public BopaCandlesticksRule(ChartPattern Pattern, string Name, int TrendStrength, int BarsAgo, int Weight)
{
this.Pattern = Pattern;
this.Name = Name;
this.TrendStrength = TrendStrength;
this.BarsAgo = BarsAgo;
this.Weight = Weight;
}
public PossibleSignal(TimeFrame tf, string pPair, ChartPattern cp, ForexAction fp, string cd, string ia, string cb)
{
TimeFrame = tf;
Pair = pPair;
Pattern = cp;
Action = fp;
cDate = cd;
IsActive = ia;
CreatedBy = cb;
}
/// <summary>
/// Detects common candlestick patterns and marks them on the chart.
/// </summary>
/// <returns></returns>
public CandleStickPattern CandleStickPattern(Data.IDataSeries input, ChartPattern pattern, int trendStrength)
{
if (cacheCandleStickPattern != null)
{
for (int idx = 0; idx < cacheCandleStickPattern.Length; idx++)
{
if (cacheCandleStickPattern[idx].Pattern == pattern && cacheCandleStickPattern[idx].TrendStrength == trendStrength && cacheCandleStickPattern[idx].EqualsInput(input))
{
return(cacheCandleStickPattern[idx]);
}
}
}
lock (checkCandleStickPattern)
{
checkCandleStickPattern.Pattern = pattern;
pattern = checkCandleStickPattern.Pattern;
checkCandleStickPattern.TrendStrength = trendStrength;
trendStrength = checkCandleStickPattern.TrendStrength;
if (cacheCandleStickPattern != null)
{
for (int idx = 0; idx < cacheCandleStickPattern.Length; idx++)
{
if (cacheCandleStickPattern[idx].Pattern == pattern && cacheCandleStickPattern[idx].TrendStrength == trendStrength && cacheCandleStickPattern[idx].EqualsInput(input))
{
return(cacheCandleStickPattern[idx]);
}
}
}
CandleStickPattern indicator = new CandleStickPattern();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Pattern = pattern;
indicator.TrendStrength = trendStrength;
Indicators.Add(indicator);
indicator.SetUp();
CandleStickPattern[] tmp = new CandleStickPattern[cacheCandleStickPattern == null ? 1 : cacheCandleStickPattern.Length + 1];
if (cacheCandleStickPattern != null)
{
cacheCandleStickPattern.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheCandleStickPattern = tmp;
return(indicator);
}
}
public CandlestickPattern CandlestickPattern(ISeries <double> input, ChartPattern pattern, int trendStrength)
{
if (cacheCandlestickPattern != null)
{
for (int idx = 0; idx < cacheCandlestickPattern.Length; idx++)
{
if (cacheCandlestickPattern[idx] != null && cacheCandlestickPattern[idx].Pattern == pattern && cacheCandlestickPattern[idx].TrendStrength == trendStrength && cacheCandlestickPattern[idx].EqualsInput(input))
{
return(cacheCandlestickPattern[idx]);
}
}
}
return(CacheIndicator <CandlestickPattern>(new CandlestickPattern()
{
Pattern = pattern, TrendStrength = trendStrength
}, input, ref cacheCandlestickPattern));
}
public Indicators.CandlestickPattern CandlestickPattern(ISeries <double> input, ChartPattern pattern, int trendStrength)
{
return(indicator.CandlestickPattern(input, pattern, trendStrength));
}
public Indicators.CandlestickPattern CandlestickPattern(ChartPattern pattern, int trendStrength)
{
return(indicator.CandlestickPattern(Input, pattern, trendStrength));
}
public CandlestickPattern CandlestickPattern(ChartPattern pattern, int trendStrength)
{
return(CandlestickPattern(Input, pattern, trendStrength));
}
public bool Evaluate(ChartPattern pattern)
{
if (ninjaScript.CurrentBar < trendStrength || ninjaScript.CurrentBar < 2)
{
return(false);
}
if (max == null && trendStrength > 0 && (pattern == ChartPattern.HangingMan || pattern == ChartPattern.InvertedHammer))
