Rule for a Single Candle

Overview

SimpleCandleRulesStrategy is a strategy that demonstrates the use of rules for candles in StockSharp. It tracks candle volumes and logs information when certain conditions are met.

Main Components

// Main components
public class SimpleCandleRulesStrategy : Strategy
{
}

OnStarted Method

Called when the strategy starts:

Initializes a subscription to 5-minute candles
Establishes rules for processing candles

// OnStarted method
protected override void OnStarted(DateTimeOffset time)
{
    var subscription = new Subscription(TimeSpan.FromMinutes(5).TimeFrame(), Security)
    {
        // ready-to-use candles much faster than compression on fly mode
        // turn off compression to boost optimizer (!!! make sure you have candles)

        //MarketData =
        //{
        //    BuildMode = MarketDataBuildModes.Build,
        //    BuildFrom = DataType.Ticks,
        //}
    };
    Subscribe(subscription);

    var i = 0;
    var diff = "10%".ToUnit();

    this.WhenCandlesStarted(subscription)
        .Do((candle) =>
        {
            i++;

            this
                .WhenTotalVolumeMore(candle, diff)
                .Do((candle1) =>
                {
                    LogInfo($"The rule WhenCandlesStarted and WhenTotalVolumeMore candle={candle1}");
                    LogInfo($"The rule WhenCandlesStarted and WhenTotalVolumeMore i={i}");
                })
                .Once().Apply(this);

        }).Apply(this);

    base.OnStarted(time);
}

Logic

The strategy subscribes to 5-minute candles
When each candle begins forming, a rule is established
The rule triggers when the total volume of the candle exceeds 10% (using a percentage value)
When the rule is triggered, information about the candle and counter is added to the log
After the first trigger, the rule stops working thanks to the Once() method

Features