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Einfache Niveaus-Strategie

Öffnet Trades, wenn der Preis benutzerdefinierte Trendlinien kreuzt. Jede Linie kann Long-, Short- oder beide Richtungen auslösen. Stop-Loss und Take-Profit werden in Preisschritten festgelegt.

Details

  • Einstiegskriterien: Preis kreuzt eine konfigurierte Trendlinie
  • Long/Short: Bestimmt durch Linienrichtung (Buy/Sell/Both)
  • Ausstiegskriterien: Stop-Loss- oder Take-Profit-Niveaus
  • Stops: Ja
  • Standardwerte:
    • StopLoss = 300 steps
    • TakeProfit = 900 steps
    • Volume = 1
    • CandleType = 1 minute
  • Filter:
    • Kategorie: Niveaus
    • Richtung: Beide
    • Indikatoren: Keine
    • Stops: Ja
    • Komplexität: Grundlegend
    • Zeitrahmen: Intraday
    • Saisonalität: Nein
    • Neuronale Netze: Nein
    • Divergenz: Nein
    • Risikolevel: Mittel

Verwendung

  1. Trendlinien über AddLine erstellen und konfigurieren.
  2. Strategie starten, um eingehende Kerzen zu überwachen.
  3. Wenn der Preis eine aktive Linie in der angegebenen Richtung kreuzt, sendet die Strategie eine Marktorder.
  4. Die Position wird geschlossen, wenn Stop-Loss oder Take-Profit erreicht wird.
using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Strategy that trades when price breaks through recent high/low levels.
/// Tracks N-period high and low as support/resistance, enters on breakout.
/// Uses EMA as trend filter.
/// </summary>
public class SimpleLevelsStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _lookbackPeriod;
	private readonly StrategyParam<int> _emaPeriod;

	private decimal _highestHigh;
	private decimal _lowestLow;
	private int _barCount;

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

	public int LookbackPeriod
	{
		get => _lookbackPeriod.Value;
		set => _lookbackPeriod.Value = value;
	}

	public int EmaPeriod
	{
		get => _emaPeriod.Value;
		set => _emaPeriod.Value = value;
	}

	public SimpleLevelsStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Source candle timeframe", "General");

		_lookbackPeriod = Param(nameof(LookbackPeriod), 20)
			.SetDisplay("Lookback", "Period for high/low levels", "Parameters");

		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetDisplay("EMA Period", "EMA period for trend filter", "Parameters");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_highestHigh = decimal.MinValue;
		_lowestLow = decimal.MaxValue;
		_barCount = 0;
	}

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

		_highestHigh = decimal.MinValue;
		_lowestLow = decimal.MaxValue;
		_barCount = 0;

		var highest = new Highest { Length = LookbackPeriod };
		var lowest = new Lowest { Length = LookbackPeriod };
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(highest, lowest, ema, ProcessCandle)
			.Start();

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

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

		_barCount++;
		if (_barCount < 2)
		{
			_highestHigh = highLevel;
			_lowestLow = lowLevel;
			return;
		}

		var close = candle.ClosePrice;
		var prevHigh = _highestHigh;
		var prevLow = _lowestLow;

		// Breakout above previous resistance in uptrend
		if (close > prevHigh && close > emaValue && Position <= 0)
		{
			BuyMarket();
		}
		// Breakout below previous support in downtrend
		else if (close < prevLow && close < emaValue && Position >= 0)
		{
			SellMarket();
		}

		_highestHigh = highLevel;
		_lowestLow = lowLevel;
	}
}