Lean  $LEAN_TAG$
HighWaveCandle.cs
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14 */
15 
16 using System;
18 
20 {
21  /// <summary>
22  /// High-Wave Candle candlestick pattern indicator
23  /// </summary>
24  /// <remarks>
25  /// Must have:
26  /// - short real body
27  /// - very long upper and lower shadow
28  /// The meaning of "short" and "very long" is specified with SetCandleSettings
29  /// The returned value is positive(+1) when white or negative(-1) when black;
30  /// it does not mean bullish or bearish
31  /// </remarks>
33  {
34  private readonly int _bodyShortAveragePeriod;
35  private readonly int _shadowVeryLongAveragePeriod;
36 
37  private decimal _bodyShortPeriodTotal;
38  private decimal _shadowVeryLongPeriodTotal;
39 
40  /// <summary>
41  /// Initializes a new instance of the <see cref="HighWaveCandle"/> class using the specified name.
42  /// </summary>
43  /// <param name="name">The name of this indicator</param>
44  public HighWaveCandle(string name)
45  : base(name, Math.Max(CandleSettings.Get(CandleSettingType.BodyShort).AveragePeriod, CandleSettings.Get(CandleSettingType.ShadowVeryLong).AveragePeriod) + 1)
46  {
47  _bodyShortAveragePeriod = CandleSettings.Get(CandleSettingType.BodyShort).AveragePeriod;
48  _shadowVeryLongAveragePeriod = CandleSettings.Get(CandleSettingType.ShadowVeryLong).AveragePeriod;
49  }
50 
51  /// <summary>
52  /// Initializes a new instance of the <see cref="HighWaveCandle"/> class.
53  /// </summary>
54  public HighWaveCandle()
55  : this("HIGHWAVECANDLE")
56  {
57  }
58 
59  /// <summary>
60  /// Gets a flag indicating when this indicator is ready and fully initialized
61  /// </summary>
62  public override bool IsReady
63  {
64  get { return Samples >= Period; }
65  }
66 
67  /// <summary>
68  /// Computes the next value of this indicator from the given state
69  /// </summary>
70  /// <param name="window">The window of data held in this indicator</param>
71  /// <param name="input">The input given to the indicator</param>
72  /// <returns>A new value for this indicator</returns>
73  protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
74  {
75  if (!IsReady)
76  {
77  if (Samples >= Period - _bodyShortAveragePeriod)
78  {
79  _bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input);
80  }
81 
82  if (Samples >= Period - _shadowVeryLongAveragePeriod)
83  {
84  _shadowVeryLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryLong, input);
85  }
86 
87  return 0m;
88  }
89 
90  decimal value;
91  if (GetRealBody(input) < GetCandleAverage(CandleSettingType.BodyShort, _bodyShortPeriodTotal, input) &&
92  GetUpperShadow(input) > GetCandleAverage(CandleSettingType.ShadowVeryLong, _shadowVeryLongPeriodTotal, input) &&
93  GetLowerShadow(input) > GetCandleAverage(CandleSettingType.ShadowVeryLong, _shadowVeryLongPeriodTotal, input)
94  )
95  value = (int)GetCandleColor(input);
96  else
97  value = 0m;
98 
99  // add the current range and subtract the first range: this is done after the pattern recognition
100  // when avgPeriod is not 0, that means "compare with the previous candles" (it excludes the current candle)
101 
102  _bodyShortPeriodTotal += GetCandleRange(CandleSettingType.BodyShort, input) -
103  GetCandleRange(CandleSettingType.BodyShort, window[_bodyShortAveragePeriod]);
104 
105  _shadowVeryLongPeriodTotal += GetCandleRange(CandleSettingType.ShadowVeryLong, input) -
106  GetCandleRange(CandleSettingType.ShadowVeryLong, window[_shadowVeryLongAveragePeriod]);
107 
108  return value;
109  }
110 
111  /// <summary>
112  /// Resets this indicator to its initial state
113  /// </summary>
114  public override void Reset()
115  {
116  _bodyShortPeriodTotal = 0m;
117  _shadowVeryLongPeriodTotal = 0m;
118  base.Reset();
119  }
120  }
121 }