public static List <CandlePatternCode> CandlePatterns(this IEnumerable <ICandle> candles, decimal?dojiSize = null)
{
dojiSize ??= 0.05m;
CandlePatternsOptions config = new CandlePatternsOptions(dojiSize.Value);
CandlePatterns cp = new CandlePatterns();
return(cp.Get(candles, config));
}
public override dynamic Get(IEnumerable <ICandle> source, IIndicatorOptions options = null)
{
CandlePatternsOptions config = options != null ? (CandlePatternsOptions)options.Options : new CandlePatternsOptions(0.05m);
List <CandlePatternCode> result = new List <CandlePatternCode>();
List <decimal> open = source.Open();
List <decimal> close = source.Close();
List <decimal> high = source.High();
List <decimal> low = source.Low();
for (int i = 0; i < source.Count(); i++)
{
if (Math.Abs(open[i] - close[i]) <= (high[i] - low[i]) * config.DojiSize)
{
result.Add(CandlePatternCode.DOJI);
continue;
}
if (high[i] - low[i] > 3 * (open[i] - close[i]) && (close[i] - low[i]) / (.001m + high[i] - low[i]) > 0.6m && (open[i] - low[i]) / (.001m + high[i] - low[i]) > 0.6m)
{
result.Add(CandlePatternCode.BULLISH_HAMMER);
continue;
}
if (high[i] - low[i] > 3 * (open[i] - close[i]) && (high[i] - close[i]) / (.001m + high[i] - low[i]) > 0.6m && (high[i] - open[i]) / (.001m + high[i] - low[i]) > 0.6m)
{
result.Add(CandlePatternCode.BEARISH_INVERTED_HAMMER);
continue;
}
// These patterns require at least 2 data points
if (i > 0)
{
if (open[i - 1] < close[i - 1] && open[i] > close[i - 1] && high[i] - Math.Max(open[i], close[i]) >= Math.Abs(open[i] - close[i]) * 3 && Math.Min(close[i], open[i]) - low[i] <= Math.Abs(open[i] - close[i]))
{
result.Add(CandlePatternCode.SHOOTING_STAR);
continue;
}
if (close[i - 1] > open[i - 1] && open[i] > close[i] && open[i] <= close[i - 1] && open[i - 1] <= close[i] && open[i] - close[i] < close[i - 1] - open[i - 1])
{
result.Add(CandlePatternCode.BEARISH_HARAMI);
continue;
}
if (open[i - 1] > close[i - 1] && close[i] > open[i] && close[i] <= open[i - 1] && close[i - 1] <= open[i] && close[i] - open[i] < open[i - 1] - close[i - 1])
{
result.Add(CandlePatternCode.BULLISH_HARAMI);
continue;
}
if (close[i - 1] > open[i - 1] && open[i] > close[i] && open[i] >= close[i - 1] && open[i - 1] >= close[i] && open[i] - close[i] > close[i - 1] - open[i - 1])
{
result.Add(CandlePatternCode.BEARISH_ENGULFING);
continue;
}
if (open[i - 1] > close[i - 1] && close[i] > open[i] && close[i] >= open[i - 1] && close[i - 1] >= open[i] && close[i] - open[i] > open[i - 1] - close[i - 1])
{
result.Add(CandlePatternCode.BULLISH_ENGULFING);
continue;
}
if (open[i - 1] > close[i - 1] && open[i] >= open[i - 1] && close[i] > open[i])
{
result.Add(CandlePatternCode.BULLISH_KICKER);
continue;
}
if (open[i - 1] < close[i - 1] && open[i] <= open[i - 1] && close[i] <= open[i])
{
result.Add(CandlePatternCode.BEARISH_KICKER);
continue;
}
if (close[i - 1] > open[i - 1] && (close[i - 1] + open[i - 1]) / 2 > close[i] && open[i] > close[i] && open[i] > close[i - 1] && close[i] > open[i - 1] && (open[i] - close[i]) / (.001m + (high[i] - low[i])) > 0.6m)
{
result.Add(CandlePatternCode.BEARISH_DARK_CLOUD_COVER);
continue;
}
// These patterns require at least 3 data points
if (i > 1)
{
if (close[i - 2] < open[i - 2] && Math.Max(open[i - 1], close[i - 1]) < close[i - 2] && open[i] > Math.Max(open[i - 1], close[i - 1]) && close[i] > open[i])
{
result.Add(CandlePatternCode.BULLISH_MORNING_STAR);
continue;
}
if (close[i - 2] > open[i - 2] && Math.Min(open[i - 1], close[i - 1]) > close[i - 2] && open[i] < Math.Min(open[i - 1], close[i - 1]) && close[i] < open[i])
{
result.Add(CandlePatternCode.BEARISH_EVENING_STAR);
continue;
}
if (high[i] - low[i] > 4 * (open[i] - close[i]) && (close[i] - low[i]) / (.001m + high[i] - low[i]) >= 0.75m && (open[i] - low[i]) / (.001m + high[i] - low[i]) >= 0.75m && high[i - 1] < open[i] && high[i - 2] < open[i])
{
result.Add(CandlePatternCode.BEARISH_HANGING_MAN);
continue;
}
}
if (i > 9)
{
decimal upper = high.Skip(i - 10).Take(10).OrderByDescending(x => x).ToList()[1];
if (close[i - 1] < open[i - 1] && open[i] < low[i - 1] && close[i] > close[i - 1] + (open[i - 1] - close[i - 1]) / 2 && close[i] < open[i - 1])
{
result.Add(CandlePatternCode.PIERCING_LINE);
continue;
}
decimal lower = high.Skip(i - 10).Take(10).OrderBy(x => x).ToList()[1];
if (low[i] == open[i] && open[i] < lower && open[i] < close[i] && close[i] > (high[i - 1] - low[i - 1]) / 2 + low[i - 1])
{
result.Add(CandlePatternCode.BULLISH_BELT);
continue;
}
}
}
result.Add(null);
}
return(result);
}
