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SEMA SDI Webhook-Strategie

Strategie basierend auf geglättetem EMA-Crossover und Bestätigung durch den geglätteten Richtungsindex. Kauft wenn +DI > -DI und schnelle EMA > langsame EMA. Verkauft wenn -DI > +DI und schnelle EMA < langsame EMA.

Details

  • Einstiegskriterien:
    • Long: +DI > -DI && FastEMA > SlowEMA
    • Short: +DI < -DI && FastEMA < SlowEMA
  • Long/Short: Beide
  • Ausstiegskriterien: Take-Profit, Stop-Loss, Trailing
  • Stops: TP, SL, Trailing
  • Standardwerte:
    • FastEmaLength = 58
    • SlowEmaLength = 70
    • SmoothLength = 3
    • DiLength = 1
    • TakeProfitPercent = 25
    • StopLossPercent = 4.8
    • TrailingPercent = 1.9
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filter:
    • Kategorie: Trend
    • Richtung: Beide
    • Indikatoren: EMA, Directional Index
    • Stops: Ja
    • Komplexität: Mittel
    • Zeitrahmen: Kurzfristig
    • 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>
/// SEMA SDI Webhook strategy using EMA crossover.
/// </summary>
public class SemaSdiWebhookStrategy : Strategy
{
	private readonly StrategyParam<int> _slowLength;
	private readonly StrategyParam<DataType> _candleType;

	public int SlowLength { get => _slowLength.Value; set => _slowLength.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public SemaSdiWebhookStrategy()
	{
		_slowLength = Param(nameof(SlowLength), 40)
			.SetGreaterThanZero()
			.SetDisplay("Slow Length", "Slow EMA period", "General");

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

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
		=> [(Security, CandleType)];

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var fast = new ExponentialMovingAverage { Length = 14 };
		var slow = new ExponentialMovingAverage { Length = SlowLength };
		var prevF = 0m; var prevS = 0m; var init = false;
		var lastSignal = DateTimeOffset.MinValue;
		var cooldown = TimeSpan.FromMinutes(360);
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fast, slow, (candle, f, s) =>
		{
			if (candle.State != CandleStates.Finished) return;
			if (!fast.IsFormed || !slow.IsFormed) return;
			if (!init) { prevF = f; prevS = s; init = true; return; }
			if (candle.OpenTime - lastSignal >= cooldown)
			{
				if (prevF <= prevS && f > s && Position <= 0) { BuyMarket(); lastSignal = candle.OpenTime; }
				else if (prevF >= prevS && f < s && Position >= 0) { SellMarket(); lastSignal = candle.OpenTime; }
			}
			prevF = f; prevS = s;
		}).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, subscription); DrawIndicator(area, fast); DrawIndicator(area, slow); DrawOwnTrades(area); }
	}
}