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Estratégia Adaptativa XRP AI de 15 m v3.1

Esta estratégia opera XRP em velas de 15 minutos usando um filtro de tendência de período temporal superior. Seleciona entre pequenos recuos, descargas de volume médias ou grandes explosões de momentum, e aplica stops, alvos baseados em ATR, stop trailing e uma saída baseada em tempo.

Parâmetros

  • Risk Mult – multiplicador ATR para o stop inicial.
  • Small TP – multiplicador ATR para take profit em um pequeno recuo.
  • Med TP – multiplicador ATR para take profit em uma descarga de volume média.
  • Large TP – multiplicador ATR para take profit em uma grande explosão de momentum.
  • Volume Mult – multiplicador de volume SMA-20 para detectar picos.
  • Trail Percent – percentagem ATR do stop trailing a partir do preço mais alto.
  • Trail Arm – ganho aberto em múltiplos ATR antes de ativar o trailing.
  • Max Bars – número máximo de velas de 15 minutos para manter uma posição.
  • Candle Type – tipo de vela usado para os cálculos principais.
  • Trend Candle Type – tipo de vela usado para o filtro de tendência.
using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// XRP AI 15-m Adaptive v3.1 strategy.
/// Long-only entries with RSI/EMA filter and StdDev-based management.
/// Uses higher timeframe EMA trend filter.
/// </summary>
public class XrpAi15mAdaptiveV31Strategy : Strategy
{
	private readonly StrategyParam<decimal> _stopPct;
	private readonly StrategyParam<decimal> _tpSmall;
	private readonly StrategyParam<decimal> _tpLarge;
	private readonly StrategyParam<decimal> _trailPct;
	private readonly StrategyParam<int> _maxBars;
	private readonly StrategyParam<DataType> _candleType;

	private bool _trendUp;
	private int _barIndex;
	private int _entryBar;
	private decimal _entryPrice;
	private decimal _highWater;
	private bool _trailLive;
	private decimal _stopPrice;
	private decimal _takePrice;

	public decimal StopPct { get => _stopPct.Value; set => _stopPct.Value = value; }
	public decimal TpSmall { get => _tpSmall.Value; set => _tpSmall.Value = value; }
	public decimal TpLarge { get => _tpLarge.Value; set => _tpLarge.Value = value; }
	public decimal TrailPct { get => _trailPct.Value; set => _trailPct.Value = value; }
	public int MaxBars { get => _maxBars.Value; set => _maxBars.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public XrpAi15mAdaptiveV31Strategy()
	{
		_stopPct = Param(nameof(StopPct), 1.5m)
			.SetGreaterThanZero()
			.SetDisplay("Stop %", "Stop loss percent", "Risk");

		_tpSmall = Param(nameof(TpSmall), 2m)
			.SetGreaterThanZero()
			.SetDisplay("Small TP %", "Take profit for small setups", "Risk");

		_tpLarge = Param(nameof(TpLarge), 4m)
			.SetGreaterThanZero()
			.SetDisplay("Large TP %", "Take profit for large setups", "Risk");

		_trailPct = Param(nameof(TrailPct), 1m)
			.SetGreaterThanZero()
			.SetDisplay("Trail %", "Trailing stop percent", "Risk");

		_maxBars = Param(nameof(MaxBars), 48)
			.SetGreaterThanZero()
			.SetDisplay("Max Bars", "Maximum bars to hold", "Parameters");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Main candle type", "Parameters");
	}

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

	protected override void OnReseted()
	{
		base.OnReseted();
		_trendUp = false;
		_barIndex = 0;
		_entryBar = -1;
		_entryPrice = 0;
		_highWater = 0;
		_trailLive = false;
		_stopPrice = 0;
		_takePrice = 0;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var ema13 = new ExponentialMovingAverage { Length = 13 };
		var ema34 = new ExponentialMovingAverage { Length = 34 };
		var rsi = new RelativeStrengthIndex { Length = 14 };

		_trendUp = false;
		_barIndex = 0;
		_entryBar = -1;
		_entryPrice = 0;
		_highWater = 0;
		_trailLive = false;
		_stopPrice = 0;
		_takePrice = 0;

		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ema13, ema34, rsi, ProcessCandle).Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, ema13);
			DrawIndicator(area, ema34);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal ema13, decimal ema34, decimal rsi)
	{
		if (candle.State != CandleStates.Finished)
			return;

		_barIndex++;

		// Use EMA cross for trend
		_trendUp = ema13 > ema34;

		// Exit management
		if (Position > 0 && _entryPrice > 0)
		{
			if (candle.HighPrice > _highWater)
				_highWater = candle.HighPrice;

			// Stop loss
			if (candle.ClosePrice <= _stopPrice)
			{
				SellMarket();
				ResetTrade();
				return;
			}

			// Take profit
			if (candle.ClosePrice >= _takePrice)
			{
				SellMarket();
				ResetTrade();
				return;
			}

			// Trailing stop
			if (!_trailLive && _highWater >= _entryPrice * (1 + TrailPct / 100m))
				_trailLive = true;

			if (_trailLive)
			{
				var trailStop = _highWater * (1 - TrailPct / 200m);
				if (candle.ClosePrice <= trailStop)
				{
					SellMarket();
					ResetTrade();
					return;
				}
			}

			// Time-based exit
			if (_barIndex - _entryBar >= MaxBars)
			{
				SellMarket();
				ResetTrade();
				return;
			}
		}

		// Entry conditions - long only
		if (Position == 0)
		{
			// Large setup: extreme oversold + trend up
			var largeOk = rsi < 25m && candle.ClosePrice > ema34 && _trendUp;

			// Small setup: pullback to EMA in uptrend
			var smallOk = candle.ClosePrice <= ema13 * 0.998m &&
				rsi < 45m &&
				candle.ClosePrice > candle.OpenPrice &&
				_trendUp;

			if (largeOk)
			{
				BuyMarket();
				_entryPrice = candle.ClosePrice;
				_entryBar = _barIndex;
				_highWater = candle.ClosePrice;
				_trailLive = false;
				_stopPrice = _entryPrice * (1 - StopPct / 100m);
				_takePrice = _entryPrice * (1 + TpLarge / 100m);
			}
			else if (smallOk)
			{
				BuyMarket();
				_entryPrice = candle.ClosePrice;
				_entryBar = _barIndex;
				_highWater = candle.ClosePrice;
				_trailLive = false;
				_stopPrice = _entryPrice * (1 - StopPct / 100m);
				_takePrice = _entryPrice * (1 + TpSmall / 100m);
			}
		}
	}

	private void ResetTrade()
	{
		_entryBar = -1;
		_entryPrice = 0;
		_highWater = 0;
		_trailLive = false;
		_stopPrice = 0;
		_takePrice = 0;
	}
}