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:
- Bullish Marubozu: Opening price equals lowest price, closing price equals highest price
- Bearish Marubozu: Opening price equals highest price, closing price equals lowest price
- Body occupies the entire candle range, with no upper or lower shadows
- 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
- Use in combination with trend direction
- Pay attention to the overall market trend
- Monitor volume confirmation
- Set reasonable stop-loss levels
- 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