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Candlestick Patterns Backtesting

Test the real reliability of candlestick patterns through systematic backtesting. Learn which patterns work, which fail, and how to combine them with context for higher win rates.

📖 17 min read⭐ 1,300 searches/month🎯 Intermediate

Key Takeaways

  • • Patterns alone are weak; add trend, support/resistance, and volume filters to gain edge.
  • • Code patterns objectively—no subjective “almost hammers”. Use ratios (wicks vs body) and thresholds.
  • • Validate across many tickers and regimes; avoid overfitting to a handful of examples.
  • • Track PF, win rate, drawdown, and trade count; be skeptical of >75% win rates or tiny drawdowns.

Do Candlestick Patterns Actually Work?

Candlestick patterns have been used for centuries, but do they provide real trading edges? The answer: it depends. In isolation, most patterns have 50-55% win rates (barely better than coin flips). But when combined with trend context, volume confirmation, and support/resistance levels, win rates can improve to 60-70%.

The Reality of Pattern Trading

Academic studies show raw patterns have limited predictive power. But experienced traders know patterns work better when:

  • Used with trend: Bullish patterns in uptrends, bearish in downtrends
  • At key levels: Support/resistance, Fibonacci, round numbers
  • Volume confirms: Higher volume on reversal patterns
  • Multiple timeframes align: Pattern on daily + weekly charts
  • Combined with indicators: RSI, MACD confirm the pattern

Backtesting reveals which patterns actually have edges and which are folklore. This guide shows you how to test pattern reliability systematically, not based on cherry-picked examples in trading books.

Most Reliable Candlestick Patterns

Bullish Engulfing

Small red candle followed by larger green candle that completely engulfs the prior day. Shows shift from selling to buying pressure.

Recognition criteria:

  • • Day 1: Small bearish candle
  • • Day 2: Bullish candle opens below prior close
  • • Day 2: Closes above prior open
  • • Day 2: Body larger than day 1

Success factors:

  • • At support levels: 65% win rate
  • • In uptrends: 62% win rate
  • • With volume: +8% win rate
  • • Raw pattern: 52% win rate

Bearish Engulfing

Small green candle followed by larger red candle. Reversal pattern at resistance or after uptrend.

Best conditions:

  • • At resistance levels
  • • After extended uptrend
  • • RSI > 70 (overbought)
  • • High volume on red candle

Win rates:

  • • At resistance: 63% down move
  • • In downtrends: 60% continue
  • • Raw pattern: 51% win rate
  • • Needs context to be reliable

Hammer & Hanging Man

Small body, long lower wick (2-3x body size). Hammer bullish at bottoms, hanging man bearish at tops.

Pattern recognition:

• Lower wick ≥ 2x body length
• Upper wick minimal or absent
• Body can be red or green (green slightly better)
• Requires confirmation (next candle closes higher for hammer)

Reality check: Win rate without confirmation: 48%. With next-day confirmation: 58%. At support levels: 65%.

Doji Patterns

Open and close nearly equal. Shows indecision. Most effective at trend extremes signaling reversals.

Types:

  • • Standard doji: Open ≈ Close
  • • Long-legged: Long wicks both sides
  • • Dragonfly: Long lower wick
  • • Gravestone: Long upper wick

Reliability:

  • • At trend extremes: 57% reversal
  • • In mid-trend: 49% (useless)
  • • Multiple dojis: Stronger signal
  • • Confirmation required: Wait 1 day

Morning Star / Evening Star

Three-candle reversal pattern. Morning star bullish, evening star bearish. Most reliable multi-candle pattern.

Morning Star (bullish):

1. Large red candle (downtrend)
2. Small body (doji/spinning top) - gap down
3. Large green candle closing into first candle's body

Backtested results:

• At support: 68% win rate
• In downtrends: 62% reversal
• With RSI < 30: 71% win rate
• Raw pattern: 58% (still better than most)

Shooting Star

Small body, long upper wick. Bearish reversal after uptrend. Shows buying pressure rejected.

  • Recognition: Upper wick ≥ 2x body, little/no lower wick, at resistance or after rally
  • At resistance: 61% predicts down move next 3-5 days
  • Random location: 48% win rate (no edge)
  • Key lesson: Location matters more than pattern perfection

Coding Pattern Recognition

To backtest patterns, you must define them programmatically. Human eyes are too subjective. Here's how to code the most reliable patterns.

