text: /* TA-LIB Copyright (c) 1999-2008, 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
   *
   *
   * Change history:
   *
   *  MMDDYY BY   Description
   *  -------------------------------------------------------------------
   *  112400 MF   Template creation.
   *  052603 MF   Adapt code to compile with .NET Managed C++
   *  062804 MF   Resolve div by zero bug on limit case.
   */
  
  /**** 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::RsiLookback( int           optInTimePeriod )  /* From 2 to 100000 */
  /* Generated */ 
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public int rsiLookback( int           optInTimePeriod )  /* From 2 to 100000 */
  /* Generated */ 
  /* Generated */ #else
  /* Generated */ int TA_RSI_Lookback( int           optInTimePeriod )  /* From 2 to 100000 */
  /* Generated */ 
  /* Generated */ #endif
  /**** END GENCODE SECTION 1 - DO NOT DELETE THIS LINE ****/
  {
     /* insert local variable here */
     int retValue;
  
  /**** 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 = 14;
  /* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  /* Generated */       return -1;
  /* Generated */ 
  /* Generated */ #endif /* TA_FUNC_NO_RANGE_CHECK */
  /**** END GENCODE SECTION 2 - DO NOT DELETE THIS LINE ****/
  
     /* insert lookback code here. */
  
     retValue = optInTimePeriod + TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_RSI,Rsi);
     if( TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_METASTOCK,Metastock) )
        retValue--;
  
     return retValue;
  }
  
  /**** START GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
  /*
   * TA_RSI - Relative Strength Index
   * 
   * Input  = double
   * Output = double
   * 
   * Optional Parameters
   * -------------------
   * optInTimePeriod:(From 2 to 100000)
   *    Number of period
   * 
   * 
   */
  /* Generated */ 
  /* Generated */ #if defined( _MANAGED ) && defined( USE_SUBARRAY )
  /* Generated */ enum class Core::RetCode Core::Rsi( int    startIdx,
  /* Generated */                                     int    endIdx,
  /* Generated */                                     SubArray<double>^ inReal,
  /* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                     [Out]int%    outBegIdx,
  /* Generated */                                     [Out]int%    outNBElement,
  /* Generated */                                     SubArray<double>^  outReal )
  /* Generated */ #elif defined( _MANAGED )
  /* Generated */ enum class Core::RetCode Core::Rsi( int    startIdx,
  /* Generated */                                     int    endIdx,
  /* Generated */                                     cli::array<double>^ inReal,
  /* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                     [Out]int%    outBegIdx,
  /* Generated */                                     [Out]int%    outNBElement,
  /* Generated */                                     cli::array<double>^  outReal )
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public RetCode rsi( int    startIdx,
  /* Generated */                     int    endIdx,
  /* Generated */                     double       inReal[],
  /* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                     MInteger     outBegIdx,
  /* Generated */                     MInteger     outNBElement,
  /* Generated */                     double        outReal[] )
  /* Generated */ #else
  /* Generated */ TA_RetCode TA_RSI( int    startIdx,
  /* Generated */                    int    endIdx,
  /* Generated */                    const double inReal[],
  /* Generated */                    int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                    int          *outBegIdx,
  /* Generated */                    int          *outNBElement,
  /* Generated */                    double        outReal[] )
  /* Generated */ #endif
  /**** END GENCODE SECTION 3 - DO NOT DELETE THIS LINE ****/
  {
     /* Insert local variables here. */
     int outIdx;
  
     int today, lookbackTotal, unstablePeriod, i;
     double prevGain, prevLoss, prevValue, savePrevValue;
     double tempValue1, tempValue2;
  
     #if defined( USE_SINGLE_PRECISION_INPUT )
          ARRAY_MEMMOVEMIX_VAR;
     #endif
  
  /**** 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 = 14;
  /* Generated */    else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  /* Generated */       return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */ 
  /* Generated */    #if !defined(_JAVA)
  /* Generated */    if( !outReal )
  /* 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. */
  
