wehub-resource-sync
99 lines
3.7 KiB
C#
99 lines
3.7 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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*/
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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 Outside Up/Down candlestick pattern
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/// </summary>
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/// <remarks>
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/// Must have:
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/// - first: black(white) real body
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/// - second: white(black) real body that engulfs the prior real body
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/// - third: candle that closes higher(lower) than the second candle
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/// The returned value is positive (+1) for the three outside up or negative (-1) for the three outside down;
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/// The user should consider that a three outside up must appear in a downtrend and three outside down must appear
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/// in an uptrend, while this function does not consider it
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/// </remarks>
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public class ThreeOutside : CandlestickPattern
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="ThreeOutside"/> 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 ThreeOutside(string name)
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: base(name, 3)
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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="ThreeOutside"/> class.
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/// </summary>
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public ThreeOutside()
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: this("THREEOUTSIDE")
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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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return 0m;
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}
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decimal value;
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if (
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(
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// white engulfs black
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GetCandleColor(window[1]) == CandleColor.White && GetCandleColor(window[2]) == CandleColor.Black &&
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window[1].Close > window[2].Open && window[1].Open < window[2].Close &&
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// third candle higher
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input.Close > window[1].Close
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)
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||
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(
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// black engulfs white
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GetCandleColor(window[1]) == CandleColor.Black && GetCandleColor(window[2]) == CandleColor.White &&
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window[1].Open > window[2].Close && window[1].Close < window[2].Open &&
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// third candle lower
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input.Close < window[1].Close
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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 = 0;
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return value;
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}
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}
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}
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