R/CandleSticks.R
In pankaj3009/rtrade: Backtesting of Trading Strategies
Defines functions
candleStickPattern
getCandleStickPerformance
candleStickPattern<-function(s,trendBeginning=FALSE,type="STK",realtime=FALSE,maxWait=1,...){
if(is.data.frame(s)){
md=s
}else{
md<-loadSymbol(s,realtime,...)
}
t<-Trend(md$date,md$ahigh,md$alow,md$asettle)
md<-merge(md,t,by="date")
#atr<-ATR(md[,c("ahigh","alow","asettle")],n=23)
#md$atr<-atr[,"atr"]
# md$sma<-SMA(md$asettle,7)
#md$lowrange=(md$ahigh-md$alow)<md$atr
md$body=abs(md$asettle-md$aopen)
md$lowershadow=abs(pmin(md$asettle,md$aopen)-md$alow)
md$uppershadow=abs(md$ahigh-pmax(md$asettle,md$aopen))
md$uppershadowavg=SMA(md$uppershadow,23)
md$lowershadowavg=SMA(md$lowershadow,23)
md$bodyavg=SMA(md$body,23)
md$doji=md$body<0.1*md$bodyavg & md$uppershadow+md$lowershadow>2*md$body
md$blackcandle=md$asettle<md$aopen
md$whitecandle=md$asettle>md$aopen
md$shortwhite=md$whitecandle & md$body<0.6*md$bodyavg
md$shortblack=md$blackcandle & md$body<0.6*md$bodyavg
md$normalwhite=md$whitecandle & md$body>0.6*md$bodyavg & md$body<1.25*md$bodyavg
md$normalblack=md$blackcandle & md$body>0.6*md$bodyavg & md$body<1.25*md$bodyavg
md$longwhite=md$whitecandle & md$body>1.25*md$bodyavg
md$longblack=md$blackcandle & md$body>1.25*md$bodyavg
md$whitemarubozu= md$longwhite & md$lowershadow==0 & md$uppershadow==0
md$whiteopeningmarubozu=md$longwhite & md$lowershadow==0
md$whiteclosingmarubozu=md$longwhite & md$uppershadow==0
md$blackmarubozu= md$longblack & md$lowershadow==0 & md$uppershadow==0
md$blackopeningmarubozu=md$longblack & md$uppershadow==0
md$blackclosingmarubozu=md$longblack & md$lowershadow==0
md$gapdown=md$aopen<Ref(md$alow,-1)
md$gapup=md$aopen>Ref(md$ahigh,-1)
md$updowncount=sequence(rle(md$updownbar)$lengths)
md$sma.s<-SMA(md$asettle,5)
md$sma.h<-SMA(md$ahigh,5)
md$sma.l<-SMA(md$alow,5)
md$rsi.23.h<-TTR::RSI(md$ahigh,23)
md$rsi.23.l<-TTR::RSI(md$alow,23)
md$rsi.5<-TTR::RSI(md$asettle,5)
md$daysinuptrend=BarsSince(md$trend!=1)
md$daysindntrend=BarsSince(md$trend!= -1)
md$inlongtrade=ContinuingLong("ICICIBANK",as.numeric(md$trend==1),as.numeric(md$trend<1),as.numeric(md$trend==-1))
md$daysintrend=ave(as.numeric(md$trend==1),cumsum(md$inlongtrade==0),FUN=cumsum)
#ave(as.numeric(md$trend==1),cumsum(md$daysindntrend==0),FUN=cumsum)
#with(md, ave(md$buy, cumsum(md$inlongtrade == 0), FUN = cumsum))
#md$candlesticktrend=ifelse(md$trend!=0 & md$daysinuptrend+md$daysindntrend>=5 & md$updowncount>=2,md$trend,100)
md$candlesticktrend=ifelse(rollmean(md$updownbar,3,fill=NA,align="right")>0 & md$asettle-Ref(md$asettle,-3)>0,1,
ifelse(rollmean(md$updownbar,3,fill=NA,align="right")<0 & md$asettle-Ref(md$asettle,-3)<0,-1,100))
#md$candlesticktrend=ifelse(md$trend==1|md$trend==-1,ifelse(md$swinglevel>Ref(md$swinglevel,-1),1,-1),0) # good result with ONGC
md$candlesticktrend=0
signals=data.frame()
#1 BULLISH HAMMER
duration=2
pattern= Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & md$alow<Ref(md$alow,-2) & # Day 3
md$alow<Ref(md$alow,-1) & # Day 2
md$body<0.4*md$bodyavg & md$lowershadow>2*md$body & md$lowershadow>md$lowershadowavg & md$uppershadow<md$lowershadow*0.3 # Day 1
confirmationprice=pmax(md$asettle,md$aopen)
stoploss=md$alow
##entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HAMMER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#1 BEARISH HANGING MAN
duration=2
pattern= Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & md$ahigh>Ref(md$ahigh,-2) & # Day 3
md$ahigh>Ref(md$ahigh,-1) & # Day 2
md$body<0.4*md$bodyavg & md$lowershadow>2*md$body & md$lowershadow>md$lowershadowavg & md$uppershadow<md$lowershadow*0.3 # Day 1
confirmationprice=pmin(md$asettle,md$aopen)
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH HANGING MAN",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#2 BULLISH BELT HOLD
duration=0
pattern=(md$candlesticktrend==-1|md$candlesticktrend==0) & md$gapdown & md$whiteopeningmarubozu & md$longwhite
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH BELT HOLD",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#2 BEARISH BELT HOLD #VERIFIED
duration=0
pattern=(md$candlesticktrend==1|md$candlesticktrend==0) & md$gapup & md$blackopeningmarubozu & md$longblack
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH BELT HOLD",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#3 BULLISH ENGULFING #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & md$whitecandle & !md$shortwhite & md$asettle>Ref(md$aopen,-1) & md$aopen<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH ENGULFING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#3 BEARISH ENGULFING #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & md$blackcandle & !md$shortblack & md$asettle<Ref(md$aopen,-1) & md$aopen>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ENGULFING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#4 BULLISH HARAMI #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$whitecandle & md$asettle<Ref(md$aopen,-1) & md$aopen>Ref(md$asettle,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=pmax(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HARAMI",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#4 BEARISH HARAMI #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$blackcandle & md$asettle>Ref(md$aopen,-1) & md$aopen<Ref(md$asettle,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=pmin(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH HARAMI",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#5 BULLISH HARAMI CROSS #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & md$doji & pmax(md$asettle,md$aopen)<Ref(md$aopen,-1) & pmin(md$asettle,md$aopen)>Ref(md$asettle,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=ifelse(Ref(md$shortblack,-1),Ref(md$aopen,-1),pmax(md$asettle,Ref((md$aopen+md$asettle)/2,-1)))
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HARAMI CROSS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#5 BEARISH HARAMI CROSS #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & md$doji & pmax(md$asettle,md$aopen)<Ref(md$asettle,-1) & pmin(md$asettle,md$aopen)>Ref(md$aopen,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=ifelse(Ref(md$shortwhite,-1),Ref(md$aopen,-1),pmin(md$asettle,Ref((md$aopen+md$asettle)/2,-1)))
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH HARAMI CROSS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#6 BULLISH INVERTED HAMMER #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & (md$shortblack|md$shortwhite) & Ref(md$asettle,-1)>pmax(md$asettle,md$aopen) & md$uppershadow>2*md$body & md$lowershadow<0.1*md$body
confirmationprice=pmax(md$aopen,md$asettle)+md$uppershadow/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH INVERTED HAMMER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#6 BEARISH SHOOTING STAR
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & (md$shortblack|md$shortwhite) & Ref(md$asettle,-1)<pmin(md$asettle,md$aopen) & md$uppershadow>2*md$body & md$lowershadow<0.1*md$body
confirmationprice=pmin(md$aopen,md$asettle)
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH SHOOTING STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#7 BULLISH PIERCING LINE #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$gapdown & md$whitecandle & md$asettle>Ref(md$asettle+md$aopen,-1)/2 & md$asettle<Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH PIERCING LINE",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#7 BEARISH DARK CLOUD COVER
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$gapup & md$blackcandle & md$asettle<Ref(md$asettle+md$aopen,-1)/2 & md$asettle>Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DARK CLOUD COVER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#8 Bullish Doji Star #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalblack|md$longblack,-1) & md$gapdown & md$doji
confirmationprice=ifelse(pattern,md$asettle+(Ref(md$asettle,-1)-md$asettle)/2,0)
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#8 Bearish Doji Star #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalwhite|md$longwhite,-1) & md$gapup & md$doji
confirmationprice=ifelse(pattern,md$asettle-(md$asettle-Ref(md$asettle,-1))/2,0)
