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Merged
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Jun 30, 2025
Merged

[pull] master from StockSharp:master #68

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10 changes: 6 additions & 4 deletions Samples/06_Strategies/02_HistoryBollingerBands/BollingerStrategyClassicStrategy.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -70,7 +70,7 @@
// Create subscription and bind indicator
var subscription = SubscribeCandles(CandleType);
subscription
.Bind(_bollingerBands, ProcessCandle)
.BindEx(_bollingerBands, ProcessCandle)
.Start();

// Setup chart visualization if available
Expand All @@ -83,7 +83,7 @@
}
}

private void ProcessCandle(ICandleMessage candle, decimal middleBand, decimal upperBand, decimal lowerBand)
private void ProcessCandle(ICandleMessage candle, IIndicatorValue bollingerValue)
{
// Skip unfinished candles
if (candle.State != CandleStates.Finished)
Expand All @@ -93,14 +93,16 @@
if (!IsFormedAndOnlineAndAllowTrading())
return;

var typed = (BollingerBandsValue)bollingerValue;

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The type or namespace name 'BollingerBandsValue' could not be found (are you missing a using directive or an assembly reference?)

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// Trading logic:
// Sell when price is at or above the upper band
if (candle.ClosePrice >= upperBand && Position >= 0)
if (candle.ClosePrice >= typed.UpBand && Position >= 0)
{
SellMarket(Volume + Math.Abs(Position));
}
// Buy when price is at or below the lower band
else if (candle.ClosePrice <= lowerBand && Position <= 0)
else if (candle.ClosePrice <= typed.LowBand && Position <= 0)
{
BuyMarket(Volume + Math.Abs(Position));
}
Expand Down
10 changes: 6 additions & 4 deletions Samples/06_Strategies/02_HistoryBollingerBands/BollingerStrategyLowBandStrategy.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -70,7 +70,7 @@
// Create subscription and bind indicator
var subscription = SubscribeCandles(CandleType);
subscription
.Bind(_bollingerBands, ProcessCandle)
.BindEx(_bollingerBands, ProcessCandle)
.Start();

// Setup chart visualization if available
Expand All @@ -83,7 +83,7 @@
}
}

private void ProcessCandle(ICandleMessage candle, decimal middleBand, decimal upperBand, decimal lowerBand)
private void ProcessCandle(ICandleMessage candle, IIndicatorValue bollingerValue)
{
// Skip unfinished candles
if (candle.State != CandleStates.Finished)
Expand All @@ -93,14 +93,16 @@
if (!IsFormedAndOnlineAndAllowTrading())
return;

var typed = (BollingerBandsValue)bollingerValue;

Check failure on line 96 in Samples/06_Strategies/02_HistoryBollingerBands/BollingerStrategyLowBandStrategy.cs

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The type or namespace name 'BollingerBandsValue' could not be found (are you missing a using directive or an assembly reference?)

Check failure on line 96 in Samples/06_Strategies/02_HistoryBollingerBands/BollingerStrategyLowBandStrategy.cs

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The type or namespace name 'BollingerBandsValue' could not be found (are you missing a using directive or an assembly reference?)

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// Trading logic:
// Sell when price touches the lower band (only when no position)
if (candle.ClosePrice <= lowerBand && Position == 0)
if (candle.ClosePrice <= typed.LowBand && Position == 0)
{
SellMarket(Volume);
}
// Buy to close position when price reaches the middle band (only when short)
else if (candle.ClosePrice >= middleBand && Position < 0)
else if (candle.ClosePrice >= typed.MovingAverage && Position < 0)
{
BuyMarket(Math.Abs(Position));
}
Expand Down
10 changes: 6 additions & 4 deletions Samples/06_Strategies/02_HistoryBollingerBands/BollingerStrategyUpBandStrategy.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -70,7 +70,7 @@
// Create subscription and bind indicator
var subscription = SubscribeCandles(CandleType);
subscription
.Bind(_bollingerBands, ProcessCandle)
.BindEx(_bollingerBands, ProcessCandle)
.Start();

// Setup chart visualization if available
Expand All @@ -83,7 +83,7 @@
}
}

private void ProcessCandle(ICandleMessage candle, decimal middleBand, decimal upperBand, decimal lowerBand)
private void ProcessCandle(ICandleMessage candle, IIndicatorValue bollingerValue)
{
// Skip unfinished candles
if (candle.State != CandleStates.Finished)
Expand All @@ -93,14 +93,16 @@
if (!IsFormedAndOnlineAndAllowTrading())
return;

var typed = (BollingerBandsValue)bollingerValue;

Check failure on line 96 in Samples/06_Strategies/02_HistoryBollingerBands/BollingerStrategyUpBandStrategy.cs

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// Trading logic:
// Buy when price touches the upper band (only when no position)
if (candle.ClosePrice >= upperBand && Position == 0)
if (candle.ClosePrice >= typed.UpBand && Position == 0)
{
BuyMarket(Volume);
}
// Sell to close position when price reaches the middle band (only when long)
else if (candle.ClosePrice <= middleBand && Position > 0)
else if (candle.ClosePrice <= typed.MovingAverage && Position > 0)
{
SellMarket(Math.Abs(Position));
}
Expand Down
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