Estratégia de Padrões EA
Visão geral
A Estratégia de Padrões EA é um sistema de ação de preço que escaneia as três velas concluídas mais recentes em busca de uma ampla gama de formações de uma, duas e três barras. A lógica é um port StockSharp do expert advisor original MQL5 "Patterns_EA" e preserva seu catálogo configurável de 30 configurações de candlestick. Cada padrão pode ser habilitado ou desabilitado de forma independente e pode ser atribuído à execução comprada ou vendida, permitindo que a estratégia imite as regras discricionárias do script fonte.
Grupos de padrões
O detector avalia a vela atual e até as duas velas anteriores dependendo do grupo de padrões:
- Grupo 1 – Padrões de uma barra: Neutral Bar, Force Bar Up, Force Bar Down, Hammer, Shooting Star.
- Grupo 2 – Padrões de duas barras: Inside, Outside, Double Bar High Lower Close, Double Bar Low Higher Close, Mirror Bar, Bearish Harami, Bearish Harami Cross, Bullish Harami, Bullish Harami Cross, Dark Cloud Cover, Doji Star, Engulfing Bearish Line, Engulfing Bullish Line, Two Neutral Bars.
- Grupo 3 – Padrões de três barras: Double Inside, Pin Up, Pin Down, Pivot Point Reversal Up, Pivot Point Reversal Down, Close Price Reversal Up, Close Price Reversal Down, Evening Star, Morning Star, Evening Doji Star, Morning Doji Star.
Um parâmetro de tolerância (Equality Pips) controla o quão próximos dois preços devem coincidir para satisfazer as verificações de igualdade, reproduzindo a configuração de "distância máxima em pips" do EA original.
Parâmetros
- Candle Type – Período utilizado para a detecção de padrões.
- Opened Mode – Lógica de gestão de posição (Any, Swing, Buy One, Buy Many, Sell One, Sell Many) replicada da versão MQL.
- Equality Pips – Distância em pips que define a igualdade de preços; ajustada pelo passo de preço do instrumento.
- Enable One-Bar Patterns / Enable Two-Bar Patterns / Enable Three-Bar Patterns – Interruptores para cada grupo de padrões.
- Enable – Interruptores individuais para todas as 30 formações.
- Order – Direção da operação (compra ou venda) atribuída ao padrão correspondente.
Todos os parâmetros são expostos através de objetos StrategyParam, permitindo otimização ou vinculação de UI quando usado dentro de aplicações StockSharp.
Lógica de trading
- A estratégia se inscreve na série de velas configurada e aguarda velas concluídas.
- Quando uma nova barra fecha, as últimas três velas são armazenadas em cache e o detector avalia os grupos de padrões habilitados.
- Cada padrão replica as regras condicionais da fonte MQL5, incluindo comparações tolerantes e relações de sombra/corpo.
- Quando um padrão é confirmado,
TriggerPatternverifica se o grupo e o padrão individual estão habilitados, verifica a direção selecionada e aplica o modo de posição configurado. - A estratégia envia uma ordem de mercado na direção atribuída. No modo Swing, primeiro fecha qualquer posição aberta na direção oposta.
Modos de posição
- Any: Permite sinais em ambas as direções sem restrições adicionais.
- Swing: Mantém uma única posição líquida; sinais opostos eliminam a posição existente antes de entrar na nova.
- Buy One / Sell One: Restringem as operações a uma única posição comprada ou vendida respectivamente.
- Buy Many / Sell Many: Permitem múltiplas entradas na direção especificada enquanto ignoram sinais na direção oposta.
Notas
- O algoritmo usa
Security.PriceSteppara traduzir a tolerância de igualdade em distância de preço absoluta. Se o instrumento não definir um passo de preço, um padrão de 0.0001 é aplicado. - Nenhum indicador adicional é necessário; toda a lógica depende unicamente da geometria das velas, correspondendo à intenção do expert advisor original.
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>
/// Price action strategy that trades configurable candlestick patterns converted from the MQL5 Patterns EA.