     /* The following algorithm is base on the original 
      * work from Wilder's and shall represent the
      * original idea behind the classic RSI.
      *
      * Metastock is starting the calculation one price
      * bar earlier. To make this possible, they assume
      * that the very first bar will be identical to the
      * previous one (no gain or loss).
      */
  
     /* If changing this function, please check also CMO 
      * which is mostly identical (just different in one step 
      * of calculation).
      */
  
     VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
     VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
     
     /* Adjust startIdx to account for the lookback period. */
     lookbackTotal = LOOKBACK_CALL(RSI)( optInTimePeriod );
  
     if( startIdx < lookbackTotal )
        startIdx = lookbackTotal;
  
     /* Make sure there is still something to evaluate. */
     if( startIdx > endIdx )
        return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  
     outIdx = 0; /* Index into the output. */
  
     /* Trap special case where the period is '1'.
      * In that case, just copy the input into the
      * output for the requested range (as-is !)
      */
     if( optInTimePeriod == 1 )
     {
        VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
        i = (endIdx-startIdx)+1;
        VALUE_HANDLE_DEREF(outNBElement) = i;
        #if defined( USE_SINGLE_PRECISION_INPUT )
          ARRAY_MEMMOVEMIX( outReal, 0, inReal, startIdx, i );
        #else
          ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, i );
        #endif
        return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
     }
  
     /* Accumulate Wilder's "Average Gain" and "Average Loss" 
      * among the initial period.
      */
     today = startIdx-lookbackTotal;
     prevValue = inReal[today];
  
     unstablePeriod = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_RSI,Rsi);
  
     /* If there is no unstable period,
      * calculate the 'additional' initial
      * price bar who is particuliar to
      * metastock.
      * If there is an unstable period,
      * no need to calculate since this
      * first value will be surely skip.
      */
     if( (unstablePeriod == 0) && 
         (TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_METASTOCK,Metastock)))
     {
        /* Preserve prevValue because it may get 
         * overwritten by the output.
         *(because output ptr could be the same as input ptr).
         */
        savePrevValue = prevValue;
  
        /* No unstable period, so must calculate first output
         * particular to Metastock.
         * (Metastock re-use the first price bar, so there
         *  is no loss/gain at first. Beats me why they
         *  are doing all this).
         */
        prevGain = 0.0;
        prevLoss = 0.0;
        for( i=optInTimePeriod; i > 0; i-- )
        {
           tempValue1 = inReal[today++];
           tempValue2 = tempValue1 - prevValue;
           prevValue  = tempValue1;
           if( tempValue2 < 0 )
              prevLoss -= tempValue2;
           else
              prevGain += tempValue2;
        }
  
  
        tempValue1 = prevLoss/optInTimePeriod;
        tempValue2 = prevGain/optInTimePeriod;
  
        /* Write the output. */
        tempValue1 = tempValue2+tempValue1;
        if( !TA_IS_ZERO(tempValue1) )
           outReal[outIdx++] = 100*(tempValue2/tempValue1);
        else
           outReal[outIdx++] = 0.0;
  
        /* Are we done? */
        if( today > endIdx )
        {
           VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
           VALUE_HANDLE_DEREF(outNBElement) = outIdx;
           return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
        }
  
        /* Start over for the next price bar. */
        today -= optInTimePeriod;
        prevValue = savePrevValue;
     }
  
  
     /* Remaining of the processing is identical
      * for both Classic calculation and Metastock.
      */
     prevGain = 0.0;
     prevLoss = 0.0;
     today++;
     for( i=optInTimePeriod; i > 0; i-- )
     {
        tempValue1 = inReal[today++];
        tempValue2 = tempValue1 - prevValue;
        prevValue  = tempValue1;
        if( tempValue2 < 0 )
           prevLoss -= tempValue2;
        else
           prevGain += tempValue2;
     }
  