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#9 BULLISH MEETING LINE #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$gapdown & md$whitecandle & !md$shortwhite & abs(md$asettle-Ref(md$asettle,-1))/md$asettle<0.002
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MEETING LINE",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#9 BEARISH MEETING LINE #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$gapup & md$blackcandle & !md$shortblack & abs(md$asettle-Ref(md$asettle,-1))/md$asettle<0.002
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH MEETING LINE",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#10 BULLISH HOMING PIGEON #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$blackcandle & md$aopen<=Ref(md$aopen,-1) & md$asettle>=Ref(md$asettle,-1)
confirmationprice=pmax(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HOMING PIGEON",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#10 BEARISH DESCENDING HAWK # VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$whitecandle & md$aopen>=Ref(md$aopen,-1) & md$asettle<=Ref(md$asettle,-1)
confirmationprice=pmin(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DESCENDING HAWK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#11 BULLISH MATCHING LOW #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$aopen>Ref(md$asettle,-1) & md$blackcandle & md$asettle==Ref(md$asettle,-1)
confirmationprice=Ref((md$aopen+md$asettle)/2,-1)
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MATCHING LOW",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#11 BEARISH MATCHING HIGH #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$aopen<Ref(md$asettle,-1) & md$whitecandle & md$asettle==Ref(md$asettle,-1)
confirmationprice=Ref((md$aopen+md$asettle)/2,-1)
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH MATCHING HIGH",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#12 BULLISH KICKING #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalblack|md$longblack,-1) & Ref(md$aopen,-1)<=md$aopen & (md$normalwhite | md$longwhite)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH KICKING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#12 BEARISH KICKING
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalwhite|md$longwhite,-1) & Ref(md$aopen,-1)>=md$aopen & (md$normalblack | md$longblack)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH KICKING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#13 BULLISH ONE WHITE SOLDIER #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$whitecandle & !md$shortwhite & md$aopen>Ref(md$asettle,-1) & md$asettle>Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH ONE WHITE SOLDIER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#13 BEARISH ONE BLACK CROW
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$blackcandle & !md$shortblack & md$aopen<Ref(md$asettle,-1) & md$asettle<Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ONE BLACK CROW",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#14 BULLISH MORNING STAR
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$gapdown,-1) & (Ref(md$shortblack,-1)|Ref(md$shortwhite,-1)) & md$whitecandle & md$aopen>pmin(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle<Ref(md$aopen,-2) & md$asettle>Ref(md$body/2+md$asettle,-2)
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MORNING STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#14 BEARISH EVENING STAR
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$gapup,-1) & (Ref(md$shortblack,-1)|Ref(md$shortwhite,-1)) & md$blackcandle & md$aopen<pmax(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle>Ref(md$aopen,-2) & md$asettle<Ref(md$aopen-(md$body/2),-2)
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH EVENING STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#15 BULLISH MORNING DOJI STAR
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$gapdown,-1) & Ref(md$doji,-1) & md$whitecandle & md$aopen>pmin(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle>(Ref(md$aopen,-2)+Ref(md$alow,-1)) & md$asettle<Ref(md$aopen,-2) & md$asettle>Ref(md$body+md$asettle,-2)/2
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MORNING DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#15 BEARISH EVENING DOJI STAR
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$gapup,-1) & Ref(md$doji,-1) & md$blackcandle & md$aopen<pmax(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle<(Ref(md$aopen,-2)+Ref(md$ahigh,-1)) & md$asettle>Ref(md$aopen,-2) & md$asettle<Ref(md$body+md$aopen,-2)/2
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH EVENING DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#16 BULLISH ABANDONED BABY
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$gapdown,-1) & Ref(md$doji,-1) & Ref(md$alow,-2)>Ref(md$ahigh,-1) & Ref(md$ahigh,-1) < md$alow & md$whitecandle & md$aopen>pmin(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle>(Ref(md$aopen,-2)+Ref(md$alow,-1)) & md$asettle<Ref(md$aopen,-2) & md$asettle>Ref(md$body+md$asettle,-2)/2
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH ABANDONED BABY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#16 BEARISH ABANDONED BABY
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$gapup,-1) & Ref(md$doji,-1) & Ref(md$ahigh,-2)<Ref(md$alow,-1)& Ref(md$alow,-1)>md$ahigh & md$blackcandle & md$aopen<pmax(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle<(Ref(md$aopen,-2)+Ref(md$ahigh,-1)) & md$asettle>Ref(md$aopen,-2) & md$asettle<Ref(md$body+md$aopen,-2)/2
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ABANDONED BABY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#17 BULLISH TRI STAR #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$doji,-2) & Ref(md$gapdown,-1) & Ref(md$doji,-1) & md$gapup & md$doji
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH TRI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#17 BEARISH TRI STAR
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$doji,-2) & Ref(md$gapup,-1) & Ref(md$doji,-1) & md$gapdown & md$doji
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH TRI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#18 BULLISH DOWNSIDE GAP TWO RABBITS
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalblack|md$longblack,-2) & Ref(md$gapdown,-1) & Ref(md$shortwhite,-1) & md$aopen<=Ref(md$aopen,-1) & md$asettle>Ref(md$asettle,-1) & md$asettle<Ref(md$asettle,-2)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DOWNSIDE GAP TWO RABBITS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#18 BEARISH UPSIDE GAP TWO CROWS
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalwhite|md$longwhite,-2) & Ref(md$gapup,-1) & Ref(md$shortblack,-1) & md$aopen>=Ref(md$aopen,-1) & md$asettle<Ref(md$asettle,-1) & md$asettle>Ref(md$asettle,-2)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH UPSIDE GAP TWO CROWS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#19 BULLISH UNIQUE THREE RIVER BOTTOM
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-2) & Ref(md$shortblack,-1) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & Ref(md$alow,-1)<Ref(md$alow,-2) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & md$gapdown & md$shortwhite & md$asettle<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH UNIQUE THREE RIVER BOTTOM",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#19 BEARISH UNIQUE THREE MOUNTAIN TOP
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-2) & Ref(md$shortwhite,-1) & Ref(md$aopen,-1)<Ref(md$asettle,-2) & Ref(md$ahigh,-1)>Ref(md$ahigh,-2) & Ref(md$aopen,-1)>Ref(md$aopen,-2) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & md$gapup & md$shortblack & md$asettle>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH UNIQUE THREE MOUNTAIN TOP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#20 BULLISH THREE WHITE SOLDIERS
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite|md$normalwhite,-2) & Ref(md$longwhite|md$normalwhite,-1) & (md$longwhite|md$normalwhite) & Ref(md$aopen,-1)>Ref(md$aopen,-2) & !Ref(md$gapup,-1) & md$aopen>Ref(md$aopen,-1) & !md$gapup
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE WHITE SOLDIERS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#20 BEARISH THREE BLACK CROWS