/// </summary>
public class PatternsEaStrategy : Strategy
{
private readonly StrategyParam<DataType> _candleType;
private readonly StrategyParam<OpenedModes> _openedMode;
private readonly StrategyParam<decimal> _equalityPips;
private readonly StrategyParam<bool> _enableGroup1;
private readonly StrategyParam<bool> _enableGroup2;
private readonly StrategyParam<bool> _enableGroup3;
private readonly PatternDefinition[] _patternDefinitions;
private readonly PatternParameterSet _patternParams;
private CandleInfo? _current;
private CandleInfo? _previous;
private CandleInfo? _previous2;
public PatternsEaStrategy()
{
Volume = 1;
_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
.SetDisplay("Candle Type", "Type of candles used for pattern search", "General");
_openedMode = Param(nameof(Mode), OpenedModes.Any)
.SetDisplay("Opened Mode", "Position handling mode", "Trading");
_equalityPips = Param(nameof(EqualityPips), 1m)
.SetNotNegative()
.SetDisplay("Equality Pips", "Maximum pip distance to treat prices as equal", "Detection");
_enableGroup1 = Param(nameof(EnableOneBarPatterns), true)
.SetDisplay("Enable One-Bar Patterns", "Toggle detection of one-bar formations", "Groups");
_enableGroup2 = Param(nameof(EnableTwoBarPatterns), true)
.SetDisplay("Enable Two-Bar Patterns", "Toggle detection of two-bar formations", "Groups");
_enableGroup3 = Param(nameof(EnableThreeBarPatterns), true)
.SetDisplay("Enable Three-Bar Patterns", "Toggle detection of three-bar formations", "Groups");
_patternDefinitions = new[]
{
new PatternDefinition(PatternTypes.DoubleInside, "Double Inside", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.Inside, "Inside Bar", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.Outside, "Outside Bar", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.PinUp, "Pin Up", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.PinDown, "Pin Down", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.PivotPointReversalUp, "Pivot Point Reversal Up", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.PivotPointReversalDown, "Pivot Point Reversal Down", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.DoubleBarLowHigherClose, "Double Bar Low With A Higher Close", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.DoubleBarHighLowerClose, "Double Bar High With A Lower Close", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.ClosePriceReversalUp, "Close Price Reversal Up", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.ClosePriceReversalDown, "Close Price Reversal Down", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.NeutralBar, "Neutral Bar", PatternGroups.OneBar),
new PatternDefinition(PatternTypes.ForceBarUp, "Force Bar Up", PatternGroups.OneBar),
new PatternDefinition(PatternTypes.ForceBarDown, "Force Bar Down", PatternGroups.OneBar),
new PatternDefinition(PatternTypes.MirrorBar, "Mirror Bar", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.Hammer, "Hammer", PatternGroups.OneBar),
new PatternDefinition(PatternTypes.ShootingStar, "Shooting Star", PatternGroups.OneBar),
new PatternDefinition(PatternTypes.EveningStar, "Evening Star", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.MorningStar, "Morning Star", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.BearishHarami, "Bearish Harami", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.BearishHaramiCross, "Bearish Harami Cross", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.BullishHarami, "Bullish Harami", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.BullishHaramiCross, "Bullish Harami Cross", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.DarkCloudCover, "Dark Cloud Cover", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.DojiStar, "Doji Star", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.EngulfingBearishLine, "Engulfing Bearish Line", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.EngulfingBullishLine, "Engulfing Bullish Line", PatternGroups.TwoBars),
