SilverTrend V3-Strategie (C#)

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>
/// SilverTrend v3 momentum strategy ported from MetaTrader 5.
/// </summary>
public class SilverTrendV3Strategy : Strategy
{
	private readonly StrategyParam<int> _countBars;
	private readonly StrategyParam<int> _ssp;
	private readonly StrategyParam<int> _jtpoLength;
	private readonly StrategyParam<int> _historyCapacity;
	private readonly StrategyParam<int> _risk;

	private readonly StrategyParam<decimal> _trailingStopPoints;
	private readonly StrategyParam<decimal> _takeProfitPoints;
	private readonly StrategyParam<decimal> _initialStopLossPoints;
	private readonly StrategyParam<int> _fridayCutoffHour;
	private readonly StrategyParam<DataType> _candleType;

	private readonly List<decimal> _closeHistory = new();
	private readonly List<decimal> _highHistory = new();
	private readonly List<decimal> _lowHistory = new();

	private decimal? _longTrailingStop;
	private decimal? _shortTrailingStop;
	private decimal _entryPrice;
	private int _previousSignal;
	private decimal _pointValue;

	/// <summary>
	/// Trailing stop distance expressed in price steps.
	/// </summary>
	public decimal TrailingStopPoints
	{
		get => _trailingStopPoints.Value;
		set => _trailingStopPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance expressed in price steps.
	/// </summary>
	public decimal TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Initial stop loss distance expressed in price steps.
	/// </summary>
	public decimal InitialStopLossPoints
	{
		get => _initialStopLossPoints.Value;
		set => _initialStopLossPoints.Value = value;
	}

	/// <summary>
	/// Hour after which no new trades are allowed on Friday (exchange time).
	/// </summary>
	public int FridayCutoffHour
	{
		get => _fridayCutoffHour.Value;
		set => _fridayCutoffHour.Value = value;
	}

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

	/// <summary>
	/// Number of bars used in the indicator history.
	/// </summary>
	public int CountBars
	{
		get => _countBars.Value;
		set => _countBars.Value = value;
	}

	/// <summary>
	/// Sliding window length for the signal filter.
	/// </summary>
	public int Ssp
	{
		get => _ssp.Value;
		set => _ssp.Value = value;
	}

	/// <summary>
	/// Length used when smoothing JTPO indicator.
	/// </summary>
	public int JtpoLength
	{
		get => _jtpoLength.Value;
		set => _jtpoLength.Value = value;
	}

	/// <summary>
	/// Maximum number of candles stored in history.
	/// </summary>
	public int HistoryCapacity
	{
		get => _historyCapacity.Value;
		set => _historyCapacity.Value = value;
	}

	/// <summary>
	/// Risk coefficient used in signal calculations.
	/// </summary>
	public int Risk
	{
		get => _risk.Value;
		set => _risk.Value = value;
	}

	/// <summary>
	/// Initialize default parameters.
	/// </summary>
	public SilverTrendV3Strategy()
	{
		_countBars = Param(nameof(CountBars), 150)
			.SetGreaterThanZero()
			.SetDisplay("Count Bars", "Number of candles required before trading", "Indicator");

		_ssp = Param(nameof(Ssp), 9)
			.SetGreaterThanZero()
			.SetDisplay("SSP", "Sliding window length", "Indicator");

		_jtpoLength = Param(nameof(JtpoLength), 14)
			.SetGreaterThanZero()
			.SetDisplay("JTPO Length", "JTPO smoothing length", "Indicator");

		_historyCapacity = Param(nameof(HistoryCapacity), 220)
			.SetGreaterThanZero()
			.SetDisplay("History Capacity", "Maximum stored candles", "Indicator");

		_risk = Param(nameof(Risk), 3)
			.SetGreaterThanZero()
			.SetDisplay("Risk", "Risk coefficient", "Trading");

		_trailingStopPoints = Param(nameof(TrailingStopPoints), 50m)
			.SetDisplay("Trailing Stop", "Trailing distance in price steps", "Risk")
			.SetNotNegative();

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 50m)
			.SetDisplay("Take Profit", "Take profit distance in price steps", "Risk")
			.SetNotNegative();

		_initialStopLossPoints = Param(nameof(InitialStopLossPoints), 0m)
			.SetDisplay("Initial Stop Loss", "Initial stop loss in price steps", "Risk")
			.SetNotNegative();

