RSMPatternLib

vor 13 Stunden

Library "RSMPatternLib"
RSM Pattern Library - All chart patterns from PATTERNS.md
Implements: Candlestick patterns, Support/Resistance, Gaps, Triangles, Volume Divergence, and more
ALL PATTERNS ARE OWN IMPLEMENTATION - No external dependencies

EDGE CASES HANDLED:
- Zero/tiny candle bodies
- Missing volume data
- Low bar count scenarios
- Integer division issues
- Price normalization for different instruments

bullishEngulfing(minBodyRatio, minPrevBodyRatio)
  Detects Bullish Engulfing pattern
  Parameters:
    minBodyRatio (float): Minimum body size as ratio of total range (default 0.3)
    minPrevBodyRatio (float): Minimum previous candle body ratio to filter dojis (default 0.1)
  Returns: bool True when bullish engulfing detected
EDGE CASES: Handles doji previous candle, zero range, tiny bodies

bearishEngulfing(minBodyRatio, minPrevBodyRatio)
  Detects Bearish Engulfing pattern
  Parameters:
    minBodyRatio (float): Minimum body size as ratio of total range (default 0.3)
    minPrevBodyRatio (float): Minimum previous candle body ratio to filter dojis (default 0.1)
  Returns: bool True when bearish engulfing detected
EDGE CASES: Handles doji previous candle, zero range, tiny bodies

doji(maxBodyRatio, minRangeAtr)
  Detects Doji candle (indecision)
  Parameters:
    maxBodyRatio (float): Maximum body size as ratio of total range (default 0.1)
    minRangeAtr (float): Minimum range as multiple of ATR to filter flat candles (default 0.3)
  Returns: bool True when doji detected
EDGE CASES: Filters out no-movement bars, handles zero range

shootingStar(wickMultiplier, maxLowerWickRatio, minBodyAtrRatio)
  Detects Shooting Star (bearish reversal)
  Parameters:
    wickMultiplier (float): Upper wick must be at least this times the body (default 2.0)
    maxLowerWickRatio (float): Lower wick max as ratio of body (default 0.5)
    minBodyAtrRatio (float): Minimum body size as ratio of ATR (default 0.1)
  Returns: bool True when shooting star detected
EDGE CASES: Handles zero body (uses range-based check), tiny bodies

hammer(wickMultiplier, maxUpperWickRatio, minBodyAtrRatio)
  Detects Hammer (bullish reversal)
  Parameters:
    wickMultiplier (float): Lower wick must be at least this times the body (default 2.0)
    maxUpperWickRatio (float): Upper wick max as ratio of body (default 0.5)
    minBodyAtrRatio (float): Minimum body size as ratio of ATR (default 0.1)
  Returns: bool True when hammer detected
EDGE CASES: Handles zero body (uses range-based check), tiny bodies

invertedHammer(wickMultiplier, maxLowerWickRatio)
  Detects Inverted Hammer (bullish reversal after downtrend)
  Parameters:
    wickMultiplier (float): Upper wick must be at least this times the body (default 2.0)
    maxLowerWickRatio (float): Lower wick max as ratio of body (default 0.5)
  Returns: bool True when inverted hammer detected
EDGE CASES: Same as shootingStar but requires bullish close

hangingMan(wickMultiplier, maxUpperWickRatio)
  Detects Hanging Man (bearish reversal after uptrend)
  Parameters:
    wickMultiplier (float): Lower wick must be at least this times the body (default 2.0)
    maxUpperWickRatio (float): Upper wick max as ratio of body (default 0.5)
  Returns: bool True when hanging man detected
NOTE: Identical to hammer - context (uptrend) determines meaning

morningStar(requireGap, minAvgBars)
  Detects Morning Star (3-candle bullish reversal)
  Parameters:
    requireGap (bool): Whether to require gap between candles (default false for crypto/forex)
    minAvgBars (int): Minimum bars for average body calculation (default 14)
  Returns: bool True when morning star pattern detected
EDGE CASES: Gap is optional, handles low bar count, uses shifted average

eveningStar(requireGap, minAvgBars)
  Detects Evening Star (3-candle bearish reversal)
  Parameters:
    requireGap (bool): Whether to require gap between candles (default false for crypto/forex)
    minAvgBars (int): Minimum bars for average body calculation (default 14)
  Returns: bool True when evening star pattern detected
EDGE CASES: Gap is optional, handles low bar count

gapUp()
  Detects Gap Up
  Returns: bool True when current bar opens above previous bar's high

gapDown()
  Detects Gap Down
  Returns: bool True when current bar opens below previous bar's low

gapSize()
  Returns gap size in price
  Returns: float Gap size (positive for gap up, negative for gap down, 0 for no gap)

gapPercent()
  Returns gap size as percentage
  Returns: float Gap size as percentage of previous close

gapType(volAvgLen, breakawayMinPct, highVolMult)
  Classifies gap type based on volume
  Parameters:
    volAvgLen (int): Length for volume average (default 20)
    breakawayMinPct (float): Minimum gap % for breakaway (default 1.0)
    highVolMult (float): Volume multiplier for high volume (default 1.5)
  Returns: string Gap type: "Breakaway", "Common", "Continuation", or "None"
EDGE CASES: Handles missing volume data, low bar count

