Español
Ver en GitHub

Estrategia Heikin Ashi V2

Esta segunda versión del sistema Heikin Ashi añade un filtro EMA. Las operaciones ocurren solo cuando la dirección de la vela Heikin Ashi concuerda con la tendencia definida por la EMA. El filtro ayuda a evitar señales en contra de la tendencia que el enfoque HA puro podría generar.

Detalles

  • Criterios de entrada:
    • Largo: HA_Close > HA_Open y Close > EMA
    • Corto: HA_Close < HA_Open y Close < EMA
  • Largo/Corto: Ambos
  • Criterios de salida:
    • Señal opuesta
  • Stops: Ninguno
  • Valores predeterminados:
    • EmaLength = 20
  • Filtros:
    • Categoría: Seguimiento de tendencia
    • Dirección: Ambos
    • Indicadores: Heikin Ashi, EMA
    • Stops: No
    • Complejidad: Bajo
    • Marco temporal: Corto plazo
    • 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>
/// Heikin Ashi V2 strategy.
/// Goes long when the Heikin Ashi candle is bullish and the close is above the EMA, and short when the Heikin Ashi
/// candle is bearish and the close is below the EMA. The opposite signal reverses the position.
/// </summary>
public class HeikinAshiV2Strategy : Strategy
{
	private readonly StrategyParam<int> _emaLength;
	private readonly StrategyParam<DataType> _candleType;

	private decimal? _prevHaOpen;
	private decimal? _prevHaClose;

	/// <summary>
	/// EMA period.
	/// </summary>
	public int EmaLength
	{
		get => _emaLength.Value;
		set => _emaLength.Value = value;
	}

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

	/// <summary>
	/// Constructor.
	/// </summary>
	public HeikinAshiV2Strategy()
	{
		_emaLength = Param(nameof(EmaLength), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Length", "EMA trend filter period", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle type", "Candle type for strategy calculation", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_prevHaOpen = null;
		_prevHaClose = null;
	}

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

		_prevHaOpen = null;
		_prevHaClose = null;

		var ema = new ExponentialMovingAverage { Length = EmaLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(ema, ProcessCandle)
			.Start();

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

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

		var haClose = (candle.OpenPrice + candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 4m;
		var haOpen = _prevHaOpen is decimal prevOpen && _prevHaClose is decimal prevClose
			? (prevOpen + prevClose) / 2m
			: (candle.OpenPrice + candle.ClosePrice) / 2m;

		_prevHaOpen = haOpen;
		_prevHaClose = haClose;

		if (!emaValue.IsFormed)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var ema = emaValue.ToDecimal();
		var close = candle.ClosePrice;

		if (haClose > haOpen && close > ema && Position <= 0)
			BuyMarket(Volume + Math.Abs(Position));
		else if (haClose < haOpen && close < ema && Position >= 0)
			SellMarket(Volume + Math.Abs(Position));
	}
}