/* * 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 { /// /// Kicking candlestick pattern /// /// /// Must have: /// - first candle: marubozu /// - second candle: opposite color marubozu /// - gap between the two candles: upside gap if black then white, downside gap if white then black /// The meaning of "long body" and "very short shadow" is specified with SetCandleSettings /// The returned value is positive(+1) when bullish or negative(-1) when bearish /// public class Kicking : CandlestickPattern { private readonly int _shadowVeryShortAveragePeriod; private readonly int _bodyLongAveragePeriod; private decimal[] _shadowVeryShortPeriodTotal = new decimal[2]; private decimal[] _bodyLongPeriodTotal = new decimal[2]; /// /// Initializes a new instance of the class using the specified name. /// /// The name of this indicator public Kicking(string name) : base(name, Math.Max(CandleSettings.Get(CandleSettingType.ShadowVeryShort).AveragePeriod, CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod) + 1 + 1) { _shadowVeryShortAveragePeriod = CandleSettings.Get(CandleSettingType.ShadowVeryShort).AveragePeriod; _bodyLongAveragePeriod = CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod; } /// /// Initializes a new instance of the class. /// public Kicking() : this("KICKING") { } /// /// 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 - _shadowVeryShortAveragePeriod) { _shadowVeryShortPeriodTotal[1] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[1]); _shadowVeryShortPeriodTotal[0] += GetCandleRange(CandleSettingType.ShadowVeryShort, input); } 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 marubozu GetRealBody(window[1]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[1], window[1]) && GetUpperShadow(window[1]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[1], window[1]) && GetLowerShadow(window[1]) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[1], window[1]) && // 2nd marubozu GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal[0], input) && GetUpperShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[0], input) && GetLowerShadow(input) < GetCandleAverage(CandleSettingType.ShadowVeryShort, _shadowVeryShortPeriodTotal[0], input) && // gap ( (GetCandleColor(window[1]) == CandleColor.Black && GetCandleGapUp(input, window[1])) || (GetCandleColor(window[1]) == CandleColor.White && GetCandleGapDown(input, 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) for (var i = 1; i >= 0; i--) { _shadowVeryShortPeriodTotal[i] += GetCandleRange(CandleSettingType.ShadowVeryShort, window[i]) - GetCandleRange(CandleSettingType.ShadowVeryShort, window[i + _shadowVeryShortAveragePeriod]); _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() { _shadowVeryShortPeriodTotal = new decimal[2]; _bodyLongPeriodTotal = new decimal[2]; base.Reset(); } } }