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack|md$normalblack,-2) & Ref(md$longblack|md$normalblack,-1) & (md$longblack|md$normalblack) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & !Ref(md$gapdown,-1) & md$aopen<Ref(md$aopen,-1) & !md$gapdown
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE BLACK CROWS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#21 BULLISH DESCENT BLOCK
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack|md$normalblack,-2) & Ref(md$blackcandle,-1) & md$blackcandle & Ref(md$aopen,-1)<Ref(md$aopen,-2) & !Ref(md$gapdown,-1) & md$aopen<Ref(md$aopen,-1) & !md$gapdown & Ref(md$aopen-md$asettle,-1)<Ref(md$aopen-md$asettle,-2) & md$aopen-md$asettle<Ref(md$aopen-md$asettle,-1) & Ref(md$asettle-md$alow,-1)>Ref(md$asettle-md$alow,-2) & md$asettle-md$alow>Ref(md$asettle-md$alow,-1) & Ref(md$alow,-1)<Ref(md$alow,-2) & md$alow<Ref(md$alow,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & md$asettle<Ref(md$asettle,-1)
confirmationprice=(md$asettle+md$aopen)/2
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DESCENT BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#21 BEARISH ADVANCE BLOCK
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite|md$normalwhite,-2) & Ref(md$whitecandle,-1) & md$whitecandle & Ref(md$aopen,-1)>Ref(md$aopen,-2) & !Ref(md$gapup,-1) & md$aopen>Ref(md$aopen,-1) & !md$gapup & Ref(md$asettle-md$aopen,-1)<Ref(md$asettle-md$aopen,-2) & md$asettle-md$aopen<Ref(md$asettle-md$aopen,-1) & Ref(md$ahigh-md$asettle,-1)>Ref(md$ahigh-md$asettle,-2) & md$ahigh-md$asettle>Ref(md$ahigh-md$asettle,-1) & Ref(md$ahigh,-1)<Ref(md$ahigh,-2) & md$ahigh>Ref(md$ahigh,-1) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & md$asettle>Ref(md$asettle,-1)
confirmationprice=(md$asettle+md$aopen)/2
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ADVANCE BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#22 BULLISH DELIBERATION BLOCK #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack|md$normalblack,-2) & #Candle 3
Ref(md$longblack|md$normalblack,-1) & (Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2)) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & Ref(md$body,-1)<Ref(md$body,-2) &#candle 2
md$gapdown & (md$shortblack|md$doji)
confirmationprice=(Ref(md$alow,-1)+md$asettle)/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DELIBERATION BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#22 BEARISH DELIBERATION BLOCK #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite|md$normalwhite,-2) & #Candle 3
Ref(md$longwhite|md$normalwhite,-1) & (Ref(md$aopen,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)<Ref(md$asettle,-2)) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & Ref(md$body,-1)<Ref(md$body,-2) &#candle 2
md$gapup & (md$shortwhite|md$doji)
confirmationprice=(Ref(md$ahigh,-1)+md$asettle)/2
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DELIBERATION BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#23 BULLISH TWO RABBITS
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-2) & Ref(md$gapdown,-1) & Ref(md$shortwhite,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & md$aopen>Ref(md$aopen,-1) & md$aopen<Ref(md$asettle,-1) & md$asettle>Ref(md$asettle,-2)+Ref(md$body,-2)*0.3
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH TWO RABBITS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#23 BEARISH TWO CROWS
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-2) & Ref(md$gapup,-1) & Ref(md$shortblack,-1) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & md$aopen<Ref(md$aopen,-1) & md$aopen>Ref(md$asettle,-1) & md$asettle<Ref(md$asettle,-2)-Ref(md$body,-2)*0.3
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH TWO CROWS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#24 BULLISH THREE INSIDE UP
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & !Ref(md$shortblack,-2) & Ref(md$whitecandle,-1) & Ref(md$asettle,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & md$whitecandle & md$asettle>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE INSIDE UP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#24 BEARISH THREE INSIDE DOWN
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & !Ref(md$shortwhite,-2) & Ref(md$blackcandle,-1) & Ref(md$asettle,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)<Ref(md$asettle,-2) & md$blackcandle & md$asettle<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE INSIDE DOWN",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#25 BULLISH THREE OUTSIDE UP #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & Ref(md$asettle,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)<Ref(md$asettle,-2) & md$whitecandle & md$asettle>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE OUTSIDE UP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#25 BEARISH THREE OUTSIDE DOWN
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & Ref(md$asettle,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & md$blackcandle & md$asettle<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE OUTSIDE DOWN",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#26 BULLISH THREE STARS IN THE SOUTH
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$lowershadow>1.25*md$lowershadowavg,-2) & Ref(md$uppershadow<0.1*md$lowershadowavg,-2) &
Ref(md$blackcandle,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) & Ref(md$body,-1)<Ref(md$body,-2) & Ref(md$lowershadow,-1)<Ref(md$lowershadow,-2) &
md$shortblack & md$blackmarubozu & md$alow>Ref(md$alow,-1) & md$body<Ref(md$body,-1)
confirmationprice=(md$asettle+md$aopen)/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE STARS IN THE SOUTH",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#26 BULLISH SQUEEZE ALERT # VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & !Ref(md$shortblack,-2) &
Ref(md$ahigh,-1)<Ref(md$ahigh,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) &
md$ahigh<Ref(md$ahigh,-1) & md$alow>Ref(md$alow,-1)
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH SQUEEZE ALERT",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#26 BEARISH SQUEEZE ALERT # CANNOT RECONCILE, MADE FIRST CANDLE NORMAL OR LARGE SIZE TO CHECK
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & !Ref(md$shortwhite,-2) &
Ref(md$ahigh,-1)< Ref(md$ahigh,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) &
md$ahigh<Ref(md$ahigh,-1) & md$alow>Ref(md$alow,-1)
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH SQUEEZE ALERT",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#27 BULLISH STICK SANDWICH
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-2) &
Ref(md$whitecandle,-1) & Ref(md$asettle,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) &
md$gapup & md$blackcandle & md$asettle==Ref(md$asettle,-1)
confirmationprice=(md$asettle+Ref(md$asettle,-1))/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH STICK SANDWICH",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#27 BULLISH THREE GAP DOWNS #VERIFIED
duration=2
pattern= Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$gapdown,-2) & Ref(md$asettle,-2)<Ref(pmin(md$aopen,md$asettle),-3) & # candle 3
Ref(md$blackcandle,-1) & Ref(md$gapdown,-1) & Ref(md$asettle,-1)<Ref(pmin(md$aopen,md$asettle),-2) & # candle 2
md$blackcandle & md$gapdown & md$asettle<Ref(md$asettle,-1) # candle 1
confirmationprice=(md$asettle+md$aopen)/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE GAP DOWNS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#27 BEARISH THREE GAP UPS # VERIFIED
duration=2
pattern= Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$gapup,-2) & Ref(md$asettle,-2)>Ref(pmax(md$aopen,md$asettle),-3) & # candle 3
Ref(md$whitecandle,-1) & Ref(md$gapup,-1) & Ref(md$asettle,-1)>Ref(pmax(md$aopen,md$asettle),-2) & # candle 2
md$whitecandle & md$gapup & md$asettle>Ref(md$asettle,-1) # candle 1
confirmationprice=(md$asettle+md$aopen)/2
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE GAP UPS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#28 BULLISH CONCEALING BABY SWALLOW
duration=3
pattern= Ref(md$blackmarubozu,-3) & Ref(md$blackmarubozu,-2) & # candle 3 & 4
Ref(md$shortblack,-1) & Ref(md$gapdown,-1) & Ref(md$ahigh,-1)>Ref(md$asettle,-2) & Ref(md$uppershadow>md$uppershadowavg,-1) # candle 2
md$blackcandle & md$aopen>Ref(md$ahigh,-1) & md$asettle<Ref(md$alow,-1) # candle 1