		_fridayCutoffHour = Param(nameof(FridayCutoffHour), 16)
			.SetDisplay("Friday Cutoff Hour", "Disable new entries after this hour on Friday", "Sessions")
			.SetNotNegative();

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle type for signal calculations", "General");

		Volume = 1m;
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_closeHistory.Clear();
		_highHistory.Clear();
		_lowHistory.Clear();
		_longTrailingStop = null;
		_shortTrailingStop = null;
		_entryPrice = 0m;
		_previousSignal = 0;
		_pointValue = 0m;
	}

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

		_pointValue = Security?.PriceStep ?? 1m;
		if (_pointValue <= 0m)
		{
			_pointValue = 1m;
		}

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

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

		// protection handled manually via trailing/TP/SL
	}

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

		UpdateHistory(candle);

		// indicators are processed manually

		if (_closeHistory.Count < CountBars + Ssp + 1)
		{
			return;
		}

		var jtpo = CalculateJtpo(JtpoLength);
		var signal = CalculateSilverTrendSignal();

		var longSignal = _previousSignal != signal && signal > 0 && jtpo > 0m;
		var shortSignal = _previousSignal != signal && signal < 0 && jtpo < 0m;

		var exitLong = _previousSignal < 0;
		var exitShort = _previousSignal > 0;

		ManageOpenPosition(candle, exitLong, exitShort);

		if (Position <= 0 && longSignal && !IsFridayBlocked(candle))
		{
			EnterLong(candle);
		}
		else if (Position >= 0 && shortSignal && !IsFridayBlocked(candle))
		{
			EnterShort(candle);
		}

		_previousSignal = signal;
	}

	private void UpdateHistory(ICandleMessage candle)
	{
		_closeHistory.Add(candle.ClosePrice);
		_highHistory.Add(candle.HighPrice);
		_lowHistory.Add(candle.LowPrice);

		if (_closeHistory.Count > HistoryCapacity)
		{
			_closeHistory.RemoveAt(0);
			_highHistory.RemoveAt(0);
			_lowHistory.RemoveAt(0);
		}
	}

	private void ManageOpenPosition(ICandleMessage candle, bool exitLongSignal, bool exitShortSignal)
	{
		if (Position > 0)
		{
			UpdateLongTrailing(candle);

			var initialStop = InitialStopLossPoints > 0m ? _entryPrice - GetDistance(InitialStopLossPoints) : (decimal?)null;
			var trailingStop = _longTrailingStop;
			var stop = CombineLongStops(initialStop, trailingStop);
			var takeProfit = TakeProfitPoints > 0m ? _entryPrice + GetDistance(TakeProfitPoints) : (decimal?)null;

			if (exitLongSignal ||
				(takeProfit.HasValue && candle.HighPrice >= takeProfit.Value) ||
				(stop.HasValue && candle.LowPrice <= stop.Value))
			{
				SellMarket();
				ResetStops();
			}
		}
		else if (Position < 0)
		{
			UpdateShortTrailing(candle);

			var initialStop = InitialStopLossPoints > 0m ? _entryPrice + GetDistance(InitialStopLossPoints) : (decimal?)null;
			var trailingStop = _shortTrailingStop;
			var stop = CombineShortStops(initialStop, trailingStop);
			var takeProfit = TakeProfitPoints > 0m ? _entryPrice - GetDistance(TakeProfitPoints) : (decimal?)null;

			if (exitShortSignal ||
				(takeProfit.HasValue && candle.LowPrice <= takeProfit.Value) ||
				(stop.HasValue && candle.HighPrice >= stop.Value))
			{
				BuyMarket();
				ResetStops();
			}
		}
		else
		{
			ResetStops();
		}
	}

	private void EnterLong(ICandleMessage candle)
	{
		var volume = Volume;
		if (Position < 0)
		{
			volume += Math.Abs(Position);
		}

		BuyMarket(volume);

		_entryPrice = candle.ClosePrice;
		_longTrailingStop = null;
		_shortTrailingStop = null;
	}

	private void EnterShort(ICandleMessage candle)
	{
		var volume = Volume;
		if (Position > 0)
		{
			volume += Position;
		}

		SellMarket(volume);

