/* * 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 QuantConnect.Data.Market; namespace QuantConnect.Indicators.CandlestickPatterns { /// /// Engulfing candlestick pattern /// /// /// Must have: /// - first: black (white) real body /// - second: white(black) real body that engulfs the prior real body /// The returned value is positive(+1) when bullish or negative(-1) when bearish; /// The user should consider that an engulfing must appear in a downtrend if bullish or in an uptrend if bearish, /// while this function does not consider it /// public class Engulfing : CandlestickPattern { /// /// Initializes a new instance of the class using the specified name. /// /// The name of this indicator public Engulfing(string name) : base(name, 3) { } /// /// Initializes a new instance of the class. /// public Engulfing() : this("ENGULFING") { } /// /// 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) { return 0m; } decimal value; if ( // white engulfs black (GetCandleColor(input) == CandleColor.White && GetCandleColor(window[1]) == CandleColor.Black && input.Close > window[1].Open && input.Open < window[1].Close ) || // black engulfs white (GetCandleColor(input) == CandleColor.Black && GetCandleColor(window[1]) == CandleColor.White && input.Open > window[1].Close && input.Close < window[1].Open ) ) value = (int)GetCandleColor(input); else value = 0; return value; } } }