new PatternDefinition(PatternTypes.EveningDojiStar, "Evening Doji Star", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.MorningDojiStar, "Morning Doji Star", PatternGroups.ThreeBars),
new PatternDefinition(PatternTypes.TwoNeutralBars, "Two Neutral Bars", PatternGroups.TwoBars),
};
var patternEnabled = new StrategyParam<bool>[_patternDefinitions.Length];
var patternSides = new StrategyParam<Sides>[_patternDefinitions.Length];
for (var i = 0; i < _patternDefinitions.Length; i++)
{
var definition = _patternDefinitions[i];
var groupName = definition.Group switch
{
PatternGroups.OneBar => "Group 1 - One Bar",
PatternGroups.TwoBars => "Group 2 - Two Bars",
PatternGroups.ThreeBars => "Group 3 - Three Bars",
_ => "Patterns",
};
patternEnabled[i] = Param($"Enable{definition.Type}", true)
.SetDisplay($"Enable {definition.DisplayName}", $"Use {definition.DisplayName} pattern", groupName);
patternSides[i] = Param($"Order{definition.Type}", Sides.Buy)
.SetDisplay($"{definition.DisplayName} Order", "Market order direction for the pattern", groupName);
}
_patternParams = new PatternParameterSet(patternEnabled, patternSides);
}
public DataType CandleType
{
get => _candleType.Value;
set => _candleType.Value = value;
}
public OpenedModes Mode
{
get => _openedMode.Value;
set => _openedMode.Value = value;
}
public decimal EqualityPips
{
get => _equalityPips.Value;
set => _equalityPips.Value = value;
}
public bool EnableOneBarPatterns
{
get => _enableGroup1.Value;
set => _enableGroup1.Value = value;
}
public bool EnableTwoBarPatterns
{
get => _enableGroup2.Value;
set => _enableGroup2.Value = value;
}
public bool EnableThreeBarPatterns
{
get => _enableGroup3.Value;
set => _enableGroup3.Value = value;
}
public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
{
return new[] { (Security, CandleType) };
}
protected override void OnReseted()
{
base.OnReseted();
_current = null;
_previous = null;
_previous2 = null;
}
protected override void OnStarted2(DateTime time)
{
base.OnStarted2(time);
var subscription = SubscribeCandles(CandleType);
subscription.Bind(ProcessCandle).Start();
}
private void ProcessCandle(ICandleMessage candle)
{
if (candle.State != CandleStates.Finished)
return;
_previous2 = _previous;
_previous = _current;
_current = new CandleInfo(candle);
EvaluatePatterns();
}
private void EvaluatePatterns()
{
if (_current is null)
return;
var point = Security?.PriceStep ?? 0.0001m;
var equality = EqualityPips * point;
var minDeviation = Math.Max(equality, point);
var minDeviation4 = Math.Max(equality * 4m, point * 4m);
var candle0 = _current.Value;
var hasPrevious = _previous.HasValue;
var hasPrevious2 = _previous2.HasValue;
var candle1 = hasPrevious ? _previous.Value : default;
var candle2 = hasPrevious2 ? _previous2.Value : default;
// One-bar patterns require only the current bar.
if (EnableOneBarPatterns)
{
if (Compare(candle0.Open, candle0.Close, equality) == 0 && candle0.UpperShadow > minDeviation4 && candle0.LowerShadow > minDeviation4)
TriggerPattern(PatternTypes.NeutralBar);
if (Compare(candle0.Close, candle0.High, equality) == 0)
TriggerPattern(PatternTypes.ForceBarUp);
if (Compare(candle0.Close, candle0.Low, equality) == 0)
TriggerPattern(PatternTypes.ForceBarDown);
if (candle0.UpperShadow <= minDeviation && candle0.LowerShadow > 2m * candle0.BodySize)
TriggerPattern(PatternTypes.Hammer);
if (candle0.LowerShadow <= minDeviation && candle0.UpperShadow > 2m * candle0.BodySize)
TriggerPattern(PatternTypes.ShootingStar);
}
if (!hasPrevious)
return;
// Two-bar patterns evaluate the current bar together with the previous one.
