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3Commas HA & MA

该策略结合 Heikin Ashi 蜡烛和两条指数均线。当前一根 HA 为阴线、当前为阳线且快线高于慢线时做多；相反条件下做空。价格突破慢线或达到摆动止损时平仓。

细节

  • 入场条件：Heikin Ashi 反转并由均线确认。
  • 多空方向：双向。
  • 出场条件：价格突破慢线或触发止损。
  • 止损：摆动高点/低点。
  • 默认值:
    • MaFast = 9
    • MaSlow = 18
    • CandleType = TimeSpan.FromMinutes(1)
  • 过滤器:
    • 类别: 趋势
    • 方向: 双向
    • 指标: Heikin Ashi, EMA
    • 止损: 是
    • 复杂度: 中等
    • 时间框架: 日内
    • 季节性: 无
    • 神经网络: 无
    • 背离: 无
    • 风险水平: 中等
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>
/// Heikin Ashi with moving averages.
/// </summary>
public class ThreeCommasHaMaStrategy : Strategy
{
	private readonly StrategyParam<int> _maFast;
	private readonly StrategyParam<int> _maSlow;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _haOpenPrev;
	private decimal _haClosePrev;
	private decimal _stopPrice;

	public int MaFast
	{
		get => _maFast.Value;
		set => _maFast.Value = value;
	}

	public int MaSlow
	{
		get => _maSlow.Value;
		set => _maSlow.Value = value;
	}

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

	public ThreeCommasHaMaStrategy()
	{
		_maFast = Param(nameof(MaFast), 9)
			.SetDisplay("MA Fast", "Fast moving average period", "MA");
		_maSlow = Param(nameof(MaSlow), 18)
			.SetDisplay("MA Slow", "Slow moving average period", "MA");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
		=> [(Security, CandleType)];

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_haOpenPrev = 0m;
		_haClosePrev = 0m;
		_stopPrice = 0m;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var ma1 = new ExponentialMovingAverage { Length = MaFast };
		var ma2 = new ExponentialMovingAverage { Length = MaSlow };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ma1, ma2, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, ma1);
			DrawIndicator(area, ma2);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal ma1, decimal ma2)
	{
		if (candle.State != CandleStates.Finished)
			return;

		var haClose = (candle.OpenPrice + candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 4m;
		var haOpen = (_haOpenPrev == 0m && _haClosePrev == 0m) ? (candle.OpenPrice + candle.ClosePrice) / 2m : (_haOpenPrev + _haClosePrev) / 2m;
		var haBull = haClose > haOpen;
		var haBearPrev = _haClosePrev < _haOpenPrev;
		var haBullPrev = _haClosePrev > _haOpenPrev;

		if (haBearPrev && ma1 > ma2 && haBull && candle.ClosePrice > ma1 && Position <= 0)
		{
			_stopPrice = candle.LowPrice;
			BuyMarket();
		}
		else if (haBullPrev && ma1 < ma2 && !haBull && candle.ClosePrice < ma1 && Position >= 0)
		{
			_stopPrice = candle.HighPrice;
			SellMarket();
		}

		if (Position > 0 && candle.ClosePrice < ma2)
			SellMarket();
		else if (Position < 0 && candle.ClosePrice > ma2)
			BuyMarket();

		_haOpenPrev = haOpen;
		_haClosePrev = haClose;
	}
}