HaramiCross — Harami Cross

A harami whose inside bar is a doji: the pause is a complete standstill. Stronger than a plain harami precisely because the second bar resolved nothing at all.

Signature

HaramiCross(lookback, body_ratio, on=<source>)

Argument	Type	Required	Notes
lookback	int Param	Yes	Pinned at 1; the recogniser needs no window. Bounds 1–1.
body_ratio	float Param or literal	Yes	Largest body, as a fraction of the range, still counted as a doji. Default 0.05, bounds 0.001–0.5.
on=	symbol	No	Source symbol. Defaults to the trade symbol. Reads open, high, low, close.

Formula

A doji whose body sits inside the previous bar’s body; sign from the previous bar’s colour.

Warmup

One bar of state.

Reading the value

p.value
p > 0

Pattern indicators return a flag, not a level: +1 bullish, -1 bearish, 0 absent. They are zero on most bars by design, so treat them as event triggers rather than as something to smooth or cross.

Example

class HaramiCrossEntry(Strategy):
    """Act on the pattern only in the direction of the longer trend."""
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        p = HaramiCross(1, 0.05, on=self.trade)
        sma = SMA(50, on=self.trade)
        if p.value > 0 and self.trade.is_flat:
            self.buy(self.trade, reason="Bullish harami cross")
        if self.trade.is_long and self.trade.close < sma.value:
            self.sell(self.trade, self.trade.position, reason="Trend lost")

Notes

• The doji variant of Harami. Both can fire on the same bar — the cross is the stricter test.