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Стратегия Patterns EA

Обзор

Patterns EA Strategy — это прайс-экшен система, которая анализирует три последние закрытые свечи и ищет широкий набор одно-, двух- и трёхсвечных формаций. Логика представляет собой порт оригинального советника MQL5 «Patterns_EA» и сохраняет его настраиваемый каталог из 30 свечных моделей. Каждую фигуру можно включать или отключать отдельно, а также назначать ей направление сделки (покупка или продажа), что позволяет воспроизвести дискреционные правила исходного скрипта.

Группы паттернов

Детектор оценивает текущую свечу и до двух предыдущих в зависимости от выбранной группы:

  • Группа 1 – одно-свечные паттерны: Neutral Bar, Force Bar Up, Force Bar Down, Hammer, Shooting Star.
  • Группа 2 – двухсвечные паттерны: 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.
  • Группа 3 – трёхсвечные паттерны: 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.

Параметр «Equality Pips» задаёт допустимое расхождение цен для проверки равенства и полностью повторяет настройку максимального расстояния в пунктах из исходного советника.

Параметры

  • Candle Type – таймфрейм свечей, по которым ведётся поиск.
  • Opened Mode – режим управления позицией (Any, Swing, Buy One, Buy Many, Sell One, Sell Many), перенесённый из MQL-версии.
  • Equality Pips – расстояние в пунктах, при котором цены считаются равными; масштабируется согласно шагу цены инструмента.
  • Enable One/Two/Three-Bar Patterns – включение соответствующих групп паттернов.
  • Enable – индивидуальные переключатели для каждой из 30 фигур.
  • Order – направление сделки (покупка или продажа), привязанное к конкретному паттерну.

Все параметры реализованы через StrategyParam, поэтому их можно оптимизировать или выводить в пользовательский интерфейс StockSharp.

Логика торговли

  1. Стратегия подписывается на выбранную свечную серию и ждёт закрытия баров.
  2. После появления новой закрытой свечи кешируются три последних бара и запускается проверка включённых групп паттернов.
  3. Каждая фигура проверяется по тем же условиям, что и в MQL5-версии, включая допускаемые отклонения и соотношения тел/теней.
  4. При подтверждении паттерна метод TriggerPattern проверяет, что группа и сам паттерн активны, оценивает выбранное направление и применяет заданный режим управления позицией.
  5. В результате отправляется рыночная заявка в указанную сторону. В режиме Swing перед входом стратегия закрывает позицию противоположного знака.

Режимы позиций

  • Any: допускает сигналы в обе стороны без ограничений.
  • Swing: поддерживает только одну чистую позицию; противоположный сигнал закрывает текущую позицию и открывает новую.
  • Buy One / Sell One: разрешают только одну длинную или короткую позицию соответственно.
  • Buy Many / Sell Many: позволяют многократные входы в выбранном направлении и игнорируют противоположные сигналы.

Примечания

  • Для пересчёта допустимого отклонения используется Security.PriceStep. Если шаг цены не задан, применяется значение по умолчанию 0.0001.
  • Дополнительные индикаторы не требуются — логика полностью основана на геометрии свечей, что соответствует замыслу оригинального советника.
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();
		}
	}
}