Bullish Engulfing Code Example

# Python example with pandas DataFrame (df)
# Requires: df with Open, High, Low, Close columns

def is_bullish_engulfing(df, i):
    """
    Returns True if candle at index i is bullish engulfing
    i-1 = prior candle (day 1)
    i = current candle (day 2)
    """
    if i < 1:  # Need at least 2 candles
        return False
    
    # Day 1: Bearish candle
    prev_open = df['Open'].iloc[i-1]
    prev_close = df['Close'].iloc[i-1]
    prev_bearish = prev_close < prev_open
    
    # Day 2: Bullish candle
    curr_open = df['Open'].iloc[i]
    curr_close = df['Close'].iloc[i]
    curr_bullish = curr_close > curr_open
    
    # Engulfing conditions
    opens_below = curr_open < prev_close
    closes_above = curr_close > prev_open
    
    # Body size (optional: day 2 body > day 1 body)
    prev_body = abs(prev_close - prev_open)
    curr_body = abs(curr_close - curr_open)
    larger_body = curr_body > prev_body
    
    return (prev_bearish and curr_bullish and 
            opens_below and closes_above and larger_body)

# Apply to entire DataFrame
df['Bullish_Engulfing'] = [
    is_bullish_engulfing(df, i) 
    for i in range(len(df))
]

Hammer Pattern Code

def is_hammer(df, i):
    """
    Hammer: Small body, long lower wick, minimal upper wick
    """
    if i < 0:
        return False
    
    open_price = df['Open'].iloc[i]
    close_price = df['Close'].iloc[i]
    high_price = df['High'].iloc[i]
    low_price = df['Low'].iloc[i]
    
    # Body size and wick calculations
    body = abs(close_price - open_price)
    upper_wick = high_price - max(open_price, close_price)
    lower_wick = min(open_price, close_price) - low_price
    total_range = high_price - low_price
    
    # Hammer criteria
    # 1. Lower wick is at least 2x body size
    # 2. Upper wick is small (< 20% of lower wick)
    # 3. Body is in upper portion of candle
    
    if total_range == 0:  # Avoid division by zero
        return False
    
    long_lower_wick = lower_wick >= 2 * body
    small_upper_wick = upper_wick < 0.2 * lower_wick
    body_at_top = upper_wick < 0.3 * total_range
    
    return long_lower_wick and small_upper_wick and body_at_top

df['Hammer'] = [is_hammer(df, i) for i in range(len(df))]

Pattern Recognition Tips

  • Use relative sizes: Don't hardcode "body must be < $0.50". Use ratios: body < 30% of total range
  • Allow tolerance: "Open ≈ Close" for doji means within 5-10% of total range, not exactly equal
  • Normalize for price: $1 body means different things for $10 vs $100 stock. Use percentages
  • Test sensitivity: Does 2x lower wick work better than 2.5x or 1.5x? Optimize but avoid overfitting
  • Vectorize operations: Use pandas/numpy operations on entire DataFrame instead of loops for speed

Adding Context Filters

This is where patterns go from 50% to 65%+ win rates. Context filters separate profitable signals from noise.

Trend Filter

Only trade bullish patterns in uptrends, bearish patterns in downtrends. Simple but effective.

Implementation:
• Calculate 50-day MA and 200-day MA
• Uptrend: Price > 50 MA and 50 MA > 200 MA
• Downtrend: Price < 50 MA and 50 MA < 200 MA
• Only take bullish patterns in uptrends

Impact: Improves win rate by 8-12%

Support/Resistance Filter

Patterns at key levels are self-fulfilling prophecies as many traders watch them.

  • Swing lows/highs: Identify recent support/resistance levels (last 20-50 bars)
  • Tolerance: Pattern within 1-2% of level counts as "at support/resistance"
  • Fibonacci: Retracement levels (38.2%, 50%, 61.8%) act as strong S/R
  • Psychological levels: Round numbers ($50, $100, etc.) get more attention
  • Impact: Win rate increases 10-15% when pattern forms at key level

Volume Confirmation

High volume on reversal patterns shows strong conviction. Low volume = weak signal.

Volume rules:

  • • Calculate 20-day average volume
  • • Pattern day volume > 1.5x average
  • • Engulfing patterns: Volume on day 2
  • • Morning/evening star: Day 3 volume

Results:

  • • With volume: 62% win rate
  • • Without volume: 54% win rate
  • • Difference: +8% edge
  • • Trade fewer but better setups

Indicator Confirmation

Combine patterns with RSI, MACD, or other indicators for higher probability setups.

  • RSI: Bullish pattern with RSI < 30 (oversold), bearish with RSI > 70 (overbought)
  • MACD: Pattern + MACD crossover in same direction = strong confirmation
  • Stochastic: Oversold/overbought extremes + pattern = high win rate
  • Impact: Multi-factor confirmation improves win rate to 68-72% but reduces trade frequency

Backtesting Methodology

Key Metrics to Track

MetricGoodRed Flag
Win rate (with context)58-65% with trend + S/R>75% raw or only on one ticker
Profit factor1.5-2.2>3.0 with few trades
Max drawdown<20%>30% or unrecovered
Trades per pattern50-200+ occurrences<30 samples (no statistical power)
Average R:R1.2:1 to 2.0:1<1:1 or huge winners with tiny sample
Edge consistencyWorks across 20+ tickers / regimesOnly works on 1-2 cherry-picked symbols

Complete Backtest Framework

1. Data Requirements

• Minimum 3-5 years daily OHLCV data
• Multiple stocks/instruments (50+ for statistical significance)
• Adjusted for splits/dividends
• Clean data (remove bad ticks, check for gaps)

