Deutsch DE
Auf GitHub ansehen

Strategie Bärisches Verlassenes Baby

Das Bärische Verlassene Baby spiegelt die bullishe Version wider, signalisiert jedoch ein potenzielles Top. Es zeigt einen Gap-Up-Doji gefolgt von einem Gap-Down, der die mittlere Kerze isoliert oberhalb der vorherigen Range zurücklässt.

Tests zeigen eine durchschnittliche jährliche Rendite von etwa 79%. Es funktioniert am besten auf dem Aktienmarkt.

Die Strategie geht short, wenn die dritte Kerze mit einem Gap unter den Doji fällt, um vom abrupten Stimmungswechsel zu profitieren.

Das Risiko ist durch einen Stop knapp oberhalb des Doji-Hochs begrenzt, falls der Kurs sich erholt.

Details

  • Einstiegskriterien: Mustererkennung
  • Long/Short: Beide
  • Ausstiegskriterien: Stop-Loss oder entgegengesetztes Signal
  • Stops: Ja, prozentbasiert
  • Standardwerte:
    • CandleType = 15 minute
    • StopLoss = 2%
  • Filter:
    • Kategorie: Muster
    • Richtung: Beide
    • Indikatoren: Candlestick
    • Stops: Ja
    • Komplexität: Mittel
    • Zeitrahmen: Intraday
    • Saisonalität: Nein
    • Neuronale Netze: Nein
    • Divergenz: Nein
    • Risikolevel: Mittel
using System;
using System.Collections.Generic;

using Ecng.Common;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Strategy based on Bearish Abandoned Baby candlestick pattern.
/// Detects a bullish candle followed by a small-body candle near highs,
/// then a bearish confirmation candle. Uses SMA for trend filter.
/// Also detects the bullish mirror pattern for long entries.
/// </summary>
public class BearishAbandonedBabyStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _maPeriod;
	private readonly StrategyParam<int> _cooldownBars;

	private SimpleMovingAverage _ma;

	private decimal _prev2Open;
	private decimal _prev2Close;
	private decimal _prev2High;
	private decimal _prev2Low;
	private decimal _prev1Open;
	private decimal _prev1Close;
	private decimal _prev1High;
	private decimal _prev1Low;
	private decimal _prevMa;
	private int _candleCount;
	private int _cooldown;

	/// <summary>
	/// Candle type.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// MA period.
	/// </summary>
	public int MaPeriod
	{
		get => _maPeriod.Value;
		set => _maPeriod.Value = value;
	}

	/// <summary>
	/// Cooldown bars.
	/// </summary>
	public int CooldownBars
	{
		get => _cooldownBars.Value;
		set => _cooldownBars.Value = value;
	}

	/// <summary>
	/// Constructor.
	/// </summary>
	public BearishAbandonedBabyStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");

		_maPeriod = Param(nameof(MaPeriod), 20)
			.SetDisplay("MA Period", "SMA period for exit", "Indicators")
			.SetRange(10, 50);

		_cooldownBars = Param(nameof(CooldownBars), 400)
			.SetDisplay("Cooldown Bars", "Bars between trades", "General")
			.SetRange(10, 3000);
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_ma = default;
		_prev2Open = 0;
		_prev2Close = 0;
		_prev2High = 0;
		_prev2Low = 0;
		_prev1Open = 0;
		_prev1Close = 0;
		_prev1High = 0;
		_prev1Low = 0;
		_prevMa = 0;
		_candleCount = 0;
		_cooldown = 0;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_ma = new SimpleMovingAverage { Length = MaPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_ma, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, _ma);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal ma)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		_candleCount++;

		var close = candle.ClosePrice;
		var open = candle.OpenPrice;
		var high = candle.HighPrice;
		var low = candle.LowPrice;

		if (_cooldown > 0)
		{
			_cooldown--;
			_prev2Open = _prev1Open;
			_prev2Close = _prev1Close;
			_prev2High = _prev1High;
			_prev2Low = _prev1Low;
			_prev1Open = open;
			_prev1Close = close;
			_prev1High = high;
			_prev1Low = low;
			_prevMa = ma;
			return;
		}

		// Exit logic: MA cross
		if (Position > 0 && close < ma && _prevMa > 0 && _prev1Close >= _prevMa)
		{
			SellMarket();
			_cooldown = CooldownBars;
		}
		else if (Position < 0 && close > ma && _prevMa > 0 && _prev1Close <= _prevMa)
		{
			BuyMarket();
			_cooldown = CooldownBars;
		}

		// Entry logic
		if (Position == 0 && _candleCount >= 3 && _prev2Close != 0)
		{
			var prev2Body = Math.Abs(_prev2Close - _prev2Open);
			var prev2Range = _prev2High - _prev2Low;

			// Small body (doji-like) for middle candle
			var isSmallBody = Math.Abs(_prev1Close - _prev1Open) < prev2Body * 0.4m && prev2Range > 0;

			// Bearish abandoned baby (relaxed):
			// 1. First candle is bullish
			// 2. Middle candle has small body near first candle high
			// 3. Current candle is bearish
			var firstBullish = _prev2Close > _prev2Open;
			var middleNearHigh = _prev1Close >= _prev2High - prev2Range * 0.3m;
			var currentBearish = close < open;

			// Bullish abandoned baby (relaxed, mirror):
			var firstBearish = _prev2Close < _prev2Open;
			var middleNearLow = _prev1Close <= _prev2Low + prev2Range * 0.3m;
			var currentBullish = close > open;

			if (isSmallBody && firstBullish && middleNearHigh && currentBearish && close < ma)
			{
				SellMarket();
				_cooldown = CooldownBars;
			}
			else if (isSmallBody && firstBearish && middleNearLow && currentBullish && close > ma)
			{
				BuyMarket();
				_cooldown = CooldownBars;
			}
		}

		// Shift candle history
		_prev2Open = _prev1Open;
		_prev2Close = _prev1Close;
		_prev2High = _prev1High;
		_prev2Low = _prev1Low;
		_prev1Open = open;
		_prev1Close = close;
		_prev1High = high;
		_prev1Low = low;
		_prevMa = ma;
	}
}