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Pattern: Improves patterns
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@kenorb
kenorb committed Aug 7, 2021
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95 changes: 55 additions & 40 deletions Pattern.enum.h
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Original file line number Diff line number Diff line change
Expand Up @@ -42,8 +42,8 @@ enum ENUM_PATTERN_1CANDLE {
PATTERN_1CANDLE_BODY_GT_PP_OPEN = 1 << 5, // Body is above the pivot price (OHLC/4)
PATTERN_1CANDLE_BODY_GT_WEIGHTED = 1 << 6, // Body is above the weighted price (OH2C/4)
PATTERN_1CANDLE_BODY_GT_WICKS = 1 << 7, // Body is greater than sum of wicks
PATTERN_1CANDLE_CHANGE_GT_02PC = 1 << 8, // Price change is greater than 0.2% of the price change
PATTERN_1CANDLE_CHANGE_GT_05PC = 1 << 9, // Price change is greater than 0.5% of the price change
PATTERN_1CANDLE_CHANGE_GT_01PC = 1 << 8, // Price change is greater than 0.1% of the price change
PATTERN_1CANDLE_CHANGE_GT_02PC = 1 << 9, // Price change is greater than 0.2% of the price change
PATTERN_1CANDLE_CLOSE_GT_MED = 1 << 10, // Close price is above the median price
PATTERN_1CANDLE_CLOSE_GT_PP = 1 << 11, // Close price is above the pivot price (HLC/3)
PATTERN_1CANDLE_CLOSE_GT_PP_DM = 1 << 12, // Close price is above the Tom DeMark pivot price
Expand Down Expand Up @@ -95,38 +95,42 @@ enum ENUM_PATTERN_1CANDLE {

/* Enumeration for 2-candle patterns. */
enum ENUM_PATTERN_2CANDLE {
PATTERN_2CANDLE_NONE = 0 << 0, // None.
PATTERN_2CANDLE_BEARS = 1 << 0, // Two bear candles.
PATTERN_2CANDLE_BODY_GT_BODY = 1 << 1, // Body size is greater than the previous one.
PATTERN_2CANDLE_BULLS = 1 << 2, // Two bulls candles.
PATTERN_2CANDLE_CLOSE_GT_CLOSE = 1 << 3, // Close is greater than the previous one.
PATTERN_2CANDLE_CLOSE_GT_HIGH = 1 << 4, // Close is greater than previous high.
PATTERN_2CANDLE_CLOSE_LT_LOW = 1 << 5, // Close is lower than previous low.
PATTERN_2CANDLE_HIGH_GT_HIGH = 1 << 6, // High is greater than the previous one.
PATTERN_2CANDLE_HIGH_GT_HOC = 1 << 7, // High is greater than the previous higher price (open or close).
PATTERN_2CANDLE_HOC_GT_HIGH = 1 << 8, // Higher price (open or close) is greater than the previous high.
PATTERN_2CANDLE_HOC_GT_HOC = 1 << 9, // Higher price (open or close) is greater than the previous one.
PATTERN_2CANDLE_LOC_LT_LOC = 1 << 10, // Lower price (open or close) is lower than the previous one.
PATTERN_2CANDLE_LOC_LT_LOW = 1 << 11, // Lower price (open or close) is lower than the previous low.
PATTERN_2CANDLE_LOW_LT_LOC = 1 << 12, // Low is lower than the previous lower price (open or close).
PATTERN_2CANDLE_LOW_LT_LOW = 1 << 13, // Low is lower than the previous one.
PATTERN_2CANDLE_OPEN_GT_OPEN = 1 << 14, // Open is greater than the previous one.
PATTERN_2CANDLE_PP_GT_PP = 1 << 15, // Pivot price is greater than the previous one (HLC/3).
PATTERN_2CANDLE_PP_GT_PP_OPEN = 1 << 16, // Pivot price open is greater than the previous one (OHLC/4).
PATTERN_2CANDLE_RANGE_DBL_RANGE = 1 << 17, // Range size doubled from the previous one.
