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InwCoin Martingale-Strategie

Diese Strategie implementiert einen einfachen Martingale-Ansatz für Long-Positionen auf Bitcoin. Sie unterstützt drei optionale Einstiegssignale: MACD-Histogramm kreuzt über null, Stochastic RSI %D kreuzt über das Niveau 20, oder der Kurs bricht einen ATR-basierten Kanal. Nach jedem Kauf kann die Positionsgröße verdoppelt werden, wenn der Kurs um einen konfigurierten Prozentsatz fällt. Die gesamte Position wird geschlossen, wenn der Gewinn einen festgelegten Prozentsatz über dem durchschnittlichen Einstiegspreis erreicht.

Details

  • Einstiegssignale
    • MACD Line > 0: Histogramm kreuzt über null.
    • STO RSI cross up: %D-Linie kreuzt über 20, während %K in der überverkauften Zone liegt.
    • ATR Channel: Schlusskurs kreuzt über EMA plus ATR-Multiplikator.
  • Take profit: Position wird geschlossen, wenn der Kurs den Durchschnittspreis um den konfigurierten Prozentsatz übersteigt.
  • Martingale: Zusätzliche Käufe erfolgen, wenn der Kurs um den konfigurierten Prozentsatz vom Durchschnittspreis fällt.
  • Richtung: Nur Long.
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>
/// Martingale strategy for Bitcoin with MACD entry signal.
/// Enters long on MACD histogram crossover, averages down on price drops,
/// and exits on take profit.
/// </summary>
public class InwCoinMartingaleStrategy : Strategy
{
	private readonly StrategyParam<decimal> _takeProfitPercent;
	private readonly StrategyParam<decimal> _martingalePercent;
	private readonly StrategyParam<decimal> _martingaleMultiplier;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _avgPrice;
	private int _martingaleCount;
	private decimal _prevHistogram;
	private bool _isFirst = true;

	/// <summary>
	/// Take profit percent.
	/// </summary>
	public decimal TakeProfitPercent
	{
		get => _takeProfitPercent.Value;
		set => _takeProfitPercent.Value = value;
	}

	/// <summary>
	/// Percent drop to trigger martingale.
	/// </summary>
	public decimal MartingalePercent
	{
		get => _martingalePercent.Value;
		set => _martingalePercent.Value = value;
	}

	/// <summary>
	/// Multiplier for each martingale step.
	/// </summary>
	public decimal MartingaleMultiplier
	{
		get => _martingaleMultiplier.Value;
		set => _martingaleMultiplier.Value = value;
	}

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

	/// <summary>
	/// Initializes a new instance of <see cref="InwCoinMartingaleStrategy"/>.
	/// </summary>
	public InwCoinMartingaleStrategy()
	{
		_takeProfitPercent = Param(nameof(TakeProfitPercent), 2m)
			.SetDisplay("Take Profit %", "Profit percent to exit.", "Parameters");

		_martingalePercent = Param(nameof(MartingalePercent), 5m)
			.SetDisplay("Martingale %", "Price drop percent for averaging.", "Parameters");

		_martingaleMultiplier = Param(nameof(MartingaleMultiplier), 2m)
			.SetDisplay("Multiplier", "Volume multiplier for martingale.", "Parameters");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles.", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_avgPrice = 0m;
		_martingaleCount = 0;
		_prevHistogram = 0m;
		_isFirst = true;
	}

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

		_avgPrice = 0m;
		_martingaleCount = 0;
		_prevHistogram = 0m;
		_isFirst = true;

		var emaShort = new ExponentialMovingAverage { Length = 12 };
		var emaLong = new ExponentialMovingAverage { Length = 26 };

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

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

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

		var price = candle.ClosePrice;
		var histogram = emaShortVal - emaLongVal;

		if (_isFirst)
		{
			_prevHistogram = histogram;
			_isFirst = false;
			return;
		}

		// MACD histogram crossover as entry signal
		var buySignal = _prevHistogram <= 0 && histogram > 0;

		if (buySignal && Position <= 0 && _martingaleCount == 0)
		{
			BuyMarket();
			_avgPrice = price;
			_martingaleCount = 1;
		}
		else if (Position > 0 && _avgPrice > 0)
		{
			// Check for martingale averaging down
			var drop = (price - _avgPrice) / _avgPrice * 100m;
			if (drop <= -MartingalePercent && _martingaleCount < 5)
			{
				BuyMarket();
				_avgPrice = ((_avgPrice * (Position)) + price) / (Position + 1);
				_martingaleCount++;
			}

			// Check take profit
			var profit = (price - _avgPrice) / _avgPrice * 100m;
			if (profit >= TakeProfitPercent)
			{
				SellMarket();
				_martingaleCount = 0;
				_avgPrice = 0m;
			}
		}

		_prevHistogram = histogram;
	}
}