/*
* 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
{
///
/// Rickshaw Man candlestick pattern
///
///
/// Must have:
/// - doji body
/// - two long shadows
/// - body near the midpoint of the high-low range
/// The meaning of "doji" and "near" is specified with SetCandleSettings
/// The returned value is always positive(+1) but this does not mean it is bullish: rickshaw man shows uncertainty
///
public class RickshawMan : CandlestickPattern
{
private readonly int _bodyDojiAveragePeriod;
private readonly int _shadowLongAveragePeriod;
private readonly int _nearAveragePeriod;
private decimal _bodyDojiPeriodTotal;
private decimal _shadowLongPeriodTotal;
private decimal _nearPeriodTotal;
///
/// Initializes a new instance of the class using the specified name.
///
/// The name of this indicator
public RickshawMan(string name)
: base(name, Math.Max(Math.Max(CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod, CandleSettings.Get(CandleSettingType.ShadowLong).AveragePeriod),
CandleSettings.Get(CandleSettingType.Near).AveragePeriod) + 1)
{
_bodyDojiAveragePeriod = CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod;
_shadowLongAveragePeriod = CandleSettings.Get(CandleSettingType.ShadowLong).AveragePeriod;
_nearAveragePeriod = CandleSettings.Get(CandleSettingType.Near).AveragePeriod;
}
///
/// Initializes a new instance of the class.
///
public RickshawMan()
: this("RICKSHAWMAN")
{
}
///
/// 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 - _bodyDojiAveragePeriod)
{
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
}
if (Samples >= Period - _shadowLongAveragePeriod)
{
_shadowLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowLong, input);
}
if (Samples >= Period - _nearAveragePeriod)
{
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, input);
}
return 0m;
}
decimal value;
if (
// doji
GetRealBody(input) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, input) &&
// long shadow
GetLowerShadow(input) > GetCandleAverage(CandleSettingType.ShadowLong, _shadowLongPeriodTotal, input) &&
// long shadow
GetUpperShadow(input) > GetCandleAverage(CandleSettingType.ShadowLong, _shadowLongPeriodTotal, input) &&
// body near midpoint
(
Math.Min(input.Open, input.Close)
<= input.Low + GetHighLowRange(input) / 2 + GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, input)
&&
Math.Max(input.Open, input.Close)
>= input.Low + GetHighLowRange(input) / 2 - GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal, input)
)
)
value = 1m;
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)
_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input) -
GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod]);
_shadowLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowLong, input) -
GetCandleRange(CandleSettingType.ShadowLong, window[_shadowLongAveragePeriod]);
_nearPeriodTotal += GetCandleRange(CandleSettingType.Near, input) -
GetCandleRange(CandleSettingType.Near, window[_nearAveragePeriod]);
return value;
}
///
/// Resets this indicator to its initial state
///
public override void Reset()
{
_bodyDojiPeriodTotal = 0;
_shadowLongPeriodTotal = 0;
_nearPeriodTotal = 0;
base.Reset();
}
}
}