/* * 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 { /// /// Two Crows candlestick pattern indicator /// /// /// Must have: /// - first candle: long white candle /// - second candle: black real body /// - gap between the first and the second candle's real bodies /// - third candle: black candle that opens within the second real body and closes within the first real body /// The meaning of "long" is specified with SetCandleSettings /// The returned value is negative (-1): two crows is always bearish; /// The user should consider that two crows is significant when it appears in an uptrend, while this function /// does not consider the trend. /// public class TwoCrows : CandlestickPattern { private readonly int _bodyLongAveragePeriod; private decimal _bodyLongPeriodTotal; /// /// Initializes a new instance of the class using the specified name. /// /// The name of this indicator public TwoCrows(string name) : base(name, CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod + 2 + 1) { _bodyLongAveragePeriod = CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod; } /// /// Initializes a new instance of the class. /// public TwoCrows() : this("TWOCROWS") { } /// /// 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 - 2 && Samples < Period - 2) { _bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input); } return 0m; } decimal value; if ( // 1st: white GetCandleColor(window[2]) == CandleColor.White && // long GetRealBody(window[2]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[2]) && // 2nd: black GetCandleColor(window[1]) == CandleColor.Black && // gapping up GetRealBodyGapUp(window[1], window[2]) && // 3rd: black GetCandleColor(input) == CandleColor.Black && // opening within 2nd rb input.Open < window[1].Open && input.Open > window[1].Close && // closing within 1st rb input.Close > window[2].Open && input.Close < window[2].Close ) 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) _bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]) - GetCandleRange(CandleSettingType.BodyLong, window[2 + _bodyLongAveragePeriod]); return value; } /// /// Resets this indicator to its initial state /// public override void Reset() { _bodyLongPeriodTotal = 0m; base.Reset(); } } }