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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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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/// Three Line Strike candlestick pattern
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/// </summary>
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/// <remarks>
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/// Must have:
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/// - three white soldiers (three black crows): three white (black) candlesticks with consecutively higher (lower) closes,
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/// each opening within or near the previous real body
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/// - fourth candle: black (white) candle that opens above (below) prior candle's close and closes below (above)
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/// the first candle's open
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/// The meaning of "near" is specified with SetCandleSettings;
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/// The returned value is positive (+1) when bullish or negative (-1) when bearish;
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/// The user should consider that 3-line strike is significant when it appears in a trend in the same direction of
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/// the first three candles, while this function does not consider it
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/// </remarks>
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public class ThreeLineStrike : CandlestickPattern
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{
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private readonly int _nearAveragePeriod;
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private decimal[] _nearPeriodTotal = new decimal[4];
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/// <summary>
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/// Initializes a new instance of the <see cref="ThreeLineStrike"/> 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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public ThreeLineStrike(string name)
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: base(name, CandleSettings.Get(CandleSettingType.Near).AveragePeriod + 3 + 1)
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{
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_nearAveragePeriod = CandleSettings.Get(CandleSettingType.Near).AveragePeriod;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="ThreeLineStrike"/> class.
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/// </summary>
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public ThreeLineStrike()
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: this("THREELINESTRIKE")
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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 - _nearAveragePeriod)
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{
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_nearPeriodTotal[3] += GetCandleRange(CandleSettingType.Near, window[3]);
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_nearPeriodTotal[2] += GetCandleRange(CandleSettingType.Near, window[2]);
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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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// three with same color
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GetCandleColor(window[3]) == GetCandleColor(window[2]) &&
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GetCandleColor(window[2]) == GetCandleColor(window[1]) &&
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// 4th opposite color
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(int)GetCandleColor(input) == -(int)GetCandleColor(window[1]) &&
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// 2nd opens within/near 1st rb
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window[2].Open >= Math.Min(window[3].Open, window[3].Close) - GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal[3], window[3]) &&
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window[2].Open <= Math.Max(window[3].Open, window[3].Close) + GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal[3], window[3]) &&
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// 3rd opens within/near 2nd rb
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window[1].Open >= Math.Min(window[2].Open, window[2].Close) - GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal[2], window[2]) &&
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window[1].Open <= Math.Max(window[2].Open, window[2].Close) + GetCandleAverage(CandleSettingType.Near, _nearPeriodTotal[2], window[2]) &&
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(
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(
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// if three white
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GetCandleColor(window[1]) == CandleColor.White &&
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// consecutive higher closes
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window[1].Close > window[2].Close && window[2].Close > window[3].Close &&
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// 4th opens above prior close
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input.Open > window[1].Close &&
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// 4th closes below 1st open
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input.Close < window[3].Open
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) ||
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(
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// if three black
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GetCandleColor(window[1]) == CandleColor.Black &&
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// consecutive lower closes
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window[1].Close < window[2].Close && window[2].Close < window[3].Close &&
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// 4th opens below prior close
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input.Open < window[1].Close &&
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// 4th closes above 1st open
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input.Close > window[3].Open
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)
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)
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)
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value = (int)GetCandleColor(window[1]);
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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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for (var i = 3; i >= 2; i--)
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{
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_nearPeriodTotal[i] += GetCandleRange(CandleSettingType.Near, window[i]) -
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GetCandleRange(CandleSettingType.Near, window[i + _nearAveragePeriod]);
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}
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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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_nearPeriodTotal = new decimal[4];
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base.Reset();
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}
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}
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}
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