{
max = new Indicators.MAX();
max.Period = trendStrength;
try
{
max.SetState(State.Configure);
}
catch (Exception exp)
{
Cbi.Log.Process(typeof(Resource), "CbiUnableToCreateInstance2", new object[] { max.Name, exp.InnerException != null ? exp.InnerException.ToString() : exp.ToString() }, Cbi.LogLevel.Error, Cbi.LogCategories.Default);
max.SetState(State.Finalized);
}
max.Parent = ninjaScript;
max.SetInput(ninjaScript.High);
lock (ninjaScript.NinjaScripts)
ninjaScript.NinjaScripts.Add(max);
try
{
max.SetState(ninjaScript.State);
}
catch (Exception exp)
{
Cbi.Log.Process(typeof(Resource), "CbiUnableToCreateInstance2", new object[] { max.Name, exp.InnerException != null ? exp.InnerException.ToString() : exp.ToString() }, Cbi.LogLevel.Error, Cbi.LogCategories.Default);
max.SetState(State.Finalized);
return(false);
}
}
if (min == null && trendStrength > 0 && pattern == ChartPattern.Hammer)
{
min = new MIN();
min.Period = trendStrength;
try
{
min.SetState(State.Configure);
}
catch (Exception exp)
{
Cbi.Log.Process(typeof(Resource), "CbiUnableToCreateInstance2", new object[] { min.Name, exp.InnerException != null ? exp.InnerException.ToString() : exp.ToString() }, Cbi.LogLevel.Error, Cbi.LogCategories.Default);
min.SetState(State.Finalized);
}
min.Parent = ninjaScript;
min.SetInput(ninjaScript.Low);
lock (ninjaScript.NinjaScripts)
ninjaScript.NinjaScripts.Add(min);
try
{
min.SetState(ninjaScript.State);
}
catch (Exception exp)
{
Cbi.Log.Process(typeof(Resource), "CbiUnableToCreateInstance2", new object[] { min.Name, exp.InnerException != null ? exp.InnerException.ToString() : exp.ToString() }, Cbi.LogLevel.Error, Cbi.LogCategories.Default);
min.SetState(State.Finalized);
return(false);
}
}
if (pattern != ChartPattern.Doji &&
pattern != ChartPattern.DownsideTasukiGap &&
pattern != ChartPattern.EveningStar &&
pattern != ChartPattern.FallingThreeMethods &&
pattern != ChartPattern.MorningStar &&
pattern != ChartPattern.RisingThreeMethods &&
pattern != ChartPattern.StickSandwich &&
pattern != ChartPattern.UpsideTasukiGap)
{
if (trendStrength == 0)
{
isInDownTrend = true;
isInUpTrend = true;
}
else
{
if (swing == null)
{
swing = new Swing();
swing.Strength = trendStrength;
try
{
swing.SetState(State.Configure);
}
catch (Exception exp)
{
Cbi.Log.Process(typeof(Resource), "CbiUnableToCreateInstance2", new object[] { swing.Name, exp.InnerException != null ? exp.InnerException.ToString() : exp.ToString() }, Cbi.LogLevel.Error, Cbi.LogCategories.Default);
swing.SetState(State.Finalized);
}
swing.Parent = ninjaScript;
swing.SetInput(ninjaScript.Input);
lock (ninjaScript.NinjaScripts)
ninjaScript.NinjaScripts.Add(swing);
try
{
swing.SetState(ninjaScript.State);
}
catch (Exception exp)
{
Cbi.Log.Process(typeof(Resource), "CbiUnableToCreateInstance2", new object[] { swing.Name, exp.InnerException != null ? exp.InnerException.ToString() : exp.ToString() }, Cbi.LogLevel.Error, Cbi.LogCategories.Default);
swing.SetState(State.Finalized);
return(false);
}
}
// Calculate up trend line
int upTrendStartBarsAgo = 0;
int upTrendEndBarsAgo = 0;
int upTrendOccurence = 1;
while (ninjaScript.Low[upTrendEndBarsAgo] <= ninjaScript.Low[upTrendStartBarsAgo])
{
upTrendStartBarsAgo = swing.SwingLowBar(0, upTrendOccurence + 1, ninjaScript.CurrentBar);
upTrendEndBarsAgo = swing.SwingLowBar(0, upTrendOccurence, ninjaScript.CurrentBar);
if (upTrendStartBarsAgo < 0 || upTrendEndBarsAgo < 0)
{
break;
}