     
     /* Subsequent prevLoss and prevGain are smoothed
      * using the previous values (Wilder's approach).
      *  1) Multiply the previous by 'period-1'. 
      *  2) Add today value.
      *  3) Divide by 'period'.
      */
     prevLoss /= optInTimePeriod;
     prevGain /= optInTimePeriod;
  
     /* Often documentation present the RSI calculation as follow:
      *    RSI = 100 - (100 / 1 + (prevGain/prevLoss))
      *
      * The following is equivalent:
      *    RSI = 100 * (prevGain/(prevGain+prevLoss))
      *
      * The second equation is used here for speed optimization.
      */
     if( today > startIdx )
     {
        tempValue1 = prevGain+prevLoss;
        if( !TA_IS_ZERO(tempValue1) )
           outReal[outIdx++] = 100.0*(prevGain/tempValue1);
        else
           outReal[outIdx++] = 0.0;
     }
     else
     {
        /* Skip the unstable period. Do the processing 
         * but do not write it in the output.
         */   
        while( today < startIdx )
        {
           tempValue1 = inReal[today];
           tempValue2 = tempValue1 - prevValue;
           prevValue  = tempValue1;
  
           prevLoss *= (optInTimePeriod-1);
           prevGain *= (optInTimePeriod-1);
           if( tempValue2 < 0 )
              prevLoss -= tempValue2;
           else
              prevGain += tempValue2;
  
           prevLoss /= optInTimePeriod;
           prevGain /= optInTimePeriod;
  
           today++;
        }
     }
  
     /* Unstable period skipped... now continue
      * processing if needed.
      */
     while( today <= endIdx )
     {
        tempValue1 = inReal[today++];
        tempValue2 = tempValue1 - prevValue;
        prevValue  = tempValue1;
  
        prevLoss *= (optInTimePeriod-1);
        prevGain *= (optInTimePeriod-1);
        if( tempValue2 < 0 )
           prevLoss -= tempValue2;
        else
           prevGain += tempValue2;
  
        prevLoss /= optInTimePeriod;
        prevGain /= optInTimePeriod;
        tempValue1 = prevGain+prevLoss;
        if( !TA_IS_ZERO(tempValue1) )
           outReal[outIdx++] = 100.0*(prevGain/tempValue1);
        else
           outReal[outIdx++] = 0.0;
     }
  
     VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
     VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  
     return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  }
  
