Stefano Raggi
119 lines
3.7 KiB
C#
119 lines
3.7 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
namespace QuantConnect.Indicators.CandlestickPatterns
|
|
{
|
|
/// <summary>
|
|
/// Types of candlestick settings
|
|
/// </summary>
|
|
public enum CandleSettingType
|
|
{
|
|
/// <summary>
|
|
/// Real body is long when it's longer than the average of the 10 previous candles' real body
|
|
/// </summary>
|
|
BodyLong,
|
|
|
|
/// <summary>
|
|
/// Real body is very long when it's longer than 3 times the average of the 10 previous candles' real body
|
|
/// </summary>
|
|
BodyVeryLong,
|
|
|
|
/// <summary>
|
|
/// Real body is short when it's shorter than the average of the 10 previous candles' real bodies
|
|
/// </summary>
|
|
BodyShort,
|
|
|
|
/// <summary>
|
|
/// Real body is like doji's body when it's shorter than 10% the average of the 10 previous candles' high-low range
|
|
/// </summary>
|
|
BodyDoji,
|
|
|
|
/// <summary>
|
|
/// Shadow is long when it's longer than the real body
|
|
/// </summary>
|
|
ShadowLong,
|
|
|
|
/// <summary>
|
|
/// Shadow is very long when it's longer than 2 times the real body
|
|
/// </summary>
|
|
ShadowVeryLong,
|
|
|
|
/// <summary>
|
|
/// Shadow is short when it's shorter than half the average of the 10 previous candles' sum of shadows
|
|
/// </summary>
|
|
ShadowShort,
|
|
|
|
/// <summary>
|
|
/// Shadow is very short when it's shorter than 10% the average of the 10 previous candles' high-low range
|
|
/// </summary>
|
|
ShadowVeryShort,
|
|
|
|
/// <summary>
|
|
/// When measuring distance between parts of candles or width of gaps
|
|
/// "near" means "<= 20% of the average of the 5 previous candles' high-low range"
|
|
/// </summary>
|
|
Near,
|
|
|
|
/// <summary>
|
|
/// When measuring distance between parts of candles or width of gaps
|
|
/// "far" means ">= 60% of the average of the 5 previous candles' high-low range"
|
|
/// </summary>
|
|
Far,
|
|
|
|
/// <summary>
|
|
/// When measuring distance between parts of candles or width of gaps
|
|
/// "equal" means "<= 5% of the average of the 5 previous candles' high-low range"
|
|
/// </summary>
|
|
Equal
|
|
}
|
|
|
|
/// <summary>
|
|
/// Types of candlestick ranges
|
|
/// </summary>
|
|
public enum CandleRangeType
|
|
{
|
|
/// <summary>
|
|
/// The part of the candle between open and close
|
|
/// </summary>
|
|
RealBody,
|
|
|
|
/// <summary>
|
|
/// The complete range of the candle
|
|
/// </summary>
|
|
HighLow,
|
|
|
|
/// <summary>
|
|
/// The shadows (or tails) of the candle
|
|
/// </summary>
|
|
Shadows
|
|
}
|
|
|
|
/// <summary>
|
|
/// Colors of a candle
|
|
/// </summary>
|
|
public enum CandleColor
|
|
{
|
|
/// <summary>
|
|
/// White is an up candle (close higher or equal than open)
|
|
/// </summary>
|
|
White = 1,
|
|
|
|
/// <summary>
|
|
/// Black is a down candle (close lower than open)
|
|
/// </summary>
|
|
Black = -1
|
|
}
|
|
}
|