Nothing
CSPMarubozu <- function(TS, n=20, ATRFactor=1, maxuppershadowCL=.1, maxlowershadowCL=.1) {
if (!is.OHLC(TS)) {
stop("Price series must contain Open, High, Low and Close.")
}
LongCandle = CandleBodyLength(TS)[,"absCandleBodyLength"] >
ATR(cbind(Hi(TS), Lo(TS), Cl(TS)), n=n, maType="SMA")[,"atr"]*ATRFactor
CL <- Hi(TS)-Lo(TS)
BodyHi <- pmax(Op(TS),Cl(TS))
BodyLo <- pmin(Op(TS),Cl(TS))
ShortShadow <- Hi(TS)-BodyHi <= CL*maxuppershadowCL & BodyLo-Lo(TS) <= CL*maxlowershadowCL
WhiteMarubozu <- reclass( LongCandle & ShortShadow & Op(TS) < Cl(TS), TS)
BlackMarubozu <- reclass( LongCandle & ShortShadow & Op(TS) > Cl(TS), TS)
result <- cbind(WhiteMarubozu, BlackMarubozu)
colnames(result) <- c("WhiteMarubozu", "BlackMarubozu")
xtsAttributes(result) <- list(bars=1)
return(result)
}
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