/* List of contributors:
 *
 *  Initial  Name/description
 *  -------------------------------------------------------------------
 *  MF       Mario Fortier
 *  CF       Christo Fogelberg
 *
 * Change history:
 *
 *  MMDDYY BY     Description
 *  -------------------------------------------------------------------
 *  010802 MF     Template creation.
 *  052603 MF     Adapt code to compile with .NET Managed C++
 *  122104 MF,CF  Fix#1089506 for out-of-bound access to ep_temp.
 */
int sar_lookback(double        optInAcceleration,                                            double        optInMaximum)
{
   (void)optInAcceleration;
   (void)optInMaximum;

   /* SAR always sacrify one price bar to establish the
    * initial extreme price.
    */
   return 1;
}

TA_RetCode sar(int startIdx, int endIdx, const double inHigh[], const double inLow[], double optInAcceleration, double optInMaximum, int *outBegIdx, int *outNBElement, double outReal[])
{
   TA_RetCode retCode;

   int isLong; /* > 0 indicates long. == 0 indicates short */
   int todayIdx, outIdx;

   int tempInt;

   double newHigh, newLow, prevHigh, prevLow;
   double af, ep, sar;
   double ep_temp[1];

   /* Implementation of the SAR has been a little bit open to interpretation
    * since Wilder (the original author) did not define a precise algorithm
    * on how to bootstrap the algorithm. Take any existing software application
    * and you will see slight variation on how the algorithm was adapted.
    *
    * What is the initial trade direction? Long or short?
    * ===================================================
    * The interpretation of what should be the initial SAR values is
    * open to interpretation, particularly since the caller to the function
    * does not specify the initial direction of the trade.
    *
    * In TA-Lib, the following logic is used:
    *  - Calculate +DM and -DM between the first and
    *    second bar. The highest directional indication will
    *    indicate the assumed direction of the trade for the second
    *    price bar.
    *  - In the case of a tie between +DM and -DM,
    *    the direction is LONG by default.
    *
    * What is the initial "extreme point" and thus SAR?
    * =================================================
    * The following shows how different people took different approach:
    *  - Metastock use the first price bar high/low depending of
    *    the direction. No SAR is calculated for the first price
    *    bar.
    *  - Tradestation use the closing price of the second bar. No
    *    SAR are calculated for the first price bar.
    *  - Wilder (the original author) use the SIP from the
    *    previous trade (cannot be implement here since the
    *    direction and length of the previous trade is unknonw).
    *  - The Magazine TASC seems to follow Wilder approach which
    *    is not practical here.
    *
    * TA-Lib "consume" the first price bar and use its high/low as the
    * initial SAR of the second price bar. I found that approach to be
    * the closest to Wilders idea of having the first entry day use
    * the previous extreme point, except that here the extreme point is
    * derived solely from the first price bar. I found the same approach
    * to be used by Metastock.
    */

   /* Identify the minimum number of price bar needed
    * to calculate at least one output.
    *
    * Move up the start index if there is not
    * enough initial data.
    */
   if( startIdx < 1 )
      startIdx = 1;

   /* Make sure there is still something to evaluate. */
   if( startIdx > endIdx )
   {
      *outBegIdx = 0;
      *outNBElement = 0;
      return TA_SUCCESS;
   }

   /* Make sure the acceleration and maximum are coherent.
    * If not, correct the acceleration.
    */
   af = optInAcceleration;
   if( af > optInMaximum )
      af = optInAcceleration = optInMaximum;

   /* Identify if the initial direction is long or short.
    * (ep is just used as a temp buffer here, the name
    *  of the parameter is not significant).
    */
   retCode = minus_dm( startIdx, startIdx, inHigh, inLow, 1,
      &tempInt, &tempInt,
      ep_temp );
   if( ep_temp[0] > 0 )
      isLong = 0;
   else
      isLong = 1;

   if( retCode != TA_SUCCESS )
   {
      *outBegIdx = 0;
      *outNBElement = 0;
      return retCode;
   }

   *outBegIdx = startIdx;
   outIdx = 0;

   /* Write the first SAR. */
   todayIdx = startIdx;

   newHigh = inHigh[todayIdx-1];
   newLow  = inLow[todayIdx-1];

   ta_sar_rounding(newHigh);
   ta_sar_rounding(newLow);

   if( isLong == 1 )
   {
      ep  = inHigh[todayIdx];
      sar = newLow;
   }
   else
   {
      ep  = inLow[todayIdx];
      sar = newHigh;
   }

   ta_sar_rounding(sar);

   /* Cheat on the newLow and newHigh for the
    * first iteration.
    */
   newLow  = inLow[todayIdx];
   newHigh = inHigh[todayIdx];

   while( todayIdx <= endIdx )
   {
      prevLow  = newLow;
      prevHigh = newHigh;
      newLow  = inLow[todayIdx];
      newHigh = inHigh[todayIdx];
      todayIdx++;

      ta_sar_rounding(newLow);
      ta_sar_rounding(newHigh);

      if( isLong == 1 )
      {
         /* Switch to short if the low penetrates the SAR value. */
         if( newLow <= sar )
         {
            /* Switch and Overide the SAR with the ep */
            isLong = 0;
            sar = ep;

            /* Make sure the overide SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;
            if( sar < newHigh )
               sar = newHigh;

            /* Output the overide SAR  */
            outReal[outIdx++] = sar;

            /* Adjust af and ep */
            af = optInAcceleration;
            ep = newLow;

            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            ta_sar_rounding(sar);

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;
            if( sar < newHigh )
               sar = newHigh;
         }
         else
         {
            /* No switch */

            /* Output the SAR (was calculated in the previous iteration) */
            outReal[outIdx++] = sar;

            /* Adjust af and ep. */
            if( newHigh > ep )
            {
               ep = newHigh;
               af += optInAcceleration;
               if( af > optInMaximum )
                  af = optInMaximum;
            }

            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            ta_sar_rounding(sar);

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;
            if( sar > newLow )
               sar = newLow;
         }
      }
      else
      {
         /* Switch to long if the high penetrates the SAR value. */
         if( newHigh >= sar )
         {
            /* Switch and Overide the SAR with the ep */
            isLong = 1;
            sar = ep;

            /* Make sure the overide SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;
            if( sar > newLow )
               sar = newLow;

            /* Output the overide SAR  */
            outReal[outIdx++] = sar;

            /* Adjust af and ep */
            af = optInAcceleration;
            ep = newHigh;

            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            ta_sar_rounding(sar);

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar > prevLow )
               sar = prevLow;
            if( sar > newLow )
               sar = newLow;
         }
         else
         {
            /* No switch */

            /* Output the SAR (was calculated in the previous iteration) */
            outReal[outIdx++] = sar;

            /* Adjust af and ep. */
            if( newLow < ep )
            {
               ep = newLow;
               af += optInAcceleration;
               if( af > optInMaximum )
                  af = optInMaximum;
            }

            /* Calculate the new SAR */
            sar = sar + af * (ep - sar);
            ta_sar_rounding(sar);

            /* Make sure the new SAR is within
             * yesterday's and today's range.
             */
            if( sar < prevHigh )
               sar = prevHigh;
            if( sar < newHigh )
               sar = newHigh;
         }
      }
   }

   *outNBElement = outIdx;

   return TA_SUCCESS;
}
