/// <summary>
/// Returns True if the index bar is a doji bar
/// </summary>
/// <param name="bars"></param>
/// <param name="index">The bar index number in a market series</param>
/// <returns>bool</returns>
public static bool IsDojiBar(this Bars bars, int index)
{
double barBodyRange = bars.GetBarRange(index, true);
double barRange = bars.GetBarRange(index);
double meanBarRange = bars.GetAverageBarRange(index - 1, 50);
return(barRange < meanBarRange / 3 && barBodyRange / barRange < 0.5);
}
/// <summary>
/// Returns True if the index bar is an engulfing bar
/// </summary>
/// <param name="bars"></param>
/// <param name="index">The bar index number in a market series</param>
/// <returns>bool</returns>
public static bool IsEngulfingBar(this Bars bars, int index)
{
double barBodyRange = bars.GetBarRange(index, true);
double previousBarRange = bars.GetBarRange(index - 1);
BarType barType = bars.GetBarType(index);
BarType previousBarType = bars.GetBarType(index - 1);
return(barBodyRange > previousBarRange && barType != previousBarType);
}
/// <summary>
/// Returns the minimum bar range in a market series
/// </summary>
/// <param name="bars"></param>
/// <param name="index">The start bar index</param>
/// <param name="periods">The number of previous bars</param>
/// <param name="useBarBody">Use bar open and close price instead of high and low?</param>
/// <returns>double</returns>
public static double GetMinBarRange(this Bars bars, int index, int periods, bool useBarBody = false)
{
var minRange = double.MaxValue;
for (var i = index; i >= index - periods; i--)
{
minRange = Math.Min(minRange, bars.GetBarRange(i, useBarBody: useBarBody));
}
return(minRange);
}
/// <summary>
/// Returns the median bar range of x previous bars on a market series
/// </summary>
/// <param name="bars"></param>
/// <param name="index">Bar index in market series, the calculation will begin from this bar</param>
/// <param name="periods">The number of x previous bars or look back bars</param>
/// <param name="useBarBody">Use bar open and close price instead of high and low?</param>
/// <returns>double</returns>
public static double GetMedianBarRange(this Bars bars, int index, int periods, bool useBarBody = false)
{
var barRanges = new List <double>();
for (var iBarIndex = index; iBarIndex >= index - periods; iBarIndex--)
{
double iBarRange = bars.GetBarRange(iBarIndex, useBarBody);
barRanges.Add(iBarRange);
}
return(barRanges.Median());
}
/// <summary>
/// Returns the volume profile of x latest bars in a market series
/// </summary>
/// <param name="bars"></param>
/// <param name="index">Last Bar Index</param>
/// <param name="periods">Number of previous bars before provided index</param>
/// <param name="symbol">The market series symbol</param>
/// <returns>List<PriceVolume></returns>
public static List <PriceLevel> GetVolumeProfile(this Bars bars, int index, int periods, Symbol symbol)
{
var result = new List <PriceLevel>();
for (var i = index; i > index - periods; i--)
{
var barRange = bars.GetBarRange(i);
var barVolume = bars.TickVolumes[i];
if (barRange <= 0 || barVolume <= 0)
{
continue;
}
var percentageAboveBarClose = (bars.HighPrices[i] - bars.ClosePrices[i]) / barRange;
var percentageBelowBarClose = (bars.ClosePrices[i] - bars.LowPrices[i]) / barRange;
var bullishVolume = barVolume * percentageBelowBarClose;
var bearishVolume = barVolume * percentageAboveBarClose;
var barRangeInPips = symbol.ToPips(barRange);
var bullishVolumePerPips = bullishVolume / barRangeInPips;
var bearishVolumePerPips = bearishVolume / barRangeInPips;
for (var level = bars.LowPrices[i]; level <= bars.HighPrices[i]; level += symbol.PipSize)
{
level = Math.Round(level, symbol.Digits);
var priceLevel = result.FirstOrDefault(pLevel => pLevel.Level == level);
