---
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: 2026-10-15T06:15:05.027Z
commit: 4044e66ee11c1611f024b18d0096806706a00c9d
---

# 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 | 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 | 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.

| enum / value | 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 | 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);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => marubozuList.Add(bar);

// based on `ICollection<CandleResult>`; fills as the handler runs
IReadOnlyList<CandleResult> results = marubozuList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

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

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<CandleResult> results = observer.Results;
```

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