wehub-resource-sync
109 lines
4.0 KiB
C#
109 lines
4.0 KiB
C#
/*
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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 QuantConnect.Data.Market;
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namespace QuantConnect.Indicators.CandlestickPatterns
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{
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/// <summary>
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/// Spinning Top candlestick pattern indicator
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/// </summary>
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/// <remarks>
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/// Must have:
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/// - small real body
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/// - shadows longer than the real body
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/// The meaning of "short" is specified with SetCandleSettings
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/// The returned value is positive(+1) when white or negative(-1) when black;
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/// it does not mean bullish or bearish
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/// </remarks>
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public class SpinningTop : CandlestickPattern
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{
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private readonly int _bodyShortAveragePeriod;
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private decimal _bodyShortPeriodTotal;
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/// <summary>
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/// Initializes a new instance of the <see cref="SpinningTop"/> 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 SpinningTop(string name)
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: base(name, CandleSettings.Get(CandleSettingType.BodyShort).AveragePeriod + 1)
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{
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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="SpinningTop"/> class.
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/// </summary>
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public SpinningTop()
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: this("SPINNINGTOP")
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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 - _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 (GetRealBody(input) < GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, input) &&
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GetUpperShadow(input) > GetRealBody(input) &&
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GetLowerShadow(input) > GetRealBody(input)
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)
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value = (int)GetCandleColor(input);
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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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_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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_bodyShortPeriodTotal = 0m;
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base.Reset();
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}
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}
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}
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