  
  /**** START GENCODE SECTION 5 - DO NOT DELETE THIS LINE ****/
  /* Generated */ 
  /* Generated */ #define  USE_SINGLE_PRECISION_INPUT
  /* Generated */ #undef  TA_LIB_PRO
  /* 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 ) && defined( USE_SUBARRAY )
  /* Generated */ enum class Core::RetCode Core::Rsi( int    startIdx,
  /* Generated */                                     int    endIdx,
  /* Generated */                                     SubArray<float>^ inReal,
  /* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                     [Out]int%    outBegIdx,
  /* Generated */                                     [Out]int%    outNBElement,
  /* Generated */                                     SubArray<double>^  outReal )
  /* Generated */ #elif defined( _MANAGED )
  /* Generated */ enum class Core::RetCode Core::Rsi( int    startIdx,
  /* Generated */                                     int    endIdx,
  /* Generated */                                     cli::array<float>^ inReal,
  /* Generated */                                     int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                                     [Out]int%    outBegIdx,
  /* Generated */                                     [Out]int%    outNBElement,
  /* Generated */                                     cli::array<double>^  outReal )
  /* Generated */ #elif defined( _JAVA )
  /* Generated */ public RetCode rsi( int    startIdx,
  /* Generated */                     int    endIdx,
  /* Generated */                     float        inReal[],
  /* Generated */                     int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                     MInteger     outBegIdx,
  /* Generated */                     MInteger     outNBElement,
  /* Generated */                     double        outReal[] )
  /* Generated */ #else
  /* Generated */ TA_RetCode TA_S_RSI( int    startIdx,
  /* Generated */                      int    endIdx,
  /* Generated */                      const float  inReal[],
  /* Generated */                      int           optInTimePeriod, /* From 2 to 100000 */
  /* Generated */                      int          *outBegIdx,
  /* Generated */                      int          *outNBElement,
  /* Generated */                      double        outReal[] )
  /* Generated */ #endif
  /* Generated */ {
  /* Generated */    int outIdx;
  /* Generated */    int today, lookbackTotal, unstablePeriod, i;
  /* Generated */    double prevGain, prevLoss, prevValue, savePrevValue;
  /* Generated */    double tempValue1, tempValue2;
  /* Generated */    #if defined( USE_SINGLE_PRECISION_INPUT )
  /* Generated */         ARRAY_MEMMOVEMIX_VAR;
  /* Generated */    #endif
  /* 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 = 14;
  /* Generated */     else if( ((int)optInTimePeriod < 2) || ((int)optInTimePeriod > 100000) )
  /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */     #if !defined(_JAVA)
  /* Generated */     if( !outReal )
  /* Generated */        return ENUM_VALUE(RetCode,TA_BAD_PARAM,BadParam);
  /* Generated */     #endif 
  /* Generated */  #endif 
  /* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outBegIdx);
  /* Generated */    VALUE_HANDLE_DEREF_TO_ZERO(outNBElement);
  /* Generated */    lookbackTotal = LOOKBACK_CALL(RSI)( optInTimePeriod );
  /* Generated */    if( startIdx < lookbackTotal )
  /* Generated */       startIdx = lookbackTotal;
  /* Generated */    if( startIdx > endIdx )
  /* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  /* Generated */    outIdx = 0; 
  /* Generated */    if( optInTimePeriod == 1 )
  /* Generated */    {
  /* Generated */       VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
  /* Generated */       i = (endIdx-startIdx)+1;
  /* Generated */       VALUE_HANDLE_DEREF(outNBElement) = i;
  /* Generated */       #if defined( USE_SINGLE_PRECISION_INPUT )
  /* Generated */         ARRAY_MEMMOVEMIX( outReal, 0, inReal, startIdx, i );
  /* Generated */       #else
  /* Generated */         ARRAY_MEMMOVE( outReal, 0, inReal, startIdx, i );
  /* Generated */       #endif
  /* Generated */       return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  /* Generated */    }
  /* Generated */    today = startIdx-lookbackTotal;
  /* Generated */    prevValue = inReal[today];
  /* Generated */    unstablePeriod = TA_GLOBALS_UNSTABLE_PERIOD(TA_FUNC_UNST_RSI,Rsi);
  /* Generated */    if( (unstablePeriod == 0) && 
