Example of a Strategy in C#

Creating a strategy from source code will be illustrated using the example of an SMA strategy - a similar SMA strategy example, assembled from cubes in the section Creating an Algorithm from Cubes.

This section will not describe the constructs of the C# language (as well as Strategy, on the basis of which strategies are created), but features for the code to work in Designer will be mentioned.

Tip

Strategies created in Designer are compatible with strategies created in API due to the use of a common base class Strategy. This makes running such strategies outside of Designer significantly easier than diagrams.

Strategy parameters are created through a special approach:

_candleTypeParam = this.Param(nameof(CandleType), DataType.TimeFrame(TimeSpan.FromMinutes(1)));
_long = this.Param(nameof(Long), 80);
_short = this.Param(nameof(Short), 20);


private readonly StrategyParam<DataType> _candleTypeParam;

public DataType CandleType
{
	get => _candleTypeParam.Value;
	set => _candleTypeParam.Value = value;
}

private readonly StrategyParam<int> _long;

public int Long
{
	get => _long.Value;
	set => _long.Value = value;
}

private readonly StrategyParam<int> _short;

public int Short
{
	get => _short.Value;
	set => _short.Value = value;
}

Using the StrategyParam class automatically employs the approach to save and restore settings.

When creating indicators, it is necessary to add them to the internal strategy list (Indicators):

_longSma = new SimpleMovingAverage { Length = Long };
_shortSma = new SimpleMovingAverage { Length = Short };

// !!! DO NOT FORGET add it in case use IsFormed property (see code below)
Indicators.Add(_longSma);
Indicators.Add(_shortSma);

This is done so that the strategy can track all the indicators necessary for its logic when they become formed.

When working with the chart, it is necessary to consider that in the case of launching the strategy outside Designer, the chart object may be absent.

_chart = this.GetChart();

// chart can be NULL in case hosting strategy in custom app like Runner or Shell
if (_chart != null)
{
	var area = _chart.AddArea();

	_chartCandlesElem = area.AddCandles();
	_chartTradesElem = area.AddTrades();
	_chartShortElem = area.AddIndicator(_shortSma);
	_chartLongElem = area.AddIndicator(_longSma);

	// you can apply custom color palette here
}

And further in the code for drawing data on the chart, make special checks like:

if (_chart == null)
	return;

var data = _chart.CreateData();

To ensure that the strategy is fully ready to work, its indicators are formed with historical data and all subscriptions have transitioned to Online, a special method can be used:

// some of indicators added in OnStarted not yet fully formed
// or user turned off allow trading
if (this.IsFormedAndOnlineAndAllowTrading())
{
	// TODO
}

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Example of a Strategy in C#

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