confirmationprice=Ref(md$asettle+md$aopen,-1)/2
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH CONCEALING BABY SWALLOW",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#29 BULLISH BREAKAWAY
duration=4
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-4) & # day 5
Ref(md$shortblack,-3) & md$gapdown & # day 4
Ref(md$shortwhite|md$shortblack,-2) & Ref(md$ahigh,-2)<Ref(md$ahigh,-3) & Ref(md$alow,-2)<Ref(md$alow,-3) & # day 3
Ref(md$shortwhite|md$shortblack,-1) & Ref(md$ahigh,-1)<Ref(md$ahigh,-2) & Ref(md$alow,-1)<Ref(md$alow,-2) & # day 2
md$whitecandle & md$asettle<Ref(md$asettle,-4) & md$asettle>Ref(md$aopen,-3)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH BREAKAWAY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#29 BEARISH BREAKAWAY
duration=4
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-4) & # day 5
Ref(md$shortwhite,-3) & md$gapup & # day 4
Ref(md$shortwhite|md$shortblack,-2) & Ref(md$ahigh,-2)>Ref(md$ahigh,-3) & Ref(md$alow,-2)>Ref(md$alow,-3) & # day 3
Ref(md$shortwhite|md$shortblack,-1) & Ref(md$ahigh,-1)>Ref(md$ahigh,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) & # day 2
md$blackcandle & md$asettle>Ref(md$asettle,-4) & md$asettle<Ref(md$aopen,-3)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH BREAKAWAY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#30 BULLISH LADDER BOTTOM
duration=4
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-4) & # day 5
Ref(md$longblack,-3) & Ref(md$aopen,-3)<Ref(md$aopen,-4) & !Ref(md$gapdown,-3) & # day 4
Ref(md$longblack,-2) & Ref(md$aopen,-2)<Ref(md$aopen,-3) & !Ref(md$gapdown,-2) & # day 3
Ref(md$shortblack,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & Ref(md$uppershadow>1.25*md$uppershadowavg,-1) & Ref(md$ahigh,-1)>Ref(md$asettle+md$body*0.5,-2) & # day 2
md$longwhite & md$gapup
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH LADDER BOTTOM",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#30 BEARISH LADDER TOP
duration=4
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-4) & # day 5
Ref(md$longwhite,-3) & Ref(md$aopen,-3)>Ref(md$aopen,-4) & !Ref(md$gapup,-3) & # day 4
Ref(md$longblack,-2) & Ref(md$aopen,-2)>Ref(md$aopen,-3) & !Ref(md$gapup,-2) & # day 3
Ref(md$shortwhite,-1) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & Ref(md$lowershadow>1.25*md$lowershadowavg,-1) & Ref(md$alow,-1)<Ref(md$asettle-md$body*0.5,-2) & # day 2
md$longblack & md$gapdown
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH LADDER TOP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#31 BULLISH AFTER BOTTOM GAP UP
duration=4
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-4) & # day 5
Ref(md$longblack,-3) & Ref(md$aopen,-3)<Ref(md$aopen,-4) & !Ref(md$gapdown,-3) & # day 4
Ref(md$longblack,-2) & Ref(md$gapdown,-2) & # day 3
Ref(md$longwhite,-1) & Ref(md$aopen,-1)>Ref(md$aopen,-2) & Ref(md$asettle,-1)>Ref(md$asettle,-3) & # day 2
md$longwhite & md$gapup # day 1
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH AFTER BOTTOM GAP UP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#31 BEARISH AFTER TOP GAP DOWN
duration=4
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-4) & # day 5
Ref(md$longwhite,-3) & Ref(md$aopen,-3)>Ref(md$aopen,-4) & !Ref(md$gapup,-3) & # day 4
Ref(md$longwhite,-2) & Ref(md$gapup,-2) & # day 3
Ref(md$longblack,-1) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$asettle,-1)<Ref(md$asettle,-3) & # day 2
md$longblack & md$gapdown # day 1
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH LADDER TOP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
if(nrow(signals)>0){
signals=signals[order(signals$date),]
}
signals.confirmed=signals[signals$confirmed,]
md$candlesticksignals=NA_character_
if(nrow(signals.confirmed)>0){
string=paste(signals.confirmed$pattern,"_",signals.confirmed$confirmationprice,sep="")
index=match(signals.confirmed$confirmationdate,md$date)
for(i in 1:nrow(signals.confirmed)){
if(is.na(md$candlesticksignals[index[i]])){
md$candlesticksignals[index[i]]=paste(signals.confirmed$pattern[i],"_",signals.confirmed$confirmationprice[i],sep="")
}else{
md$candlesticksignals[index[i]]=paste(md$candlesticksignals[index[i]],";",signals.confirmed$pattern[i],"_",signals.confirmed$confirmationprice[i],sep="")
}
}
}
signals1=getCandleStickConfirmation(md,signals$pattern,signals$date,signals$confirmationprice,signals$stoploss,maxWait=maxWait)
signals1$symbol=signals$symbol
signals1$duration=signals$duration
signals1$confirmed=ifelse(!is.na(signals1$confirmationdate),TRUE,FALSE)
list("marketdata"=md,"pattern"=signals1)
}
getCandleStickPerformance<-function(symbol,search,days=1,...){
a=candleStickPattern(symbol,days=100000,...)
candlesticks.all=a$pattern
marketdata=a$marketdata
candlesticks.all=merge(candlesticks.all,marketdata[,c("date","trend","swingtype","daysinswing")])
rows.selection=grepl("BEARISH",candlesticks.all$pattern) & (candlesticks.all$trend==1 |candlesticks.all$trend==0) |
grepl("BULLISH",candlesticks.all$pattern) & (candlesticks.all$trend==-1 |candlesticks.all$trend==0)
candlesticks=candlesticks.all[rows.selection,]
if(grepl("BULLISH",search)){
b=filter(candlesticks,pattern==search,trend==-1 |trend==0|(swingtype==-1 & daysinswing>4))
}else{
b=filter(candlesticks,pattern==search,trend==1 |trend==0|(swingtype==1 & daysinswing>4))
}
confirmed=b[!is.na(b$confirmationdate),]
failed=b[is.na(b$confirmationdate),]
confirmed.percent=nrow(confirmed)/nrow(b)
incidence = nrow(b)/nrow(candlesticks)
confirmed$exitdate=RQuantLib::advance("India",as.Date(strftime(confirmed$confirmationdate,"%Y-%m-%d")),n=days,timeUnit=0,bdc=0,emr=0)
confirmed$exitdate=as.POSIXct(strftime(confirmed$exitdate,"%Y-%m-%d"))
confirmed$exitprice=marketdata[match(confirmed$exitdate,marketdata$date),c("asettle")]
confirmed$entryprice=marketdata[match(confirmed$confirmationdate,marketdata$date),c("asettle")]
failed$confirmationdate=RQuantLib::advance("India",as.Date(strftime(failed$date,"%Y-%m-%d")),n=1,timeUnit=0,bdc=0,emr=0)
failed$confirmationdate=as.POSIXct(strftime(failed$confirmationdate))
failed$exitdate=RQuantLib::advance("India",as.Date(strftime(failed$confirmationdate,"%Y-%m-%d")),n=days,timeUnit=0,bdc=0,emr=0)
failed$exitdate=as.POSIXct(strftime(failed$exitdate,"%Y-%m-%d"))
failed$exitprice=marketdata[match(failed$exitdate,marketdata$date),c("asettle")]
failed$entryprice=marketdata[match(failed$confirmationdate,marketdata$date),c("asettle")]
if(grepl("BULLISH",search)){
confirmed$return.best=(confirmed$exitprice-confirmed$confirmationprice)/confirmed$confirmationprice
confirmed$return.act=(confirmed$exitprice-confirmed$entryprice)/confirmed$entryprice
failed$return.best=(failed$confirmationprice-failed$exitprice)/failed$confirmationprice
failed$return.act=(failed$entryprice-failed$exitprice)/failed$entryprice
}else{
confirmed$return.best=(confirmed$confirmationprice-confirmed$exitprice)/confirmed$confirmationprice
confirmed$return.act=(confirmed$entryprice-confirmed$exitprice)/confirmed$entryprice
failed$return.best=(failed$exitprice-failed$confirmationprice)/failed$confirmationprice
failed$return.act=(failed$exitprice-failed$entryprice)/failed$entryprice
}
events=nrow(confirmed)
confirmed=na.exclude(confirmed)
failed=failed[!with(failed,is.na(entryprice) | is.na(exitprice)),]
return.best=mean(confirmed$return.best)
return.act=mean(confirmed$return.act)
failed.return.best=mean(failed$return.best)
failed.return.act=mean(failed$return.act)
wins=sum(confirmed$return.best>0)/nrow(confirmed)
print(select(tail(candlesticks),"date","pattern","confirmationdate","confirmationprice"))
out= list("events"=events,"incidence"=round(incidence,2),"ConfirmationProbability"=round(confirmed.percent,2),"Wins"=round(wins,2),"PercentReturnBest"=round(return.best,4)*100,"PercentReturnAct"=round(return.act,4)*100,"FailedPercentReturnBest"=round(failed.return.best,4)*100,"FailedPercentReturnAct"=round(failed.return.act,4)*100)
out
}
pankaj3009/rtrade documentation built on Sept. 11, 2019, 9:29 a.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Defines functions candleStickPattern getCandleStickPerformance
candleStickPattern<-function(s,trendBeginning=FALSE,type="STK",realtime=FALSE,maxWait=1,...){
if(is.data.frame(s)){
md=s
}else{
md<-loadSymbol(s,realtime,...)
