Butterfly

Five-point (X-A-B-C-D) harmonic with a 0.786 B and an extended D that overshoots X (AD/XA 1.27–1.618). Bullish (D a swing low) → +1, bearish → -1.

Quick reference

Item	Value
Family	Harmonic Patterns
Input type	Candle (uses high, low)
Output type	f64 (+1 / -1 / 0)
Output range	{-1.0, 0.0, +1.0}
Default parameters	none (swing threshold 5%, baked)
Warmup period	6
Interpretation	Reversal at an extended D

Formula

last five pivots X-A-B-C-D:
  AB / XA ∈ [0.74, 0.84]   (≈ 0.786)
  BC / AB ∈ [0.382, 0.886]
  CD / BC ∈ [1.618, 2.618]
  AD / XA ∈ [1.27, 1.618]  (extended D — overshoots X)
direction: D a swing low → +1, a swing high → -1

See crates/wickra-core/src/indicators/butterfly.rs.

Parameters

None. Swing threshold 0.05 is a baked-in family constant (pattern_swing.rs); the Fibonacci windows are documented detector constants. Butterfly::new is infallible.

Inputs / Outputs

const _: fn(&mut wickra::Butterfly, wickra::Candle) -> Option<f64> =
    <wickra::Butterfly as wickra::Indicator>::update;

• Python. update((o,h,l,c,v,ts)) → float (never None); batch(open, high, low, close) → 1-D ndarray.
• Node. update(open, high, low, close) → number; batch(open, high, low, close) → number[].
• WASM. update(open, high, low, close) → number.

Warmup

warmup_period() == 6. Five confirmed pivots are required. Pinned by test accessors_and_metadata.

Edge cases

• Bullish Butterfly reports +1 (test bullish_butterfly_is_plus_one).
• Bearish Butterfly reports -1 (test bearish_butterfly_is_minus_one).
• Legs outside the windows report 0.0 (test out_of_ratio_does_not_trigger).
• reset clears state (test reset_clears_state).
• Streaming equals batch (test batch_equals_streaming).

Examples

Rust

use wickra::{Butterfly, Candle, Indicator};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let bars = [
        (149.85, 150.0, 149.85, 149.85),
        (100.0, 148.5, 100.0, 100.0),
        (101.0, 140.0, 101.0, 101.0),
        (108.6, 138.6, 108.6, 108.6),
        (109.686, 128.0, 109.686, 109.686),
        (79.8, 126.72, 79.8, 79.8),
        (80.598, 87.78, 80.598, 80.598), // extended D confirms → bullish
    ];
    let mut pat = Butterfly::new();
    let mut last = 0.0;
    for (ts, (o, h, l, c)) in bars.iter().enumerate() {
        last = pat.update(Candle::new(*o, *h, *l, *c, 1.0, ts as i64)?).unwrap();
    }
    println!("{last}"); // 1
    Ok(())
}

Python

import wickra as ta

bars = [
    (149.85, 150.0, 149.85, 149.85, 1.0, 0),
    (100.0, 148.5, 100.0, 100.0, 1.0, 1),
    (101.0, 140.0, 101.0, 101.0, 1.0, 2),
    (108.6, 138.6, 108.6, 108.6, 1.0, 3),
    (109.686, 128.0, 109.686, 109.686, 1.0, 4),
    (79.8, 126.72, 79.8, 79.8, 1.0, 5),
    (80.598, 87.78, 80.598, 80.598, 1.0, 6),
]
pat = ta.Butterfly()
print([pat.update(b) for b in bars][-1])  # 1.0

Node

const wickra = require('wickra');
const bars = [
  [149.85, 150.0, 149.85, 149.85], [100.0, 148.5, 100.0, 100.0],
  [101.0, 140.0, 101.0, 101.0], [108.6, 138.6, 108.6, 108.6],
  [109.686, 128.0, 109.686, 109.686], [79.8, 126.72, 79.8, 79.8],
  [80.598, 87.78, 80.598, 80.598],
];
const pat = new wickra.Butterfly();
let last = 0;
for (const [o, h, l, c] of bars) last = pat.update(o, h, l, c);
console.log(last); // 1

Streaming

pat = ta.Butterfly()
for o, h, l, c, v, ts in candle_feed:
    signal = pat.update((o, h, l, c, v, ts))
    if signal != 0:
        pass  # Butterfly completed at an extended D — reversal setup

Interpretation

1. Overshoot reversal. Unlike Gartley/Bat (D inside XA), the Butterfly's D extends beyond X, catching exhaustion at a new extreme — often a strong reversal but with a wider stop.
2. 0.786 B. The deep B retracement is the family marker shared with the Crab's structure but distinguished by the extension windows.

Common pitfalls

• Wide stops. The extended D means the protective stop (beyond D) is larger; size positions accordingly.
• Confirmation lag. Non-repainting but lags the visual D.

References

• Carney, S. Harmonic Trading (2010).

See also

• Gartley, Bat, Crab.
• Indicators-Overview — full taxonomy.