Español ES
Ver en GitHub

Estrategia Tweezer Bottom

El Tweezer Bottom es un patrón de reversión de dos velas que aparece después de un declive. Ambas velas comparten un mínimo similar, señalando que los vendedores no lograron superar ese nivel.

Las pruebas indican un rendimiento anual promedio de aproximadamente 184%. Funciona mejor en el mercado de criptomonedas.

Esta estrategia entra largo después de que la segunda vela confirma el fondo compartido, anticipando un rebote a medida que la presión vendedora se agota.

Los stops se colocan justo por debajo del mínimo común para gestionar el riesgo, y la posición se cierra si el precio no logra recuperarse.

Detalles

  • Criterios de entrada: coincidencia de patrón
  • Largo/Corto: Ambos
  • Criterios de salida: stop-loss o señal opuesta
  • Stops: Sí, basado en porcentaje
  • Valores predeterminados:
    • CandleType = 15 minutos
    • StopLoss = 2%
  • Filtros:
    • Categoría: Patrón
    • Dirección: Ambos
    • Indicadores: Candlestick
    • Stops: Sí
    • Complejidad: Intermedio
    • Marco temporal: Intradía
    • Estacionalidad: No
    • Redes neuronales: No
    • Divergencia: No
    • Nivel de riesgo: Medio
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>
/// Tweezer Bottom strategy.
/// Enters long on Tweezer Bottom (bearish then bullish with matching lows).
/// Enters short on Tweezer Top (bullish then bearish with matching highs).
/// Uses SMA for exit confirmation.
/// Uses cooldown to control trade frequency.
/// </summary>
public class TweezerBottomStrategy : Strategy
{
	private readonly StrategyParam<decimal> _tolerancePercent;
	private readonly StrategyParam<int> _maLength;
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _cooldownBars;

	private ICandleMessage _prevCandle;
	private int _cooldown;

	/// <summary>
	/// Tolerance for matching lows/highs.
	/// </summary>
	public decimal TolerancePercent
	{
		get => _tolerancePercent.Value;
		set => _tolerancePercent.Value = value;
	}

	/// <summary>
	/// MA period for exit.
	/// </summary>
	public int MaLength
	{
		get => _maLength.Value;
		set => _maLength.Value = value;
	}

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

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

	/// <summary>
	/// Constructor.
	/// </summary>
	public TweezerBottomStrategy()
	{
		_tolerancePercent = Param(nameof(TolerancePercent), 0.1m)
			.SetRange(0.05m, 1m)
			.SetDisplay("Tolerance %", "Max diff between lows/highs", "Pattern");

		_maLength = Param(nameof(MaLength), 20)
			.SetRange(10, 50)
			.SetDisplay("MA Length", "Period of SMA for exit", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(1).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");

		_cooldownBars = Param(nameof(CooldownBars), 500)
			.SetRange(1, 1000)
			.SetDisplay("Cooldown Bars", "Bars to wait between trades", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevCandle = null;
		_cooldown = default;
	}

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

		_prevCandle = null;
		_cooldown = 0;

		var sma = new SimpleMovingAverage { Length = MaLength };

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

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		if (_prevCandle == null)
		{
			_prevCandle = candle;
			return;
		}

		if (_cooldown > 0)
		{
			_cooldown--;
			_prevCandle = candle;
			return;
		}

		var lowTolerance = _prevCandle.LowPrice * (TolerancePercent / 100m);
		var highTolerance = _prevCandle.HighPrice * (TolerancePercent / 100m);

		// Tweezer Bottom: prev bearish, current bullish, matching lows
		var isTweezerBottom =
			_prevCandle.ClosePrice < _prevCandle.OpenPrice &&
			candle.ClosePrice > candle.OpenPrice &&
			Math.Abs(_prevCandle.LowPrice - candle.LowPrice) <= lowTolerance;

		// Tweezer Top: prev bullish, current bearish, matching highs
		var isTweezerTop =
			_prevCandle.ClosePrice > _prevCandle.OpenPrice &&
			candle.ClosePrice < candle.OpenPrice &&
			Math.Abs(_prevCandle.HighPrice - candle.HighPrice) <= highTolerance;

		if (Position == 0 && isTweezerBottom)
		{
			BuyMarket();
			_cooldown = CooldownBars;
		}
		else if (Position == 0 && isTweezerTop)
		{
			SellMarket();
			_cooldown = CooldownBars;
		}
		else if (Position > 0 && candle.ClosePrice < smaValue)
		{
			SellMarket();
			_cooldown = CooldownBars;
		}
		else if (Position < 0 && candle.ClosePrice > smaValue)
		{
			BuyMarket();
			_cooldown = CooldownBars;
		}

		_prevCandle = candle;
	}
}