}
t<-Trend(md$date,md$ahigh,md$alow,md$asettle)
md<-merge(md,t,by="date")
#atr<-ATR(md[,c("ahigh","alow","asettle")],n=23)
#md$atr<-atr[,"atr"]
# md$sma<-SMA(md$asettle,7)
#md$lowrange=(md$ahigh-md$alow)<md$atr
md$body=abs(md$asettle-md$aopen)
md$lowershadow=abs(pmin(md$asettle,md$aopen)-md$alow)
md$uppershadow=abs(md$ahigh-pmax(md$asettle,md$aopen))
md$uppershadowavg=SMA(md$uppershadow,23)
md$lowershadowavg=SMA(md$lowershadow,23)
md$bodyavg=SMA(md$body,23)
md$doji=md$body<0.1*md$bodyavg & md$uppershadow+md$lowershadow>2*md$body
md$blackcandle=md$asettle<md$aopen
md$whitecandle=md$asettle>md$aopen
md$shortwhite=md$whitecandle & md$body<0.6*md$bodyavg
md$shortblack=md$blackcandle & md$body<0.6*md$bodyavg
md$normalwhite=md$whitecandle & md$body>0.6*md$bodyavg & md$body<1.25*md$bodyavg
md$normalblack=md$blackcandle & md$body>0.6*md$bodyavg & md$body<1.25*md$bodyavg
md$longwhite=md$whitecandle & md$body>1.25*md$bodyavg
md$longblack=md$blackcandle & md$body>1.25*md$bodyavg
md$whitemarubozu= md$longwhite & md$lowershadow==0 & md$uppershadow==0
md$whiteopeningmarubozu=md$longwhite & md$lowershadow==0
md$whiteclosingmarubozu=md$longwhite & md$uppershadow==0
md$blackmarubozu= md$longblack & md$lowershadow==0 & md$uppershadow==0
md$blackopeningmarubozu=md$longblack & md$uppershadow==0
md$blackclosingmarubozu=md$longblack & md$lowershadow==0
md$gapdown=md$aopen<Ref(md$alow,-1)
md$gapup=md$aopen>Ref(md$ahigh,-1)
md$updowncount=sequence(rle(md$updownbar)$lengths)
md$sma.s<-SMA(md$asettle,5)
md$sma.h<-SMA(md$ahigh,5)
md$sma.l<-SMA(md$alow,5)
md$rsi.23.h<-TTR::RSI(md$ahigh,23)
md$rsi.23.l<-TTR::RSI(md$alow,23)
md$rsi.5<-TTR::RSI(md$asettle,5)
md$daysinuptrend=BarsSince(md$trend!=1)
md$daysindntrend=BarsSince(md$trend!= -1)
md$inlongtrade=ContinuingLong("ICICIBANK",as.numeric(md$trend==1),as.numeric(md$trend<1),as.numeric(md$trend==-1))
md$daysintrend=ave(as.numeric(md$trend==1),cumsum(md$inlongtrade==0),FUN=cumsum)
#ave(as.numeric(md$trend==1),cumsum(md$daysindntrend==0),FUN=cumsum)
#with(md, ave(md$buy, cumsum(md$inlongtrade == 0), FUN = cumsum))
#md$candlesticktrend=ifelse(md$trend!=0 & md$daysinuptrend+md$daysindntrend>=5 & md$updowncount>=2,md$trend,100)
md$candlesticktrend=ifelse(rollmean(md$updownbar,3,fill=NA,align="right")>0 & md$asettle-Ref(md$asettle,-3)>0,1,
ifelse(rollmean(md$updownbar,3,fill=NA,align="right")<0 & md$asettle-Ref(md$asettle,-3)<0,-1,100))
#md$candlesticktrend=ifelse(md$trend==1|md$trend==-1,ifelse(md$swinglevel>Ref(md$swinglevel,-1),1,-1),0) # good result with ONGC
md$candlesticktrend=0
signals=data.frame()
#1 BULLISH HAMMER
duration=2
pattern= Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & md$alow<Ref(md$alow,-2) & # Day 3
md$alow<Ref(md$alow,-1) & # Day 2
md$body<0.4*md$bodyavg & md$lowershadow>2*md$body & md$lowershadow>md$lowershadowavg & md$uppershadow<md$lowershadow*0.3 # Day 1
confirmationprice=pmax(md$asettle,md$aopen)
stoploss=md$alow
##entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HAMMER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#1 BEARISH HANGING MAN
duration=2
pattern= Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & md$ahigh>Ref(md$ahigh,-2) & # Day 3
md$ahigh>Ref(md$ahigh,-1) & # Day 2
md$body<0.4*md$bodyavg & md$lowershadow>2*md$body & md$lowershadow>md$lowershadowavg & md$uppershadow<md$lowershadow*0.3 # Day 1
confirmationprice=pmin(md$asettle,md$aopen)
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH HANGING MAN",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#2 BULLISH BELT HOLD
duration=0
pattern=(md$candlesticktrend==-1|md$candlesticktrend==0) & md$gapdown & md$whiteopeningmarubozu & md$longwhite
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH BELT HOLD",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#2 BEARISH BELT HOLD #VERIFIED
duration=0
pattern=(md$candlesticktrend==1|md$candlesticktrend==0) & md$gapup & md$blackopeningmarubozu & md$longblack
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH BELT HOLD",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#3 BULLISH ENGULFING #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & md$whitecandle & !md$shortwhite & md$asettle>Ref(md$aopen,-1) & md$aopen<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH ENGULFING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#3 BEARISH ENGULFING #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & md$blackcandle & !md$shortblack & md$asettle<Ref(md$aopen,-1) & md$aopen>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ENGULFING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#4 BULLISH HARAMI #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$whitecandle & md$asettle<Ref(md$aopen,-1) & md$aopen>Ref(md$asettle,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=pmax(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HARAMI",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#4 BEARISH HARAMI #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$blackcandle & md$asettle>Ref(md$aopen,-1) & md$aopen<Ref(md$asettle,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=pmin(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH HARAMI",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#5 BULLISH HARAMI CROSS #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & md$doji & pmax(md$asettle,md$aopen)<Ref(md$aopen,-1) & pmin(md$asettle,md$aopen)>Ref(md$asettle,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=ifelse(Ref(md$shortblack,-1),Ref(md$aopen,-1),pmax(md$asettle,Ref((md$aopen+md$asettle)/2,-1)))
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HARAMI CROSS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#5 BEARISH HARAMI CROSS #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & md$doji & pmax(md$asettle,md$aopen)<Ref(md$asettle,-1) & pmin(md$asettle,md$aopen)>Ref(md$aopen,-1) & md$ahigh<=Ref(md$ahigh,-1) & md$alow>=Ref(md$alow,-1)
confirmationprice=ifelse(Ref(md$shortwhite,-1),Ref(md$aopen,-1),pmin(md$asettle,Ref((md$aopen+md$asettle)/2,-1)))
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH HARAMI CROSS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#6 BULLISH INVERTED HAMMER #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & (md$shortblack|md$shortwhite) & Ref(md$asettle,-1)>pmax(md$asettle,md$aopen) & md$uppershadow>2*md$body & md$lowershadow<0.1*md$body
confirmationprice=pmax(md$aopen,md$asettle)+md$uppershadow/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH INVERTED HAMMER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#6 BEARISH SHOOTING STAR
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & (md$shortblack|md$shortwhite) & Ref(md$asettle,-1)<pmin(md$asettle,md$aopen) & md$uppershadow>2*md$body & md$lowershadow<0.1*md$body
confirmationprice=pmin(md$aopen,md$asettle)
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH SHOOTING STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#7 BULLISH PIERCING LINE #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$gapdown & md$whitecandle & md$asettle>Ref(md$asettle+md$aopen,-1)/2 & md$asettle<Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH PIERCING LINE",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#7 BEARISH DARK CLOUD COVER
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$gapup & md$blackcandle & md$asettle<Ref(md$asettle+md$aopen,-1)/2 & md$asettle>Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DARK CLOUD COVER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#8 Bullish Doji Star #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalblack|md$longblack,-1) & md$gapdown & md$doji
confirmationprice=ifelse(pattern,md$asettle+(Ref(md$asettle,-1)-md$asettle)/2,0)
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#8 Bearish Doji Star #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalwhite|md$longwhite,-1) & md$gapup & md$doji
confirmationprice=ifelse(pattern,md$asettle-(md$asettle-Ref(md$asettle,-1))/2,0)
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#9 BULLISH MEETING LINE #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$gapdown & md$whitecandle & !md$shortwhite & abs(md$asettle-Ref(md$asettle,-1))/md$asettle<0.002
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MEETING LINE",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#9 BEARISH MEETING LINE #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$gapup & md$blackcandle & !md$shortblack & abs(md$asettle-Ref(md$asettle,-1))/md$asettle<0.002