		_entryPrice = candle.ClosePrice;
		_longTrailingStop = null;
		_shortTrailingStop = null;
	}

	private void UpdateLongTrailing(ICandleMessage candle)
	{
		if (TrailingStopPoints <= 0m)
		{
			return;
		}

		var distance = GetDistance(TrailingStopPoints);
		var trigger = _entryPrice + distance;

		if (candle.ClosePrice > trigger)
		{
			var newStop = candle.ClosePrice - distance;
			if (!_longTrailingStop.HasValue || newStop > _longTrailingStop.Value)
			{
				_longTrailingStop = newStop;
			}
		}
	}

	private void UpdateShortTrailing(ICandleMessage candle)
	{
		if (TrailingStopPoints <= 0m)
		{
			return;
		}

		var distance = GetDistance(TrailingStopPoints);
		var trigger = _entryPrice - distance;

		if (candle.ClosePrice < trigger)
		{
			var newStop = candle.ClosePrice + distance;
			if (!_shortTrailingStop.HasValue || newStop < _shortTrailingStop.Value)
			{
				_shortTrailingStop = newStop;
			}
		}
	}

	private decimal? CombineLongStops(decimal? initialStop, decimal? trailingStop)
	{
		if (initialStop == null && trailingStop == null)
		{
			return null;
		}

		if (initialStop == null)
		{
			return trailingStop;
		}

		if (trailingStop == null)
		{
			return initialStop;
		}

		return Math.Max(initialStop.Value, trailingStop.Value);
	}

	private decimal? CombineShortStops(decimal? initialStop, decimal? trailingStop)
	{
		if (initialStop == null && trailingStop == null)
		{
			return null;
		}

		if (initialStop == null)
		{
			return trailingStop;
		}

		if (trailingStop == null)
		{
			return initialStop;
		}

		return Math.Min(initialStop.Value, trailingStop.Value);
	}

	private void ResetStops()
	{
		if (Position == 0)
		{
			_entryPrice = 0m;
		}

		_longTrailingStop = null;
		_shortTrailingStop = null;
	}

	private bool IsFridayBlocked(ICandleMessage candle)
	{
		if (FridayCutoffHour <= 0)
		{
			return false;
		}

		var time = candle.OpenTime;
		return time.DayOfWeek == DayOfWeek.Friday && time.Hour > FridayCutoffHour;
	}

	private int CalculateSilverTrendSignal()
	{
		var k = 33 - Risk;
		var uptrend = false;
		var val = 0;

		for (var i = CountBars - Ssp; i >= 0; i--)
		{
			var ssMax = GetHigh(i);
			var ssMin = GetLow(i);

			for (var i2 = i; i2 <= i + Ssp - 1; i2++)
			{
				var priceHigh = GetHigh(i2);
				if (ssMax < priceHigh)
				{
					ssMax = priceHigh;
				}

				var priceLow = GetLow(i2);
				if (ssMin >= priceLow)
				{
					ssMin = priceLow;
				}
			}

			var smin = ssMin + (ssMax - ssMin) * k / 100m;
			var smax = ssMax - (ssMax - ssMin) * k / 100m;

			if (GetClose(i) < smin)
			{
				uptrend = false;
			}

			if (GetClose(i) > smax)
			{
				uptrend = true;
			}

			val = uptrend ? 1 : -1;
		}

		return val;
	}

	private decimal CalculateJtpo(int len)
	{
		if (_closeHistory.Count < 200)
		{
			return 0m;
		}

		decimal f8 = 0m;
		decimal f10 = 0m;
		decimal f18 = 0m;
		decimal f20 = 0m;
		decimal f30 = 0m;
		decimal f40 = 0m;
		decimal k = 0m;
		decimal var14 = 0m;
		decimal var18 = 0m;
		decimal var1C = 0m;
		decimal var20 = 0m;
		decimal var24 = 0m;
		decimal value = 0m;
		var f38 = 0;
		var f48 = 0;
		var arr0 = new decimal[400];
		var arr1 = new decimal[400];
		var arr2 = new decimal[400];
		var arr3 = new decimal[400];

		for (var i = 200 - len - 100; i >= 0; i--)
		{
			var14 = 0m;
			var1C = 0m;

			if (f38 == 0)
			{
				f38 = 1;
				f40 = 0m;
				f30 = len - 1 >= 2 ? len - 1 : 2;
				f48 = (int)f30 + 1;
				f10 = GetClose(i);
				arr0[f38] = f10;
				k = f48;
				f18 = 12m / (k * (k - 1) * (k + 1));
				f20 = (f48 + 1) * 0.5m;
			}
			else
			{
				if (f38 <= f48)
				{
					f38 += 1;
				}
				else
				{
					f38 = f48 + 1;
				}

				f8 = f10;
				f10 = GetClose(i);