upTrendOccurence++;
}
// Calculate down trend line
int downTrendStartBarsAgo = 0;
int downTrendEndBarsAgo = 0;
int downTrendOccurence = 1;
while (ninjaScript.High[downTrendEndBarsAgo] >= ninjaScript.High[downTrendStartBarsAgo])
{
downTrendStartBarsAgo = swing.SwingHighBar(0, downTrendOccurence + 1, ninjaScript.CurrentBar);
downTrendEndBarsAgo = swing.SwingHighBar(0, downTrendOccurence, ninjaScript.CurrentBar);
if (downTrendStartBarsAgo < 0 || downTrendEndBarsAgo < 0)
{
break;
}
downTrendOccurence++;
}
if (upTrendStartBarsAgo > 0 && upTrendEndBarsAgo > 0 && upTrendStartBarsAgo < downTrendStartBarsAgo)
{
isInDownTrend = false;
isInUpTrend = true;
}
else if (downTrendStartBarsAgo > 0 && downTrendEndBarsAgo > 0 && upTrendStartBarsAgo > downTrendStartBarsAgo)
{
isInDownTrend = true;
isInUpTrend = false;
}
else
{
isInDownTrend = false;
isInUpTrend = false;
}
}
}
bool found = false;
NinjaScriptBase n = ninjaScript;
if (!prior[0] && !prior[1]) // no pattern found on the last 2 bars
{
switch (pattern)
{
case ChartPattern.BearishBeltHold: found = isInUpTrend && n.Close[1] > n.Open[1] && n.Open[0] > n.Close[1] + 5 * n.TickSize && n.Open[0] == n.High[0] && n.Close[0] < n.Open[0]; break;
case ChartPattern.BearishEngulfing: found = isInUpTrend && n.Close[1] > n.Open[1] && n.Close[0] < n.Open[0] && n.Open[0] > n.Close[1] && n.Close[0] < n.Open[1]; break;
case ChartPattern.BearishHarami: found = isInUpTrend && n.Close[0] < n.Open[0] && n.Close[1] > n.Open[1] && n.Low[0] >= n.Open[1] && n.High[0] <= n.Close[1]; break;
case ChartPattern.BearishHaramiCross: found = isInUpTrend && (n.High[0] <= n.Close[1]) && (n.Low[0] >= n.Open[1]) && n.Open[0] <= n.Close[1] && n.Close[0] >= n.Open[1] &&
((n.Close[0] >= n.Open[0] && n.Close[0] <= n.Open[0] + n.TickSize) || (n.Close[0] <= n.Open[0] && n.Close[0] >= n.Open[0] - n.TickSize)); break;
case ChartPattern.BullishBeltHold: found = isInDownTrend && n.Close[1] < n.Open[1] && n.Open[0] < n.Close[1] - 5 * n.TickSize && n.Open[0] == n.Low[0] && n.Close[0] > n.Open[0]; break;
case ChartPattern.BullishEngulfing: found = isInDownTrend && n.Close[1] < n.Open[1] && n.Close[0] > n.Open[0] && n.Close[0] > n.Open[1] && n.Open[0] < n.Close[1]; break;
case ChartPattern.BullishHarami: found = isInDownTrend && n.Close[0] > n.Open[0] && n.Close[1] < n.Open[1] && n.Low[0] >= n.Close[1] && n.High[0] <= n.Open[1]; break;
case ChartPattern.BullishHaramiCross: found = isInDownTrend && (n.High[0] <= n.Open[1]) && (n.Low[0] >= n.Close[1]) && n.Open[0] >= n.Close[1] && n.Close[0] <= n.Open[1] &&
((n.Close[0] >= n.Open[0] && n.Close[0] <= n.Open[0] + n.TickSize) || (n.Close[0] <= n.Open[0] && n.Close[0] >= n.Open[0] - n.TickSize)); break;
case ChartPattern.DarkCloudCover: found = isInUpTrend && n.Open[0] > n.High[1] && n.Close[1] > n.Open[1] && n.Close[0] < n.Open[0] && n.Close[0] <= n.Close[1] - (n.Close[1] - n.Open[1]) / 2 && n.Close[0] >= n.Open[1]; break;
case ChartPattern.Doji: found = Math.Abs(n.Close[0] - n.Open[0]) <= (n.High[0] - n.Low[0]) * 0.07; break;
case ChartPattern.DownsideTasukiGap: found = n.Close[2] < n.Open[2] && n.Close[1] < n.Open[1] && n.Close[0] > n.Open[0] && n.High[1] < n.Low[2] &&
n.Open[0] > n.Close[1] && n.Open[0] < n.Open[1] && n.Close[0] > n.Open[1] && n.Close[0] < n.Close[2]; break;
case ChartPattern.EveningStar: found = n.Close[2] > n.Open[2] && n.Close[1] > n.Close[2] && n.Open[0] < (Math.Abs((n.Close[1] - n.Open[1]) / 2) + n.Open[1]) && n.Close[0] < n.Open[0]; break;