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH MEETING LINE",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#10 BULLISH HOMING PIGEON #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$blackcandle & md$aopen<=Ref(md$aopen,-1) & md$asettle>=Ref(md$asettle,-1)
confirmationprice=pmax(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH HOMING PIGEON",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#10 BEARISH DESCENDING HAWK # VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$whitecandle & md$aopen>=Ref(md$aopen,-1) & md$asettle<=Ref(md$asettle,-1)
confirmationprice=pmin(md$asettle,Ref((md$aopen+md$asettle)/2,-1))
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DESCENDING HAWK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#11 BULLISH MATCHING LOW #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$aopen>Ref(md$asettle,-1) & md$blackcandle & md$asettle==Ref(md$asettle,-1)
confirmationprice=Ref((md$aopen+md$asettle)/2,-1)
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MATCHING LOW",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#11 BEARISH MATCHING HIGH #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$aopen<Ref(md$asettle,-1) & md$whitecandle & md$asettle==Ref(md$asettle,-1)
confirmationprice=Ref((md$aopen+md$asettle)/2,-1)
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH MATCHING HIGH",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#12 BULLISH KICKING #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalblack|md$longblack,-1) & Ref(md$aopen,-1)<=md$aopen & (md$normalwhite | md$longwhite)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH KICKING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#12 BEARISH KICKING
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalwhite|md$longwhite,-1) & Ref(md$aopen,-1)>=md$aopen & (md$normalblack | md$longblack)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH KICKING",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#13 BULLISH ONE WHITE SOLDIER #VERIFIED
duration=1
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & md$whitecandle & !md$shortwhite & md$aopen>Ref(md$asettle,-1) & md$asettle>Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH ONE WHITE SOLDIER",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#13 BEARISH ONE BLACK CROW
duration=1
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & md$blackcandle & !md$shortblack & md$aopen<Ref(md$asettle,-1) & md$asettle<Ref(md$aopen,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ONE BLACK CROW",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#14 BULLISH MORNING STAR
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$gapdown,-1) & (Ref(md$shortblack,-1)|Ref(md$shortwhite,-1)) & md$whitecandle & md$aopen>pmin(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle<Ref(md$aopen,-2) & md$asettle>Ref(md$body/2+md$asettle,-2)
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MORNING STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#14 BEARISH EVENING STAR
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$gapup,-1) & (Ref(md$shortblack,-1)|Ref(md$shortwhite,-1)) & md$blackcandle & md$aopen<pmax(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle>Ref(md$aopen,-2) & md$asettle<Ref(md$aopen-(md$body/2),-2)
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH EVENING STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#15 BULLISH MORNING DOJI STAR
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$gapdown,-1) & Ref(md$doji,-1) & md$whitecandle & md$aopen>pmin(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle>(Ref(md$aopen,-2)+Ref(md$alow,-1)) & md$asettle<Ref(md$aopen,-2) & md$asettle>Ref(md$body+md$asettle,-2)/2
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH MORNING DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#15 BEARISH EVENING DOJI STAR
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$gapup,-1) & Ref(md$doji,-1) & md$blackcandle & md$aopen<pmax(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle<(Ref(md$aopen,-2)+Ref(md$ahigh,-1)) & md$asettle>Ref(md$aopen,-2) & md$asettle<Ref(md$body+md$aopen,-2)/2
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH EVENING DOJI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#16 BULLISH ABANDONED BABY
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$gapdown,-1) & Ref(md$doji,-1) & Ref(md$alow,-2)>Ref(md$ahigh,-1) & Ref(md$ahigh,-1) < md$alow & md$whitecandle & md$aopen>pmin(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle>(Ref(md$aopen,-2)+Ref(md$alow,-1)) & md$asettle<Ref(md$aopen,-2) & md$asettle>Ref(md$body+md$asettle,-2)/2
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH ABANDONED BABY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#16 BEARISH ABANDONED BABY
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$gapup,-1) & Ref(md$doji,-1) & Ref(md$ahigh,-2)<Ref(md$alow,-1)& Ref(md$alow,-1)>md$ahigh & md$blackcandle & md$aopen<pmax(Ref(md$aopen,-1),Ref(md$asettle,-1)) & md$asettle<(Ref(md$aopen,-2)+Ref(md$ahigh,-1)) & md$asettle>Ref(md$aopen,-2) & md$asettle<Ref(md$body+md$aopen,-2)/2
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ABANDONED BABY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#17 BULLISH TRI STAR #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$doji,-2) & Ref(md$gapdown,-1) & Ref(md$doji,-1) & md$gapup & md$doji
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH TRI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#17 BEARISH TRI STAR
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$doji,-2) & Ref(md$gapup,-1) & Ref(md$doji,-1) & md$gapdown & md$doji
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH TRI STAR",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#18 BULLISH DOWNSIDE GAP TWO RABBITS
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalblack|md$longblack,-2) & Ref(md$gapdown,-1) & Ref(md$shortwhite,-1) & md$aopen<=Ref(md$aopen,-1) & md$asettle>Ref(md$asettle,-1) & md$asettle<Ref(md$asettle,-2)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DOWNSIDE GAP TWO RABBITS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#18 BEARISH UPSIDE GAP TWO CROWS
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$normalwhite|md$longwhite,-2) & Ref(md$gapup,-1) & Ref(md$shortblack,-1) & md$aopen>=Ref(md$aopen,-1) & md$asettle<Ref(md$asettle,-1) & md$asettle>Ref(md$asettle,-2)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH UPSIDE GAP TWO CROWS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#19 BULLISH UNIQUE THREE RIVER BOTTOM
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-2) & Ref(md$shortblack,-1) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & Ref(md$alow,-1)<Ref(md$alow,-2) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & md$gapdown & md$shortwhite & md$asettle<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH UNIQUE THREE RIVER BOTTOM",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#19 BEARISH UNIQUE THREE MOUNTAIN TOP
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-2) & Ref(md$shortwhite,-1) & Ref(md$aopen,-1)<Ref(md$asettle,-2) & Ref(md$ahigh,-1)>Ref(md$ahigh,-2) & Ref(md$aopen,-1)>Ref(md$aopen,-2) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & md$gapup & md$shortblack & md$asettle>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH UNIQUE THREE MOUNTAIN TOP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#20 BULLISH THREE WHITE SOLDIERS
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite|md$normalwhite,-2) & Ref(md$longwhite|md$normalwhite,-1) & (md$longwhite|md$normalwhite) & Ref(md$aopen,-1)>Ref(md$aopen,-2) & !Ref(md$gapup,-1) & md$aopen>Ref(md$aopen,-1) & !md$gapup
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE WHITE SOLDIERS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#20 BEARISH THREE BLACK CROWS
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack|md$normalblack,-2) & Ref(md$longblack|md$normalblack,-1) & (md$longblack|md$normalblack) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & !Ref(md$gapdown,-1) & md$aopen<Ref(md$aopen,-1) & !md$gapdown
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE BLACK CROWS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#21 BULLISH DESCENT BLOCK
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack|md$normalblack,-2) & Ref(md$blackcandle,-1) & md$blackcandle & Ref(md$aopen,-1)<Ref(md$aopen,-2) & !Ref(md$gapdown,-1) & md$aopen<Ref(md$aopen,-1) & !md$gapdown & Ref(md$aopen-md$asettle,-1)<Ref(md$aopen-md$asettle,-2) & md$aopen-md$asettle<Ref(md$aopen-md$asettle,-1) & Ref(md$asettle-md$alow,-1)>Ref(md$asettle-md$alow,-2) & md$asettle-md$alow>Ref(md$asettle-md$alow,-1) & Ref(md$alow,-1)<Ref(md$alow,-2) & md$alow<Ref(md$alow,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & md$asettle<Ref(md$asettle,-1)
