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Estrategia Bebé Abandonado Alcista

El Bebé Abandonado Alcista es un patrón raro de tres velas que presenta un doji con gap bajista seguido de un gap alcista. Esta formación deja la vela del medio "abandonada" y a menudo precede a una fuerte reversión al alza.

Las pruebas indican un rendimiento anual promedio de aproximadamente el 76%. Funciona mejor en el mercado forex.

La estrategia compra en la apertura de la tercera vela una vez que supera con gap al doji, anticipando un fuerte seguimiento a medida que los cortos cubren sus posiciones.

Los stops se ubican justo por debajo del mínimo del doji, asegurando que las pérdidas sean pequeñas si la reversión no se sostiene.

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 minute
    • 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>
/// Strategy based on Bullish Abandoned Baby candlestick pattern.
/// Detects a bearish candle followed by a small-body candle near lows,
/// then a bullish confirmation candle. Uses SMA for trend filter.
/// Also detects the bearish mirror pattern for short entries.
/// </summary>
public class BullishAbandonedBabyStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _maPeriod;
	private readonly StrategyParam<int> _cooldownBars;

	private SimpleMovingAverage _ma;

	private decimal _prev2Open;
	private decimal _prev2Close;
	private decimal _prev2High;
	private decimal _prev2Low;
	private decimal _prev1Open;
	private decimal _prev1Close;
	private decimal _prev1High;
	private decimal _prev1Low;
	private decimal _prevMa;
	private int _candleCount;
	private int _cooldown;

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

	/// <summary>
	/// MA period for trend filter.
	/// </summary>
	public int MaPeriod
	{
		get => _maPeriod.Value;
		set => _maPeriod.Value = value;
	}

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

	/// <summary>
	/// Constructor.
	/// </summary>
	public BullishAbandonedBabyStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");

		_maPeriod = Param(nameof(MaPeriod), 20)
			.SetDisplay("MA Period", "SMA period for exit", "Indicators")
			.SetRange(10, 50);

		_cooldownBars = Param(nameof(CooldownBars), 400)
			.SetDisplay("Cooldown Bars", "Bars between trades", "General")
			.SetRange(10, 3000);
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_ma = default;
		_prev2Open = 0;
		_prev2Close = 0;
		_prev2High = 0;
		_prev2Low = 0;
		_prev1Open = 0;
		_prev1Close = 0;
		_prev1High = 0;
		_prev1Low = 0;
		_prevMa = 0;
		_candleCount = 0;
		_cooldown = 0;
	}

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

		_ma = new SimpleMovingAverage { Length = MaPeriod };

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

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		_candleCount++;

		var close = candle.ClosePrice;
		var open = candle.OpenPrice;
		var high = candle.HighPrice;
		var low = candle.LowPrice;

		if (_cooldown > 0)
		{
			_cooldown--;
			// Shift candles even during cooldown
			_prev2Open = _prev1Open;
			_prev2Close = _prev1Close;
			_prev2High = _prev1High;
			_prev2Low = _prev1Low;
			_prev1Open = open;
			_prev1Close = close;
			_prev1High = high;
			_prev1Low = low;
			_prevMa = ma;
			return;
		}

		// Exit logic: MA cross
		if (Position > 0 && close < ma && _prevMa > 0 && _prev1Close >= _prevMa)
		{
			SellMarket();
			_cooldown = CooldownBars;
		}
		else if (Position < 0 && close > ma && _prevMa > 0 && _prev1Close <= _prevMa)
		{
			BuyMarket();
			_cooldown = CooldownBars;
		}

		// Entry logic
		if (Position == 0 && _candleCount >= 3 && _prev2Close != 0)
		{
			var prev2Body = Math.Abs(_prev2Close - _prev2Open);
			var prev1Body = Math.Abs(_prev1Close - _prev1Open);
			var currBody = Math.Abs(close - open);
			var prev2Range = _prev2High - _prev2Low;

			// Small body (doji-like) for middle candle
			var isSmallBody = prev1Body < prev2Body * 0.4m && prev2Range > 0;

			// Bullish abandoned baby (relaxed):
			// 1. First candle is bearish
			// 2. Middle candle has small body and closes near/below first candle low
			// 3. Current candle is bullish
			var firstBearish = _prev2Close < _prev2Open;
			var middleNearLow = _prev1Close <= _prev2Low + prev2Range * 0.3m;
			var currentBullish = close > open;

			// Bearish abandoned baby (relaxed):
			// 1. First candle is bullish
			// 2. Middle candle has small body and closes near/above first candle high
			// 3. Current candle is bearish
			var firstBullish = _prev2Close > _prev2Open;
			var middleNearHigh = _prev1Close >= _prev2High - prev2Range * 0.3m;
			var currentBearish = close < open;

			if (isSmallBody && firstBearish && middleNearLow && currentBullish && close > ma)
			{
				BuyMarket();
				_cooldown = CooldownBars;
			}
			else if (isSmallBody && firstBullish && middleNearHigh && currentBearish && close < ma)
			{
				SellMarket();
				_cooldown = CooldownBars;
			}
		}

		// Shift candle history
		_prev2Open = _prev1Open;
		_prev2Close = _prev1Close;
		_prev2High = _prev1High;
		_prev2Low = _prev1Low;
		_prev1Open = open;
		_prev1Close = close;
		_prev1High = high;
		_prev1Low = low;
		_prevMa = ma;
	}
}