---
url: /indicators/marubozu.md
description: >-
  Marubozu is a single-bar candlestick pattern that has no wicks, representing
  consistent directional movement.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/marubozu
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Marubozu

[Marubozu](https://en.wikipedia.org/wiki/Marubozu) is a single-bar candlestick pattern that has no wicks, representing consistent directional movement.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/512 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<CandleResult> results =
  bars.ToMarubozu(minBodyPercent);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `minBodyPercent` | *`double`* | Optional.  Minimum body size as a percent of total candle size.  Example: 85% would be entered as 85 (not 0.85).  Must be between 80 and 100, if specified.  Default is 95 (95%). |

### Historical price bars requirements

You must have at least one historical bar; however, more is typically provided since this is a chartable candlestick pattern.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<CandleResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The candlestick pattern is indicated on dates where `Match` is `Match.BullSignal` or `Match.BearSignal`.
* `Price` is `Close` price; however, all OHLCV elements are included in `CandleProperties`.
* There is no intrinsic basis or confirmation signal provided for this pattern.

### `CandleResult`

| property    | type         | description |
| ----------- | ------------ | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Price`     | *`decimal`*  | Price of the most relevant OHLC candle element when a signal is present |
| `Match`     | *`Match`*    | Indicates a [matching signal type](#match) for this candlestick pattern |
| `Candle`    | *`CandleProperties`* | Characteristics of the candle body and wicks |

#### `Match`

When a candlestick pattern is recognized, it produces a matching ***signal***.  In some cases, an intrinsic *confirmation* is also available after the ***signal***.  In cases where previous bars were used to identify a pattern, they are indicated as the ***basis*** for the ***signal***.  This `enum` can also be referenced as an `int` value.  Documentation for each [candlestick pattern](/indicators/candlestick-patterns.md) will indicate whether confirmation and/or ***basis*** information is produced.

| type                  |  int | description                         |
| --------------------- | ---: | ----------------------------------- |
| `Match.BullConfirmed` |  200 | Confirmation of a prior bull signal |
| `Match.BullSignal`    |  100 | Bullish signal                      |
| `Match.BullBasis`     |   10 | Bars supporting a bullish signal    |
| `Match.Neutral`       |    1 | Signal for non-directional patterns |
| `Match.None`          |    0 | No match                            |
| `Match.BearBasis`     |  -10 | Bars supporting a bearish signal    |
| `Match.BearSignal`    | -100 | Bearish signal                      |
| `Match.BearConfirmed` | -200 | Confirmation of a prior bear signal |

#### `CandleProperties`

The `CandleProperties` record class extends the basic `Bar` type with calculated properties.

| property       | type         | description            |
| -------------- | ------------ | ---------------------- |
| `Timestamp`    | *`DateTime`* | Close date             |
| `Open`         | *`decimal`*  | Open price             |
| `High`         | *`decimal`*  | High price             |
| `Low`          | *`decimal`*  | Low price              |
| `Close`        | *`decimal`*  | Close price            |
| `Volume`       | *`decimal`*  | Volume                 |
| `Size`         | *`decimal`*  | `High-Low`             |
| `Body`         | *`decimal`*  | `\|Open-Close\|`       |
| `UpperWick`    | *`decimal`*  | Upper wick size        |
| `LowerWick`    | *`decimal`*  | Lower wick size        |
| `BodyPct`      | *`double`*   | `Body/Size`            |
| `UpperWickPct` | *`double`*   | `UpperWick/Size`       |
| `LowerWickPct` | *`double`*   | `LowerWick/Size`       |
| `IsBullish`    | *`bool`*     | `Close>Open` direction |
| `IsBearish`    | *`bool`*     | `Close<Open` direction |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
MarubozuList marubozuList = new(minBodyPercent);

foreach (IBar bar in bars)  // simulating stream
{
  marubozuList.Add(bar);
}

// based on `ICollection<CandleResult>`
IReadOnlyList<CandleResult> results = marubozuList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
MarubozuHub observer = barHub.ToMarubozuHub(minBodyPercent);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<CandleResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.