SMA Envelope¶
Three bands around a Simple Moving Average. middle = SMA(real, period), upper = SMA + SMA × (percentage / 100), lower = SMA − SMA × (percentage / 100). The envelope expands and contracts proportionally with the SMA level. Used to identify overbought/oversold conditions relative to the prevailing trend. Rendered as a price overlay.
Inputs: [real] | Options: [period, percentage] | Outputs: [lower, middle, upper]
Basic¶
use tulip_rs::indicators::smaenvelope::{SmaEnvelope, TIndicatorState, Indicator};
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
// options: [period, percentage]
let (outputs, _state) = SmaEnvelope::indicator(&[close.as_slice()], &[14.0, 2.5], None).unwrap();
println!("Lower: {:?}", outputs[0]);
println!("Middle: {:?}", outputs[1]);
println!("Upper: {:?}", outputs[2]);
// State continuation
let (outputs2, mut state) = SmaEnvelope::indicator(&[&close[..8]], &[14.0, 2.5], None).unwrap();
println!("Partial Lower: {:?}", outputs2[0]);
println!("Partial Middle: {:?}", outputs2[1]);
println!("Partial Upper: {:?}", outputs2[2]);
let continued = state.batch_indicator(&[&close[8..]], None).unwrap();
println!("Continued Lower: {:?}", continued[0]);
println!("Continued Middle: {:?}", continued[1]);
println!("Continued Upper: {:?}", continued[2]);
#include "tulip_rs_ffi.h"
double close[] = {81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36};
double options[SMAENVELOPE_OPTIONS] = {14.0, 2.5}; // period, percentage
const double *inputs[SMAENVELOPE_INPUTS] = {close};
/* Full computation (check r.error == C_INDICATOR_ERROR_OK in real code) */
CIndicatorResult r = smaenvelope_indicator(inputs, 10, options, NULL, 0);
/* r.outputs[0] -> lower, r.outputs[1] -> middle, r.outputs[2] -> upper */
tulip_ffi_result_free(r);
smaenvelope_state_free(r.state);
/* Partial computation + state continuation */
CIndicatorResult p = smaenvelope_indicator(inputs, 8, options, NULL, 0);
double new_close[] = {84.55, 84.36};
const double *new_inputs[SMAENVELOPE_INPUTS] = {new_close};
CBatchResult b = smaenvelope_batch(p.state, new_inputs, 2, NULL, 0);
/* b.outputs[0/1/2] -> lower/middle/upper for just the two new bars */
tulip_ffi_batch_result_free(b);
tulip_ffi_result_free(p);
smaenvelope_state_free(p.state);
import "github.com/me60732/tulip_rs_go/indicators"
close := []float64{81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36}
options := []float64{14.0, 2.5} // period, percentage
// Full computation — Rows are zero-copy views, valid until Close.
res, st, _ := indicators.Smaenvelope.Indicator(close, options, nil)
fmt.Println(res.Rows[0]) // lower
fmt.Println(res.Rows[1]) // middle
fmt.Println(res.Rows[2]) // upper
res.Close()
st.Close()
// Partial computation + state continuation.
res2, st2, _ := indicators.Smaenvelope.Indicator(close[:8], options, nil)
res2.Close() // outputs consumed or closed; state stays live
batch, _ := st2.Batch(close[8:], nil)
fmt.Println(batch.Rows[0]) // continued lower
fmt.Println(batch.Rows[1]) // continued middle
fmt.Println(batch.Rows[2]) // continued upper
batch.Close()
st2.Close()
import org.tuliprs.*;
import org.tuliprs.indicators.Smaenvelope;
double[] close = {81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36};
double[] options = {14.0, 2.5}; // period, percentage
// Full computation — output rows are zero-copy views, valid until close().
