/* * 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 { /// /// Long Line Candle candlestick pattern indicator /// /// /// Must have: /// - long real body /// - short upper and lower shadow /// The meaning of "long" and "short" is specified with SetCandleSettings /// The returned value is positive(+1) when white(bullish), negative(-1) when black(bearish) /// public class LongLineCandle : CandlestickPattern { private readonly int _bodyLongAveragePeriod; private readonly int _shadowShortAveragePeriod; private decimal _bodyLongPeriodTotal; private decimal _shadowShortPeriodTotal; /// /// Initializes a new instance of the class using the specified name. /// /// The name of this indicator public LongLineCandle(string name) : base(name, Math.Max(CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod, CandleSettings.Get(CandleSettingType.ShadowShort).AveragePeriod) + 1) { _bodyLongAveragePeriod = CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod; _shadowShortAveragePeriod = CandleSettings.Get(CandleSettingType.ShadowShort).AveragePeriod; } /// /// Initializes a new instance of the class. /// public LongLineCandle() : this("LONGLINECANDLE") { } /// /// 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 - _bodyLongAveragePeriod) { _bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input); } if (Samples >= Period - _shadowShortAveragePeriod) { _shadowShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowShort, input); } return 0m; } decimal value; if (GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, input) && GetUpperShadow(input) < GetCandleAverage(CandleSettingType.ShadowShort, _shadowShortPeriodTotal, input) && GetLowerShadow(input) < GetCandleAverage(CandleSettingType.ShadowShort, _shadowShortPeriodTotal, input) ) 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) _bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input) - GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod]); _shadowShortPeriodTotal += GetCandleRange(CandleSettingType.ShadowShort, input) - GetCandleRange(CandleSettingType.ShadowShort, window[_shadowShortAveragePeriod]); return value; } /// /// Resets this indicator to its initial state /// public override void Reset() { _bodyLongPeriodTotal = 0m; _shadowShortPeriodTotal = 0m; base.Reset(); } } }