/* * 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 { /// /// Three Outside Up/Down candlestick pattern /// /// /// Must have: /// - first: black(white) real body /// - second: white(black) real body that engulfs the prior real body /// - third: candle that closes higher(lower) than the second candle /// The returned value is positive (+1) for the three outside up or negative (-1) for the three outside down; /// The user should consider that a three outside up must appear in a downtrend and three outside down must appear /// in an uptrend, while this function does not consider it /// public class ThreeOutside : CandlestickPattern { /// /// Initializes a new instance of the class using the specified name. /// /// The name of this indicator public ThreeOutside(string name) : base(name, 3) { } /// /// Initializes a new instance of the class. /// public ThreeOutside() : this("THREEOUTSIDE") { } /// /// 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(window[1]) == CandleColor.White && GetCandleColor(window[2]) == CandleColor.Black && window[1].Close > window[2].Open && window[1].Open < window[2].Close && // third candle higher input.Close > window[1].Close ) || ( // black engulfs white GetCandleColor(window[1]) == CandleColor.Black && GetCandleColor(window[2]) == CandleColor.White && window[1].Open > window[2].Close && window[1].Close < window[2].Open && // third candle lower input.Close < window[1].Close ) ) value = (int)GetCandleColor(window[1]); else value = 0; return value; } } }