feat(technicals,engine): add V2 multi-timeframe scoring, SMC patterns, and COS V2 engine

2026-09-01 17:38:13 +02:00
parent c5d7d359ba
commit cb8a169043
10 changed files with 1386 additions and 12 deletions
@@ -0,0 +1,55 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using FinlyticCore.Dtos.TechnicalAnalysis;
+
+namespace FinlyticTechnicals.Patterns.SmartMoney;
+
+/// <summary>
+/// Detects institutional Bearish Order Blocks (last bullish candle before a strong downward displacement).
+/// </summary>
+public class BearishOrderBlockDetector : IPatternDetector
+{
+    /// <inheritdoc />
+    public PatternType HandledType => PatternType.OrderBlock;
+
+    /// <inheritdoc />
+    public PatternCategory Category => PatternCategory.SmartMoney;
+
+    /// <inheritdoc />
+    public PatternResultDto? Evaluate(TechnicalContext context)
+    {
+        var candles = context.PrimaryCandles;
+        if (candles.Count < 5) return null;
+
+        var obCandle = candles[^3];
+        var impulse1 = candles[^2];
+        var impulse2 = candles.Last();
+
+        // Bearish Order Block: Green candle followed by 2 strong red candles that drop price > 1.5 ATR
+        if (obCandle.Close > obCandle.Open && impulse1.Close < impulse1.Open && impulse2.Close < impulse2.Open)
+        {
+            decimal displacement = obCandle.High - impulse2.Close;
+            if (displacement >= context.CurrentAtr * 1.5m)
+            {
+                return new PatternResultDto(
+                    Id: Guid.NewGuid(),
+                    Type: PatternType.OrderBlock,
+                    Category: PatternCategory.SmartMoney,
+                    Bias: PatternBias.Bearish,
+                    Name: "Bearish Institutional Order Block",
+                    Timeframe: context.Timeframe,
+                    DetectedAt: impulse2.Timestamp,
+                    KeyPriceLevel: (obCandle.Open + obCandle.Close) / 2m,
+                    UpperBoundary: obCandle.High,
+                    LowerBoundary: obCandle.Low,
+                    InvalidationLevel: obCandle.High * 1.005m,
+                    QualityScore: 86m,
+                    Description: $"Bearish order block zone [{obCandle.Low:F2} - {obCandle.High:F2}] with strong downward displacement."
+                );
+            }
+        }
+
+        return null;
+    }
+}