/*
* 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();
}
}
}