Skip to content

StickSandwich

Three-bar bullish reversal. A black candle, then a white candle that trades entirely above the first close, then a second black candle that drives price back down to close at the same level as the first. The matching closes "sandwich" the white candle and mark a support floor.

Quick reference

FieldValue
FamilyCandlestick Patterns
Input typeCandle
Output typef64+1.0 bullish, 0.0 otherwise (never -1.0)
Output range{0.0, +1.0}
Default parametersnone — StickSandwich::new()
Warmup period3 (first two bars always 0.0)
InterpretationBullish reversal; the twice-tested close marks support

Formula

bar1 black, bar2 white, bar3 black
bar2 trades above bar1's close:  low2 > close1
matching closes:  |close3 − close1| <= 0.1 · (high1 − low1)

Bullish-only (never −1.0). The two black candles closing at the same level — with a white candle between — define a support floor that held on the retest. The matching-close tolerance is a fixed fraction of the first bar's range (geometric house style), not a TA-Lib rolling average. See crates/wickra-core/src/indicators/stick_sandwich.rs.

Parameters

None. Constructed with StickSandwich::new().

Signed ±1 encoding

Single-direction shape: +1.0 bullish, 0.0 no pattern — one feature-matrix dimension.

Inputs / Outputs

rust
use wickra::{Indicator, StickSandwich, Candle};
// StickSandwich: Input = Candle, Output = f64
const _: fn(&mut StickSandwich, Candle) -> Option<f64> = <StickSandwich as Indicator>::update;
  • Always emits a value. Never None; warmup and no-match bars return 0.0.
  • Node. update(open, high, low, close)number; batch(open, high, low, close)Array<number>.
  • Python. update(candle)float; batch(open, high, low, close) → 1-D numpy.ndarray (0.0 on warmup / no-match).

Warmup

warmup_period() == 3. The first two bars return 0.0 (first_two_bars_return_zero, accessors_and_metadata).

Edge cases

  • Colour sequence must be black / white / black. A wrong colour at any position yields 0.0 (first_candle_not_black_yields_zero, middle_candle_not_white_yields_zero, third_candle_not_black_yields_zero).
  • Middle candle must trade above the first close. Otherwise 0.0 (middle_low_not_above_first_close_yields_zero).
  • Closes must match. A third close away from the first by more than the tolerance yields 0.0 (mismatched_closes_yield_zero).
  • Reset. reset() clears the two-bar cache (reset_clears_state).

Examples

Rust

rust
use wickra::{Candle, Indicator, StickSandwich};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let mut t = StickSandwich::new();
    println!("{:?}", t.update(Candle::new(12.0, 12.1, 9.9, 10.0, 1.0, 0)?));  // black, close 10
    println!("{:?}", t.update(Candle::new(10.5, 11.6, 10.4, 11.5, 1.0, 1)?)); // white, above 10
    println!("{:?}", t.update(Candle::new(11.5, 11.6, 9.9, 10.0, 1.0, 2)?));  // black, close 10
    Ok(())
}

Output:

Some(0.0)
Some(0.0)
Some(1.0)

Both black candles close at 10.0 and the white candle's low 10.4 stays above that floor — a stick sandwich. This matches stick_sandwich_is_plus_one.

Python

python
import numpy as np
import wickra as ta

o = np.array([12.0, 10.5, 11.5])
h = np.array([12.1, 11.6, 11.6])
l = np.array([9.9,  10.4, 9.9])
c = np.array([10.0, 11.5, 10.0])

print(ta.StickSandwich().batch(o, h, l, c))  # [0. 0. 1.]

Node

javascript
const ta = require('wickra');
const t = new ta.StickSandwich();
t.update(12, 12.1, 9.9, 10);
t.update(10.5, 11.6, 10.4, 11.5);
console.log(t.update(11.5, 11.6, 9.9, 10)); // 1

Streaming

rust
use wickra::{Candle, Indicator, StickSandwich};

let mut t = StickSandwich::new();
let candle_stream: Vec<wickra::Candle> = Vec::new(); // your live OHLCV candle feed
for bar in candle_stream {
    if t.update(bar) == Some(1.0) { /* support floor held on the retest */ }
}

Interpretation

  1. Twice-tested support. Two black closes at the same level, separated by a white candle, show sellers failing to push below a floor — a bullish reversal cue after a decline.
  2. Soft signal. Weaker than a bullish engulfing; the matching close is the whole story, so confirmation matters.
  3. Confirm. Look for a follow-through close above the white candle's high or a supportive momentum reading.

Common pitfalls

  • Demanding exact equality. The two closes only need to match within a small tolerance (10 % of the first bar's range), not to the tick.
  • No downtrend context. As a reversal it is meaningful after a decline, not mid-range.

References

  • Steve Nison, Japanese Candlestick Charting Techniques (1991).

See also