				if (f38 > f48)
				{
					for (var var6 = 2; var6 <= f48; var6++)
					{
						arr0[var6 - 1] = arr0[var6];
					}

					arr0[f48] = f10;
				}
				else
				{
					arr0[f38] = f10;
				}

				if (f30 >= f38 && f8 != f10)
				{
					f40 = 1m;
				}

				if (f30 == f38 && f40 == 0m)
				{
					f38 = 0;
				}
			}

			if (f38 >= f48)
			{
				for (var varA = 1; varA <= f48; varA++)
				{
					arr2[varA] = varA;
					arr3[varA] = varA;
					arr1[varA] = arr0[varA];
				}

				for (var varA = 1; varA <= f48 - 1; varA++)
				{
					var24 = arr1[varA];
					var var12 = varA;

					for (var var6 = varA + 1; var6 <= f48; var6++)
					{
						if (arr1[var6] < var24)
						{
							var24 = arr1[var6];
							var12 = var6;
						}
					}

					var20 = arr1[varA];
					arr1[varA] = arr1[var12];
					arr1[var12] = var20;

					var20 = arr2[varA];
					arr2[varA] = arr2[var12];
					arr2[var12] = var20;
				}

				var varIndex = 1;
				while (f48 > varIndex)
				{
					var var6 = varIndex + 1;
					var14 = 1m;
					var1C = arr3[varIndex];

					while (var14 != 0m && var6 < arr3.Length)
					{
						if (arr1[varIndex] != arr1[var6])
						{
							if ((var6 - varIndex) > 1)
							{
								var1C /= (var6 - varIndex);

								for (var varE = varIndex; varE <= var6 - 1; varE++)
								{
									arr3[varE] = var1C;
								}
							}

							var14 = 0m;
						}
						else
						{
							var1C += arr3[var6];
							var6 += 1;

							if (var6 > f48 + 1)
							{
								break;
							}
						}
					}

					varIndex = var6;
				}

				var1C = 0m;
				for (var varA = 1; varA <= f48; varA++)
				{
					var1C += (arr3[varA] - f20) * (arr2[varA] - f20);
				}

				var18 = f18 * var1C;
			}
			else
			{
				var18 = 0m;
			}

			value = var18;

			if (value == 0m)
			{
				value = 0.00001m;
			}
		}

		return value;
	}

	private decimal GetClose(int shift)
	{
		var index = _closeHistory.Count - 1 - shift;
		if (index < 0)
		{
			index = 0;
		}

		return _closeHistory[index];
	}

	private decimal GetHigh(int shift)
	{
		var index = _highHistory.Count - 1 - shift;
		if (index < 0)
		{
			index = 0;
		}

		return _highHistory[index];
	}

	private decimal GetLow(int shift)
	{
		var index = _lowHistory.Count - 1 - shift;
		if (index < 0)
		{
			index = 0;
		}

		return _lowHistory[index];
	}

	private decimal GetDistance(decimal points)
	{
		return points * _pointValue;
	}
}

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


class silver_trend_v3_strategy(Strategy):
    def __init__(self):
        super(silver_trend_v3_strategy, self).__init__()
        self._count_bars = self.Param("CountBars", 150)
        self._ssp = self.Param("Ssp", 9)
        self._jtpo_length = self.Param("JtpoLength", 14)
        self._history_capacity = self.Param("HistoryCapacity", 220)
        self._risk = self.Param("Risk", 3)
        self._trailing_points = self.Param("TrailingStopPoints", 50.0)
        self._tp_points = self.Param("TakeProfitPoints", 50.0)
        self._sl_points = self.Param("InitialStopLossPoints", 0.0)
        self._friday_cutoff = self.Param("FridayCutoffHour", 16)
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        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(silver_trend_v3_strategy, self).OnReseted()
        self._close_hist = []
        self._high_hist = []
        self._low_hist = []
        self._long_trailing = None
        self._short_trailing = None
        self._entry_price = 0.0
        self._prev_signal = 0
        self._point_value = 0.0

    def OnStarted2(self, time):
        super(silver_trend_v3_strategy, self).OnStarted2(time)
        self._close_hist = []
        self._high_hist = []
        self._low_hist = []
        self._long_trailing = None
        self._short_trailing = None
        self._entry_price = 0.0
        self._prev_signal = 0

        pv = 1.0
        if self.Security is not None and self.Security.PriceStep is not None and float(self.Security.PriceStep) > 0:
            pv = float(self.Security.PriceStep)
        self._point_value = pv