swingHigh(leftBars, rightBars)
  Detects swing high using pivot
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
  Returns: float Swing high price or na

swingLow(leftBars, rightBars)
  Detects swing low using pivot
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
  Returns: float Swing low price or na

higherHigh(leftBars, rightBars, lookback)
  Checks if current swing high is higher than previous swing high
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
    lookback (int): How many bars back to search for previous pivot (default 50)
  Returns: bool True when higher high pattern detected
EDGE CASES: Searches backwards for pivots instead of using var (library-safe)

higherLow(leftBars, rightBars, lookback)
  Checks if current swing low is higher than previous swing low
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
    lookback (int): How many bars back to search for previous pivot (default 50)
  Returns: bool True when higher low pattern detected

lowerHigh(leftBars, rightBars, lookback)
  Checks if current swing high is lower than previous swing high
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
    lookback (int): How many bars back to search for previous pivot (default 50)
  Returns: bool True when lower high pattern detected

lowerLow(leftBars, rightBars, lookback)
  Checks if current swing low is lower than previous swing low
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
    lookback (int): How many bars back to search for previous pivot (default 50)
  Returns: bool True when lower low pattern detected

bullishTrend(leftBars, rightBars, lookback)
  Detects Bullish Trend (HH + HL within lookback)
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
    lookback (int): Lookback period (default 50)
  Returns: bool True when making higher highs AND higher lows

bearishTrend(leftBars, rightBars, lookback)
  Detects Bearish Trend (LH + LL within lookback)
  Parameters:
    leftBars (int): Bars to left for pivot (default 5)
    rightBars (int): Bars to right for pivot (default 5)
    lookback (int): Lookback period (default 50)
  Returns: bool True when making lower highs AND lower lows

nearestResistance(lookback, leftBars, rightBars)
  Finds nearest resistance level above current price
  Parameters:
    lookback (int): Number of bars to look back (default 50)
    leftBars (int): Pivot left bars (default 5)
    rightBars (int): Pivot right bars (default 5)
  Returns: float Nearest resistance level or na
EDGE CASES: Pre-computes pivots, handles bounds properly

nearestSupport(lookback, leftBars, rightBars)
  Finds nearest support level below current price
  Parameters:
    lookback (int): Number of bars to look back (default 50)
    leftBars (int): Pivot left bars (default 5)
    rightBars (int): Pivot right bars (default 5)
  Returns: float Nearest support level or na

resistanceBreakout(lookback, leftBars, rightBars)
  Detects resistance breakout
  Parameters:
    lookback (int): Number of bars to look back (default 50)
    leftBars (int): Pivot left bars (default 5)
    rightBars (int): Pivot right bars (default 5)
  Returns: bool True when price breaks above resistance
EDGE CASES: Uses previous bar's resistance to avoid lookahead

supportBreakdown(lookback, leftBars, rightBars)
  Detects support breakdown
  Parameters:
    lookback (int): Number of bars to look back (default 50)
    leftBars (int): Pivot left bars (default 5)
    rightBars (int): Pivot right bars (default 5)
  Returns: bool True when price breaks below support

bullishVolumeDivergence(leftBars, rightBars, lookback)
  Detects Bullish Volume Divergence (price makes lower low, volume decreases)
  Parameters:
    leftBars (int): Pivot left bars (default 5)
    rightBars (int): Pivot right bars (default 5)
    lookback (int): Bars to search for previous pivot (default 50)
  Returns: bool True when bullish volume divergence detected
EDGE CASES: Library-safe (no var), searches for previous pivot

bearishVolumeDivergence(leftBars, rightBars, lookback)
  Detects Bearish Volume Divergence (price makes higher high, volume decreases)
  Parameters:
    leftBars (int): Pivot left bars (default 5)
    rightBars (int): Pivot right bars (default 5)
    lookback (int): Bars to search for previous pivot (default 50)
  Returns: bool True when bearish volume divergence detected

rangeContracting(lookback)
  Detects if price is in a contracting range (triangle formation)
  Parameters:
    lookback (int): Bars to analyze (default 20)
  Returns: bool True when range is contracting
EDGE CASES: Uses safe integer division, checks minimum lookback

ascendingTriangle(lookback, flatTolerance)
  Detects Ascending Triangle (flat top, rising bottom)
  Parameters:
    lookback (int): Bars to analyze (default 20)
    flatTolerance (float): Max normalized slope for "flat" line (default 0.002)
  Returns: bool True when ascending triangle detected
EDGE CASES: Safe division, normalized slope, minimum lookback

descendingTriangle(lookback, flatTolerance)
  Detects Descending Triangle (falling top, flat bottom)
  Parameters:
    lookback (int): Bars to analyze (default 20)
    flatTolerance (float): Max normalized slope for "flat" line (default 0.002)
  Returns: bool True when descending triangle detected

