chore: import upstream snapshot with attribution
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wehub-resource-sync
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Indicators.CandlestickPatterns
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{
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/// <summary>
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/// Morning Doji Star candlestick pattern
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/// </summary>
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/// <remarks>
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/// Must have:
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/// - first candle: long black real body
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/// - second candle: doji gapping down
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/// - third candle: white real body that moves well within the first candle's real body
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/// The meaning of "doji" and "long" is specified with SetCandleSettings
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/// The meaning of "moves well within" is specified with penetration and "moves" should mean the real body should
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/// not be short ("short" is specified with SetCandleSettings) - Greg Morris wants it to be long, someone else want
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/// it to be relatively long
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/// The returned value is positive(+1): morning doji star is always bullish;
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/// the user should consider that a morning star is significant when it appears in a downtrend,
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/// while this function does not consider the trend
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/// </remarks>
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public class MorningDojiStar : CandlestickPattern
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{
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private readonly decimal _penetration;
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private readonly int _bodyDojiAveragePeriod;
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private readonly int _bodyLongAveragePeriod;
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private readonly int _bodyShortAveragePeriod;
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private decimal _bodyDojiPeriodTotal;
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private decimal _bodyLongPeriodTotal;
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private decimal _bodyShortPeriodTotal;
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/// <summary>
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/// Initializes a new instance of the <see cref="MorningDojiStar"/> class using the specified name.
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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/// <param name="penetration">Percentage of penetration of a candle within another candle</param>
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public MorningDojiStar(string name, decimal penetration = 0.3m)
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: base(name, Math.Max(Math.Max(CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod, CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod),
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CandleSettings.Get(CandleSettingType.BodyShort).AveragePeriod) + 2 + 1)
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{
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_penetration = penetration;
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_bodyDojiAveragePeriod = CandleSettings.Get(CandleSettingType.BodyDoji).AveragePeriod;
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_bodyLongAveragePeriod = CandleSettings.Get(CandleSettingType.BodyLong).AveragePeriod;
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_bodyShortAveragePeriod = CandleSettings.Get(CandleSettingType.BodyShort).AveragePeriod;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="MorningDojiStar"/> class.
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/// </summary>
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/// <param name="penetration">Percentage of penetration of a candle within another candle</param>
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public MorningDojiStar(decimal penetration)
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: this("MORNINGDOJISTAR", penetration)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="MorningDojiStar"/> class.
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/// </summary>
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public MorningDojiStar()
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: this("MORNINGDOJISTAR")
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{
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}
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/// <summary>
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/// Gets a flag indicating when this indicator is ready and fully initialized
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/// </summary>
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public override bool IsReady
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{
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get { return Samples >= Period; }
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}
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/// <summary>
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/// Computes the next value of this indicator from the given state
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/// </summary>
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/// <param name="window">The window of data held in this indicator</param>
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/// <param name="input">The input given to the indicator</param>
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/// <returns>A new value for this indicator</returns>
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protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
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{
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if (!IsReady)
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{
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if (Samples >= Period - _bodyLongAveragePeriod - 2 && Samples < Period - 2)
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{
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_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, input);
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}
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if (Samples >= Period - _bodyDojiAveragePeriod - 1 && Samples < Period - 1)
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{
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_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, input);
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}
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if (Samples >= Period - _bodyShortAveragePeriod)
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{
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_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
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}
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return 0m;
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}
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decimal value;
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if (
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// 1st: long
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GetRealBody(window[2]) > GetCandleAverage(CandleSettingType.BodyLong, _bodyLongPeriodTotal, window[2]) &&
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// black
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GetCandleColor(window[2]) == CandleColor.Black &&
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// 2nd: doji
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GetRealBody(window[1]) <= GetCandleAverage(CandleSettingType.BodyDoji, _bodyDojiPeriodTotal, window[1]) &&
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// gapping down
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GetRealBodyGapDown(window[1], window[2]) &&
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// 3rd: longer than short
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GetRealBody(input) > GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, input) &&
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// white real body
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GetCandleColor(input) == CandleColor.White &&
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// closing well within 1st rb
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input.Close > window[2].Close + GetRealBody(window[2]) * _penetration
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)
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value = 1m;
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else
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value = 0m;
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// add the current range and subtract the first range: this is done after the pattern recognition
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// when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
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_bodyLongPeriodTotal += GetCandleRange(CandleSettingType.BodyLong, window[2]) -
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GetCandleRange(CandleSettingType.BodyLong, window[_bodyLongAveragePeriod + 2]);
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_bodyDojiPeriodTotal += GetCandleRange(CandleSettingType.BodyDoji, window[1]) -
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GetCandleRange(CandleSettingType.BodyDoji, window[_bodyDojiAveragePeriod + 1]);
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_bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input) -
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GetCandleRange(CandleSettingType.BodyShort, window[_bodyShortAveragePeriod]);
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return value;
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}
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/// <summary>
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/// Resets this indicator to its initial state
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/// </summary>
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public override void Reset()
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{
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_bodyLongPeriodTotal = 0;
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_bodyDojiPeriodTotal = 0;
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_bodyShortPeriodTotal = 0;
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base.Reset();
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}
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}
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}
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