Português PT
Ver no GitHub

Multi-Timeframe RSI Grid Strategy with Arrows

This strategy trades when RSI on the current timeframe and two higher timeframes reach overbought or oversold levels. The first position is opened when all RSIs align, then additional positions are added using an ATR based grid with an increasing lot multiplier. The strategy targets a daily profit percentage, resets each day, and closes on reverse signals or drawdown.

Parameters

  • Candle Type
  • RSI Length
  • Oversold Level
  • Overbought Level
  • Higher Timeframe 1
  • Higher Timeframe 2
  • Grid Multiplication Factor
  • Lot Multiplication Factor
  • Maximum Grid Levels
  • Daily Profit Target %
  • ATR Length
using System;
using System.Linq;
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 MultiTimeframeRsiGridWithArrowsStrategy : Strategy
{
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<DataType> _candleType;

	public int FastLength { get => _fastLength.Value; set => _fastLength.Value = value; }
	public int SlowLength { get => _slowLength.Value; set => _slowLength.Value = value; }
	public int RsiLength { get => _rsiLength.Value; set => _rsiLength.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public MultiTimeframeRsiGridWithArrowsStrategy()
	{
		_fastLength = Param(nameof(FastLength), 10).SetGreaterThanZero();
		_slowLength = Param(nameof(SlowLength), 30).SetGreaterThanZero();
		_rsiLength = Param(nameof(RsiLength), 14).SetGreaterThanZero();
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame());
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var fast = new ExponentialMovingAverage { Length = FastLength };
		var slow = new ExponentialMovingAverage { Length = SlowLength };
		var rsi = new RelativeStrengthIndex { Length = RsiLength };
		var prevFast = 0m; var prevSlow = 0m; var init = false;
		var sub = SubscribeCandles(CandleType);
		sub.Bind(fast, slow, rsi, (c, f, s, r) =>
		{
			if (c.State != CandleStates.Finished || !fast.IsFormed || !slow.IsFormed || !rsi.IsFormed) return;
			if (!init) { prevFast = f; prevSlow = s; init = true; return; }
			if (prevFast <= prevSlow && f > s && r > 45 && Position <= 0) BuyMarket();
			else if (prevFast >= prevSlow && f < s && r < 55 && Position > 0) SellMarket();
			prevFast = f; prevSlow = s;
		}).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, sub); DrawIndicator(area, fast); DrawIndicator(area, slow); DrawOwnTrades(area); }
	}
}