Outcome oc = Smaenvelope.indicator(new double[][] {close}, options);
try (Result res = oc.result(); State st = oc.state()) {
System.out.println(java.util.Arrays.toString(res.toDoubleArray(0))); // lower
System.out.println(java.util.Arrays.toString(res.toDoubleArray(1))); // middle
System.out.println(java.util.Arrays.toString(res.toDoubleArray(2))); // upper
}
// Partial computation + state continuation.
int n = 8;
Outcome p = Smaenvelope.indicator(
new double[][] {java.util.Arrays.copyOfRange(close, 0, n)}, options);
try (Result pr = p.result(); State st = p.state()) {
Result br = st.batch(
new double[][] {java.util.Arrays.copyOfRange(close, n, 10)});
try (br) {
System.out.println(java.util.Arrays.toString(br.toDoubleArray(0))); // continued lower
System.out.println(java.util.Arrays.toString(br.toDoubleArray(1))); // continued middle
System.out.println(java.util.Arrays.toString(br.toDoubleArray(2))); // continued upper
}
}
import numpy as np
import tulip_rs
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
# options: [period, percentage]
outputs, state = tulip_rs.indicators.smaenvelope.indicator([close], [14.0, 2.5])
print("Lower: ", outputs[0])
print("Middle:", outputs[1])
print("Upper: ", outputs[2])
# State continuation
outputs2, state = tulip_rs.indicators.smaenvelope.indicator([close[:8]], [14.0, 2.5])
print("Partial Lower: ", outputs2[0])
print("Partial Middle:", outputs2[1])
print("Partial Upper: ", outputs2[2])
continued = state.batch_indicator([close[8:]])
print("Continued Lower: ", continued[0])
print("Continued Middle:", continued[1])
print("Continued Upper: ", continued[2])
import * as ti from 'tulip-rs-node';
const close = Float64Array.from([81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36,
85.53, 86.54, 86.89, 87.77, 87.29]);
// options: [period, percentage]
const [outputs, state] = ti.smaenvelope.indicator([close], [14, 2.5]);
console.log('SMA Envelope Lower:', outputs[0]);
console.log('SMA Envelope Middle:', outputs[1]);
console.log('SMA Envelope Upper:', outputs[2]);
// State continuation
const n = close.length - 5;
const [, state2] = ti.smaenvelope.indicator([close.slice(0, n)], [14, 2.5]);
const continued = state2.batchIndicator([close.slice(n)]);
console.log('Continued Lower:', continued[0]);
console.log('Continued Middle:', continued[1]);
console.log('Continued Upper:', continued[2]);
import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';
await init(); // bundler resolves the WASM asset automatically
const close = [81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36,
85.53, 86.54, 86.89, 87.77, 87.29];
// options: [period, percentage]
const [outputs, state] = ti.smaenvelope.indicator([close], [14, 2.5]);
console.log('SMA Envelope Lower:', outputs[0]);
console.log('SMA Envelope Middle:', outputs[1]);
console.log('SMA Envelope Upper:', outputs[2]);
// State continuation
const n = close.length - 5;
const [, state2] = ti.smaenvelope.indicator([close.slice(0, n)], [14, 2.5]);
const continued = state2.batchIndicator([close.slice(n)]);
console.log('Continued Lower:', continued[0]);
console.log('Continued Middle:', continued[1]);
console.log('Continued Upper:', continued[2]);
SIMD¶
By assets — same options applied to 4 assets in parallel:
use tulip_rs::indicators::smaenvelope::{SmaEnvelope, Indicator};
let a1 = vec![81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36_f64];
let a2 = a1.iter().map(|x| x + 5.0).collect::<Vec<_>>();
let a3 = a1.iter().map(|x| x - 5.0).collect::<Vec<_>>();
let a4 = a1.iter().map(|x| x * 1.02).collect::<Vec<_>>();
let inputs: [&[&[f64]; 1]; 4] = [
&[a1.as_slice()],
&[a2.as_slice()],
&[a3.as_slice()],
&[a4.as_slice()],
];
let results = SmaEnvelope::indicator_by_assets::<4>(&inputs, &[14.0, 2.5], None).unwrap();
for (i, asset_outputs) in results.iter().enumerate() {
println!("Asset {} Lower: {:?}", i + 1, asset_outputs[0]);
println!("Asset {} Middle: {:?}", i + 1, asset_outputs[1]);