PATTERN_2CANDLE_RANGE_GT_RANGE = 1 << 18, // Range is greater than the previous one.
PATTERN_2CANDLE_TIME_GAP_DAY = 1 << 19, // Bars have over 24h gap.
// PATTERN_2CANDLE_RANGE_IN_BODY = 1 << 19, // Range is inside body
// of the previous candle. PATTERN_2CANDLE_RANGE_OUT_RANGE = 1 << 20, //
// Range is outside of range of the previous candle.
PATTERN_2CANDLE_WEIGHTED_GT_WEIGHTED = 1 << 21, // Weighted price is greater than the previous one (OH2C/4).
PATTERN_2CANDLE_WICKS_DBL_WICKS = 1 << 22, // Size of wicks doubled from the previous onces.
PATTERN_2CANDLE_WICKS_GT_WICKS = 1 << 23, // Size of wicks is greater than the previous onces.
PATTERN_2CANDLE_NONE = 0 << 0, // None.
PATTERN_2CANDLE_BEARS = 1 << 0, // Two bear candles.
PATTERN_2CANDLE_BODY_GT_BODY = 1 << 1, // Body size is greater than the previous one.
PATTERN_2CANDLE_BULLS = 1 << 2, // Two bulls candles.
PATTERN_2CANDLE_CLOSE_GT_CLOSE = 1 << 3, // Close is greater than the previous one.
PATTERN_2CANDLE_CLOSE_GT_HIGH = 1 << 4, // Close is greater than previous high.
PATTERN_2CANDLE_CLOSE_LT_LOW = 1 << 5, // Close is lower than previous low.
PATTERN_2CANDLE_HIGH_GT_HIGH = 1 << 6, // High is greater than the previous one.
PATTERN_2CANDLE_HIGH_GT_HOC = 1 << 7, // High is greater than the previous higher price (open or close).
PATTERN_2CANDLE_HOC_GT_HIGH = 1 << 8, // Higher price (open or close) is greater than the previous high.
PATTERN_2CANDLE_HOC_GT_HOC = 1 << 9, // Higher price (open or close) is greater than the previous one.
PATTERN_2CANDLE_LOC_LT_LOC = 1 << 10, // Lower price (open or close) is lower than the previous one.
PATTERN_2CANDLE_LOC_LT_LOW = 1 << 11, // Lower price (open or close) is lower than the previous low.
PATTERN_2CANDLE_LOW_LT_LOC = 1 << 12, // Low is lower than the previous lower price (open or close).
PATTERN_2CANDLE_LOW_LT_LOW = 1 << 13, // Low is lower than the previous one.
PATTERN_2CANDLE_OPEN_GT_OPEN = 1 << 14, // Open is greater than the previous one.
PATTERN_2CANDLE_PP_GT_PP = 1 << 15, // Pivot price is greater than the previous one (HLC/3).
PATTERN_2CANDLE_PP_GT_PP_OPEN = 1 << 16, // Pivot price open is greater than the previous one (OHLC/4).
PATTERN_2CANDLE_RANGE_DBL_RANGE = 1 << 17, // Range size doubled from the previous one.
PATTERN_2CANDLE_RANGE_GT_RANGE = 1 << 18, // Range is greater than the previous one.
PATTERN_2CANDLE_TIME_GAP_DAY = 1 << 19, // Bars have over 24h gap.
PATTERN_2CANDLE_WEIGHTED_GT_WEIGHTED = 1 << 20, // Weighted price is greater than the previous one (OH2C/4).
PATTERN_2CANDLE_WICKS_DBL_WICKS = 1 << 21, // Size of wicks doubled from the previous onces.
PATTERN_2CANDLE_WICKS_GT_WICKS = 1 << 22, // Size of wicks is greater than the previous onces.