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(self.OnProcess).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, sub)
            self.DrawOwnTrades(area)

    def OnProcess(self, candle):
        if candle.State != CandleStates.Finished:
            return

        self._update_history(candle)

        cb = int(self._count_bars.Value)
        ssp = int(self._ssp.Value)
        if len(self._close_hist) < cb + ssp + 1:
            return

        jtpo = self._calc_jtpo(int(self._jtpo_length.Value))
        signal = self._calc_signal()

        long_signal = self._prev_signal != signal and signal > 0 and jtpo > 0
        short_signal = self._prev_signal != signal and signal < 0 and jtpo < 0

        exit_long = self._prev_signal < 0
        exit_short = self._prev_signal > 0

        self._manage_position(candle, exit_long, exit_short)

        if self.Position <= 0 and long_signal and not self._is_friday_blocked(candle):
            self._enter_long(candle)
        elif self.Position >= 0 and short_signal and not self._is_friday_blocked(candle):
            self._enter_short(candle)

        self._prev_signal = signal

    def _update_history(self, candle):
        self._close_hist.append(float(candle.ClosePrice))
        self._high_hist.append(float(candle.HighPrice))
        self._low_hist.append(float(candle.LowPrice))
        cap = int(self._history_capacity.Value)
        if len(self._close_hist) > cap:
            self._close_hist.pop(0)
            self._high_hist.pop(0)
            self._low_hist.pop(0)

    def _manage_position(self, candle, exit_long_signal, exit_short_signal):
        if self.Position > 0:
            self._update_long_trailing(candle)

            initial_stop = None
            if float(self._sl_points.Value) > 0:
                initial_stop = self._entry_price - self._get_distance(float(self._sl_points.Value))
            trailing_stop = self._long_trailing
            stop = self._combine_long_stops(initial_stop, trailing_stop)
            take_profit = None
            if float(self._tp_points.Value) > 0:
                take_profit = self._entry_price + self._get_distance(float(self._tp_points.Value))

            if exit_long_signal or \
               (take_profit is not None and float(candle.HighPrice) >= take_profit) or \
               (stop is not None and float(candle.LowPrice) <= stop):
                self.SellMarket()
                self._reset_stops()

        elif self.Position < 0:
            self._update_short_trailing(candle)

            initial_stop = None
            if float(self._sl_points.Value) > 0:
                initial_stop = self._entry_price + self._get_distance(float(self._sl_points.Value))
            trailing_stop = self._short_trailing
            stop = self._combine_short_stops(initial_stop, trailing_stop)
            take_profit = None
            if float(self._tp_points.Value) > 0:
                take_profit = self._entry_price - self._get_distance(float(self._tp_points.Value))

            if exit_short_signal or \
               (take_profit is not None and float(candle.LowPrice) <= take_profit) or \
               (stop is not None and float(candle.HighPrice) >= stop):
                self.BuyMarket()
                self._reset_stops()
        else:
            self._reset_stops()

    def _enter_long(self, candle):
        volume = float(self.Volume)
        if self.Position < 0:
            volume += abs(float(self.Position))
        self.BuyMarket(volume)
        self._entry_price = float(candle.ClosePrice)
        self._long_trailing = None
        self._short_trailing = None

    def _enter_short(self, candle):
        volume = float(self.Volume)
        if self.Position > 0:
            volume += float(self.Position)
        self.SellMarket(volume)
        self._entry_price = float(candle.ClosePrice)
        self._long_trailing = None
        self._short_trailing = None

    def _update_long_trailing(self, candle):
        tp = float(self._trailing_points.Value)
        if tp <= 0:
            return
        dist = self._get_distance(tp)
        trigger = self._entry_price + dist
        close = float(candle.ClosePrice)
        if close > trigger:
            new_stop = close - dist
            if self._long_trailing is None or new_stop > self._long_trailing:
                self._long_trailing = new_stop

    def _update_short_trailing(self, candle):
        tp = float(self._trailing_points.Value)
        if tp <= 0:
            return
        dist = self._get_distance(tp)
        trigger = self._entry_price - dist
        close = float(candle.ClosePrice)
        if close < trigger:
            new_stop = close + dist
            if self._short_trailing is None or new_stop < self._short_trailing:
                self._short_trailing = new_stop

    def _combine_long_stops(self, initial, trailing):
        if initial is None and trailing is None:
            return None
        if initial is None:
            return trailing
        if trailing is None:
            return initial
        return max(initial, trailing)