println!("Asset {} Upper: {:?}", i + 1, asset_outputs[2]);
}
By options — same asset, 4 different option sets in parallel:
use tulip_rs::indicators::smaenvelope::{SmaEnvelope, Indicator};
let close = vec![81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36_f64];
let opts: [&[f64; 2]; 4] = [
&[10.0, 2.0],
&[14.0, 2.5],
&[20.0, 3.0],
&[50.0, 5.0],
];
let results = SmaEnvelope::indicator_by_options::<4>(&[close.as_slice()], &opts, None).unwrap();
for (i, opt_outputs) in results.iter().enumerate() {
println!("Option set {} Lower: {:?}", i + 1, opt_outputs[0]);
println!("Option set {} Middle: {:?}", i + 1, opt_outputs[1]);
println!("Option set {} Upper: {:?}", i + 1, opt_outputs[2]);
}
By assets — same options applied to 4 assets in one call (N must be 2/4/8/16):
double a1[] = {81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36};
double a2[] = {86.59, 86.06, 87.87, 88.00, 88.61, 88.15, 87.84, 88.99, 89.55, 89.36};
double a3[] = {76.59, 76.06, 77.87, 78.00, 78.61, 78.15, 77.84, 78.99, 79.55, 79.36};
double a4[] = {83.22, 82.68, 83.43, 83.66, 83.68, 83.01, 82.80, 83.77, 84.44, 84.05};
/* one [INPUTS]-long pointer array per asset */
const double *asset1[SMAENVELOPE_INPUTS] = {a1};
const double *asset2[SMAENVELOPE_INPUTS] = {a2};
const double *asset3[SMAENVELOPE_INPUTS] = {a3};
const double *asset4[SMAENVELOPE_INPUTS] = {a4};
const double *const *const simd_inputs[4] = {asset1, asset2, asset3, asset4};
CSimdResult r = smaenvelope_simd_by_assets(simd_inputs, 4, 10, options, NULL, 0);
for (uintptr_t i = 0; i < r.num_results; i++) {
/* r.outputs[i][0] -> lower, r.outputs[i][1] -> middle, r.outputs[i][2] -> upper */
smaenvelope_state_free(r.states[i]);
}
tulip_ffi_simd_result_free(r);
By options — same asset, 4 different option sets in one call:
double o10p2[] = {10.0, 2.0};
double o14p25[] = {14.0, 2.5};
double o20p3[] = {20.0, 3.0};
double o50p5[] = {50.0, 5.0};
const double *const simd_opts[4] = {o10p2, o14p25, o20p3, o50p5};
CSimdResult r = smaenvelope_simd_by_options(inputs, 10, simd_opts, 4, NULL, 0);
/* r.outputs[i][0] -> lower, r.outputs[i][1] -> middle, r.outputs[i][2] -> upper */
for (uintptr_t i = 0; i < r.num_results; i++) smaenvelope_state_free(r.states[i]);
tulip_ffi_simd_result_free(r);
By assets — same options applied to 4 assets in parallel (lane counts 2/4/8/16):
a1 := []float64{81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36}
// Reuse the same data for assets 2–4 in this example
a2, a3, a4 := a1, a1, a1
assets := [][indicators.SmaenvelopeInputs][]float64{{a1}, {a2}, {a3}, {a4}}
sim, _ := indicators.Smaenvelope.SimdByAssets(assets, []float64{14.0, 2.5}, nil)
for i, lanes := range sim.Results {
fmt.Printf("Asset %d Lower: %v\n", i+1, lanes[0])
fmt.Printf("Asset %d Middle: %v\n", i+1, lanes[1])
fmt.Printf("Asset %d Upper: %v\n", i+1, lanes[2])
}
sim.Close() // frees every lane state, then the SIMD buffers
By options — same asset, 4 different option sets in parallel:
close := []float64{81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36}
sim2, _ := indicators.Smaenvelope.SimdByOptions(close, [][]float64{{10.0, 2.0}, {14.0, 2.5}, {20.0, 3.0}, {50.0, 5.0}}, nil)
for i, lanes := range sim2.Results {
fmt.Printf("Option set %d Lower: %v\n", i+1, lanes[0])
fmt.Printf("Option set %d Middle: %v\n", i+1, lanes[1])
fmt.Printf("Option set %d Upper: %v\n", i+1, lanes[2])
}
sim2.Close()
By assets — same options applied to 4 assets in parallel (N must be 2, 4, 8, or 16):
import org.tuliprs.*;
import org.tuliprs.indicators.Smaenvelope;
double[] a1 = {81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36};
double[] a2 = {86.59, 86.06, 87.87, 88.00, 88.61, 88.15, 87.84, 88.99, 89.55, 89.36};
double[] a3 = {76.59, 76.06, 77.87, 78.00, 78.61, 78.15, 77.84, 78.99, 79.55, 79.36};
double[] a4 = {83.22, 82.68, 83.43, 83.66, 83.68, 83.01, 82.80, 83.77, 84.44, 84.05};
// One entry per asset; each asset lists its INPUTS series.
