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Estrategia de Compra Personalizada BID

La estrategia Custom Buy BID utiliza el indicador Supertrend para identificar reversiones alcistas. Abre una posición larga cuando el precio cruza por encima de la línea Supertrend y aplica objetivos de ganancia y pérdida configurables para la gestión del riesgo.

Detalles

  • Criterios de entrada: El precio cruza por encima del Supertrend.
  • Largo/Corto: Solo largos.
  • Criterios de salida: Take Profit o Stop Loss.
  • Stops: Sí.
  • Valores predeterminados:
    • SupertrendPeriod = 10
    • SupertrendMultiplier = 3m
    • TakeProfitPercent = 5m
    • StopLossPercent = 2m
    • CandleType = TimeSpan.FromMinutes(5)
    • StartDate = 2018-09-01
    • EndDate = 9999-01-01
  • Filtros:
    • Categoría: Seguimiento de tendencia
    • Dirección: Solo largos
    • Indicadores: Supertrend
    • Stops: Sí
    • Complejidad: Básico
    • 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>
/// Custom Buy BID strategy.
/// Goes long when the close crosses above the Supertrend line inside the StartDate..EndDate window.
/// The position is closed only by the percent take profit or stop loss.
/// </summary>
public class CustomBuyBidStrategy : Strategy
{
	private readonly StrategyParam<int> _supertrendPeriod;
	private readonly StrategyParam<decimal> _supertrendMultiplier;
	private readonly StrategyParam<decimal> _takeProfitPercent;
	private readonly StrategyParam<decimal> _stopLossPercent;
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<DateTimeOffset> _startDate;
	private readonly StrategyParam<DateTimeOffset> _endDate;

	private decimal? _prevClose;
	private decimal? _prevSupertrend;

	/// <summary>
	/// ATR period of Supertrend.
	/// </summary>
	public int SupertrendPeriod
	{
		get => _supertrendPeriod.Value;
		set => _supertrendPeriod.Value = value;
	}

	/// <summary>
	/// ATR multiplier of Supertrend.
	/// </summary>
	public decimal SupertrendMultiplier
	{
		get => _supertrendMultiplier.Value;
		set => _supertrendMultiplier.Value = value;
	}

	/// <summary>
	/// Take profit percentage from entry price.
	/// </summary>
	public decimal TakeProfitPercent
	{
		get => _takeProfitPercent.Value;
		set => _takeProfitPercent.Value = value;
	}

	/// <summary>
	/// Stop loss percentage from entry price.
	/// </summary>
	public decimal StopLossPercent
	{
		get => _stopLossPercent.Value;
		set => _stopLossPercent.Value = value;
	}

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

	/// <summary>
	/// First date when entries are allowed.
	/// </summary>
	public DateTimeOffset StartDate
	{
		get => _startDate.Value;
		set => _startDate.Value = value;
	}

	/// <summary>
	/// Date after which no entries are made.
	/// </summary>
	public DateTimeOffset EndDate
	{
		get => _endDate.Value;
		set => _endDate.Value = value;
	}

	/// <summary>
	/// Constructor.
	/// </summary>
	public CustomBuyBidStrategy()
	{
		_supertrendPeriod = Param(nameof(SupertrendPeriod), 10)
			.SetGreaterThanZero()
			.SetDisplay("Supertrend Period", "ATR period of Supertrend", "Indicators");

		_supertrendMultiplier = Param(nameof(SupertrendMultiplier), 3m)
			.SetGreaterThanZero()
			.SetDisplay("Supertrend Multiplier", "ATR multiplier of Supertrend", "Indicators");

		_takeProfitPercent = Param(nameof(TakeProfitPercent), 5m)
			.SetNotNegative()
			.SetDisplay("Take Profit %", "Take profit percentage from entry price", "Risk");

		_stopLossPercent = Param(nameof(StopLossPercent), 2m)
			.SetNotNegative()
			.SetDisplay("Stop Loss %", "Stop loss percentage from entry price", "Risk");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");

		_startDate = Param(nameof(StartDate), new DateTimeOffset(2018, 9, 1, 0, 0, 0, TimeSpan.Zero))
			.SetDisplay("Start Date", "First date when entries are allowed", "General");

		_endDate = Param(nameof(EndDate), new DateTimeOffset(9999, 1, 1, 0, 0, 0, TimeSpan.Zero))
			.SetDisplay("End Date", "Date after which no entries are made", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevClose = null;
		_prevSupertrend = null;
	}

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

		_prevClose = null;
		_prevSupertrend = null;

		var supertrend = new SuperTrend { Length = SupertrendPeriod, Multiplier = SupertrendMultiplier };

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

		StartProtection(
			new Unit(TakeProfitPercent, UnitTypes.Percent),
			new Unit(StopLossPercent, UnitTypes.Percent),
			useMarketOrders: true);

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

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

		if (!supertrendValue.IsFormed)
			return;

		var line = supertrendValue.GetValue<decimal>();
		var close = candle.ClosePrice;

		var crossedUp = _prevClose is decimal prevClose && _prevSupertrend is decimal prevLine
			&& prevClose <= prevLine && close > line;

		_prevClose = close;
		_prevSupertrend = line;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var time = candle.OpenTime;
		var inWindow = time >= StartDate.UtcDateTime && time <= EndDate.UtcDateTime;

		if (crossedUp && inWindow && Position == 0)
			BuyMarket();
	}
}