/* * 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(); } } }