// ---
PATTERN_2CANDLE_BODY_IN_BODY = 1 << 23,
PATTERN_2CANDLE_BODY_OUT_BODY = 1 << 24,
PATTERN_2CANDLE_RANGE_IN_RANGE = 1 << 25,
PATTERN_2CANDLE_RANGE_OUT_RANGE = 1 << 26,
// Patterns based on the existing patterns.
PATTERN_2CANDLE_BODY_IN_BODY = ~PATTERN_2CANDLE_HOC_GT_HOC | ~PATTERN_2CANDLE_LOC_LT_LOC,
PATTERN_2CANDLE_BODY_OUT_BODY = PATTERN_2CANDLE_HOC_GT_HOC | PATTERN_2CANDLE_LOC_LT_LOC,
PATTERN_2CANDLE_RANGE_IN_RANGE = ~PATTERN_2CANDLE_HIGH_GT_HIGH | ~PATTERN_2CANDLE_LOW_LT_LOW,
PATTERN_2CANDLE_RANGE_OUT_RANGE = PATTERN_2CANDLE_HIGH_GT_HIGH | PATTERN_2CANDLE_LOW_LT_LOW,
// PATTERN_2CANDLE_BODY_IN_BODY = ~PATTERN_2CANDLE_HOC_GT_HOC | ~PATTERN_2CANDLE_LOC_LT_LOC,
// PATTERN_2CANDLE_BODY_OUT_BODY = PATTERN_2CANDLE_HOC_GT_HOC | PATTERN_2CANDLE_LOC_LT_LOC,
// PATTERN_2CANDLE_RANGE_IN_RANGE = ~PATTERN_2CANDLE_HIGH_GT_HIGH | ~PATTERN_2CANDLE_LOW_LT_LOW,
// PATTERN_2CANDLE_RANGE_OUT_RANGE = PATTERN_2CANDLE_HIGH_GT_HIGH | PATTERN_2CANDLE_LOW_LT_LOW,
// PATTERN_2CANDLE_RANGE_IN_BODY = 1 << ??, // Range is inside body of the previous candle.
// PATTERN_2CANDLE_RANGE_OUT_RANGE = 1 << ??, // Range is outside of range of the previous candle.
// Bearish engulfing pattern.
// A lot of momentum in favor of price falling.
PATTERN_2CANDLE_BEAR_ENGULFING = ~PATTERN_2CANDLE_BEARS | ~PATTERN_2CANDLE_BULLS | ~PATTERN_2CANDLE_CLOSE_GT_CLOSE |
Expand All @@ -137,18 +141,29 @@ enum ENUM_PATTERN_2CANDLE {
PATTERN_2CANDLE_BULL_ENGULFING = ~PATTERN_2CANDLE_BEARS | ~PATTERN_2CANDLE_BULLS | PATTERN_2CANDLE_CLOSE_GT_CLOSE |
PATTERN_2CANDLE_BODY_OUT_BODY | PATTERN_2CANDLE_RANGE_OUT_RANGE |
PATTERN_2CANDLE_HOC_GT_HOC | PATTERN_2CANDLE_LOC_LT_LOC,

// Body is inside of the previous candle's range.
PATTERN_2CANDLE_BODY_IN_RANGE = ~PATTERN_2CANDLE_HOC_GT_HIGH | ~PATTERN_2CANDLE_LOC_LT_LOW,
PATTERN_2CANDLE_BODY_IN_RANGE = 1 << 27,
// PATTERN_2CANDLE_BODY_IN_RANGE = ~PATTERN_2CANDLE_HOC_GT_HIGH | ~PATTERN_2CANDLE_LOC_LT_LOW,

// Body is outside of the previous candle's range (partial Bullish engulfing).
PATTERN_2CANDLE_BODY_OUT_RANGE = PATTERN_2CANDLE_HOC_GT_HIGH | PATTERN_2CANDLE_LOC_LT_LOW,
PATTERN_2CANDLE_BODY_OUT_RANGE = 1 << 28,
// PATTERN_2CANDLE_BODY_OUT_RANGE = PATTERN_2CANDLE_HOC_GT_HIGH | PATTERN_2CANDLE_LOC_LT_LOW,

// Range is inside of the previous candle's body (partial Harami pattern).