  /* Generated */        (TA_GLOBALS_COMPATIBILITY == ENUM_VALUE(Compatibility,TA_COMPATIBILITY_METASTOCK,Metastock)))
  /* Generated */    {
  /* Generated */       savePrevValue = prevValue;
  /* Generated */       prevGain = 0.0;
  /* Generated */       prevLoss = 0.0;
  /* Generated */       for( i=optInTimePeriod; i > 0; i-- )
  /* Generated */       {
  /* Generated */          tempValue1 = inReal[today++];
  /* Generated */          tempValue2 = tempValue1 - prevValue;
  /* Generated */          prevValue  = tempValue1;
  /* Generated */          if( tempValue2 < 0 )
  /* Generated */             prevLoss -= tempValue2;
  /* Generated */          else
  /* Generated */             prevGain += tempValue2;
  /* Generated */       }
  /* Generated */       tempValue1 = prevLoss/optInTimePeriod;
  /* Generated */       tempValue2 = prevGain/optInTimePeriod;
  /* Generated */       tempValue1 = tempValue2+tempValue1;
  /* Generated */       if( !TA_IS_ZERO(tempValue1) )
  /* Generated */          outReal[outIdx++] = 100*(tempValue2/tempValue1);
  /* Generated */       else
  /* Generated */          outReal[outIdx++] = 0.0;
  /* Generated */       if( today > endIdx )
  /* Generated */       {
  /* Generated */          VALUE_HANDLE_DEREF(outBegIdx)    = startIdx;
  /* Generated */          VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  /* Generated */          return ENUM_VALUE(RetCode,TA_SUCCESS,Success);
  /* Generated */       }
  /* Generated */       today -= optInTimePeriod;
  /* Generated */       prevValue = savePrevValue;
  /* Generated */    }
  /* Generated */    prevGain = 0.0;
  /* Generated */    prevLoss = 0.0;
  /* Generated */    today++;
  /* Generated */    for( i=optInTimePeriod; i > 0; i-- )
  /* Generated */    {
  /* Generated */       tempValue1 = inReal[today++];
  /* Generated */       tempValue2 = tempValue1 - prevValue;
  /* Generated */       prevValue  = tempValue1;
  /* Generated */       if( tempValue2 < 0 )
  /* Generated */          prevLoss -= tempValue2;
  /* Generated */       else
  /* Generated */          prevGain += tempValue2;
  /* Generated */    }
  /* Generated */    prevLoss /= optInTimePeriod;
  /* Generated */    prevGain /= optInTimePeriod;
  /* Generated */    if( today > startIdx )
  /* Generated */    {
  /* Generated */       tempValue1 = prevGain+prevLoss;
  /* Generated */       if( !TA_IS_ZERO(tempValue1) )
  /* Generated */          outReal[outIdx++] = 100.0*(prevGain/tempValue1);
  /* Generated */       else
  /* Generated */          outReal[outIdx++] = 0.0;
  /* Generated */    }
  /* Generated */    else
  /* Generated */    {
  /* Generated */       while( today < startIdx )
  /* Generated */       {
  /* Generated */          tempValue1 = inReal[today];
  /* Generated */          tempValue2 = tempValue1 - prevValue;
  /* Generated */          prevValue  = tempValue1;
  /* Generated */          prevLoss *= (optInTimePeriod-1);
  /* Generated */          prevGain *= (optInTimePeriod-1);
  /* Generated */          if( tempValue2 < 0 )
  /* Generated */             prevLoss -= tempValue2;
  /* Generated */          else
  /* Generated */             prevGain += tempValue2;
  /* Generated */          prevLoss /= optInTimePeriod;
  /* Generated */          prevGain /= optInTimePeriod;
  /* Generated */          today++;
  /* Generated */       }
  /* Generated */    }
  /* Generated */    while( today <= endIdx )
  /* Generated */    {
  /* Generated */       tempValue1 = inReal[today++];
  /* Generated */       tempValue2 = tempValue1 - prevValue;
  /* Generated */       prevValue  = tempValue1;
  /* Generated */       prevLoss *= (optInTimePeriod-1);
  /* Generated */       prevGain *= (optInTimePeriod-1);
  /* Generated */       if( tempValue2 < 0 )
  /* Generated */          prevLoss -= tempValue2;
  /* Generated */       else
  /* Generated */          prevGain += tempValue2;
  /* Generated */       prevLoss /= optInTimePeriod;
  /* Generated */       prevGain /= optInTimePeriod;
  /* Generated */       tempValue1 = prevGain+prevLoss;
  /* Generated */       if( !TA_IS_ZERO(tempValue1) )
  /* Generated */          outReal[outIdx++] = 100.0*(prevGain/tempValue1);
  /* Generated */       else
  /* Generated */          outReal[outIdx++] = 0.0;
  /* Generated */    }
  /* Generated */    VALUE_HANDLE_DEREF(outBegIdx) = startIdx;
  /* Generated */    VALUE_HANDLE_DEREF(outNBElement) = outIdx;
  /* 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 ****/
  
  