Files

200 lines
7.4 KiB
C#

using System;
using System.Collections.Generic;
using System.Linq;
using FinlyticCore.Dtos.TechnicalAnalysis;
namespace FinlyticTechnicals.Patterns.ChartPatterns;
/// <summary>
/// Detects Double Top (M-reversal) formation where price tests a major resistance peak twice and breaks lower.
/// </summary>
public class DoubleTopDetector : IPatternDetector
{
/// <inheritdoc />
public PatternType HandledType => PatternType.DoubleTop;
/// <inheritdoc />
public PatternCategory Category => PatternCategory.Chart;
/// <inheritdoc />
public PatternResultDto? Evaluate(TechnicalContext context)
{
var candles = context.PrimaryCandles;
if (candles.Count < 25) return null;
var recent = candles.TakeLast(25).ToList();
decimal max1 = decimal.MinValue;
int max1Idx = -1;
decimal max2 = decimal.MinValue;
int max2Idx = -1;
decimal troughBetween = decimal.MaxValue;
// Search for two prominent swing highs
for (int i = 2; i < recent.Count - 2; i++)
{
if (recent[i].High >= recent[i - 1].High && recent[i].High >= recent[i - 2].High &&
recent[i].High >= recent[i + 1].High && recent[i].High >= recent[i + 2].High)
{
if (max1Idx == -1)
{
max1 = recent[i].High;
max1Idx = i;
}
else if (max2Idx == -1 && i > max1Idx + 4)
{
max2 = recent[i].High;
max2Idx = i;
break;
}
}
}
if (max1Idx != -1 && max2Idx != -1)
{
// Calculate trough between the two highs (neckline)
for (int i = max1Idx; i <= max2Idx; i++)
{
if (recent[i].Low < troughBetween) troughBetween = recent[i].Low;
}
decimal priceDifference = Math.Abs(max1 - max2) / max1;
var current = recent.Last();
// Double Top validation: highs within 1.5% of each other, neckline clearly below highs
if (priceDifference <= 0.015m && current.Close <= max2 && troughBetween < max1 * 0.99m)
{
decimal target = troughBetween - (Math.Max(max1, max2) - troughBetween);
return new PatternResultDto(
Id: Guid.NewGuid(),
Type: PatternType.DoubleTop,
Category: PatternCategory.Chart,
Bias: PatternBias.Bearish,
Name: "Double Top (M-Pattern)",
Timeframe: context.Timeframe,
DetectedAt: current.Timestamp,
KeyPriceLevel: troughBetween,
UpperBoundary: Math.Max(max1, max2),
LowerBoundary: target,
InvalidationLevel: Math.Max(max1, max2) * 1.005m,
QualityScore: 82m,
Description: $"Double top with peaks at {max1:F2} & {max2:F2}, neckline support at {troughBetween:F2}."
);
}
}
return null;
}
}
/// <summary>
/// Detects Inverse Head &amp; Shoulders (bullish reversal) formation.
/// </summary>
public class InverseHeadAndShouldersDetector : IPatternDetector
{
/// <inheritdoc />
public PatternType HandledType => PatternType.InverseHeadAndShoulders;
/// <inheritdoc />
public PatternCategory Category => PatternCategory.Chart;
/// <inheritdoc />
public PatternResultDto? Evaluate(TechnicalContext context)
{
var candles = context.PrimaryCandles;
if (candles.Count < 30) return null;
var recent = candles.TakeLast(30).ToList();
// Look for Left Shoulder Low, Head Low (lowest), Right Shoulder Low
decimal minPrice = recent.Min(c => c.Low);
int headIdx = recent.FindIndex(c => c.Low == minPrice);
if (headIdx >= 5 && headIdx <= recent.Count - 5)
{
decimal leftShoulderLow = recent.Take(headIdx).Min(c => c.Low);
decimal rightShoulderLow = recent.Skip(headIdx + 1).Min(c => c.Low);
// Head must be strictly lower than both shoulders
if (minPrice < leftShoulderLow * 0.99m && minPrice < rightShoulderLow * 0.99m &&
Math.Abs(leftShoulderLow - rightShoulderLow) / leftShoulderLow <= 0.03m)
{
decimal neckline = recent.Skip(headIdx - 3).Take(6).Max(c => c.High);
var current = recent.Last();
if (current.Close >= rightShoulderLow)
{
decimal target = neckline + (neckline - minPrice);
return new PatternResultDto(
Id: Guid.NewGuid(),
Type: PatternType.InverseHeadAndShoulders,
Category: PatternCategory.Chart,
Bias: PatternBias.Bullish,
Name: "Inverse Head & Shoulders",
Timeframe: context.Timeframe,
DetectedAt: current.Timestamp,
KeyPriceLevel: neckline,
UpperBoundary: target,
LowerBoundary: minPrice,
InvalidationLevel: minPrice * 0.995m,
QualityScore: 85m,
Description: $"Bullish Inverse Head & Shoulders with Head low at {minPrice:F2}, Shoulders ~{leftShoulderLow:F2}, Neckline at {neckline:F2}."
);
}
}
}
return null;
}
}
/// <summary>
/// Detects Descending Triangle (bearish continuation / breakdown) consolidation.
/// </summary>
public class DescendingTriangleDetector : IPatternDetector
{
/// <inheritdoc />
public PatternType HandledType => PatternType.DescendingTriangle;
/// <inheritdoc />
public PatternCategory Category => PatternCategory.Chart;
/// <inheritdoc />
public PatternResultDto? Evaluate(TechnicalContext context)
{
var candles = context.PrimaryCandles;
if (candles.Count < 20) return null;
var recent = candles.TakeLast(20).ToList();
decimal lowSupport = recent.Take(15).Min(c => c.Low);
// Check if lows are flat (horizontal support) while highs are falling (lower highs)
decimal high1 = recent.Take(7).Max(c => c.High);
decimal high2 = recent.Skip(7).Take(7).Max(c => c.High);
decimal high3 = recent.Skip(14).Max(c => c.High);
if (high3 < high2 && high2 < high1 && Math.Abs(recent.Last().Low - lowSupport) / Math.Max(lowSupport, 0.01m) <= 0.01m)
{
var curr = recent.Last();
decimal target = lowSupport - (high1 - lowSupport);
return new PatternResultDto(
Id: Guid.NewGuid(),
Type: PatternType.DescendingTriangle,
Category: PatternCategory.Chart,
Bias: PatternBias.Bearish,
Name: "Descending Triangle",
Timeframe: context.Timeframe,
DetectedAt: curr.Timestamp,
KeyPriceLevel: lowSupport,
UpperBoundary: high3,
LowerBoundary: target,
InvalidationLevel: high3 * 1.005m,
QualityScore: 80m,
Description: $"Descending triangle with horizontal support at {lowSupport:F2} and descending highs ({high1:F2} -> {high2:F2} -> {high3:F2})."
);
}
return null;
}
}