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Strategie 3Commas HA & MA

Verwendet Heikin Ashi-Kerzen und ein Paar exponentieller gleitender Durchschnitte. Ein Long-Trade tritt auf, wenn einer bearishen HA-Kerze eine bullishe folgt, während der schnelle MA über dem langsamen MA liegt. Shorts folgen der umgekehrten Konstellation. Positionen werden geschlossen, wenn der Preis den langsamen MA kreuzt oder den Swing-Stop erreicht.

Details

  • Einstiegskriterien: Heikin Ashi-Umkehr mit MA-Bestätigung.
  • Long/Short: Beide Richtungen.
  • Ausstiegskriterien: Preis kreuzt den langsamen MA oder Stop.
  • Stops: Swing-Hoch/-Tief.
  • Standardwerte:
    • MaFast = 9
    • MaSlow = 18
    • CandleType = TimeSpan.FromMinutes(1)
  • Filter:
    • Kategorie: Trend
    • Richtung: Beide
    • Indikatoren: Heikin Ashi, EMA
    • Stops: Ja
    • Komplexität: Mittel
    • Zeitrahmen: Intraday
    • Saisonalität: Nein
    • Neuronale Netze: Nein
    • Divergenz: Nein
    • Risikolevel: Mittel
using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Heikin Ashi with moving averages.
/// </summary>
public class ThreeCommasHaMaStrategy : Strategy
{
	private readonly StrategyParam<int> _maFast;
	private readonly StrategyParam<int> _maSlow;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _haOpenPrev;
	private decimal _haClosePrev;
	private decimal _stopPrice;

	public int MaFast
	{
		get => _maFast.Value;
		set => _maFast.Value = value;
	}

	public int MaSlow
	{
		get => _maSlow.Value;
		set => _maSlow.Value = value;
	}

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

	public ThreeCommasHaMaStrategy()
	{
		_maFast = Param(nameof(MaFast), 9)
			.SetDisplay("MA Fast", "Fast moving average period", "MA");
		_maSlow = Param(nameof(MaSlow), 18)
			.SetDisplay("MA Slow", "Slow moving average period", "MA");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_haOpenPrev = 0m;
		_haClosePrev = 0m;
		_stopPrice = 0m;
	}

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

		var ma1 = new ExponentialMovingAverage { Length = MaFast };
		var ma2 = new ExponentialMovingAverage { Length = MaSlow };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ma1, ma2, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, ma1);
			DrawIndicator(area, ma2);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal ma1, decimal ma2)
	{
		if (candle.State != CandleStates.Finished)
			return;

		var haClose = (candle.OpenPrice + candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 4m;
		var haOpen = (_haOpenPrev == 0m && _haClosePrev == 0m) ? (candle.OpenPrice + candle.ClosePrice) / 2m : (_haOpenPrev + _haClosePrev) / 2m;
		var haBull = haClose > haOpen;
		var haBearPrev = _haClosePrev < _haOpenPrev;
		var haBullPrev = _haClosePrev > _haOpenPrev;

		if (haBearPrev && ma1 > ma2 && haBull && candle.ClosePrice > ma1 && Position <= 0)
		{
			_stopPrice = candle.LowPrice;
			BuyMarket();
		}
		else if (haBullPrev && ma1 < ma2 && !haBull && candle.ClosePrice < ma1 && Position >= 0)
		{
			_stopPrice = candle.HighPrice;
			SellMarket();
		}

		if (Position > 0 && candle.ClosePrice < ma2)
			SellMarket();
		else if (Position < 0 && candle.ClosePrice > ma2)
			BuyMarket();

		_haOpenPrev = haOpen;
		_haClosePrev = haClose;
	}
}