case ChartPattern.FallingThreeMethods: found = n.CurrentBar > 5 && n.Close[4] < n.Open[4] && n.Close[0] < n.Open[0] && n.Close[0] < n.Low[4] && n.High[3] < n.High[4] && n.Low[3] > n.Low[4] &&
n.High[2] < n.High[4] && n.Low[2] > n.Low[4] && n.High[1] < n.High[4] && n.Low[1] > n.Low[4]; break;
case ChartPattern.Hammer: found = isInDownTrend && (min == null ? true : min[0] == n.Low[0]) && n.Low[0] < n.Open[0] - 5 * n.TickSize &&
Math.Abs(n.Open[0] - n.Close[0]) < (0.10 * (n.High[0] - n.Low[0])) && (n.High[0] - n.Close[0]) < (0.25 * (n.High[0] - n.Low[0])); break;
case ChartPattern.HangingMan: found = isInUpTrend && (max == null ? true : max[0] == n.High[0]) && n.Low[0] < n.Open[0] - 5 * n.TickSize &&
Math.Abs(n.Open[0] - n.Close[0]) < (0.10 * (n.High[0] - n.Low[0])) && (n.High[0] - n.Close[0]) < (0.25 * (n.High[0] - n.Low[0])); break;
case ChartPattern.InvertedHammer: found = isInUpTrend && (max == null ? true : max[0] == n.High[0]) && n.High[0] > n.Open[0] + 5 * n.TickSize &&
Math.Abs(n.Open[0] - n.Close[0]) < (0.10 * (n.High[0] - n.Low[0])) && (n.Close[0] - n.Low[0]) < (0.25 * (n.High[0] - n.Low[0])); break;
case ChartPattern.MorningStar: found = n.Close[2] < n.Open[2] && n.Close[1] < n.Close[2] && n.Open[0] > (Math.Abs((n.Close[1] - n.Open[1]) / 2) + n.Open[1]) && n.Close[0] > n.Open[0]; break;
case ChartPattern.PiercingLine: found = isInDownTrend && n.Open[0] < n.Low[1] && n.Close[1] < n.Open[1] && n.Close[0] > n.Open[0] && n.Close[0] >= n.Close[1] + (n.Open[1] - n.Close[1]) / 2 && n.Close[0] <= n.Open[1]; break;
case ChartPattern.RisingThreeMethods: found = n.CurrentBar > 5 && n.Close[4] > n.Open[4] && n.Close[0] > n.Open[0] && n.Close[0] > n.High[4] && n.High[3] < n.High[4] && n.Low[3] > n.Low[4] &&
n.High[2] < n.High[4] && n.Low[2] > n.Low[4] && n.High[1] < n.High[4] && n.Low[1] > n.Low[4]; break;
case ChartPattern.ShootingStar: found = isInUpTrend && n.High[0] > n.Open[0] && (n.High[0] - n.Open[0]) >= 2 * (n.Open[0] - n.Close[0]) && n.Close[0] < n.Open[0] && (n.Close[0] - n.Low[0]) <= 2 * n.TickSize; break;
case ChartPattern.StickSandwich: found = n.Close[2] == n.Close[0] && n.Close[2] < n.Open[2] && n.Close[1] > n.Open[1] && n.Close[0] < n.Open[0]; break;
case ChartPattern.ThreeBlackCrows: found = isInUpTrend && n.Close[0] < n.Open[0] && n.Close[1] < n.Open[1] && n.Close[2] < n.Open[2] && n.Close[0] < n.Close[1] && n.Close[1] < n.Close[2] &&
n.Open[0] < n.Open[1] && n.Open[0] > n.Close[1] && n.Open[1] < n.Open[2] && n.Open[1] > n.Close[2]; break;
case ChartPattern.ThreeWhiteSoldiers: found = isInDownTrend && n.Close[0] > n.Open[0] && n.Close[1] > n.Open[1] && n.Close[2] > n.Open[2] && n.Close[0] > n.Close[1] && n.Close[1] > n.Close[2] &&
n.Open[0] < n.Close[1] && n.Open[0] > n.Open[1] && n.Open[1] < n.Close[2] && n.Open[1] > n.Open[2]; break;
case ChartPattern.UpsideGapTwoCrows: found = isInUpTrend && n.Close[2] > n.Open[2] && n.Close[1] < n.Open[1] && n.Close[0] < n.Open[0] && n.Low[1] > n.High[2] &&
n.Close[0] > n.High[2] && n.Close[0] < n.Close[1] && n.Open[0] > n.Open[1]; break;
case ChartPattern.UpsideTasukiGap: found = n.Close[2] > n.Open[2] && n.Close[1] > n.Open[1] && n.Close[0] < n.Open[0] && n.Low[1] > n.High[2] &&
n.Open[0] < n.Close[1] && n.Open[0] > n.Open[1] && n.Close[0] < n.Open[1] && n.Close[0] > n.Close[2]; break;
}
}
prior[n.CurrentBars[0] % 2] = found;
return(found);
}
/// <summary>
/// Detects common candlestick patterns and marks them on the chart.
