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JK BullP AutoTrader

The JK BullP AutoTrader is a port of the original MetaTrader expert advisor that relies on the Bulls Power oscillator. It interprets the relationship between two consecutive Bulls Power values to detect when bullish strength is fading above the zero line or when it drops below zero and reverses. Long and short trades are protected with fixed stops and an incremental trailing stop that tightens as the trade becomes profitable.

Details

  • Entry Criteria: Sell when Bulls Power two bars ago is above the previous bar and the previous bar is above zero. Buy when the previous Bulls Power bar is below zero.
  • Long/Short: Both.
  • Exit Criteria: Fixed take profit, fixed stop loss, or trailing stop hit. Opposite signals reverse the position.
  • Stops: Fixed take profit, fixed stop loss, trailing stop.
  • Default Values:
    • BullsPeriod = 13
    • TakeProfitPoints = 350
    • StopLossPoints = 100
    • TrailingStopPoints = 100
    • TrailingStepPoints = 40
    • CandleType = TimeSpan.FromHours(1)
  • Filters:
    • Category: Oscillator
    • Direction: Both
    • Indicators: Bulls Power
    • Stops: Fixed + Trailing
    • Complexity: Basic
    • Timeframe: Intraday / Swing (1H)
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
using System;
using System.Linq;
using System.Collections.Generic;

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

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Port of the JK BullP AutoTrader strategy that trades using the Bulls Power indicator.
/// Sells when Bulls Power weakens above zero and buys when it drops below zero with trailing risk control.
/// </summary>
public class JkBullPowerAutoTraderStrategy : Strategy
{
	private readonly StrategyParam<int> _bullsPeriod;
	private readonly StrategyParam<decimal> _takeProfitPoints;
	private readonly StrategyParam<decimal> _stopLossPoints;
	private readonly StrategyParam<decimal> _trailingStopPoints;
	private readonly StrategyParam<decimal> _trailingStepPoints;
	private readonly StrategyParam<DataType> _candleType;

	private BullPower _bullsPower = null!;
	private decimal? _prevBulls;
	private decimal? _prevPrevBulls;

	private decimal? _stopPrice;
	private decimal? _takeProfitPrice;
	private decimal _entryPrice;

	private decimal _priceStep;

	/// <summary>
	/// Bulls Power indicator length.
	/// </summary>
	public int BullsPeriod
	{
		get => _bullsPeriod.Value;
		set => _bullsPeriod.Value = value;
	}

	/// <summary>
	/// Take profit distance in price steps.
	/// </summary>
	public decimal TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Stop loss distance in price steps.
	/// </summary>
	public decimal StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Trailing stop activation distance in price steps.
	/// </summary>
	public decimal TrailingStopPoints
	{
		get => _trailingStopPoints.Value;
		set => _trailingStopPoints.Value = value;
	}

	/// <summary>
	/// Trailing stop step in price steps.
	/// </summary>
	public decimal TrailingStepPoints
	{
		get => _trailingStepPoints.Value;
		set => _trailingStepPoints.Value = value;
	}

	/// <summary>
	/// Candle type used by the strategy.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of the <see cref="JkBullPowerAutoTraderStrategy"/> class.
	/// </summary>
	public JkBullPowerAutoTraderStrategy()
	{
		_bullsPeriod = Param(nameof(BullsPeriod), 13)
			.SetGreaterThanZero()
			.SetDisplay("Bulls Power Period", "Length for Bulls Power indicator", "Indicators")
			
			.SetOptimize(5, 30, 1);

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 350m)
			.SetNotNegative()
			.SetDisplay("Take Profit (pts)", "Take profit distance in price steps", "Risk")
			
			.SetOptimize(50m, 600m, 50m);

		_stopLossPoints = Param(nameof(StopLossPoints), 100m)
			.SetNotNegative()
			.SetDisplay("Stop Loss (pts)", "Stop loss distance in price steps", "Risk")
			
			.SetOptimize(50m, 300m, 25m);

		_trailingStopPoints = Param(nameof(TrailingStopPoints), 100m)
			.SetNotNegative()
			.SetDisplay("Trailing Stop (pts)", "Profit distance that activates trailing", "Risk");

		_trailingStepPoints = Param(nameof(TrailingStepPoints), 40m)
			.SetNotNegative()
			.SetDisplay("Trailing Step (pts)", "Minimal trailing increment", "Risk");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevBulls = null;
		_prevPrevBulls = null;
		_stopPrice = null;
		_takeProfitPrice = null;
		_entryPrice = 0m;
		_priceStep = 0m;
	}

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

		if (TrailingStopPoints > 0m && TrailingStopPoints <= TrailingStepPoints)
		{
			this.AddErrorLog("Trailing stop must be greater than trailing step.");
			Stop();
			return;
		}