if (EnableTwoBarPatterns)
{
if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0)
TriggerPattern(PatternTypes.Inside);
if (Compare(candle0.High, candle1.High, equality) > 0 && Compare(candle0.Low, candle1.Low, equality) < 0)
TriggerPattern(PatternTypes.Outside);
if (Compare(candle0.High, candle1.High, equality) == 0 && Compare(candle0.Close, candle1.Close, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) <= 0)
TriggerPattern(PatternTypes.DoubleBarHighLowerClose);
if (Compare(candle0.Low, candle1.Low, equality) == 0 && Compare(candle0.Close, candle1.Close, equality) > 0 && Compare(candle0.High, candle1.High, equality) >= 0)
TriggerPattern(PatternTypes.DoubleBarLowHigherClose);
if (Compare(candle1.BodySize, candle0.BodySize, equality) == 0 && Compare(candle1.Open, candle0.Close, equality) == 0)
TriggerPattern(PatternTypes.MirrorBar);
if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) > 0 && Compare(candle1.Open, candle0.Close, equality) < 0)
TriggerPattern(PatternTypes.BearishHarami);
if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Open, candle0.Close, equality) == 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) > 0 && Compare(candle1.Open, candle0.Close, equality) < 0)
TriggerPattern(PatternTypes.BearishHaramiCross);
if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) < 0 && Compare(candle1.Open, candle0.Close, equality) > 0)
TriggerPattern(PatternTypes.BullishHarami);
if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Open, candle0.Close, equality) == 0 && Compare(candle1.BodySize, candle0.BodySize, equality) > 0 && Compare(candle1.Close, candle0.Open, equality) < 0 && Compare(candle1.Open, candle0.Close, equality) > 0)
TriggerPattern(PatternTypes.BullishHaramiCross);
if (Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle1.High, candle0.Open, equality) < 0 && Compare(candle0.Close, candle1.Close, equality) < 0 && Compare(candle0.Close, candle1.Open, equality) > 0)
TriggerPattern(PatternTypes.DarkCloudCover);
if (Compare(candle0.Open, candle0.Close, equality) == 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Open, candle1.High, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Open, candle1.Low, equality) < 0)
TriggerPattern(PatternTypes.DojiStar);
if (Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle0.Open, candle1.Close, equality) > 0 && Compare(candle0.Close, candle1.Open, equality) < 0)
TriggerPattern(PatternTypes.EngulfingBearishLine);
if (Compare(candle1.Close, candle1.Open, equality) < 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle0.Open, candle1.Close, equality) < 0 && Compare(candle0.Close, candle1.Open, equality) > 0)
TriggerPattern(PatternTypes.EngulfingBullishLine);
if (Compare(candle0.Open, candle0.Close, equality) == 0 && candle0.UpperShadow > minDeviation4 && candle0.LowerShadow > minDeviation4 && Compare(candle1.Open, candle1.Close, equality) == 0 && candle1.UpperShadow > minDeviation4 && candle1.LowerShadow > minDeviation4)
TriggerPattern(PatternTypes.TwoNeutralBars);
}
if (!hasPrevious2)
return;
// Three-bar patterns combine the last three candles.