/// </summary>
/// <returns></returns>
public Indicator.CandleStickPattern CandleStickPattern(Data.IDataSeries input, ChartPattern pattern, int trendStrength)
{
if (InInitialize && input == null)
{
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");
}
return(_indicator.CandleStickPattern(input, pattern, trendStrength));
}
/// <summary>
/// Detects common candlestick patterns and marks them on the chart.
/// </summary>
/// <returns></returns>
public Indicator.CandleStickPattern CandleStickPattern(Data.IDataSeries input, ChartPattern pattern, int trendStrength)
{
return(_indicator.CandleStickPattern(input, pattern, trendStrength));
}
/// <summary>
/// Detects common candlestick patterns and marks them on the chart.
/// </summary>
/// <returns></returns>
public Indicator.CandleStickPattern CandleStickPattern(Data.IDataSeries input, ChartPattern pattern, int trendStrength)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");
return _indicator.CandleStickPattern(input, pattern, trendStrength);
}
public Indicator.CandleStickPattern CandleStickPattern(ChartPattern pattern, int trendStrength)
{
return _indicator.CandleStickPattern(Input, pattern, trendStrength);
}
/// <summary>
/// Detects common candlestick patterns and marks them on the chart.
/// </summary>
/// <returns></returns>
public Indicator.CandleStickPattern CandleStickPattern(Data.IDataSeries input, ChartPattern pattern, int trendStrength)
{
return _indicator.CandleStickPattern(input, pattern, trendStrength);
}
/// <summary>
/// Detects common candlestick patterns and marks them on the chart.
/// </summary>
/// <returns></returns>
public CandleStickPattern CandleStickPattern(Data.IDataSeries input, ChartPattern pattern, int trendStrength)
{
if (cacheCandleStickPattern != null)
for (int idx = 0; idx < cacheCandleStickPattern.Length; idx++)
if (cacheCandleStickPattern[idx].Pattern == pattern && cacheCandleStickPattern[idx].TrendStrength == trendStrength && cacheCandleStickPattern[idx].EqualsInput(input))
return cacheCandleStickPattern[idx];
lock (checkCandleStickPattern)
{
checkCandleStickPattern.Pattern = pattern;
pattern = checkCandleStickPattern.Pattern;
checkCandleStickPattern.TrendStrength = trendStrength;
trendStrength = checkCandleStickPattern.TrendStrength;
if (cacheCandleStickPattern != null)
for (int idx = 0; idx < cacheCandleStickPattern.Length; idx++)
if (cacheCandleStickPattern[idx].Pattern == pattern && cacheCandleStickPattern[idx].TrendStrength == trendStrength && cacheCandleStickPattern[idx].EqualsInput(input))
return cacheCandleStickPattern[idx];
CandleStickPattern indicator = new CandleStickPattern();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Pattern = pattern;
indicator.TrendStrength = trendStrength;
Indicators.Add(indicator);
indicator.SetUp();
CandleStickPattern[] tmp = new CandleStickPattern[cacheCandleStickPattern == null ? 1 : cacheCandleStickPattern.Length + 1];
if (cacheCandleStickPattern != null)
cacheCandleStickPattern.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheCandleStickPattern = tmp;
return indicator;
}
}
/// <summary>
/// Detects common candlestick patterns and marks them on the chart.
/// </summary>
/// <returns></returns>
public CandleStickPattern CandleStickPattern(ChartPattern pattern, int trendStrength)
{
return CandleStickPattern(Input, pattern, trendStrength);
}