		_priceStep = Security?.PriceStep ?? 1m;
		if (_priceStep <= 0m)
			_priceStep = 1m;

		_bullsPower = new BullPower
		{
			Length = BullsPeriod
		};

		_prevBulls = null;
		_prevPrevBulls = null;
		_stopPrice = null;
		_takeProfitPrice = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_bullsPower, ProcessCandle)
			.Start();

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

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

		UpdateTrailing(candle);

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			UpdateHistory(bullsValue);
			return;
		}

		CheckRisk(candle);

		if (!_bullsPower.IsFormed)
		{
			UpdateHistory(bullsValue);
			return;
		}

		if (_prevBulls is not decimal prevBulls || _prevPrevBulls is not decimal prevPrevBulls)
		{
			UpdateHistory(bullsValue);
			return;
		}

		var sellSignal = prevPrevBulls > prevBulls && prevBulls > 0m && bullsValue < prevBulls;
		var buySignal = prevPrevBulls < prevBulls && prevBulls < 0m && bullsValue > prevBulls;

		if (sellSignal && Position >= 0)
		{
			// Close any existing long position and establish a short.
			var volume = Volume + (Position > 0 ? Position : 0m);
			if (volume > 0)
			{
				SellMarket(volume);
				InitializeTargets(false, candle.ClosePrice);
			}
		}
		else if (buySignal && Position <= 0)
		{
			// Close any existing short position and establish a long.
			var volume = Volume + (Position < 0 ? Math.Abs(Position) : 0m);
			if (volume > 0)
			{
				BuyMarket(volume);
				InitializeTargets(true, candle.ClosePrice);
			}
		}

		UpdateHistory(bullsValue);
	}

	private void UpdateTrailing(ICandleMessage candle)
	{
		if (Position == 0 || TrailingStopPoints <= 0m)
			return;

		var trailingDistance = TrailingStopPoints * _priceStep;
		if (trailingDistance <= 0m)
			return;

		var trailingStep = TrailingStepPoints * _priceStep;

		if (Position > 0)
		{
			// Update trailing stop for long positions when profit exceeds the trigger distance.
			var profit = candle.ClosePrice - _entryPrice;
			if (profit <= trailingDistance)
				return;

			var candidate = candle.ClosePrice - trailingDistance;
			if (!_stopPrice.HasValue || candidate > _stopPrice.Value && (trailingStep <= 0m || candidate - _stopPrice.Value >= trailingStep))
				_stopPrice = candidate;
		}
		else
		{
			// Update trailing stop for short positions when profit exceeds the trigger distance.
			var profit = _entryPrice - candle.ClosePrice;
			if (profit <= trailingDistance)
				return;

			var candidate = candle.ClosePrice + trailingDistance;
			if (!_stopPrice.HasValue || candidate < _stopPrice.Value && (trailingStep <= 0m || _stopPrice.Value - candidate >= trailingStep))
				_stopPrice = candidate;
		}
	}

	private void CheckRisk(ICandleMessage candle)
	{
		if (Position > 0)
		{
			// Manage long exits by stop loss, trailing stop, or take profit.
			if (_stopPrice.HasValue && candle.LowPrice <= _stopPrice.Value)
			{
				SellMarket(Position);
				ResetTargets();
				return;
			}

			if (_takeProfitPrice.HasValue && candle.HighPrice >= _takeProfitPrice.Value)
			{
				SellMarket(Position);
				ResetTargets();
			}
		}
		else if (Position < 0)
		{
			// Manage short exits by stop loss, trailing stop, or take profit.
			if (_stopPrice.HasValue && candle.HighPrice >= _stopPrice.Value)
			{
				BuyMarket(-Position);
				ResetTargets();
				return;
			}

			if (_takeProfitPrice.HasValue && candle.LowPrice <= _takeProfitPrice.Value)
			{
				BuyMarket(-Position);
				ResetTargets();
			}
		}
		else
		{
			ResetTargets();
		}
	}

	private void InitializeTargets(bool isLong, decimal entryPrice)
	{
		_entryPrice = entryPrice;
		var stopDistance = StopLossPoints * _priceStep;
		var takeDistance = TakeProfitPoints * _priceStep;

		_stopPrice = stopDistance > 0m
			? isLong ? entryPrice - stopDistance : entryPrice + stopDistance
			: null;

		_takeProfitPrice = takeDistance > 0m
			? isLong ? entryPrice + takeDistance : entryPrice - takeDistance
			: null;
	}

	private void ResetTargets()
	{
		_stopPrice = null;
		_takeProfitPrice = null;
	}

	private void UpdateHistory(decimal bullsValue)
	{
		_prevPrevBulls = _prevBulls;
		_prevBulls = bullsValue;
	}
}