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