal) )
/* Generated */ return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
/* Generated */ #endif
/* Generated */ retCode = FUNCTION_CALL(MA)( startIdx, endIdx, inReal,
/* Generated */ optInTimePeriod, optInMAType,
/* Generated */ outBegIdx, outNBElement, tempBuffer1 );
/* Generated */ if( (retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) ) || ((int)VALUE_HANDLE_DEREF(outNBElement) == 0) )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ if( optInMAType == ENUM_VALUE(MAType,TA_MAType_SMA,Sma) )
/* Generated */ {
/* Generated */ FUNCTION_CALL(INT_stddev_using_precalc_ma)( inReal, tempBuffer1,
/* Generated */ (int)VALUE_HANDLE_DEREF(outBegIdx), (int)VALUE_HANDLE_DEREF(outNBElement),
/* Generated */ optInTimePeriod, tempBuffer2 );
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ retCode = FUNCTION_CALL(STDDEV)( (int)VALUE_HANDLE_DEREF(outBegIdx), endIdx, inReal,
/* Generated */ optInTimePeriod, 1.0,
/* Generated */ outBegIdx, outNBElement, tempBuffer2 );
/* Generated */ if( retCode != ENUM_VALUE(RetCode,TA_SUCCESS,Success) )
/* Generated */ {
/* Generated */ VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
/* Generated */ return retCode;
/* Generated */ }
/* Generated */ }
/* Generated */ #if !defined(USE_SINGLE_PRECISION_INPUT)
/* Generated */ if( tempBuffer1 != outRealMiddleBand )
/* Generated */ {
/* Generated */ ARRAY_COPY( outRealMiddleBand, tempBuffer1, VALUE_HANDLE_DEREF(outNBElement) );
/* Generated */ }
/* Generated */ #endif
/* Generated */ if( optInNbDevUp == optInNbDevDn )
/* Generated */ {
/* Generated */ if( optInNbDevUp == 1.0 )
/* Generated */ {
/* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
/* Generated */ {
/* Generated */ tempReal = tempBuffer2[i];
/* Generated */ tempReal2 = outRealMiddleBand[i];
/* Generated */ outRealUpperBand[i] = tempReal2 + tempReal;
/* Generated */ outRealLowerBand[i] = tempReal2 - tempReal;
/* Generated */ }
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
/* Generated */ {
/* Generated */ tempReal = tempBuffer2[i] * optInNbDevUp;
/* Generated */ tempReal2 = outRealMiddleBand[i];
/* Generated */ outRealUpperBand[i] = tempReal2 + tempReal;
/* Generated */ outRealLowerBand[i] = tempReal2 - tempReal;
/* Generated */ }
/* Generated */ }
/* Generated */ }
/* Generated */ else if( optInNbDevUp == 1.0 )
/* Generated */ {
/* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
/* Generated */ {
/* Generated */ tempReal = tempBuffer2[i];
/* Generated */ tempReal2 = outRealMiddleBand[i];
/* Generated */ outRealUpperBand[i] = tempReal2 + tempReal;
/* Generated */ outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
/* Generated */ }
/* Generated */ }
/* Generated */ else if( optInNbDevDn == 1.0 )
/* Generated */ {
/* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
/* Generated */ {
/* Generated */ tempReal = tempBuffer2[i];
/* Generated */ tempReal2 = outRealMiddleBand[i];
/* Generated */ outRealLowerBand[i] = tempReal2 - tempReal;
/* Generated */ outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
/* Generated */ }
/* Generated */ }
/* Generated */ else
/* Generated */ {
/* Generated */ for( i=0; i < (int)VALUE_HANDLE_DEREF(outNBElement); i++ )
/* Generated */ {
/* Generated */ tempReal = tempBuffer2[i];
/* Generated */ tempReal2 = outRealMiddleBand[i];
/* Generated */ outRealUpperBand[i] = tempReal2 + (tempReal * optInNbDevUp);
/* Generated */ outRealLowerBand[i] = tempReal2 - (tempReal * optInNbDevDn);
/* Generated */ }
/* Generated */ }
/* Generated */ return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
/* Generated */ }
/* Generated */
/* Generated */ #if defined( _MANAGED )
/* Generated */ }}} // Close namespace TicTacTec.TA.Lib
/* Generated */ #endif
/**** END GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
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