if (EnableThreeBarPatterns)
{
if (Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) > 0)
TriggerPattern(PatternTypes.DoubleInside);
if (Compare(candle1.High, candle2.High, equality) > 0 && Compare(candle1.High, candle0.High, equality) > 0 && Compare(candle1.Low, candle2.Low, equality) > 0 && Compare(candle1.Low, candle0.Low, equality) > 0 && candle1.BodySize * 2m < candle1.UpperShadow)
TriggerPattern(PatternTypes.PinUp);
if (Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.High, candle0.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) < 0 && Compare(candle1.Low, candle0.Low, equality) < 0 && candle1.BodySize * 2m < candle1.LowerShadow)
TriggerPattern(PatternTypes.PinDown);
if (Compare(candle1.High, candle2.High, equality) > 0 && Compare(candle1.High, candle0.High, equality) > 0 && Compare(candle1.Low, candle2.Low, equality) > 0 && Compare(candle1.Low, candle0.Low, equality) > 0 && Compare(candle0.Close, candle1.Low, equality) < 0)
TriggerPattern(PatternTypes.PivotPointReversalDown);
if (Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.High, candle0.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) < 0 && Compare(candle1.Low, candle0.Low, equality) < 0 && Compare(candle0.Close, candle1.High, equality) > 0)
TriggerPattern(PatternTypes.PivotPointReversalUp);
if (Compare(candle1.High, candle2.High, equality) < 0 && Compare(candle1.Low, candle2.Low, equality) < 0 && Compare(candle0.High, candle1.High, equality) < 0 && Compare(candle0.Low, candle1.Low, equality) < 0 && Compare(candle0.Close, candle1.Close, equality) > 0 && Compare(candle0.Open, candle0.Close, equality) < 0)
TriggerPattern(PatternTypes.ClosePriceReversalUp);
if (Compare(candle1.High, candle2.High, equality) > 0 && Compare(candle1.Low, candle2.Low, equality) > 0 && Compare(candle0.High, candle1.High, equality) > 0 && Compare(candle0.Low, candle1.Low, equality) > 0 && Compare(candle0.Close, candle1.Close, equality) < 0 && Compare(candle0.Open, candle0.Close, equality) > 0)
TriggerPattern(PatternTypes.ClosePriceReversalDown);
if (Compare(candle2.Close, candle2.Open, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle2.Close, candle1.Open, equality) < 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Open, equality) > 0 && Compare(candle0.Close, candle2.Close, equality) < 0)
TriggerPattern(PatternTypes.EveningStar);
if (Compare(candle2.Close, candle2.Open, equality) < 0 && Compare(candle1.Close, candle1.Open, equality) > 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle2.Close, candle1.Open, equality) > 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Close, equality) > 0 && Compare(candle0.Close, candle2.Open, equality) < 0)
TriggerPattern(PatternTypes.MorningStar);
if (Compare(candle2.Close, candle2.Open, equality) > 0 && Compare(candle1.Close, candle1.Open, equality) == 0 && Compare(candle0.Close, candle0.Open, equality) < 0 && Compare(candle2.Close, candle1.Open, equality) < 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Open, equality) > 0 && Compare(candle0.Close, candle2.Close, equality) < 0)
TriggerPattern(PatternTypes.EveningDojiStar);
if (Compare(candle2.Close, candle2.Open, equality) < 0 && Compare(candle1.Close, candle1.Open, equality) == 0 && Compare(candle0.Close, candle0.Open, equality) > 0 && Compare(candle2.Close, candle1.Open, equality) > 0 && Compare(candle2.BodySize, candle1.BodySize, equality) > 0 && Compare(candle1.BodySize, candle0.BodySize, equality) < 0 && Compare(candle0.Close, candle2.Close, equality) > 0 && Compare(candle0.Close, candle2.Open, equality) < 0)
TriggerPattern(PatternTypes.MorningDojiStar);
}
}
private int Compare(decimal price1, decimal price2, decimal tolerance)