PATTERN_2CANDLE_RANGE_IN_BODY = ~PATTERN_2CANDLE_HIGH_GT_HOC | ~PATTERN_2CANDLE_LOW_LT_LOC,
PATTERN_2CANDLE_RANGE_IN_BODY = 1 << 29,
// PATTERN_2CANDLE_RANGE_IN_BODY = ~PATTERN_2CANDLE_HIGH_GT_HOC | ~PATTERN_2CANDLE_LOW_LT_LOC,

// Range is outside of the previous candle's body (partial Harami pattern).
PATTERN_2CANDLE_RANGE_OUT_BODY = ~PATTERN_2CANDLE_HIGH_GT_HOC | ~PATTERN_2CANDLE_LOW_LT_LOC,
PATTERN_2CANDLE_RANGE_OUT_BODY = 1 << 30,
// PATTERN_2CANDLE_RANGE_OUT_BODY = PATTERN_2CANDLE_HIGH_GT_HOC | PATTERN_2CANDLE_LOW_LT_LOC,

// Harami pattern.
// Neutral pattern where price is being pushed into a tighter range.
PATTERN_2CANDLE_HARAMI = PATTERN_2CANDLE_BODY_IN_BODY | PATTERN_2CANDLE_RANGE_IN_BODY | ~PATTERN_2CANDLE_HOC_GT_HOC |
~PATTERN_2CANDLE_LOC_LT_LOC,
PATTERN_2CANDLE_HARAMI = 1 << 31,
// PATTERN_2CANDLE_HARAMI = PATTERN_2CANDLE_BODY_IN_BODY | PATTERN_2CANDLE_RANGE_IN_BODY | ~PATTERN_2CANDLE_HOC_GT_HOC
// | ~PATTERN_2CANDLE_LOC_LT_LOC,

// Dark cloud cover.
// Price acted like it was continuing upwards, but then reversed.
PATTERN_2CANDLE_DARK_CLOUD_COVER = ~PATTERN_2CANDLE_BEARS | ~PATTERN_2CANDLE_BULLS | ~PATTERN_2CANDLE_CLOSE_GT_CLOSE |
Expand Down Expand Up @@ -230,7 +245,7 @@ enum ENUM_PATTERN_4CANDLE {
PATTERN_4CANDLE_RANGE_DEC = 1 << 23, // Range size decreases.
PATTERN_4CANDLE_RANGE_INC = 1 << 24, // Range size increases.
PATTERN_4CANDLE_SHOOT_STAR = 1 << 25, // Shooting star (UU^DD).
PATTERN_4CANDLE_TIME_EVEN = 1 << 26, // Bar time is consistent (no time gaps).
PATTERN_4CANDLE_TIME_GAPS = 1 << 26, // Bar time is not consistent (has time gaps).
PATTERN_4CANDLE_WICKS0_GT_SUM = 1 << 27, // Size of wicks are greater than sum of others.
PATTERN_4CANDLE_WICKS_DEC = 1 << 28, // Size of wicks increases.
PATTERN_4CANDLE_WICKS_GT_BODY = 1 << 29, // Sum of wicks are greater than sum of bodies.
Expand Down
60 changes: 44 additions & 16 deletions Pattern.struct.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -205,12 +205,12 @@ struct PatternCandle1 : PatternCandle {
case PATTERN_1CANDLE_BODY_GT_WICKS:
// Body is greater than sum of wicks.
return _c.GetBody() > _c.GetWickSum();
case PATTERN_1CANDLE_CHANGE_GT_01PC:
// Price change is greater than 0.1% of the price change.
return _c.GetChangeInPct() > 0.1;
case PATTERN_1CANDLE_CHANGE_GT_02PC:
// Price change is greater than 0.2% of the price change.
