coin_alerts/Patterns.cs

using BinanceExchange.API.Models.Response;
using SignalsTest;

public static class Patterns{
    public static bool GetTGOR(List<KlineCandleStickResponse> responses, int curIndex){
        if(curIndex < 10){
            return false;
        }
        

        int greenCount =0;
        
        for(int i=curIndex-4; i <= curIndex; i++){
            
            if(responses[i].Close < responses[i].Open){
                if(greenCount > 2){
                    //Red after 3 greens
                    int bullRunFlag = 0;
                    //This is an abomniation
                    if(responses[i-1].Close > responses[i-2].Close){
                        bullRunFlag++;
                    }
                    if(responses[i-2].Close > responses[i-3].Close){
                        bullRunFlag++;
                    }
                    if(responses[i-3].Close > responses[i-4].Close){
                        bullRunFlag++;
                    }
                    if(responses[i-4].Close > responses[i-5].Close){
                        bullRunFlag++;
                    }

                    if(responses[i-5].Close > responses[i-6].Close){
                        bullRunFlag++;
                    }

                    if(bullRunFlag > 2 && responses[i-1].Close > responses[i-1].Open){//It was a bull run
                        return true;
                    }

                }
                greenCount =0;
            }else{
                greenCount++;
            }
        }
        

        return false;
    }

    public static int GetThreeWhiteSoldiers(List<KlineCandleStickResponse> responses, int curIndex){
        if(curIndex < 10){
            return 0;
        }

        KlineCandleStickResponse candle1 = responses[curIndex];
        KlineCandleStickResponse candle2 = responses[curIndex-1];
        KlineCandleStickResponse candle3 = responses[curIndex-2];

        bool isAllGreen = candle1.isGreen() && candle2.isGreen() && candle3.isGreen();

        //LP:using average shadow is a bad idea, check each shadow
        // float averageShadowRatio = (candle1.getShadowRatio() + candle2.getShadowRatio() + candle3.getShadowRatio())/3f;


        bool areSoldiers = AreAllSolid([candle1,candle2, candle3],0.6f);
        bool areSoldiersThin = AreAllSolid([candle1,candle2, candle3], 0.4f);


        bool areSameSize = AreSameCandleSizes([candle1,candle2,candle3]);

        if(isAllGreen && areSoldiers && areSameSize){
            //Best
            return 3;
        }else if(isAllGreen&& areSoldiersThin && areSameSize){
            //Not strong
            return 2;
        }else if(isAllGreen){
            //Meh
            return 1;
        }

        return 0;
    }

    public static int GetThreeBlackCrows(List<KlineCandleStickResponse> responses, int curIndex){
        if(curIndex < 10){
            return 0;
        }

        KlineCandleStickResponse candle1 = responses[curIndex];
        KlineCandleStickResponse candle2 = responses[curIndex-1];
        KlineCandleStickResponse candle3 = responses[curIndex-2];

        bool isAllRed = !candle1.isGreen() && !candle2.isGreen() && !candle3.isGreen();

        //LP:using average shadow is a bad idea, check each shadow
        // float averageShadowRatio = (candle1.getShadowRatio() + candle2.getShadowRatio() + candle3.getShadowRatio())/3f;


        bool areSoldiers = AreAllSolid([candle1,candle2, candle3],0.6f);
        bool areSoldiersThin = AreAllSolid([candle1,candle2, candle3], 0.4f);


        bool areSameSize = AreSameCandleSizes([candle1,candle2,candle3]);

        if(isAllRed && areSoldiers && areSameSize){
            //Best
            return 3;
        }else if(isAllRed&& areSoldiersThin && areSameSize){
            //Not strong
            return 2;
        }else if(isAllRed){
            //Meh
            return 1;
        }

        return 0;
    }


    public static bool AreSameCandleSizes(List<KlineCandleStickResponse> responses, float tolerance= 0.5f){
        float totalHeight = 0;
        foreach(KlineCandleStickResponse response in responses){
            totalHeight+= response.getCandleLength();
        }

        float avgHeight = totalHeight / (float)responses.Count;

        foreach(KlineCandleStickResponse response in responses){
            float diff = Math.Abs(avgHeight - response.getCandleLength());

            if(diff > tolerance){
                return false; //One failed to match size
            }
        }

        return true;
    }

    public static bool AreAllSolid(List<KlineCandleStickResponse> responses, float tolerance= 0.75f){
        foreach(KlineCandleStickResponse response in responses){
            if(response.getShadowRatio() < tolerance){
                return false;
            }
        }

        return true;
    }

    public static bool IsSolid(KlineCandleStickResponse candle, float tolerance = 0.75f){
            return candle.getShadowRatio() > tolerance;
    }

    public static bool isHammer(KlineCandleStickResponse response, float bodyToShadowRatio = 0.3f){
        // Check if the candle has a small body compared to total length
        float bodyLength = response.getCandleLength();
        float totalLength = response.getTotalLength();
        
        // Body should be small compared to total length
        if (bodyLength / totalLength > bodyToShadowRatio) {
            return false;
        }

        // Lower shadow should be at least twice the body length
        float lowerShadow = (float)Math.Min(response.Open, response.Close) - (float)response.Low;
        if (lowerShadow < bodyLength * 2) {
            return false;
        }