{
var diff = price1 - price2;
if (Math.Abs(diff) < tolerance)
return 0;
return diff > 0 ? 1 : -1;
}
private bool IsGroupEnabled(PatternGroups group)
{
return group switch
{
PatternGroups.OneBar => EnableOneBarPatterns,
PatternGroups.TwoBars => EnableTwoBarPatterns,
PatternGroups.ThreeBars => EnableThreeBarPatterns,
_ => true,
};
}
private void TriggerPattern(PatternTypes type)
{
var index = (int)type;
var definition = _patternDefinitions[index];
if (!IsGroupEnabled(definition.Group))
return;
if (!_patternParams.Enabled[index].Value)
return;
var side = _patternParams.Sides[index].Value;
if (!CanExecute(side))
return;
if (Mode == OpenedModes.Swing)
{
if (side == Sides.Buy && Position < 0)
BuyMarket(Math.Abs(Position));
else if (side == Sides.Sell && Position > 0)
SellMarket(Math.Abs(Position));
}
if (side == Sides.Buy)
BuyMarket();
else
SellMarket();
}
private bool CanExecute(Sides side)
{
return Mode switch
{
OpenedModes.Any => true,
OpenedModes.Swing => true,
OpenedModes.BuyOne => side == Sides.Buy && Position <= 0,
OpenedModes.BuyMany => side == Sides.Buy,
OpenedModes.SellOne => side == Sides.Sell && Position >= 0,
OpenedModes.SellMany => side == Sides.Sell,
_ => false,
};
}
private enum PatternGroups
{
OneBar = 1,
TwoBars = 2,
ThreeBars = 3,
}
private enum PatternTypes
{
DoubleInside,
Inside,
Outside,
PinUp,
PinDown,
PivotPointReversalUp,
PivotPointReversalDown,
DoubleBarLowHigherClose,
DoubleBarHighLowerClose,
ClosePriceReversalUp,
ClosePriceReversalDown,
NeutralBar,
ForceBarUp,
ForceBarDown,
MirrorBar,
Hammer,
ShootingStar,
EveningStar,
MorningStar,
BearishHarami,
BearishHaramiCross,
BullishHarami,
BullishHaramiCross,
DarkCloudCover,
DojiStar,
EngulfingBearishLine,
EngulfingBullishLine,
EveningDojiStar,
MorningDojiStar,
TwoNeutralBars,
}
public enum OpenedModes
{
Any,
Swing,
BuyOne,
BuyMany,
SellOne,
SellMany,
}
private readonly struct PatternDefinition
{
public PatternDefinition(PatternTypes type, string displayName, PatternGroups group)
{
Type = type;
DisplayName = displayName;
Group = group;
}
public PatternTypes Type { get; }
public string DisplayName { get; }
public PatternGroups Group { get; }
}
private readonly struct CandleInfo
{
public CandleInfo(ICandleMessage candle)
{
Open = candle.OpenPrice;
Close = candle.ClosePrice;
High = candle.HighPrice;
Low = candle.LowPrice;
BodyTop = Math.Max(Open, Close);
BodyBottom = Math.Min(Open, Close);
BodySize = BodyTop - BodyBottom;
UpperShadow = High - BodyTop;
LowerShadow = BodyBottom - Low;
}
public decimal Open { get; }
public decimal Close { get; }
public decimal High { get; }
public decimal Low { get; }
public decimal BodyTop { get; }
public decimal BodyBottom { get; }
public decimal BodySize { get; }
public decimal UpperShadow { get; }
public decimal LowerShadow { get; }
}
private sealed class PatternParameterSet : IEquatable<PatternParameterSet>
{
public PatternParameterSet(StrategyParam<bool>[] enabled, StrategyParam<Sides>[] sides)
{
Enabled = enabled;
Sides = sides;
}
public StrategyParam<bool>[] Enabled { get; }
public StrategyParam<Sides>[] Sides { get; }
public bool Equals(PatternParameterSet other)
{
if (other is null || Enabled.Length != other.Enabled.Length || Sides.Length != other.Sides.Length)
return false;
for (var i = 0; i < Enabled.Length; i++)
{
if (Enabled[i].Value != other.Enabled[i].Value)
return false;
}
for (var i = 0; i < Sides.Length; i++)
{
if (Sides[i].Value != other.Sides[i].Value)
return false;
}
return true;
}
public override bool Equals(object obj)
{
return obj is PatternParameterSet other && Equals(other);
}
public override int GetHashCode()
{
var hash = new HashCode();
