Patterns EA Strategy
Overview
Patterns EA Strategy is a price action system that scans the most recent three finished candles for a wide range of single, double, and triple-bar formations. The logic is a StockSharp port of the original MQL5 "Patterns_EA" expert advisor and preserves its configurable catalogue of 30 candlestick setups. Each pattern can be enabled or disabled independently and can be assigned to either long or short execution, allowing the strategy to mimic the discretionary rules from the source script.
Pattern Groups
The detector evaluates the current candle and up to the two previous candles depending on the pattern group:
- Group 1 – One-bar patterns: Neutral Bar, Force Bar Up, Force Bar Down, Hammer, Shooting Star.
- Group 2 – Two-bar patterns: 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.
- Group 3 – Three-bar patterns: 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.
A tolerance parameter (Equality Pips) controls how closely two prices must match to satisfy equality checks, reproducing the "maximum pips distance" setting of the original EA.
Parameters
- Candle Type – Time frame used for pattern detection.
- Opened Mode – Position management logic (Any, Swing, Buy One, Buy Many, Sell One, Sell Many) replicated from the MQL version.
- Equality Pips – Pip distance that defines price equality; adjusted by the instrument's price step.
- Enable One-Bar Patterns / Enable Two-Bar Patterns / Enable Three-Bar Patterns – Toggles for each pattern group.
- Enable – Individual switches for all 30 formations.
- Order – Trade direction (buy or sell) assigned to the corresponding pattern.
All parameters are exposed through StrategyParam objects, enabling optimisation or UI binding when used within StockSharp applications.
Trading Logic
- The strategy subscribes to the configured candle series and waits for finished candles.
- When a new bar closes, the latest three candles are cached, and the detector evaluates the enabled pattern groups.
- Each pattern replicates the conditional rules from the MQL5 source, including tolerant comparisons and shadow/body relationships.
- When a pattern is confirmed,
TriggerPatternchecks whether the group and the individual pattern are enabled, verifies the selected direction, and applies the configured position mode. - The strategy sends a market order in the assigned direction. In Swing mode it first closes any open position in the opposite direction.
Position Modes
- Any: Allows signals in both directions without additional constraints.
- Swing: Maintains a single net position; opposite signals flatten the existing position before entering the new one.
- Buy One / Sell One: Restrict trades to a single long or short position respectively.
- Buy Many / Sell Many: Allow multiple entries in the specified direction while ignoring signals in the opposite direction.
Notes
- The algorithm uses
Security.PriceStepto translate the equality tolerance into absolute price distance. If the instrument does not define a price step, a default of 0.0001 is applied. - No additional indicators are required; all logic relies solely on candle geometry, matching the intent of the original expert advisor.
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()