return _c.GetChangeInPct() > 0.2;
case PATTERN_1CANDLE_CHANGE_GT_05PC:
// Price change is greater than 0.5% of the price change.
return _c.GetChangeInPct() > 0.5;
case PATTERN_1CANDLE_CLOSE_GT_MED:
// Close price is above the median price.
return _c.GetClose() > _c.GetMedian();
Expand Down Expand Up @@ -239,43 +239,51 @@ struct PatternCandle1 : PatternCandle {
return _c.GetClose() < _c.GetWeighted();
case PATTERN_1CANDLE_HAS_WICK_LW:
// Has lower shadow.
return _c.GetWickLowerInPct() > 0.1;
return _c.GetWickLowerInPct() > 2;
case PATTERN_1CANDLE_HAS_WICK_UP:
// Has upper shadow.
return _c.GetWickUpperInPct() > 0.1;
return _c.GetWickUpperInPct() > 2;
case PATTERN_1CANDLE_IS_DOJI_DRAGON:
// Has doji dragonfly pattern (upper).
return _c.GetWickLowerInPct() >= 98;
return _c.GetWickLowerInPct() > 95;
case PATTERN_1CANDLE_IS_DOJI_GRAVE:
// Has doji gravestone pattern (lower).
return _c.GetWickUpperInPct() >= 98;
return _c.GetWickUpperInPct() > 95;
case PATTERN_1CANDLE_IS_HAMMER_INV:
// Has an inverted hammer (also a shooting star) pattern.
// A bottom reversal signal.
return _c.GetWickUpperInPct() > _c.GetBodyInPct() * 2 && _c.GetWickLowerInPct() < 2;
case PATTERN_1CANDLE_IS_HAMMER_UP:
// Has an upper hammer pattern.
// A bullish pattern during a downtrend.
return _c.GetWickLowerInPct() > _c.GetBodyInPct() * 2 && _c.GetWickUpperInPct() < 2;
case PATTERN_1CANDLE_IS_HANGMAN:
// Has a hanging man pattern.
return _c.GetWickLowerInPct() > 80 && _c.GetWickLowerInPct() < 98;
// A bearish pattern during an uptrend.
return _c.GetWickLowerInPct() > _c.GetBodyInPct() * 3 && _c.GetWickUpperInPct() < 2;
case PATTERN_1CANDLE_IS_LONG_SHADOW_LW:
// Has long lower shadow pattern.
return _c.GetWickLowerInPct() >= 60;
return _c.GetWickLowerInPct() > 60;
case PATTERN_1CANDLE_IS_LONG_SHADOW_UP:
// Has long upper shadow pattern.
return _c.GetWickUpperInPct() >= 60;
return _c.GetWickUpperInPct() > 60;
case PATTERN_1CANDLE_IS_MARUBOZU:
// Has body with no or small wicks.
return _c.GetBodyInPct() >= 98;
// Has a big body with no or small wicks.
return _c.GetBodyInPct() > 96;
case PATTERN_1CANDLE_IS_SHAVEN_LW:
// Has a shaven bottom (lower) pattern.
// A bottom reversal signal.
return _c.GetWickUpperInPct() > 50 && _c.GetWickLowerInPct() < 2;
case PATTERN_1CANDLE_IS_SHAVEN_UP:
// Has a shaven head (upper) pattern.
// A bullish pattern during a downtrend
// and a bearish pattern during an uptrend.
return _c.GetWickLowerInPct() > 50 && _c.GetWickUpperInPct() < 2;
case PATTERN_1CANDLE_IS_SPINNINGTOP:
// Has a spinning top pattern.
return _c.GetWickLowerInPct() > 30 && _c.GetWickLowerInPct() > 30;
// A candlestick with a small body.