confirmationprice=(md$asettle+md$aopen)/2
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DESCENT BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#21 BEARISH ADVANCE BLOCK
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite|md$normalwhite,-2) & Ref(md$whitecandle,-1) & md$whitecandle & Ref(md$aopen,-1)>Ref(md$aopen,-2) & !Ref(md$gapup,-1) & md$aopen>Ref(md$aopen,-1) & !md$gapup & Ref(md$asettle-md$aopen,-1)<Ref(md$asettle-md$aopen,-2) & md$asettle-md$aopen<Ref(md$asettle-md$aopen,-1) & Ref(md$ahigh-md$asettle,-1)>Ref(md$ahigh-md$asettle,-2) & md$ahigh-md$asettle>Ref(md$ahigh-md$asettle,-1) & Ref(md$ahigh,-1)<Ref(md$ahigh,-2) & md$ahigh>Ref(md$ahigh,-1) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & md$asettle>Ref(md$asettle,-1)
confirmationprice=(md$asettle+md$aopen)/2
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH ADVANCE BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#22 BULLISH DELIBERATION BLOCK #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack|md$normalblack,-2) & #Candle 3
Ref(md$longblack|md$normalblack,-1) & (Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2)) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & Ref(md$body,-1)<Ref(md$body,-2) &#candle 2
md$gapdown & (md$shortblack|md$doji)
confirmationprice=(Ref(md$alow,-1)+md$asettle)/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH DELIBERATION BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#22 BEARISH DELIBERATION BLOCK #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite|md$normalwhite,-2) & #Candle 3
Ref(md$longwhite|md$normalwhite,-1) & (Ref(md$aopen,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)<Ref(md$asettle,-2)) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & Ref(md$body,-1)<Ref(md$body,-2) &#candle 2
md$gapup & (md$shortwhite|md$doji)
confirmationprice=(Ref(md$ahigh,-1)+md$asettle)/2
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH DELIBERATION BLOCK",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#23 BULLISH TWO RABBITS
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-2) & Ref(md$gapdown,-1) & Ref(md$shortwhite,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & md$aopen>Ref(md$aopen,-1) & md$aopen<Ref(md$asettle,-1) & md$asettle>Ref(md$asettle,-2)+Ref(md$body,-2)*0.3
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH TWO RABBITS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#23 BEARISH TWO CROWS
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-2) & Ref(md$gapup,-1) & Ref(md$shortblack,-1) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & md$aopen<Ref(md$aopen,-1) & md$aopen>Ref(md$asettle,-1) & md$asettle<Ref(md$asettle,-2)-Ref(md$body,-2)*0.3
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH TWO CROWS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#24 BULLISH THREE INSIDE UP
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & !Ref(md$shortblack,-2) & Ref(md$whitecandle,-1) & Ref(md$asettle,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & md$whitecandle & md$asettle>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE INSIDE UP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#24 BEARISH THREE INSIDE DOWN
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & !Ref(md$shortwhite,-2) & Ref(md$blackcandle,-1) & Ref(md$asettle,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)<Ref(md$asettle,-2) & md$blackcandle & md$asettle<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE INSIDE DOWN",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#25 BULLISH THREE OUTSIDE UP #VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$whitecandle,-1) & !Ref(md$shortwhite,-1) & Ref(md$asettle,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)<Ref(md$asettle,-2) & md$whitecandle & md$asettle>Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE OUTSIDE UP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#25 BEARISH THREE OUTSIDE DOWN
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & Ref(md$blackcandle,-1) & !Ref(md$shortblack,-1) & Ref(md$asettle,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & md$blackcandle & md$asettle<Ref(md$asettle,-1)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE OUTSIDE DOWN",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#26 BULLISH THREE STARS IN THE SOUTH
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & Ref(md$lowershadow>1.25*md$lowershadowavg,-2) & Ref(md$uppershadow<0.1*md$lowershadowavg,-2) &
Ref(md$blackcandle,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) & Ref(md$body,-1)<Ref(md$body,-2) & Ref(md$lowershadow,-1)<Ref(md$lowershadow,-2) &
md$shortblack & md$blackmarubozu & md$alow>Ref(md$alow,-1) & md$body<Ref(md$body,-1)
confirmationprice=(md$asettle+md$aopen)/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE STARS IN THE SOUTH",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#26 BULLISH SQUEEZE ALERT # VERIFIED
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$blackcandle,-2) & !Ref(md$shortblack,-2) &
Ref(md$ahigh,-1)<Ref(md$ahigh,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) &
md$ahigh<Ref(md$ahigh,-1) & md$alow>Ref(md$alow,-1)
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH SQUEEZE ALERT",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#26 BEARISH SQUEEZE ALERT # CANNOT RECONCILE, MADE FIRST CANDLE NORMAL OR LARGE SIZE TO CHECK
duration=2
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$whitecandle,-2) & !Ref(md$shortwhite,-2) &
Ref(md$ahigh,-1)< Ref(md$ahigh,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) &
md$ahigh<Ref(md$ahigh,-1) & md$alow>Ref(md$alow,-1)
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH SQUEEZE ALERT",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#27 BULLISH STICK SANDWICH
duration=2
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-2) &
Ref(md$whitecandle,-1) & Ref(md$asettle,-1)>Ref(md$aopen,-2) & Ref(md$aopen,-1)>Ref(md$asettle,-2) &
md$gapup & md$blackcandle & md$asettle==Ref(md$asettle,-1)
confirmationprice=(md$asettle+Ref(md$asettle,-1))/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH STICK SANDWICH",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#27 BULLISH THREE GAP DOWNS #VERIFIED
duration=2
pattern= Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$gapdown,-2) & Ref(md$asettle,-2)<Ref(pmin(md$aopen,md$asettle),-3) & # candle 3
Ref(md$blackcandle,-1) & Ref(md$gapdown,-1) & Ref(md$asettle,-1)<Ref(pmin(md$aopen,md$asettle),-2) & # candle 2
md$blackcandle & md$gapdown & md$asettle<Ref(md$asettle,-1) # candle 1
confirmationprice=(md$asettle+md$aopen)/2
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH THREE GAP DOWNS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#27 BEARISH THREE GAP UPS # VERIFIED
duration=2
pattern= Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$gapup,-2) & Ref(md$asettle,-2)>Ref(pmax(md$aopen,md$asettle),-3) & # candle 3
Ref(md$whitecandle,-1) & Ref(md$gapup,-1) & Ref(md$asettle,-1)>Ref(pmax(md$aopen,md$asettle),-2) & # candle 2
md$whitecandle & md$gapup & md$asettle>Ref(md$asettle,-1) # candle 1
confirmationprice=(md$asettle+md$aopen)/2
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH THREE GAP UPS",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#28 BULLISH CONCEALING BABY SWALLOW
duration=3
pattern= Ref(md$blackmarubozu,-3) & Ref(md$blackmarubozu,-2) & # candle 3 & 4
Ref(md$shortblack,-1) & Ref(md$gapdown,-1) & Ref(md$ahigh,-1)>Ref(md$asettle,-2) & Ref(md$uppershadow>md$uppershadowavg,-1) # candle 2
md$blackcandle & md$aopen>Ref(md$ahigh,-1) & md$asettle<Ref(md$alow,-1) # candle 1
confirmationprice=Ref(md$asettle+md$aopen,-1)/2
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH CONCEALING BABY SWALLOW",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#29 BULLISH BREAKAWAY
duration=4
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-4) & # day 5
Ref(md$shortblack,-3) & md$gapdown & # day 4
Ref(md$shortwhite|md$shortblack,-2) & Ref(md$ahigh,-2)<Ref(md$ahigh,-3) & Ref(md$alow,-2)<Ref(md$alow,-3) & # day 3
Ref(md$shortwhite|md$shortblack,-1) & Ref(md$ahigh,-1)<Ref(md$ahigh,-2) & Ref(md$alow,-1)<Ref(md$alow,-2) & # day 2
md$whitecandle & md$asettle<Ref(md$asettle,-4) & md$asettle>Ref(md$aopen,-3)
