/* List of contributors:
 *
 *  Initial  Name/description
 *  -------------------------------------------------------------------
 *  MF       Mario Fortier
 *  PP       Peter Pudaite
 *  CF       Christo Fogelberg
 *
 * Change history:
 *
 *  MMDDYY BY    Description
 *  -------------------------------------------------------------------
 *  120802 MF    Template creation.
 *  091503 PP    Reworked TA_SAR to allow customisation of more SAR params.
 *  092103 MF    Some changes related on first round of tests
 *  092303 PP    Minor bug fixes.
 *  122104 MF,CF Fix#1089506 for out-of-bound access to ep_temp.
 *
 */

int sarext_lookback(double        optInStartValue,                                               double        optInOffsetOnReverse,                                               double        optInAccelerationInitLong,                                               double        optInAccelerationLong,                                               double        optInAccelerationMaxLong,                                               double        optInAccelerationInitShort,                                               double        optInAccelerationShort,                                               double        optInAccelerationMaxShort)
{
   (void)optInStartValue;
   (void)optInOffsetOnReverse;
   (void)optInAccelerationInitLong;
   (void)optInAccelerationLong;
   (void)optInAccelerationMaxLong;
   (void)optInAccelerationInitShort;
   (void)optInAccelerationShort;
   (void)optInAccelerationMaxShort;

   /* SAR always sacrifices one price bar to establish the
    * initial extreme price.
    */

   return 1;
}

TA_RetCode sarext(int startIdx, int endIdx, const double inHigh[], const double inLow[], double optInStartValue, double optInOffsetOnReverse, double optInAccelerationInitLong, double optInAccelerationLong, double optInAccelerationMaxLong, double optInAccelerationInitShort, double optInAccelerationShort, double optInAccelerationMaxShort, 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 afLong, afShort, ep, sar;
   double ep_temp[1];

   /* This function is the same as TA_SAR, except that the caller has
    * greater control on the SAR dynamic and initial state.
    *
    * In additon, the TA_SAREXT returns negative values when the position
    * is short. This allow to distinguish when the SAR do actually reverse.
    */

   /* 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 default 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.
    *
    *
    * Can I force the initial SAR?
    * ============================
    * Yes. Using the optInStartValue_0 parameter:
    *  optInStartValue_0 >  0 : SAR is long at optInStartValue_0.
    *  optInStartValue_0 <  0 : SAR is short at fabs(optInStartValue_0).
    *
    * And when optInStartValue_0 == 0, the logic is the same as for TA_SAR
    * (See previous two sections).
    */

   /* 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;
   }

   /* Check if the acceleration factors are being defined by the user.
    * Make sure the acceleration and maximum are coherent.
    * If not, correct the acceleration.
    * Default afLong = 0.02
    * Default afShort = 0.02
    */

   afLong = optInAccelerationInitLong;
   afShort = optInAccelerationInitShort;

   if( afLong > optInAccelerationMaxLong )
      afLong = optInAccelerationInitLong = optInAccelerationMaxLong;

   if( optInAccelerationLong > optInAccelerationMaxLong )
      optInAccelerationLong = optInAccelerationMaxLong;

   if( afShort > optInAccelerationMaxShort)
      afShort = optInAccelerationInitShort = optInAccelerationMaxShort;

   if( optInAccelerationShort > optInAccelerationMaxShort )
      optInAccelerationShort = optInAccelerationMaxShort;

   /* Initialise SAR calculations */

   if(optInStartValue == 0) /* Default action */
   {
      /* 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;
      }
   }
   else if( optInStartValue > 0 ) /* Start Long */
   {
      isLong = 1;
   }
   else /* optInStartValue_0 < 0 => Start Short */
   {
      isLong = 0;
   }

   *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(optInStartValue == 0) /* Default action */
   {
      if( isLong == 1 )
      {
         ep  = inHigh[todayIdx];
         sar = newLow;
      }
      else
      {
         ep  = inLow[todayIdx];
         sar = newHigh;
      }
   }
   else if ( optInStartValue > 0 ) /* Start Long at specified value. */
   {
      ep  = inHigh[todayIdx];
      sar = optInStartValue;
   }
   else /* if optInStartValue < 0 => Start Short at specified value. */
   {
      ep  = inLow[todayIdx];
      sar = fabs(optInStartValue);
   }

   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  */
            if( optInOffsetOnReverse != 0.0 )
               sar += sar * optInOffsetOnReverse;
            outReal[outIdx++] = -sar;

            /* Adjust afShort and ep */
            afShort = optInAccelerationInitShort;
            ep = newLow;

            /* Calculate the new SAR */
            sar = sar + afShort * (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 afLong and ep. */
            if( newHigh > ep )
            {
               ep = newHigh;
               afLong += optInAccelerationLong;
               if( afLong > optInAccelerationMaxLong )
                  afLong = optInAccelerationMaxLong;
            }

            /* Calculate the new SAR */
            sar = sar + afLong * (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  */
            if( optInOffsetOnReverse != 0.0 )
               sar -= sar * optInOffsetOnReverse;
            outReal[outIdx++] = sar;

            /* Adjust afLong and ep */
            afLong = optInAccelerationInitLong;
            ep = newHigh;

            /* Calculate the new SAR */
            sar = sar + afLong * (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 afShort and ep. */
            if( newLow < ep )
            {
               ep = newLow;
               afShort += optInAccelerationShort;
               if( afShort > optInAccelerationMaxShort )
                  afShort = optInAccelerationMaxShort;
            }

            /* Calculate the new SAR */
            sar = sar + afShort * (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;
}