        // Upper shadow should be minimal (less than 10% of total length)
        float upperShadow = (float)(response.High - Math.Max(response.Open, response.Close));
        if (upperShadow > totalLength * 0.1) {
            return false;
        }

        return true;
    }

    public static bool isInverseHammer(KlineCandleStickResponse response, float bodyToShadowRatio = 0.3f){
        // Check if the candle has a small body compared to total length
        float bodyLength = response.getCandleLength();
        float totalLength = response.getTotalLength();
        
        // Body should be small compared to total length
        if (bodyLength / totalLength > bodyToShadowRatio) {
            return false;
        }

        // Upper shadow should be at least twice the body length
        float upperShadow = (float)response.High - (float)Math.Max(response.Open, response.Close);
        if (upperShadow < bodyLength * 2) {
            return false;
        }

        // Lower shadow should be minimal (less than 10% of total length)
        float lowerShadow = (float)Math.Min(response.Open, response.Close) - (float)response.Low;
        if (lowerShadow > totalLength * 0.1) {
            return false;
        }

        return true;
    }


    public static bool isVwapShort(List<TAReport> responses, int index, int length = 10){
        if(index < length * 2){
            return false;
        }

        float lowCount =0;
        float highCount =0;
        decimal hh= 0;
        decimal ll = 10000000000;

        float avgSize = 0;
        int candlesSinceLastHigh = 0;
        int greenCandlesAmount =0;
        for(int i=index; i > index-length; i--){
            candlesSinceLastHigh++;

            if(responses[i].RSI50 > 50){
                greenCandlesAmount++;
            }
            if(responses[i].candle.High > responses[i].VwapWeekly){
                candlesSinceLastHigh=0;
                highCount++;

                if(hh < responses[i].High){
                    hh = responses[i].High;
                }
            }else if(responses[i].candle.Low < responses[i].VwapWeekly){
                lowCount++;

                if(ll > responses[i].Low){
                    ll = responses[i].Low;
                }
            
            }

            avgSize += responses[i].candle.getCandleLength();
        }
        avgSize /= length;
        
        TAReport curReport = responses[index];
        bool isBelowVwap = curReport.Open < curReport.VwapWeekly || curReport.Close < curReport.VwapWeekly;
        bool isSolid = IsSolid(curReport.candle) ;
        bool isRed = curReport.RSI50 <= 50;
        bool beenAcrossVwap =  (highCount / lowCount) > 0;
        bool mostlyGreen = greenCandlesAmount > length /3f;

        //These did not matter
        bool closeToVwap = curReport.Open < hh && curReport.Open > ll;
        bool mostlyBelowVwap = (highCount / lowCount) < 0.3f;
        bool crossedRecently = candlesSinceLastHigh < (length/3);
        bool isLarge = curReport.candle.getCandleLength() > avgSize;

        bool final = isRed && isSolid && isBelowVwap && beenAcrossVwap && mostlyGreen;

        if(final){
            Console.WriteLine($"Vwap(S) signal on {curReport.pair}({curReport.interval}m) : {highCount} / {lowCount} = {highCount/lowCount} , {candlesSinceLastHigh} last High");
        }
        return final;
    }

    public static bool isVwapLong (List<TAReport> responses, int index, int length = 10){
        if(index < length * 2){
            return false;
        }

        float lowCount =0;
        float highCount =0;
        decimal hh= 0;
        decimal ll = 10000000000;

        float avgSize = 0;
        int candlesSinceLastHigh = 0;
        int greenCandlesAmount =0;
        for(int i=index; i > index-length; i--){
            candlesSinceLastHigh++;

            if(responses[i].RSI50 > 50){
                greenCandlesAmount++;
            }
            if(responses[i].candle.High > responses[i].VwapWeekly){
                candlesSinceLastHigh=0;
                highCount++;

                if(hh < responses[i].High){
                    hh = responses[i].High;
                }
            }else if(responses[i].candle.Low < responses[i].VwapWeekly){
                lowCount++;

                if(ll > responses[i].Low){
                    ll = responses[i].Low;
                }            
            }

            avgSize += responses[i].candle.getCandleLength();
        }
        avgSize /= length;
        
        TAReport curReport = responses[index];
        bool isAboveVwap = curReport.Open > curReport.VwapWeekly || curReport.Close > curReport.VwapWeekly;
        bool isSolid = IsSolid(curReport.candle) ;
        bool isGreen = curReport.RSI50 >= 50;
        bool beenAcrossVwap =  (highCount / lowCount) > 0;
        bool mostylRed = greenCandlesAmount < length /3f;

        //These did not matter
        bool closeToVwap = curReport.Open < hh && curReport.Open > ll;
        bool mostlyBelowVwap = (highCount / lowCount) < 0.3f;
        bool crossedRecently = candlesSinceLastHigh < (length/3);
        bool isLarge = curReport.candle.getCandleLength() > avgSize;

        bool final = isGreen && isSolid && isAboveVwap && beenAcrossVwap && mostylRed;

        if(final){
            Console.WriteLine($"Vwap(L) signal on {curReport.pair}({curReport.interval}m) : {highCount} / {lowCount} = {highCount/lowCount} , {candlesSinceLastHigh} last High");
        }
        return final;
    }
}