if (priceLevel == null)
{
priceLevel = new PriceLevel
{
Level = level
};
result.Add(priceLevel);
}
priceLevel.BullishVolume += bullishVolumePerPips;
priceLevel.BearishVolume += bearishVolumePerPips;
}
}
return(result);
}
/// <summary>
/// Returns True if the index bar is a rejection bar
/// </summary>
/// <param name="bars"></param>
/// <param name="index">The bar index number in a market series</param>
/// <returns>bool</returns>
public static bool IsRejectionBar(this Bars bars, int index)
{
double barBodyRange = bars.GetBarRange(index, true);
double barRange = bars.GetBarRange(index);
BarType barType = bars.GetBarType(index);
double meanBarRange = bars.GetAverageBarRange(index - 1, 50);
if (barBodyRange / barRange < 0.3 && barRange > meanBarRange)
{
var barMiddle = barRange * 0.5 + bars.LowPrices[index];
var barFirstQuartile = barRange * 0.25 + bars.LowPrices[index];
var barThirdQuartile = barRange * 0.75 + bars.LowPrices[index];
if (bars.OpenPrices[index] > barMiddle && bars.ClosePrices[index] > barThirdQuartile && barType == BarType.Bullish ||
bars.OpenPrices[index] < barMiddle && bars.ClosePrices[index] < barFirstQuartile && barType == BarType.Bearish)
{
return(true);
}
}
return(false);
}
/// <summary>
/// Returns the maximum bar range in a market series
/// </summary>
/// <param name="bars"></param>
/// <param name="index">The start bar index</param>
/// <param name="periods">The number of previous bars</param>
/// <param name="barType">The type of bars</param>
/// <param name="useBarBody">Use bar open and close price instead of high and low?</param>
/// <returns>double</returns>
public static double GetMaxBarRange(this Bars bars, int index, int periods, BarType barType, bool useBarBody = false)
{
var maxRange = double.MinValue;
for (var i = index; i >= index - periods; i--)
{
if (bars.GetBarType(i) != barType)
{
continue;
}
maxRange = Math.Max(maxRange, bars.GetBarRange(i, useBarBody: useBarBody));
}
return(maxRange);
}
/// <summary>
/// Returns the average bar range of x previous bars on a market series
/// </summary>
/// <param name="bars"></param>
/// <param name="index">Bar index in market series, the calculation will begin from this bar</param>
/// <param name="periods">The number of x previous bars or look back bars</param>
/// <param name="barType">The type of bars</param>
/// <param name="useBarBody">Use bar open and close price instead of high and low?</param>
/// <returns>double</returns>
public static double GetAverageBarRange(this Bars bars, int index, int periods, BarType barType, bool useBarBody = false)
{
var barRanges = new List <double>();
for (var iBarIndex = index; iBarIndex >= index - periods; iBarIndex--)
{
if (bars.GetBarType(iBarIndex) != barType)
{
continue;
}
double iBarRange = bars.GetBarRange(iBarIndex, useBarBody);
barRanges.Add(iBarRange);
}
return(barRanges.Average());
}
/// <summary>
/// Returns a bar volume strength
/// </summary>
/// <param name="bars"></param>
/// <param name="index">Bar index</param>
/// <returns>double</returns>
public static double GetBarVolumeStrength(this Bars bars, int index)
{
return(bars.GetBarRange(index) / bars.TickVolumes[index]);;
}
/// <summary>
/// Returns the range of a bar in a market series
/// </summary>
/// <param name="bars"></param>
/// <param name="index">Bar index in market series</param>
/// <param name="symbol">The market series symbol</param>
/// <param name="returnType">The return type</param>
/// <param name="useBarBody">Use bar open and close price instead of high and low?</param>
/// <returns>double</returns>
public static double GetBarRange(this Bars bars, int index, Symbol symbol, PriceValueType returnType, bool useBarBody = false)
{
double range = bars.GetBarRange(index, useBarBody);
return(symbol.ChangePriceValueType(range, returnType));
}
