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Estrategia de Gráfico Visible

Este ejemplo muestra cómo trabajar con un rango visible de velas. La estrategia rastrea el máximo más alto y el mínimo más bajo durante un número configurable de barras recientes. Una ruptura por encima del máximo visible activa una entrada larga, mientras que una ruptura por debajo del mínimo visible activa una entrada corta.

Detalles

  • Entrada: Ruptura del máximo/mínimo visible.
  • Salida: Ruptura opuesta.
  • Indicadores: Highest, Lowest.
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 breakouts of the visible chart range defined by a number of recent bars.
/// </summary>
public class VisibleChartStrategy : Strategy
{
	private readonly StrategyParam<int> _visibleBars;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _highVal;
	private decimal _lowVal;
	private int _cooldown;

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

	public VisibleChartStrategy()
	{
		_visibleBars = Param(nameof(VisibleBars), 40)
			.SetDisplay("Visible Bars", "Number of bars considered visible", "General")
			.SetOptimize(20, 200, 20);

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

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_highVal = 0;
		_lowVal = 0;
		_cooldown = 0;
	}

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

		var highest = new Highest { Length = VisibleBars };
		var lowest = new Lowest { Length = VisibleBars };

		_highVal = 0;
		_lowVal = 0;
		_cooldown = 0;

		var subscription = SubscribeCandles(CandleType);

		subscription
			.Bind(highest, lowest, ProcessCandle)
			.Start();

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

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

		if (_cooldown > 0)
		{
			_cooldown--;
			_highVal = high;
			_lowVal = low;
			return;
		}

		if (_highVal == 0)
		{
			_highVal = high;
			_lowVal = low;
			return;
		}

		var breakoutUp = candle.ClosePrice >= _highVal && Position <= 0;
		var breakoutDown = candle.ClosePrice <= _lowVal && Position >= 0;

		if (breakoutUp)
		{
			BuyMarket();
			_cooldown = 30;
		}
		else if (breakoutDown)
		{
			SellMarket();
			_cooldown = 30;
		}

		_highVal = high;
		_lowVal = low;
	}
}