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夜间随机指标策略

夜间随机指标策略仅在21:00到06:00的夜间时段进行交易。策略使用随机振荡指标的%K线来捕捉超买和超卖状态。

当%K跌破超卖水平时开多单；当%K升破超买水平时开空单。每笔交易都带有固定的止损和止盈，单位为价格点。

详情

  • 入场条件:
    • 多头: %K < StochOversold 且时间在21:00到06:00之间。
    • 空头: %K > StochOverbought 且时间在21:00到06:00之间。
  • 方向: 多空双向。
  • 退出: 按预设止损或止盈平仓。
  • 止损止盈: 是，固定值。
  • 默认参数:
    • StopLossPoints = 40
    • TakeProfitPoints = 20
    • StochOversold = 30
    • StochOverbought = 70
    • CandleType = 15分钟周期
  • 过滤条件:
    • 类别: 指标型
    • 方向: 双向
    • 指标: 随机振荡指标
    • 周期: 短期
    • 交易时间: 服务器时间21:00-06:00
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>
/// Night trading strategy based on the Stochastic Oscillator.
/// Trades only during night hours when the market is quiet.
/// </summary>
public class NightStrategy : Strategy
{
	private readonly StrategyParam<decimal> _stochOversold;
	private readonly StrategyParam<decimal> _stochOverbought;
	private readonly StrategyParam<DataType> _candleType;

	public decimal StochOversold { get => _stochOversold.Value; set => _stochOversold.Value = value; }
	public decimal StochOverbought { get => _stochOverbought.Value; set => _stochOverbought.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public NightStrategy()
	{
		_stochOversold = Param(nameof(StochOversold), 30m)
			.SetDisplay("Stochastic Oversold", "Oversold level for %K", "Indicators");

		_stochOverbought = Param(nameof(StochOverbought), 70m)
			.SetDisplay("Stochastic Overbought", "Overbought level for %K", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Time frame for candles", "General");
	}

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

	protected override void OnReseted()
	{
		base.OnReseted();
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var stochastic = new StochasticOscillator();
		stochastic.K.Length = 14;
		stochastic.D.Length = 3;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(stochastic, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, IIndicatorValue stochValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var stoch = (IStochasticOscillatorValue)stochValue;

		if (stoch.K is not decimal kValue)
			return;

		// Trade only during night hours 21:00-06:00
		var hour = candle.OpenTime.Hour;
		var isNight = hour >= 21 || hour < 6;

		if (!isNight)
			return;

		if (kValue < StochOversold && Position <= 0)
			BuyMarket();
		else if (kValue > StochOverbought && Position >= 0)
			SellMarket();
	}
}