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH BREAKAWAY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#29 BEARISH BREAKAWAY
duration=4
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-4) & # day 5
Ref(md$shortwhite,-3) & md$gapup & # day 4
Ref(md$shortwhite|md$shortblack,-2) & Ref(md$ahigh,-2)>Ref(md$ahigh,-3) & Ref(md$alow,-2)>Ref(md$alow,-3) & # day 3
Ref(md$shortwhite|md$shortblack,-1) & Ref(md$ahigh,-1)>Ref(md$ahigh,-2) & Ref(md$alow,-1)>Ref(md$alow,-2) & # day 2
md$blackcandle & md$asettle>Ref(md$asettle,-4) & md$asettle<Ref(md$aopen,-3)
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH BREAKAWAY",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#30 BULLISH LADDER BOTTOM
duration=4
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-4) & # day 5
Ref(md$longblack,-3) & Ref(md$aopen,-3)<Ref(md$aopen,-4) & !Ref(md$gapdown,-3) & # day 4
Ref(md$longblack,-2) & Ref(md$aopen,-2)<Ref(md$aopen,-3) & !Ref(md$gapdown,-2) & # day 3
Ref(md$shortblack,-1) & Ref(md$asettle,-1)<Ref(md$asettle,-2) & Ref(md$uppershadow>1.25*md$uppershadowavg,-1) & Ref(md$ahigh,-1)>Ref(md$asettle+md$body*0.5,-2) & # day 2
md$longwhite & md$gapup
confirmationprice=md$asettle
stoploss=md$alow
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH LADDER BOTTOM",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#30 BEARISH LADDER TOP
duration=4
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-4) & # day 5
Ref(md$longwhite,-3) & Ref(md$aopen,-3)>Ref(md$aopen,-4) & !Ref(md$gapup,-3) & # day 4
Ref(md$longblack,-2) & Ref(md$aopen,-2)>Ref(md$aopen,-3) & !Ref(md$gapup,-2) & # day 3
Ref(md$shortwhite,-1) & Ref(md$asettle,-1)>Ref(md$asettle,-2) & Ref(md$lowershadow>1.25*md$lowershadowavg,-1) & Ref(md$alow,-1)<Ref(md$asettle-md$body*0.5,-2) & # day 2
md$longblack & md$gapdown
confirmationprice=md$asettle
stoploss=md$ahigh
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH LADDER TOP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#31 BULLISH AFTER BOTTOM GAP UP
duration=4
pattern=Ref((md$candlesticktrend==-1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longblack,-4) & # day 5
Ref(md$longblack,-3) & Ref(md$aopen,-3)<Ref(md$aopen,-4) & !Ref(md$gapdown,-3) & # day 4
Ref(md$longblack,-2) & Ref(md$gapdown,-2) & # day 3
Ref(md$longwhite,-1) & Ref(md$aopen,-1)>Ref(md$aopen,-2) & Ref(md$asettle,-1)>Ref(md$asettle,-3) & # day 2
md$longwhite & md$gapup # day 1
confirmationprice=md$asettle
stoploss=pmin(md$alow,Ref(md$alow,-1))
#entryprice=ifelse(Ref(md$whitecandle,1) & pattern & conservative & Ref(md$asettle,1)>confirmationprice & Ref(md$alow,1)>stoploss,Ref(md$asettle,1),ifelse(Ref(md$whitecandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss<Ref(md$alow,1))|Ref(md$alow,1)>=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BULLISH AFTER BOTTOM GAP UP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
#31 BEARISH AFTER TOP GAP DOWN
duration=4
pattern=Ref((md$candlesticktrend==1|md$candlesticktrend==0),-trendBeginning*duration) & Ref(md$longwhite,-4) & # day 5
Ref(md$longwhite,-3) & Ref(md$aopen,-3)>Ref(md$aopen,-4) & !Ref(md$gapup,-3) & # day 4
Ref(md$longwhite,-2) & Ref(md$gapup,-2) & # day 3
Ref(md$longblack,-1) & Ref(md$aopen,-1)<Ref(md$aopen,-2) & Ref(md$asettle,-1)<Ref(md$asettle,-3) & # day 2
md$longblack & md$gapdown # day 1
confirmationprice=md$asettle
stoploss=pmax(md$ahigh,Ref(md$ahigh,-1))
#entryprice=ifelse(Ref(md$blackcandle,1) & pattern & conservative & Ref(md$asettle,1)<confirmationprice & Ref(md$ahigh,1)<stoploss,Ref(md$asettle,1),ifelse(Ref(md$blackcandle,1) & pattern & !conservative & ((confirmationprice<Ref(md$ahigh,1) & confirmationprice>Ref(md$alow,1) & stoploss>Ref(md$ahigh,1))|Ref(md$ahigh,1)<=confirmationprice),Ref(md$asettle,1),0))
#confirmed=entryprice>0
#confirmationdate=ifelse(confirmed,Ref(md$date,1),NA)
indices=which(pattern==TRUE)
if(length(indices)>0){
out=data.frame(symbol=md$symbol[indices],date=md$date[indices],pattern="BEARISH LADDER TOP",confirmationprice=confirmationprice[indices],stoploss=stoploss[indices],duration=duration,stringsAsFactors = FALSE)
signals=rbind(signals,out)
}
if(nrow(signals)>0){
signals=signals[order(signals$date),]
}
signals.confirmed=signals[signals$confirmed,]
md$candlesticksignals=NA_character_
if(nrow(signals.confirmed)>0){
string=paste(signals.confirmed$pattern,"_",signals.confirmed$confirmationprice,sep="")
index=match(signals.confirmed$confirmationdate,md$date)
for(i in 1:nrow(signals.confirmed)){
if(is.na(md$candlesticksignals[index[i]])){
md$candlesticksignals[index[i]]=paste(signals.confirmed$pattern[i],"_",signals.confirmed$confirmationprice[i],sep="")
}else{
md$candlesticksignals[index[i]]=paste(md$candlesticksignals[index[i]],";",signals.confirmed$pattern[i],"_",signals.confirmed$confirmationprice[i],sep="")
}
}
}
signals1=getCandleStickConfirmation(md,signals$pattern,signals$date,signals$confirmationprice,signals$stoploss,maxWait=maxWait)
signals1$symbol=signals$symbol
signals1$duration=signals$duration
signals1$confirmed=ifelse(!is.na(signals1$confirmationdate),TRUE,FALSE)
list("marketdata"=md,"pattern"=signals1)
}
getCandleStickPerformance<-function(symbol,search,days=1,...){
a=candleStickPattern(symbol,days=100000,...)
candlesticks.all=a$pattern
marketdata=a$marketdata
candlesticks.all=merge(candlesticks.all,marketdata[,c("date","trend","swingtype","daysinswing")])
rows.selection=grepl("BEARISH",candlesticks.all$pattern) & (candlesticks.all$trend==1 |candlesticks.all$trend==0) |
grepl("BULLISH",candlesticks.all$pattern) & (candlesticks.all$trend==-1 |candlesticks.all$trend==0)
candlesticks=candlesticks.all[rows.selection,]
if(grepl("BULLISH",search)){
b=filter(candlesticks,pattern==search,trend==-1 |trend==0|(swingtype==-1 & daysinswing>4))
}else{
b=filter(candlesticks,pattern==search,trend==1 |trend==0|(swingtype==1 & daysinswing>4))
}
confirmed=b[!is.na(b$confirmationdate),]
failed=b[is.na(b$confirmationdate),]
confirmed.percent=nrow(confirmed)/nrow(b)
incidence = nrow(b)/nrow(candlesticks)
confirmed$exitdate=RQuantLib::advance("India",as.Date(strftime(confirmed$confirmationdate,"%Y-%m-%d")),n=days,timeUnit=0,bdc=0,emr=0)
confirmed$exitdate=as.POSIXct(strftime(confirmed$exitdate,"%Y-%m-%d"))
confirmed$exitprice=marketdata[match(confirmed$exitdate,marketdata$date),c("asettle")]
confirmed$entryprice=marketdata[match(confirmed$confirmationdate,marketdata$date),c("asettle")]
failed$confirmationdate=RQuantLib::advance("India",as.Date(strftime(failed$date,"%Y-%m-%d")),n=1,timeUnit=0,bdc=0,emr=0)
failed$confirmationdate=as.POSIXct(strftime(failed$confirmationdate))
failed$exitdate=RQuantLib::advance("India",as.Date(strftime(failed$confirmationdate,"%Y-%m-%d")),n=days,timeUnit=0,bdc=0,emr=0)
failed$exitdate=as.POSIXct(strftime(failed$exitdate,"%Y-%m-%d"))
failed$exitprice=marketdata[match(failed$exitdate,marketdata$date),c("asettle")]
failed$entryprice=marketdata[match(failed$confirmationdate,marketdata$date),c("asettle")]
if(grepl("BULLISH",search)){
confirmed$return.best=(confirmed$exitprice-confirmed$confirmationprice)/confirmed$confirmationprice
confirmed$return.act=(confirmed$exitprice-confirmed$entryprice)/confirmed$entryprice
failed$return.best=(failed$confirmationprice-failed$exitprice)/failed$confirmationprice
failed$return.act=(failed$entryprice-failed$exitprice)/failed$entryprice
}else{
confirmed$return.best=(confirmed$confirmationprice-confirmed$exitprice)/confirmed$confirmationprice
confirmed$return.act=(confirmed$entryprice-confirmed$exitprice)/confirmed$entryprice
failed$return.best=(failed$exitprice-failed$confirmationprice)/failed$confirmationprice
failed$return.act=(failed$exitprice-failed$entryprice)/failed$entryprice
}
events=nrow(confirmed)
confirmed=na.exclude(confirmed)
failed=failed[!with(failed,is.na(entryprice) | is.na(exitprice)),]
return.best=mean(confirmed$return.best)
return.act=mean(confirmed$return.act)
failed.return.best=mean(failed$return.best)
failed.return.act=mean(failed$return.act)
wins=sum(confirmed$return.best>0)/nrow(confirmed)
print(select(tail(candlesticks),"date","pattern","confirmationdate","confirmationprice"))
out= list("events"=events,"incidence"=round(incidence,2),"ConfirmationProbability"=round(confirmed.percent,2),"Wins"=round(wins,2),"PercentReturnBest"=round(return.best,4)*100,"PercentReturnAct"=round(return.act,4)*100,"FailedPercentReturnBest"=round(failed.return.best,4)*100,"FailedPercentReturnAct"=round(failed.return.act,4)*100)
out
}
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