Estratégia de Nuvem de Tags de Dominância
Esta estratégia de visualização renderiza uma nuvem de tags com os valores de dominância de criptomoedas. Cada símbolo recebe uma caixa dimensionada de acordo com sua dominância e posicionada aleatoriamente, evitando sobreposições. O exemplo demonstra lógica de desenho personalizada e processamento de múltiplos símbolos sem produzir sinais de trading.
Detalhes
- Critérios de entrada: nenhum (somente visualização)
- Comprado/Vendido: nenhum
- Critérios de saída: nenhum
- Indicadores: valores de dominância dos principais ativos cripto
- Stops: não
- Categoria: Visualização
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>
/// DominanceTagcloudStrategy using EMA crossover for trend timing.
/// Enters long on golden cross, short on death cross.
/// </summary>
public class DominanceTagcloudStrategy : Strategy
{
private readonly StrategyParam<int> _fastEmaPeriod;
private readonly StrategyParam<int> _slowEmaPeriod;
private readonly StrategyParam<DataType> _candleType;
private decimal _prevFastEma;
private decimal _prevSlowEma;
public int FastEmaPeriod { get => _fastEmaPeriod.Value; set => _fastEmaPeriod.Value = value; }
public int SlowEmaPeriod { get => _slowEmaPeriod.Value; set => _slowEmaPeriod.Value = value; }
public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
public DominanceTagcloudStrategy()
{
_fastEmaPeriod = Param(nameof(FastEmaPeriod), 120)
.SetGreaterThanZero()
.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");
_slowEmaPeriod = Param(nameof(SlowEmaPeriod), 450)
.SetGreaterThanZero()
.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(1).TimeFrame())
.SetDisplay("Candle Type", "Type of candles to use", "General");
}
/// <inheritdoc />
public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
{
return [(Security, CandleType)];
}
/// <inheritdoc />
protected override void OnReseted()
{
base.OnReseted();
_prevFastEma = 0m;
_prevSlowEma = 0m;
}
/// <inheritdoc />
protected override void OnStarted2(DateTime time)
{
base.OnStarted2(time);
var fastEma = new ExponentialMovingAverage { Length = FastEmaPeriod };
var slowEma = new ExponentialMovingAverage { Length = SlowEmaPeriod };
var subscription = SubscribeCandles(CandleType);
subscription
.Bind(fastEma, slowEma, ProcessCandle)
.Start();
var area = CreateChartArea();
if (area != null)
{
DrawCandles(area, subscription);
DrawIndicator(area, fastEma);
DrawIndicator(area, slowEma);
DrawOwnTrades(area);
}
}
private void ProcessCandle(ICandleMessage candle, decimal fastEmaValue, decimal slowEmaValue)
{
if (candle.State != CandleStates.Finished)
return;
if (_prevFastEma == 0m || _prevSlowEma == 0m)
{
_prevFastEma = fastEmaValue;
_prevSlowEma = slowEmaValue;
return;
}
if (_prevFastEma <= _prevSlowEma && fastEmaValue > slowEmaValue && Position <= 0)
{
BuyMarket();
}
else if (_prevFastEma >= _prevSlowEma && fastEmaValue < slowEmaValue && Position >= 0)
{
SellMarket();
}
_prevFastEma = fastEmaValue;
_prevSlowEma = slowEmaValue;
}
}
import clr
clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")
from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy
class dominance_tagcloud_strategy(Strategy):
"""
Dominance Tagcloud strategy using EMA crossover.
Enters long on golden cross, short on death cross.
"""
def __init__(self):
super(dominance_tagcloud_strategy, self).__init__()
self._fast_ema_period = self.Param("FastEmaPeriod", 120) .SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
self._slow_ema_period = self.Param("SlowEmaPeriod", 450) .SetDisplay("Slow EMA", "Slow EMA period", "Indicators")
self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(1))) .SetDisplay("Candle Type", "Candle type for strategy", "General")
self._prev_fast_ema = 0.0
self._prev_slow_ema = 0.0
@property
def candle_type(self):
return self._candle_type.Value
def OnStarted2(self, time):
super(dominance_tagcloud_strategy, self).OnStarted2(time)
fast_ema = ExponentialMovingAverage()
fast_ema.Length = self._fast_ema_period.Value
slow_ema = ExponentialMovingAverage()
slow_ema.Length = self._slow_ema_period.Value
subscription = self.SubscribeCandles(self.candle_type)
subscription.Bind(fast_ema, slow_ema, self.on_process).Start()
area = self.CreateChartArea()
if area is not None:
self.DrawCandles(area, subscription)
self.DrawIndicator(area, fast_ema)
self.DrawIndicator(area, slow_ema)
self.DrawOwnTrades(area)
def on_process(self, candle, fast_val, slow_val):
if candle.State != CandleStates.Finished:
return
fast_v = float(fast_val)
slow_v = float(slow_val)
if self._prev_fast_ema == 0.0 or self._prev_slow_ema == 0.0:
self._prev_fast_ema = fast_v
self._prev_slow_ema = slow_v
return
if self._prev_fast_ema <= self._prev_slow_ema and fast_v > slow_v and self.Position <= 0:
self.BuyMarket()
elif self._prev_fast_ema >= self._prev_slow_ema and fast_v < slow_v and self.Position >= 0:
self.SellMarket()
self._prev_fast_ema = fast_v
self._prev_slow_ema = slow_v
def CreateClone(self):
return dominance_tagcloud_strategy()