Marubozu Pattern

Marubozu is one of the important candlestick patterns in quantitative trading, representing a strong trend pattern.

Calculation Principle

Marubozu pattern is identified by the following conditions:

  1. Bullish Marubozu: Opening price equals lowest price, closing price equals highest price
  2. Bearish Marubozu: Opening price equals highest price, closing price equals lowest price
  3. Body occupies the entire candle range, with no upper or lower shadows
  4. Body length is typically large, indicating strong trend

Parameter Description

  • Input Parameters:
    • Open: Opening price
    • High: Highest price
    • Low: Lowest price
    • Close: Closing price
  • Parameters:
    • min_body_ratio: Minimum body ratio (default: 0.8)

Usage Recommendations

  1. Use in combination with trend direction
  2. Pay attention to the overall market trend
  3. Monitor volume confirmation
  4. Set reasonable stop-loss levels
  5. Watch for false breakouts

Notes

  • Ensure data quality
  • Pay attention to pattern completeness
  • Consider market environment
  • Watch for false signals
  • Combine with fundamental analysis
  • Pay attention to risk control
  • Regularly evaluate strategy effectiveness
  • Optimize parameters
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