// A neutral pattern.
return _c.GetBodyInPct() < 30 && _c.GetWickLowerInPct() > 20 && _c.GetWickUpperInPct() > 20;
case PATTERN_1CANDLE_NONE:
default:
break;
Expand Down Expand Up @@ -365,6 +373,26 @@ struct PatternCandle2 : PatternCandle {
case PATTERN_2CANDLE_WICKS_GT_WICKS:
// Size of wicks is greater than the previous onces.
return _c[0].GetWickSum() > _c[1].GetWickSum();
// ---
case PATTERN_2CANDLE_BODY_IN_BODY:
return !CheckPattern(PATTERN_2CANDLE_HOC_GT_HOC, _c) && !CheckPattern(PATTERN_2CANDLE_LOC_LT_LOC, _c);
case PATTERN_2CANDLE_BODY_OUT_BODY:
return CheckPattern(PATTERN_2CANDLE_HOC_GT_HOC, _c) && CheckPattern(PATTERN_2CANDLE_LOC_LT_LOC, _c);
case PATTERN_2CANDLE_RANGE_IN_RANGE:
return !CheckPattern(PATTERN_2CANDLE_HIGH_GT_HIGH, _c) && !CheckPattern(PATTERN_2CANDLE_LOW_LT_LOW, _c);
case PATTERN_2CANDLE_RANGE_OUT_RANGE:
return CheckPattern(PATTERN_2CANDLE_HIGH_GT_HIGH, _c) && CheckPattern(PATTERN_2CANDLE_LOW_LT_LOW, _c);
case PATTERN_2CANDLE_BODY_IN_RANGE:
return !CheckPattern(PATTERN_2CANDLE_HOC_GT_HIGH, _c) && !CheckPattern(PATTERN_2CANDLE_LOC_LT_LOW, _c);
case PATTERN_2CANDLE_BODY_OUT_RANGE:
return CheckPattern(PATTERN_2CANDLE_HOC_GT_HIGH, _c) && CheckPattern(PATTERN_2CANDLE_LOC_LT_LOW, _c);
case PATTERN_2CANDLE_RANGE_IN_BODY:
return !CheckPattern(PATTERN_2CANDLE_HIGH_GT_HOC, _c) && !CheckPattern(PATTERN_2CANDLE_LOW_LT_LOC, _c);
case PATTERN_2CANDLE_RANGE_OUT_BODY:
return CheckPattern(PATTERN_2CANDLE_HIGH_GT_HOC, _c) && CheckPattern(PATTERN_2CANDLE_LOW_LT_LOC, _c);
case PATTERN_2CANDLE_HARAMI:
return CheckPattern(PATTERN_2CANDLE_BODY_IN_BODY, _c) && CheckPattern(PATTERN_2CANDLE_RANGE_IN_BODY, _c) &&
!CheckPattern(PATTERN_2CANDLE_HOC_GT_HOC, _c) && !CheckPattern(PATTERN_2CANDLE_LOC_LT_LOC, _c);
case PATTERN_2CANDLE_NONE:
default:
break;
Expand Down Expand Up @@ -624,10 +652,10 @@ struct PatternCandle4 : PatternCandle {
/* Bull 3 */ _c[3].open < _c[3].close &&
/* Lower spike */ fmax(_c[1].GetWickLower(), _c[2].GetWickLower()) >
_c[0].GetWickSum() + _c[3].GetWickSum();
case PATTERN_4CANDLE_TIME_EVEN:
case PATTERN_4CANDLE_TIME_GAPS:
// Bar time is consistent (no time gaps).
return (_c[0].time - _c[1].time) / 120 == (_c[1].time - _c[2].time) / 120 &&
(_c[1].time - _c[2].time) / 120 == (_c[2].time - _c[3].time) / 120;
return (_c[0].time - _c[1].time) / 120 != (_c[1].time - _c[2].time) / 120 ||
(_c[1].time - _c[2].time) / 120 != (_c[2].time - _c[3].time) / 120;
case PATTERN_4CANDLE_WICKS0_GT_SUM:
// Size of wicks are greater than sum of others.
return _c[0].GetWickSum() > _c[1].GetWickSum() + _c[2].GetWickSum() + _c[3].GetWickSum();
Expand Down

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