/// <summary>
/// Returns the range between an index interval in a market series
/// </summary>
/// <param name="bars"></param>
/// <param name="startIndex">Start index</param>
/// <param name="endIndex">End index</param>
/// <param name="useBarBody">Use bar body (open and close) instead of shadows (high and low)</param>
/// <returns>double</returns>
public static double GetRange(this Bars bars, int startIndex, int endIndex, bool useBarBody = false)
{
double min = double.MaxValue, max = double.MinValue;
for (var i = startIndex; i <= endIndex; i++)
{
double barLow, barHigh;
if (useBarBody)
{
barLow = bars.GetBarType(i) == BarType.Bullish ? bars.OpenPrices[i] : bars.ClosePrices[i];
barHigh = bars.GetBarType(i) == BarType.Bullish ? bars.ClosePrices[i] : bars.OpenPrices[i];
}
else
{
barLow = bars.LowPrices[i];
barHigh = bars.HighPrices[i];
}
min = Math.Min(min, barLow);
max = Math.Max(max, barHigh);
}
return(max - min);
}
/// <summary>
/// Returns True if the index bar is a three bar reversal
/// </summary>
/// <param name="bars"></param>
/// <param name="index">The bar index number in a market series</param>
/// <returns>bool</returns>
public static bool IsThreeBarReversal(this Bars bars, int index)
{
var result = false;
BarType barType = bars.GetBarType(index);
BarType previousBarType = bars.GetBarType(index - 1);
if (barType == BarType.Bullish && previousBarType == BarType.Bearish && bars.GetBarType(index - 2) == BarType.Bearish)
{
if (bars.LowPrices[index - 1] < bars.LowPrices[index - 2] && bars.LowPrices[index - 1] < bars.LowPrices[index])
{
if (bars.ClosePrices[index] > bars.OpenPrices[index - 1])
{
result = true;
}
}
}
else if (barType == BarType.Bearish && previousBarType == BarType.Bullish && bars.GetBarType(index - 2) == BarType.Bullish)
{
if (bars.HighPrices[index - 1] > bars.HighPrices[index - 2] && bars.HighPrices[index - 1] > bars.HighPrices[index])
{
if (bars.ClosePrices[index] < bars.OpenPrices[index - 1])
{
result = true;
}
}
}
return(result);
}
/// <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 True if the index bar is an inside bar
/// </summary>
/// <param name="bars"></param>
/// <param name="index">The bar index number in a market series</param>
/// <returns>bool</returns>
public static bool IsInsideBar(this Bars bars, int index)
{
BarType barType = bars.GetBarType(index);
BarType previousBarType = bars.GetBarType(index - 1);
if (bars.HighPrices[index] < bars.HighPrices[index - 1] &&
bars.LowPrices[index] > bars.LowPrices[index - 1] &&
barType != previousBarType)
{
return(true);
}
return(false);
}
/// <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="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 GetMinBarRange(this Bars bars, int index, int periods, BarType barType, bool useBarBody = false)
{
var minRange = double.MaxValue;
for (var i = index; i >= index - periods; i--)
{
if (bars.GetBarType(i) != barType)
{
continue;
}
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="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 GetMedianBarRange(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.Median());
}
/// <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);
}