Patterns EA 策略
概述
Patterns EA Strategy 是一套价形交易系统，会在每根新 K 线收盘时检查最近三根已完成的蜡烛。该实现是 MQL5 指标“Patterns_EA”的 StockSharp 版本，完整保留了原始脚本中 30 种蜡烛形态的可配置目录。每个形态都可以单独启用或禁用，并可指定做多或做空方向，从而复现原策略的主观配置能力。
形态分组
检测器根据分组使用当前蜡烛以及最多两根前一蜡烛的数据：
- 第一组（单根蜡烛）： Neutral Bar、Force Bar Up、Force Bar Down、Hammer、Shooting Star。
- 第二组（双根蜡烛）： 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。
- 第三组（三根蜡烛）： 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。
“Equality Pips” 参数决定价格比较时允许的最大点差，完全对应原 EA 中的“Maximum of pips distance between equal prices”。
参数
- Candle Type – 用于识别的 K 线周期。
- Opened Mode – 仿照 MQL 版本的仓位管理模式（Any、Swing、Buy One、Buy Many、Sell One、Sell Many）。
- Equality Pips – 价格被视为相等时允许的点差，会根据交易品种的价格步长自动折算。
- Enable One/Two/Three-Bar Patterns – 各形态分组的全局开关。
- Enable – 30 个形态的单独开关。
- Order – 对应形态触发时下达的方向（买入或卖出）。
所有设置都通过 StrategyParam 发布，便于在 StockSharp 界面中调整或进行优化。
交易逻辑
- 策略订阅所选周期的蜡烛数据，并仅在蜡烛收盘后处理。
- 收到新的收盘蜡烛后，会缓存最近三根蜡烛并按启用的分组逐一检查。
- 每种形态严格复制 MQL5 源代码中的判定条件，包括等值比较和影线/实体长度关系。
- 当某个形态满足条件时，
TriggerPattern会确认分组和形态开关是否启用、读取预设方向，并按照仓位模式执行。 - 随后发送相应方向的市价单；在 Swing 模式下会先平掉反向仓位。
仓位模式
- Any： 不限制方向，允许任意信号。
- Swing： 仅保持一个净仓位，收到反向信号时先平仓再反手。
- Buy One / Sell One： 仅允许持有一个多头或空头仓位。
- Buy Many / Sell Many： 允许在指定方向上多次加仓，并忽略相反方向信号。
说明
- 策略使用
Security.PriceStep将点差阈值转换为价格单位；如未定义价格步长，则默认使用 0.0001。 - 逻辑完全基于蜡烛本身，不依赖任何额外指标，与原始专家顾问的设计相符。
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();
}
}
}
import clr
clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")
from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *
class patterns_ea_strategy(Strategy):
def __init__(self):
super(patterns_ea_strategy, self).__init__()
self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Type of candles for pattern search", "General")
self._equality_pips = self.Param("EqualityPips", 1.0).SetNotNegative().SetDisplay("Equality Pips", "Max pip distance to treat prices as equal", "Detection")
self.Volume = 1
@property
def CandleType(self): return self._candle_type.Value
@CandleType.setter
def CandleType(self, value): self._candle_type.Value = value
def OnReseted(self):
super(patterns_ea_strategy, self).OnReseted()
self._current = None
self._previous = None
self._previous2 = None
def OnStarted2(self, time):
super(patterns_ea_strategy, self).OnStarted2(time)
self._current = None
self._previous = None
self._previous2 = None
sub = self.SubscribeCandles(self.CandleType)
sub.Bind(self.OnProcess).Start()
def _candle_info(self, candle):
o = float(candle.OpenPrice)
c = float(candle.ClosePrice)
h = float(candle.HighPrice)
l = float(candle.LowPrice)
body_top = max(o, c)
body_bottom = min(o, c)
body_size = body_top - body_bottom
upper_shadow = h - body_top
lower_shadow = body_bottom - l
return {"o": o, "c": c, "h": h, "l": l, "bt": body_top, "bb": body_bottom, "bs": body_size, "us": upper_shadow, "ls": lower_shadow}
def _compare(self, a, b, tol):
diff = a - b
if abs(diff) < tol:
return 0
return 1 if diff > 0 else -1
def OnProcess(self, candle):
if candle.State != CandleStates.Finished:
return
self._previous2 = self._previous
self._previous = self._current
self._current = self._candle_info(candle)
self._evaluate_patterns()
def _evaluate_patterns(self):
if self._current is None:
return
step = 0.0001
if self.Security is not None and self.Security.PriceStep is not None and self.Security.PriceStep > 0:
step = float(self.Security.PriceStep)
eq = self._equality_pips.Value * step
min_dev = max(eq, step)
min_dev4 = max(eq * 4, step * 4)
c0 = self._current
cmp = self._compare
# One-bar: Hammer -> Buy, ShootingStar -> Sell
if c0["us"] <= min_dev and c0["ls"] > 2 * c0["bs"]:
self.BuyMarket()
return
if c0["ls"] <= min_dev and c0["us"] > 2 * c0["bs"]:
self.SellMarket()
return
if self._previous is None:
return
c1 = self._previous
# Two-bar: Engulfing Bullish -> Buy
if cmp(c1["c"], c1["o"], eq) < 0 and cmp(c0["c"], c0["o"], eq) > 0 and cmp(c0["o"], c1["c"], eq) < 0 and cmp(c0["c"], c1["o"], eq) > 0:
self.BuyMarket()
return
# Two-bar: Engulfing Bearish -> Sell
if cmp(c1["c"], c1["o"], eq) > 0 and cmp(c0["c"], c0["o"], eq) < 0 and cmp(c0["o"], c1["c"], eq) > 0 and cmp(c0["c"], c1["o"], eq) < 0:
self.SellMarket()
return
if self._previous2 is None:
return
c2 = self._previous2
# Three-bar: Morning Star -> Buy
if cmp(c2["c"], c2["o"], eq) < 0 and cmp(c1["c"], c1["o"], eq) > 0 and cmp(c0["c"], c0["o"], eq) > 0:
if cmp(c2["c"], c1["o"], eq) > 0 and cmp(c2["bs"], c1["bs"], eq) > 0 and cmp(c1["bs"], c0["bs"], eq) < 0:
if cmp(c0["c"], c2["c"], eq) > 0 and cmp(c0["c"], c2["o"], eq) < 0:
self.BuyMarket()
return
# Three-bar: Evening Star -> Sell
if cmp(c2["c"], c2["o"], eq) > 0 and cmp(c1["c"], c1["o"], eq) > 0 and cmp(c0["c"], c0["o"], eq) < 0:
if cmp(c2["c"], c1["o"], eq) < 0 and cmp(c2["bs"], c1["bs"], eq) > 0 and cmp(c1["bs"], c0["bs"], eq) < 0:
if cmp(c0["c"], c2["o"], eq) > 0 and cmp(c0["c"], c2["c"], eq) < 0:
self.SellMarket()
return
def CreateClone(self):
return patterns_ea_strategy()