double[][][] assets = {{a1}, {a2}, {a3}, {a4}};
try (SimdResult sim = Smaenvelope.simdByAssets(assets, new double[] {14.0, 2.5}, null)) {
for (int i = 0; i < sim.numResults(); i++) {
System.out.printf("Asset %d Lower: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 0)));
System.out.printf("Asset %d Middle: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 1)));
System.out.printf("Asset %d Upper: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 2)));
}
} // frees every lane state, then the SIMD buffers (contractual order)
By options — same asset, 4 different option sets in parallel:
import org.tuliprs.*;
import org.tuliprs.indicators.Smaenvelope;
double[] close = {81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36};
try (SimdResult sim = Smaenvelope.simdByOptions(new double[][] {close},
new double[][] {{10.0, 2.0}, {14.0, 2.5}, {20.0, 3.0}, {50.0, 5.0}}, null)) {
for (int i = 0; i < sim.numResults(); i++) {
System.out.printf("Option set %d Lower: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 0)));
System.out.printf("Option set %d Middle: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 1)));
System.out.printf("Option set %d Upper: %s%n", i + 1,
java.util.Arrays.toString(sim.toDoubleArray(i, 2)));
}
}
By assets — same options applied to N assets in parallel (must be 2, 4, 8, or 16):
import numpy as np
import tulip_rs
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61,
83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)
simd_inputs = [
[close],
[close + 5.0],
[close - 5.0],
[close * 1.02],
]
outputs_list, states = tulip_rs.indicators.smaenvelope.simd_by_assets(simd_inputs, [14.0, 2.5])
for i, out in enumerate(outputs_list):
print(f"Asset {i + 1} Lower: {out[0]}")
print(f"Asset {i + 1} Middle: {out[1]}")
print(f"Asset {i + 1} Upper: {out[2]}")
By options — same asset, N different option sets in parallel:
simd_options = [
[10.0, 2.0],
[14.0, 2.5],
[20.0, 3.0],
[50.0, 5.0],
]
outputs_list, states = tulip_rs.indicators.smaenvelope.simd_by_options([close], simd_options)
for i, out in enumerate(outputs_list):
print(f"Option set {i + 1} Lower: {out[0]}")
print(f"Option set {i + 1} Middle: {out[1]}")
print(f"Option set {i + 1} Upper: {out[2]}")
By assets — same options applied to 4 assets in parallel:
const simdInputs = [
[close.slice()],
[close.map(v => v * 1.1)],
[close.map(v => v * 0.9)],
[close.map(v => v * 1.02)],
];
const [results] = ti.smaenvelope.simdByAssets(simdInputs, [14, 2.5]);
results.forEach((out, i) => {
console.log(`Asset ${i + 1} Lower:`, out[0]);
console.log(`Asset ${i + 1} Middle:`, out[1]);
console.log(`Asset ${i + 1} Upper:`, out[2]);
});
By options — same asset, 4 different option sets in parallel: