WODIsMA Triple MA Crossover Strategy

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>
/// Triple moving average crossover strategy with trend confirmation.
/// Enters long when fast &gt; middle &gt; slow and short on the opposite order.
/// </summary>
public class WodismaTripleMaCrossoverStrategy : Strategy
{
private readonly StrategyParam<int> _fastLength;
private readonly StrategyParam<int> _midLength;
private readonly StrategyParam<int> _slowLength;
private readonly StrategyParam<DataType> _candleType;

/// <summary>
/// Fast MA period.
/// </summary>
public int FastLength
{
get => _fastLength.Value;
set => _fastLength.Value = value;
}

/// <summary>
/// Middle MA period.
/// </summary>
public int MidLength
{
get => _midLength.Value;
set => _midLength.Value = value;
}

/// <summary>
/// Slow MA period.
/// </summary>
public int SlowLength
{
get => _slowLength.Value;
set => _slowLength.Value = value;
}

/// <summary>
/// Candle type used by the strategy.
/// </summary>
public DataType CandleType
{
get => _candleType.Value;
set => _candleType.Value = value;
}

/// <summary>
/// Initializes <see cref="WodismaTripleMaCrossoverStrategy"/>.
/// </summary>
public WodismaTripleMaCrossoverStrategy()
{
_fastLength = Param(nameof(FastLength), 5)
.SetGreaterThanZero()
.SetDisplay("Fast MA", "Fast MA period", "MA");

_midLength = Param(nameof(MidLength), 20)
.SetGreaterThanZero()
.SetDisplay("Mid MA", "Middle MA period", "MA");

_slowLength = Param(nameof(SlowLength), 50)
.SetGreaterThanZero()
.SetDisplay("Slow MA", "Slow MA period", "MA");

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

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

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

var fast = new SimpleMovingAverage { Length = FastLength };
var mid = new SimpleMovingAverage { Length = MidLength };
var slow = new SimpleMovingAverage { Length = SlowLength };

var subscription = SubscribeCandles(CandleType);
subscription.Bind(fast, mid, slow, ProcessCandle).Start();

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

private void ProcessCandle(ICandleMessage candle, decimal fast, decimal mid, decimal slow)
{
if (candle.State != CandleStates.Finished)
return;

if (fast > mid && mid > slow && Position <= 0)
{
BuyMarket();
}
else if (fast < mid && mid < slow && Position >= 0)
{
SellMarket();
}
}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


class wodisma_triple_ma_crossover_strategy(Strategy):
    def __init__(self):
        super(wodisma_triple_ma_crossover_strategy, self).__init__()
        self._fast_length = self.Param("FastLength", 5) \
            .SetDisplay("Fast MA", "Fast MA period", "MA")
        self._mid_length = self.Param("MidLength", 20) \
            .SetDisplay("Mid MA", "Middle MA period", "MA")
        self._slow_length = self.Param("SlowLength", 50) \
            .SetDisplay("Slow MA", "Slow MA period", "MA")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Type of candles", "General")

    @property
    def fast_length(self):
        return self._fast_length.Value

    @property
    def mid_length(self):
        return self._mid_length.Value

    @property
    def slow_length(self):
        return self._slow_length.Value

    @property
    def candle_type(self):
        return self._candle_type.Value

    def OnStarted2(self, time):
        super(wodisma_triple_ma_crossover_strategy, self).OnStarted2(time)
        fast = SimpleMovingAverage()
        fast.Length = self.fast_length
        mid = SimpleMovingAverage()
        mid.Length = self.mid_length
        slow = SimpleMovingAverage()
        slow.Length = self.slow_length
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast, mid, slow, self.on_process).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, fast)
            self.DrawIndicator(area, mid)
            self.DrawIndicator(area, slow)
            self.DrawOwnTrades(area)

    def on_process(self, candle, fast, mid, slow):
        if candle.State != CandleStates.Finished:
            return
        if fast > mid and mid > slow and self.Position <= 0:
            self.BuyMarket()
        elif fast < mid and mid < slow and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return wodisma_triple_ma_crossover_strategy()