foreach (var enabled in Enabled)
hash.Add(enabled.Value);
foreach (var side in Sides)
hash.Add(side.Value);
return hash.ToHashCode();
}
}
}
import clr
clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")
from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *
class patterns_ea_strategy(Strategy):
def __init__(self):
super(patterns_ea_strategy, self).__init__()
self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Type of candles for pattern search", "General")
self._equality_pips = self.Param("EqualityPips", 1.0).SetNotNegative().SetDisplay("Equality Pips", "Max pip distance to treat prices as equal", "Detection")
self.Volume = 1
@property
def CandleType(self): return self._candle_type.Value
@CandleType.setter
def CandleType(self, value): self._candle_type.Value = value
def OnReseted(self):
super(patterns_ea_strategy, self).OnReseted()
self._current = None
self._previous = None
self._previous2 = None
def OnStarted2(self, time):
super(patterns_ea_strategy, self).OnStarted2(time)
self._current = None
self._previous = None
self._previous2 = None
sub = self.SubscribeCandles(self.CandleType)
sub.Bind(self.OnProcess).Start()
def _candle_info(self, candle):
o = float(candle.OpenPrice)
c = float(candle.ClosePrice)
h = float(candle.HighPrice)
l = float(candle.LowPrice)
body_top = max(o, c)
body_bottom = min(o, c)
body_size = body_top - body_bottom
upper_shadow = h - body_top
lower_shadow = body_bottom - l
return {"o": o, "c": c, "h": h, "l": l, "bt": body_top, "bb": body_bottom, "bs": body_size, "us": upper_shadow, "ls": lower_shadow}
def _compare(self, a, b, tol):
diff = a - b
if abs(diff) < tol:
return 0
return 1 if diff > 0 else -1
def OnProcess(self, candle):
if candle.State != CandleStates.Finished:
return
self._previous2 = self._previous
self._previous = self._current
self._current = self._candle_info(candle)
self._evaluate_patterns()
def _evaluate_patterns(self):
if self._current is None:
return
step = 0.0001
if self.Security is not None and self.Security.PriceStep is not None and self.Security.PriceStep > 0:
step = float(self.Security.PriceStep)
eq = self._equality_pips.Value * step
min_dev = max(eq, step)
min_dev4 = max(eq * 4, step * 4)
c0 = self._current
cmp = self._compare
# One-bar: Hammer -> Buy, ShootingStar -> Sell
if c0["us"] <= min_dev and c0["ls"] > 2 * c0["bs"]:
self.BuyMarket()
return
if c0["ls"] <= min_dev and c0["us"] > 2 * c0["bs"]:
self.SellMarket()
return
if self._previous is None:
return
c1 = self._previous
# Two-bar: Engulfing Bullish -> Buy
if cmp(c1["c"], c1["o"], eq) < 0 and cmp(c0["c"], c0["o"], eq) > 0 and cmp(c0["o"], c1["c"], eq) < 0 and cmp(c0["c"], c1["o"], eq) > 0:
self.BuyMarket()
return
# Two-bar: Engulfing Bearish -> Sell
if cmp(c1["c"], c1["o"], eq) > 0 and cmp(c0["c"], c0["o"], eq) < 0 and cmp(c0["o"], c1["c"], eq) > 0 and cmp(c0["c"], c1["o"], eq) < 0:
self.SellMarket()
return
if self._previous2 is None:
return
c2 = self._previous2
# Three-bar: Morning Star -> Buy
if cmp(c2["c"], c2["o"], eq) < 0 and cmp(c1["c"], c1["o"], eq) > 0 and cmp(c0["c"], c0["o"], eq) > 0:
if cmp(c2["c"], c1["o"], eq) > 0 and cmp(c2["bs"], c1["bs"], eq) > 0 and cmp(c1["bs"], c0["bs"], eq) < 0:
if cmp(c0["c"], c2["c"], eq) > 0 and cmp(c0["c"], c2["o"], eq) < 0:
self.BuyMarket()
return
# Three-bar: Evening Star -> Sell
if cmp(c2["c"], c2["o"], eq) > 0 and cmp(c1["c"], c1["o"], eq) > 0 and cmp(c0["c"], c0["o"], eq) < 0:
if cmp(c2["c"], c1["o"], eq) < 0 and cmp(c2["bs"], c1["bs"], eq) > 0 and cmp(c1["bs"], c0["bs"], eq) < 0:
if cmp(c0["c"], c2["o"], eq) > 0 and cmp(c0["c"], c2["c"], eq) < 0:
self.SellMarket()
return
def CreateClone(self):
return patterns_ea_strategy()