//Candlesticks, Condensed

// original written by pasha dave re written by dave in stocks and commodities

SegmentCount = 5; 
SegmentDivisor = 100 / SegmentCount; 
CandleRange = High - Low; 
AvgRange = MA( CandleRange, 6 ); 
RangeMultiplier = CandleRange / AvgRange; 
CandleRange /= 100; 

RangeMultiplier = Min( RangeMultiplier, 1 ); 

HO = round( ( RangeMultiplier * ( High - Open ) / CandleRange ) / SegmentDivisor ); 
HC = round( ( RangeMultiplier * ( High - Close ) / CandleRange ) / SegmentDivisor ); 
OL = round( ( RangeMultiplier * ( Open - Low ) / CandleRange ) / SegmentDivisor ); 

DigitMult = SegmentCount + 1; 

// signature is encoded to fit into integer 
CandleSignature = DigitMult * DigitMult * HO + DigitMult * HC + OL; 

Title = Name() + " " + Date() + " " + StrFormat( "Signature %.0f:%.0f:%.0f", HO, HC, OL ); 
Plot( C, "Close", colorDefault, styleCandle ); 

Filter = False; 

// statistics 
Pct1P = Pct2P = Pct3P = Pct4P = 0; 
Avg1P = Avg2P = Avg3P = Avg4P = 0; 

// count of occurrence of patterns 
Cnt = 0; 

MaxSegment = SegmentCount * DigitMult * DigitMult + SegmentCount * DigitMult + SegmentCount; 

if( BarCount > MaxSegment ) 
{ 
   // changes over 1..4 periods 
   // you can change it to Close - Ref( Close, -1 ) 
   // to get dollar gains instead of percent changes 
    
   Chg1P = ROC( Close, 1 ); 
   Chg2P = ROC( Close, 2 ); 
   Chg3P = ROC( Close, 3 ); 
   Chg4P = ROC( Close, 4 ); 

   // number of times given pattern is followed by UP movement 
   Up1P = Up2P = Up3P = Up4P = 0; 
   // gain 
   Gain1P = Gain2P = Gain3P = Gain4P = 0; 

   for( i = 0; i < BarCount - 4; i++ ) 
   { 
       sig = CandleSignature[ i ]; 
       
       if( sig >= 0 && sig <= MaxSegment ) 
       { 
         Cnt[ sig ]++; // increase occurrence counter for given sig 

         // if change > 0 increase UP counter 
	   Up1P[ sig ] += Chg1P[ i + 1 ] > 0;         
	   // add change to total gain 
         Gain1P[ sig ] += Chg1P[ i + 1 ]; 
          
         Up2P[ sig ] += Chg1P[ i + 2 ] > 0;
         Gain2P[ sig ] += Chg1P[ i + 2 ]; 

         Up3P[ sig ] += Chg1P[ i + 3 ] > 0;
         Gain3P[ sig ] += Chg1P[ i + 3 ];
         Up4P[ sig ] += Chg4P[ i + 1 ] > 0;
         Gain4P[ sig ] += Chg4P[ i + 1 ]; 
      } 
    } 
    

    for( sig = 0; sig <= MaxSegment; sig++ ) 
    { 
       // if any patterns of given signature were found 
      if( Cnt[ sig ] ) 
      { 
          qty = Cnt[ sig ]; 
          Pct1P[ sig ] = Up1P[ sig ] / qty; 
          Pct2P[ sig ] = Up2P[ sig ] / qty; 
          Pct3P[ sig ] = Up3P[ sig ] / qty; 
          Pct4P[ sig ] = Up4P[ sig ] / qty; 
          
          Avg1P[ sig ] = Gain1P[ sig ] / qty; 
          Avg2P[ sig ] = Gain2P[ sig ] / qty; 
          Avg3P[ sig ] = Gain3P[ sig ] / qty; 
          Avg4P[ sig ] = Gain4P[ sig ] / qty; 
       } 
    } 
    
    Filter = Cnt; 
} 
else 
{ 
    PopupWindow("Not enough bars in " + Name() + " Please select symbols that have more than " + 
                MaxSegment + " bars", "Problem" ); 
} 

// multiply factors by 100 to get percents 
Pct1P *= 100; 
Pct2P *= 100; 
Pct3P *= 100; 
Pct4P *= 100; 
    
bi = BarIndex(); 
Sig1 = bi % DigitMult; 
Sig2 = floor( bi / DigitMult ) % DigitMult; 
Sig3 = floor( bi / ( DigitMult * DigitMult ) ); 
    
Signature = 100 * Sig3 + 10 * Sig2 + Sig1; 
    
SetOption("NoDefaultColumns", True ); 
AddTextColumn( Name(), "Symbol" ); 
AddColumn( Signature, "Signature", 3.0 ); 
AddColumn( Cnt, "Count", 1.0 ); 
AddColumn( Pct1P, "Pct1P%", 1.1 ); 
AddColumn( Pct2P, "Pct2P%", 1.1 ); 
AddColumn( Pct3P, "Pct3P%", 1.1 ); 
AddColumn( Pct4P, "Pct4P%", 1.1 ); 
AddColumn( Avg1P, "Avg1P%", 1.1 ); 
AddColumn( Avg2P, "Avg2P%", 1.1 ); 
AddColumn( Avg3P, "Avg3P%", 1.1 ); 
AddColumn( Avg4P, "Avg4P%", 1.1 );