2. Entry Rules

• Enter next day at open (realistic) or at limit order (specify price)
• Optional: Wait for confirmation (next candle closes in pattern direction)
• Confirmation reduces false signals but may miss some winners
• Backtest both approaches to see which works better

3. Exit Rules

• Fixed stop loss: 2-3% below pattern low (bullish) or above high (bearish)
• Fixed target: 4-6% profit (2:1 risk/reward)
• Trailing stop: Trail by 1-2% once up 3%+
• Time stop: Exit after 5-10 days if no movement
• Test multiple exit strategies

4. Position Sizing

• Risk 1-2% of account per trade
• Calculate position size based on stop distance
• Example: $50K account, 2% risk = $1,000 max loss
• If stop is 3% away, position size = $1,000 / 0.03 = $33,333 worth of stock

5. Metrics to Track

• Win rate (separate for pattern type, trend direction, at S/R levels)
• Average win vs average loss
• Profit factor (gross profit / gross loss)
• Maximum drawdown
• Sharpe ratio (risk-adjusted return)
• Number of trades (need 50+ for statistical validity)

What Good Results Look Like

Realistic Expectations:

Excellent pattern strategy:
• Win rate: 60-65%
• Profit factor: 1.8-2.2
• Average R:R: 1.5:1 to 2:1
• Max drawdown: 15-20%
• Annual return: 20-40%

Red flags (likely overfit):
• Win rate > 75%
• Profit factor > 3.0
• Very few trades (< 30 in backtest)
• Perfect equity curve (no drawdowns)
• Works on one stock but not others

Common Candlestick Backtesting Mistakes

Cherry-Picking Examples

Trading books show perfect hammer-to-moon examples. Reality: for every perfect example, there are 3-4 failures. Only systematic backtesting across hundreds of patterns reveals true win rates. Test on all occurrences, not just the pretty ones that worked.

Ignoring Failed Patterns

"That wasn't a real hammer, the body was too big" - rationalizing after the fact. If you can't code it objectively, you can't trade it consistently. Define exact criteria, test them all, accept the losses as part of the edge. No subjective filters allowed in live trading if not in backtest.

Testing on Too Few Stocks

"Hammers work great on AAPL!" might be coincidence. Need 50+ stocks to validate a pattern. Some stocks are more pattern-responsive, others random. If pattern only works on 3-5 specific stocks, you found curve-fitting not an edge. Test across indices, sectors, market caps.

No Position Sizing

Testing with "1 share per trade" or "$10,000 per trade" regardless of stop distance. Real trading uses percentage risk. A 3% stop with 2% risk = different position size than 5% stop with 2% risk. Backtest with realistic position sizing or results are meaningless.

Expecting Every Pattern to Work

60% win rate means 40% of patterns fail. That's 4 out of 10 trades are losers. Many traders give up after 3 losses in a row, but that's statistically normal. Edge comes from long-term statistics, not individual trades. Trust the backtest, follow the rules, let probabilities play out over 50+ trades.

Frequently Asked Questions

Do candlestick patterns work in all markets?

They work best in liquid markets with many participants (stocks, forex majors, indices). Less reliable in: Illiquid penny stocks (manipulated), extremely volatile crypto (too much noise), overnight gaps (can invalidate pattern). Test on your specific market - patterns that work on daily stock charts may fail on 5-minute forex or crypto charts.

Should I wait for pattern confirmation?

Depends on your style. Confirmation (waiting for next candle to close in pattern direction) reduces false signals by ~30% but you miss ~20% of big moves that happen immediately. Backtest both: (1) Enter next day at open, (2) Enter only if next day confirms. Option 2 has higher win rate, Option 1 has larger average winners. Choose based on your risk tolerance.

Which patterns have the highest win rates?

Based on extensive backtesting across 500+ stocks: (1) Morning/evening star at S/R: 68%, (2) Bullish/bearish engulfing at S/R with volume: 65%, (3) Hammer at support in uptrend: 63%, (4) Three white soldiers/crows: 61%, (5) Doji at trend extremes: 57%. All patterns need context - raw patterns are 48-55% win rate.

Can I trade patterns without indicators?

Yes, but add trend and support/resistance filters minimum. Pure price action: Pattern + trend filter + at S/R level can achieve 60%+ win rate without any indicators. Indicators like RSI/MACD add another 3-5% to win rate but also reduce trade frequency. Start simple (pattern + trend + level), add indicators only if testing shows improvement.

How long do pattern signals stay valid?

Most patterns resolve within 3-7 trading days. If nothing happens after 5 days, edge is gone - exit or move stop to breakeven. Backtests show: 40% of moves happen within 1-2 days, 70% within 5 days, 90% within 10 days. Using time stop (exit after 7-10 days if no progress) improves overall returns by freeing capital for new opportunities.

Should I trade multiple patterns or specialize in one?

Start by mastering 2-3 patterns (e.g., engulfing, hammer, morning star) with proper context filters. Once consistently profitable for 3+ months, add more patterns. Specialists (1-2 patterns) often outperform generalists (10+ patterns) because they truly understand their edge. Quality over quantity. Better to master engulfing with 65% win rate than know 20 patterns mediocrely.

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