/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using System; using QuantConnect.Data.Market; namespace QuantConnect.Indicators.CandlestickPatterns { /// /// Counterattack candlestick pattern /// /// /// Must have: /// - first candle: long black (white) /// - second candle: long white(black) with close equal to the prior close /// The meaning of "equal" and "long" is specified with SetCandleSettings /// The returned value is positive(+1) when bullish or negative(-1) when bearish; /// The user should consider that counterattack is significant in a trend, while this function does not consider it /// public class Counterattack : CandlestickPattern { private readonly int _equalAveragePeriod; private readonly int _bodyLongAveragePeriod; private decimal _equalPeriodTotal; private decimal[] _bodyLongPeriodTotal = new decimal[2]; /// /// Initializes a new instance of the class using the specified name. /// /// The name of this indicator public Counterattack(string name) : base(name, Math.Max(CandleSettings.Get(CandleSettingType.Equal).AveragePeriod, CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod) + 1 + 1) { _equalAveragePeriod = CandleSettings.Get(CandleSettingType.Equal).AveragePeriod; _bodyLongAveragePeriod = CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod; } /// /// Initializes a new instance of the class. /// public Counterattack() : this("COUNTERATTACK") { } /// /// Gets a flag indicating when this indicator is ready and fully initialized /// public override bool IsReady { get { return Samples >= Period; } } /// /// Computes the next value of this indicator from the given state /// /// The window of data held in this indicator /// The input given to the indicator /// A new value for this indicator protected override decimal ComputeNextValue(IReadOnlyWindow window, IBaseDataBar input) { if (!IsReady) { if (Samples >= Period - _equalAveragePeriod) { _equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, window[1]); } if (Samples >= Period - _bodyLongAveragePeriod) { _bodyLongPeriodTotal[1] += GetCandleRange(CandleSettingType.BodyLong, window[1]); _bodyLongPeriodTotal[0] += GetCandleRange(CandleSettingType.BodyLong, input); } return 0m; } decimal value; if ( // opposite candles (int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) && // 1st long GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[1], window[1]) && // 2nd long GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[0], input) && // equal closes input.Close <= window[1].Close + GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) && input.Close >= window[1].Close - GetCandleAverage(CandleSettingType.Equal, _equalPeriodTotal, window[1]) ) value = (int)GetCandleColor(input); else value = 0m; // add the current range and subtract the first range: this is done after the pattern recognition // when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle) _equalPeriodTotal += GetCandleRange(CandleSettingType.Equal, input) - GetCandleRange(CandleSettingType.Equal, window[_equalAveragePeriod + 1]); for (var i = 1; i >= 0; i--) { _bodyLongPeriodTotal[i] += GetCandleRange(CandleSettingType.BodyLong, window[i]) - GetCandleRange(CandleSettingType.BodyLong, window[i + _bodyLongAveragePeriod]); } return value; } /// /// Resets this indicator to its initial state /// public override void Reset() { _equalPeriodTotal = 0; _bodyLongPeriodTotal = new decimal[2]; base.Reset(); } } }