symmetricalTriangle(lookback, minSlope)
  Detects Symmetrical Triangle (converging trend lines)
  Parameters:
    lookback (int): Bars to analyze (default 20)
    minSlope (float): Minimum normalized slope magnitude (default 0.0005)
  Returns: bool True when symmetrical triangle detected

doubleBottom(tolerance, minSpanBars, lookback)
  Detects Double Bottom (W pattern) - OWN IMPLEMENTATION
Two swing lows at similar price levels with a swing high between them
  Parameters:
    tolerance (float): Max price difference between lows as % (default 3)
    minSpanBars (int): Minimum bars between the two lows (default 5)
    lookback (int): Max bars to search for pattern (default 100)
  Returns: bool True when double bottom detected

doubleTop(tolerance, minSpanBars, lookback)
  Detects Double Top (M pattern) - OWN IMPLEMENTATION
Two swing highs at similar price levels with a swing low between them
  Parameters:
    tolerance (float): Max price difference between highs as % (default 3)
    minSpanBars (int): Minimum bars between the two highs (default 5)
    lookback (int): Max bars to search for pattern (default 100)
  Returns: bool True when double top detected

tripleBottom(tolerance, minSpanBars, lookback)
  Detects Triple Bottom - OWN IMPLEMENTATION
Three swing lows at similar price levels
  Parameters:
    tolerance (float): Max price difference between lows as % (default 3)
    minSpanBars (int): Minimum total bars for pattern (default 10)
    lookback (int): Max bars to search for pattern (default 150)
  Returns: bool True when triple bottom detected

tripleTop(tolerance, minSpanBars, lookback)
  Detects Triple Top - OWN IMPLEMENTATION
Three swing highs at similar price levels
  Parameters:
    tolerance (float): Max price difference between highs as % (default 3)
    minSpanBars (int): Minimum total bars for pattern (default 10)
    lookback (int): Max bars to search for pattern (default 150)
  Returns: bool True when triple top detected

bearHeadShoulders()
  Detects Bearish Head and Shoulders (OWN IMPLEMENTATION)
Head is higher than both shoulders, shoulders roughly equal, with valid neckline
STRICT VERSION - requires proper structure, neckline, and minimum span
  Returns: bool True when bearish H&S detected

bullHeadShoulders()
  Detects Bullish (Inverse) Head and Shoulders (OWN IMPLEMENTATION)
Head is lower than both shoulders, shoulders roughly equal, with valid neckline
STRICT VERSION - requires proper structure, neckline, and minimum span
  Returns: bool True when bullish H&S detected

bearAscHeadShoulders()
  Detects Bearish Ascending Head and Shoulders (variant)
  Returns: bool True when pattern detected

bullAscHeadShoulders()
  Detects Bullish Ascending Head and Shoulders (variant)
  Returns: bool True when pattern detected

bearDescHeadShoulders()
  Detects Bearish Descending Head and Shoulders (variant)
  Returns: bool True when pattern detected

bullDescHeadShoulders()
  Detects Bullish Descending Head and Shoulders (variant)
  Returns: bool True when pattern detected

isSwingLow()
  Re-export: Detects swing low
  Returns: bool True when swing low detected

isSwingHigh()
  Re-export: Detects swing high
  Returns: bool True when swing high detected

swingHighPrice(idx)
  Re-export: Gets swing high price at index
  Parameters:
    idx (int): Index (0 = most recent)
  Returns: float Swing high price

swingLowPrice(idx)
  Re-export: Gets swing low price at index
  Parameters:
    idx (int): Index (0 = most recent)
  Returns: float Swing low price

swingHighBarIndex(idx)
  Re-export: Gets swing high bar index
  Parameters:
    idx (int): Index (0 = most recent)
  Returns: int Bar index of swing high

swingLowBarIndex(idx)
  Re-export: Gets swing low bar index
  Parameters:
    idx (int): Index (0 = most recent)
  Returns: int Bar index of swing low

cupBottom(smoothLen, minDepthAtr, maxDepthAtr)
  Detects Cup and Handle pattern formation
Uses price acceleration and depth analysis
  Parameters:
    smoothLen (int): Smoothing length for price (default 10)
    minDepthAtr (float): Minimum cup depth as ATR multiple (default 1.0)
    maxDepthAtr (float): Maximum cup depth as ATR multiple (default 5.0)
  Returns: bool True when potential cup bottom detected
EDGE CASES: Added depth filter, ATR validation

cupHandle(lookback, maxHandleRetraceRatio)
  Detects potential handle formation after cup
  Parameters:
    lookback (int): Bars to look back for cup (default 30)
    maxHandleRetraceRatio (float): Maximum handle retracement of cup depth (default 0.5)
  Returns: bool True when handle pattern detected

bullishPatternCount()
  Returns count of bullish patterns detected
  Returns: int Number of bullish patterns currently active

bearishPatternCount()
  Returns count of bearish patterns detected
  Returns: int Number of bearish patterns currently active

detectedPatterns()
  Returns string description of detected patterns
  Returns: string Comma-separated list of detected patterns

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