// Doji
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <CandleResult> GetDoji <TQuote>(
this IEnumerable <TQuote> quotes,
double maxPriceChangePercent = 0.001)
where TQuote : IQuote
{
// check parameter arguments
ValidateDoji(maxPriceChangePercent);
// initialize
List <CandleResult> results = quotes.ConvertToCandleResults();
int length = results.Count;
// roll through candles
for (int i = 0; i < length; i++)
{
CandleResult r = results[i];
// check for current signal
if (r.Candle.Open != 0)
{
if (Math.Abs((double)(r.Candle.Close / r.Candle.Open) - 1d) <= maxPriceChangePercent)
{
r.Price = r.Candle.Close;
r.Signal = Signal.Neutral;
}
}
}
return(results);
}
// MARUBOZU
/// <include file='./info.xml' path='indicator/*' />
///
public static IEnumerable <CandleResult> GetMarubozu <TQuote>(
this IEnumerable <TQuote> quotes,
double minBodyPercent = 0.95)
where TQuote : IQuote
{
// check parameter arguments
ValidateMarubozu(minBodyPercent);
// initialize
List <CandleResult> results = quotes.ConvertToCandleResults();
int length = results.Count;
// roll through candles
for (int i = 0; i < length; i++)
{
CandleResult r = results[i];
// check for current signal
if (r.Candle.BodyPct >= minBodyPercent)
{
r.Price = r.Candle.Close;
r.Signal = r.Candle.IsBullish ? Signal.BullSignal : Signal.BearSignal;
}
}
return(results);
}
public void CandleValues()
{
// sort
List <CandleResult> candles = quotes.ConvertToCandleResults();
// assertions
// should always be the same number of results as there is quotes
Assert.AreEqual(502, candles.Count);
// sample values
CandleResult r0 = candles[0];
Assert.AreEqual(212.8m, r0.Candle.Close);
Assert.AreEqual(1.83m, r0.Candle.Size);
Assert.AreEqual(0.19m, r0.Candle.Body);
Assert.AreEqual(0.55m, r0.Candle.UpperWick);
Assert.AreEqual(1.09m, r0.Candle.LowerWick);
Assert.AreEqual(0.10383, Math.Round(r0.Candle.BodyPct, 5));
Assert.AreEqual(0.30055, Math.Round(r0.Candle.UpperWickPct, 5));
Assert.AreEqual(0.59563, Math.Round(r0.Candle.LowerWickPct, 5));
Assert.IsTrue(r0.Candle.IsBullish);
Assert.IsFalse(r0.Candle.IsBearish);
CandleResult r351 = candles[351];
Assert.AreEqual(1.24m, r351.Candle.Size);
Assert.AreEqual(0m, r351.Candle.Body);
Assert.AreEqual(0.69m, r351.Candle.UpperWick);
Assert.AreEqual(0.55m, r351.Candle.LowerWick);
Assert.AreEqual(0, Math.Round(r351.Candle.BodyPct, 5));
Assert.AreEqual(0.55645, Math.Round(r351.Candle.UpperWickPct, 5));
Assert.AreEqual(0.44355, Math.Round(r351.Candle.LowerWickPct, 5));
Assert.IsFalse(r351.Candle.IsBullish);
Assert.IsFalse(r351.Candle.IsBearish);
CandleResult r501 = candles[501];
Assert.AreEqual(2.67m, r501.Candle.Size);
Assert.AreEqual(0.36m, r501.Candle.Body);
Assert.AreEqual(0.26m, r501.Candle.UpperWick);
Assert.AreEqual(2.05m, r501.Candle.LowerWick);
Assert.AreEqual(0.13483, Math.Round(r501.Candle.BodyPct, 5));
Assert.AreEqual(0.09738, Math.Round(r501.Candle.UpperWickPct, 5));
Assert.AreEqual(0.76779, Math.Round(r501.Candle.LowerWickPct, 5));
Assert.IsTrue(r501.Candle.IsBullish);
Assert.IsFalse(r501.Candle.IsBearish);
}
public void Standard()
{
List <CandleResult> results = quotes.GetMarubozu(0.95).ToList();
// assertions
// should always be the same number of results as there is quotes
Assert.AreEqual(502, results.Count);
Assert.AreEqual(6, results.Where(x => x.Signal != Signal.None).Count());
// sample values
CandleResult r31 = results[31];
Assert.AreEqual(null, r31.Price);
Assert.AreEqual(0, (int)r31.Signal);
CandleResult r32 = results[32];
Assert.AreEqual(222.10m, r32.Price);
Assert.AreEqual(Signal.BullSignal, r32.Signal);
CandleResult r33 = results[33];
Assert.AreEqual(null, r33.Price);
Assert.AreEqual(Signal.None, r33.Signal);
CandleResult r34 = results[34];
Assert.AreEqual(null, r34.Price);
Assert.AreEqual(Signal.None, r34.Signal);
CandleResult r274 = results[274];
Assert.AreEqual(null, r274.Price);
Assert.AreEqual(Signal.None, r274.Signal);
CandleResult r277 = results[277];
Assert.AreEqual(248.13m, r277.Price);
Assert.AreEqual(Signal.BearSignal, r277.Signal);
}
public void Standard()
{
List <CandleResult> results = quotes.GetDoji(0.001).ToList();
// assertions
// should always be the same number of results as there is quotes
Assert.AreEqual(502, results.Count);
Assert.AreEqual(112, results.Where(x => x.Signal != Signal.None).Count());
// sample values
CandleResult r1 = results[1];
Assert.AreEqual(null, r1.Price);
Assert.AreEqual(0, (int)r1.Signal);
CandleResult r23 = results[23];
Assert.AreEqual(216.28m, r23.Price);
Assert.AreEqual(Signal.Neutral, r23.Signal);
CandleResult r46 = results[46];
Assert.AreEqual(null, r46.Price);
Assert.AreEqual(Signal.None, r46.Signal);
CandleResult r392 = results[392];
Assert.AreEqual(null, r392.Price);
Assert.AreEqual(Signal.None, r392.Signal);
CandleResult r451 = results[451];
Assert.AreEqual(273.64m, r451.Price);
Assert.AreEqual(1, (int)r451.Signal);
CandleResult r477 = results[477];
Assert.AreEqual(256.86m, r477.Price);
Assert.AreEqual(Signal.Neutral, r477.Signal);
}
