/*
* 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
{
///
/// Up/Down Gap Three Methods candlestick pattern
///
///
/// Must have:
/// - first candle: white (black) candle
/// - second candle: white(black) candle
/// - upside(downside) gap between the first and the second real bodies
/// - third candle: black(white) candle that opens within the second real body and closes within the first real body
/// The returned value is positive(+1) when bullish or negative(-1) when bearish;
/// The user should consider that up/downside gap 3 methods is significant when it appears in a trend, while this
/// function does not consider it
///
public class UpDownGapThreeMethods : CandlestickPattern
{
///
/// Initializes a new instance of the class using the specified name.
///
/// The name of this indicator
public UpDownGapThreeMethods(string name)
: base(name, 2 + 1)
{
}
///
/// Initializes a new instance of the class.
///
public UpDownGapThreeMethods()
: this("UPDOWNGAPTHREEMETHODS")
{
}
///
/// 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 (
// 1st and 2nd of same color
GetCandleColor(window[2]) == GetCandleColor(window[1]) &&
// 3rd opposite color
(int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
// 3rd opens within 2nd rb
input.Open < Math.Max(window[1].Close, window[1].Open) &&
input.Open > Math.Min(window[1].Close, window[1].Open) &&
// 3rd closes within 1st rb
input.Close < Math.Max(window[2].Close, window[2].Open) &&
input.Close > Math.Min(window[2].Close, window[2].Open) &&
((
// when 1st is white
GetCandleColor(window[2]) == CandleColor.White &&
// upside gap
GetRealBodyGapUp(window[1], window[2])
) ||
(
// when 1st is black
GetCandleColor(window[2]) == CandleColor.Black &&
// downside gap
GetRealBodyGapDown(window[1], window[2])
)
)
)
value = (int)GetCandleColor(window[2]);
else
value = 0;
return value;
}
}
}