wehub-resource-sync
92 lines
3.3 KiB
C#
92 lines
3.3 KiB
C#
/*
|
|
* 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
|
|
{
|
|
/// <summary>
|
|
/// Engulfing candlestick pattern
|
|
/// </summary>
|
|
/// <remarks>
|
|
/// Must have:
|
|
/// - first: black (white) real body
|
|
/// - second: white(black) real body that engulfs the prior real body
|
|
/// The returned value is positive(+1) when bullish or negative(-1) when bearish;
|
|
/// The user should consider that an engulfing must appear in a downtrend if bullish or in an uptrend if bearish,
|
|
/// while this function does not consider it
|
|
/// </remarks>
|
|
public class Engulfing : CandlestickPattern
|
|
{
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="Engulfing"/> class using the specified name.
|
|
/// </summary>
|
|
/// <param name="name">The name of this indicator</param>
|
|
public Engulfing(string name)
|
|
: base(name, 3)
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="Engulfing"/> class.
|
|
/// </summary>
|
|
public Engulfing()
|
|
: this("ENGULFING")
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets a flag indicating when this indicator is ready and fully initialized
|
|
/// </summary>
|
|
public override bool IsReady
|
|
{
|
|
get { return Samples >= Period; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// Computes the next value of this indicator from the given state
|
|
/// </summary>
|
|
/// <param name="window">The window of data held in this indicator</param>
|
|
/// <param name="input">The input given to the indicator</param>
|
|
/// <returns>A new value for this indicator</returns>
|
|
protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
|
|
{
|
|
if (!IsReady)
|
|
{
|
|
return 0m;
|
|
}
|
|
|
|
decimal value;
|
|
if (
|
|
// white engulfs black
|
|
(GetCandleColor(input) == CandleColor.White && GetCandleColor(window[1]) == CandleColor.Black &&
|
|
input.Close > window[1].Open && input.Open < window[1].Close
|
|
)
|
|
||
|
|
// black engulfs white
|
|
(GetCandleColor(input) == CandleColor.Black && GetCandleColor(window[1]) == CandleColor.White &&
|
|
input.Open > window[1].Close && input.Close < window[1].Open
|
|
)
|
|
)
|
|
value = (int)GetCandleColor(input);
|
|
else
|
|
value = 0;
|
|
|
|
return value;
|
|
}
|
|
}
|
|
}
|