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Manadi Buy Sell EMA MACD RSI Strategy

EMA crossover strategy with MACD and RSI confirmations. Market entries with fixed percent stop-loss and take-profit.

Details

  • Entry Criteria: EMA crossover with MACD agreement and RSI bounds.
  • Long/Short: Both directions.
  • Exit Criteria: Percent-based stop-loss or take-profit.
  • Stops: Percent-based.
  • Default Values:
    • FastEmaLength = 9
    • SlowEmaLength = 21
    • RsiLength = 14
    • RsiUpperLong = 70
    • RsiLowerLong = 40
    • RsiUpperShort = 60
    • RsiLowerShort = 30
    • MacdFast = 12
    • MacdSlow = 26
    • MacdSignal = 9
    • TakeProfitPercent = 0.03
    • StopLossPercent = 0.015
    • CandleType = TimeSpan.FromMinutes(1)
  • Filters:
    • Category: Trend Following
    • Direction: Both
    • Indicators: EMA, MACD, RSI
    • Stops: Yes
    • Complexity: Beginner
    • Timeframe: Intraday (1m)
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
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;

public class ManadiBuySellStrategy : Strategy
{
	private readonly StrategyParam<int> _fastEmaLength;
	private readonly StrategyParam<int> _slowEmaLength;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<decimal> _takeProfitPercent;
	private readonly StrategyParam<decimal> _stopLossPercent;
	private readonly StrategyParam<int> _cooldownBars;
	private readonly StrategyParam<DataType> _candleType;

	private ExponentialMovingAverage _emaFast;
	private ExponentialMovingAverage _emaSlow;
	private RelativeStrengthIndex _rsi;

	private decimal _prevEmaFast;
	private decimal _prevEmaSlow;
	private decimal _stopPrice;
	private decimal _takeProfitPrice;
	private int _barsFromTrade;

	public int FastEmaLength { get => _fastEmaLength.Value; set => _fastEmaLength.Value = value; }
	public int SlowEmaLength { get => _slowEmaLength.Value; set => _slowEmaLength.Value = value; }
	public int RsiLength { get => _rsiLength.Value; set => _rsiLength.Value = value; }
	public decimal TakeProfitPercent { get => _takeProfitPercent.Value; set => _takeProfitPercent.Value = value; }
	public decimal StopLossPercent { get => _stopLossPercent.Value; set => _stopLossPercent.Value = value; }
	public int CooldownBars { get => _cooldownBars.Value; set => _cooldownBars.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public ManadiBuySellStrategy()
	{
		_fastEmaLength = Param(nameof(FastEmaLength), 9);
		_slowEmaLength = Param(nameof(SlowEmaLength), 21);
		_rsiLength = Param(nameof(RsiLength), 14);
		_takeProfitPercent = Param(nameof(TakeProfitPercent), 0.15m);
		_stopLossPercent = Param(nameof(StopLossPercent), 0.06m);
		_cooldownBars = Param(nameof(CooldownBars), 100);
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame());
	}

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

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

		_emaFast = null;
		_emaSlow = null;
		_rsi = null;
		_prevEmaFast = 0m;
		_prevEmaSlow = 0m;
		_stopPrice = 0m;
		_takeProfitPrice = 0m;
		_barsFromTrade = CooldownBars;
	}

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

		_emaFast = new ExponentialMovingAverage { Length = FastEmaLength };
		_emaSlow = new ExponentialMovingAverage { Length = SlowEmaLength };
		_rsi = new RelativeStrengthIndex { Length = RsiLength };

		_prevEmaFast = 0m;
		_prevEmaSlow = 0m;
		_stopPrice = 0m;
		_takeProfitPrice = 0m;
		_barsFromTrade = CooldownBars;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_emaFast, _emaSlow, _rsi, ProcessCandle)
			.Start();
	}

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

		if (!_emaFast.IsFormed || !_emaSlow.IsFormed || !_rsi.IsFormed)
		{
			_prevEmaFast = fastEma;
			_prevEmaSlow = slowEma;
			return;
		}

		if (_prevEmaFast == 0 || _prevEmaSlow == 0)
		{
			_prevEmaFast = fastEma;
			_prevEmaSlow = slowEma;
			return;
		}

		var bullCross = _prevEmaFast <= _prevEmaSlow && fastEma > slowEma;
		var bearCross = _prevEmaFast >= _prevEmaSlow && fastEma < slowEma;

		var longCondition = bullCross && rsi < 70 && rsi > 40;
		var shortCondition = bearCross && rsi > 30 && rsi < 60;
		_barsFromTrade++;
		var canEnter = _barsFromTrade >= CooldownBars;

		if (canEnter && longCondition && Position <= 0)
		{
			BuyMarket();
			var close = candle.ClosePrice;
			_stopPrice = close * (1m - StopLossPercent);
			_takeProfitPrice = close * (1m + TakeProfitPercent);
			_barsFromTrade = 0;
		}
		else if (canEnter && shortCondition && Position >= 0)
		{
			SellMarket();
			var close = candle.ClosePrice;
			_stopPrice = close * (1m + StopLossPercent);
			_takeProfitPrice = close * (1m - TakeProfitPercent);
			_barsFromTrade = 0;
		}
		else if (Position > 0)
		{
			if (candle.LowPrice <= _stopPrice || candle.HighPrice >= _takeProfitPrice)
			{
				SellMarket();
				_barsFromTrade = 0;
			}
		}
		else if (Position < 0)
		{
			if (candle.HighPrice >= _stopPrice || candle.LowPrice <= _takeProfitPrice)
			{
				BuyMarket();
				_barsFromTrade = 0;
			}
		}

		_prevEmaFast = fastEma;
		_prevEmaSlow = slowEma;
	}
}