    def _combine_short_stops(self, initial, trailing):
        if initial is None and trailing is None:
            return None
        if initial is None:
            return trailing
        if trailing is None:
            return initial
        return min(initial, trailing)

    def _reset_stops(self):
        if self.Position == 0:
            self._entry_price = 0.0
        self._long_trailing = None
        self._short_trailing = None

    def _is_friday_blocked(self, candle):
        cutoff = int(self._friday_cutoff.Value)
        if cutoff <= 0:
            return False
        t = candle.OpenTime
        return t.DayOfWeek == 5 and t.Hour > cutoff

    def _calc_signal(self):
        k = 33 - int(self._risk.Value)
        ssp = int(self._ssp.Value)
        cb = int(self._count_bars.Value)
        uptrend = False
        val = 0
        for i in range(cb - ssp, -1, -1):
            ss_max = self._get_high(i)
            ss_min = self._get_low(i)
            for i2 in range(i, i + ssp):
                h = self._get_high(i2)
                if ss_max < h:
                    ss_max = h
                lo = self._get_low(i2)
                if ss_min >= lo:
                    ss_min = lo
            smin_val = ss_min + (ss_max - ss_min) * k / 100.0
            smax_val = ss_max - (ss_max - ss_min) * k / 100.0
            c = self._get_close(i)
            if c < smin_val:
                uptrend = False
            if c > smax_val:
                uptrend = True
            val = 1 if uptrend else -1
        return val

    def _calc_jtpo(self, length):
        if len(self._close_hist) < 200:
            return 0.0

        f8 = 0.0
        f10 = 0.0
        f18 = 0.0
        f20 = 0.0
        f30 = 0.0
        f40 = 0.0
        k = 0.0
        var14 = 0.0
        var18 = 0.0
        var1C = 0.0
        var20 = 0.0
        var24 = 0.0
        value = 0.0
        f38 = 0
        f48 = 0
        arr0 = [0.0] * 400
        arr1 = [0.0] * 400
        arr2 = [0.0] * 400
        arr3 = [0.0] * 400

        for i in range(200 - length - 100, -1, -1):
            var14 = 0.0
            var1C = 0.0

            if f38 == 0:
                f38 = 1
                f40 = 0.0
                f30 = float(length - 1) if length - 1 >= 2 else 2.0
                f48 = int(f30) + 1
                f10 = self._get_close(i)
                arr0[f38] = f10
                k = float(f48)
                f18 = 12.0 / (k * (k - 1.0) * (k + 1.0))
                f20 = (f48 + 1) * 0.5
            else:
                if f38 <= f48:
                    f38 += 1
                else:
                    f38 = f48 + 1

                f8 = f10
                f10 = self._get_close(i)

                if f38 > f48:
                    for var6 in range(2, f48 + 1):
                        arr0[var6 - 1] = arr0[var6]
                    arr0[f48] = f10
                else:
                    arr0[f38] = f10

                if f30 >= f38 and f8 != f10:
                    f40 = 1.0

                if f30 == f38 and f40 == 0.0:
                    f38 = 0

            if f38 >= f48:
                for varA in range(1, f48 + 1):
                    arr2[varA] = float(varA)
                    arr3[varA] = float(varA)
                    arr1[varA] = arr0[varA]

                for varA in range(1, f48):
                    var24 = arr1[varA]
                    var12 = varA
                    for var6 in range(varA + 1, f48 + 1):
                        if arr1[var6] < var24:
                            var24 = arr1[var6]
                            var12 = var6
                    var20 = arr1[varA]
                    arr1[varA] = arr1[var12]
                    arr1[var12] = var20
                    var20 = arr2[varA]
                    arr2[varA] = arr2[var12]
                    arr2[var12] = var20

                varIndex = 1
                while f48 > varIndex:
                    var6 = varIndex + 1
                    var14 = 1.0
                    var1C = arr3[varIndex]
                    while var14 != 0.0 and var6 < len(arr3):
                        if arr1[varIndex] != arr1[var6]:
                            if (var6 - varIndex) > 1:
                                var1C /= float(var6 - varIndex)
                                for varE in range(varIndex, var6):
                                    arr3[varE] = var1C
                            var14 = 0.0
                        else:
                            var1C += arr3[var6]
                            var6 += 1
                            if var6 > f48 + 1:
                                break
                    varIndex = var6

                var1C = 0.0
                for varA in range(1, f48 + 1):
                    var1C += (arr3[varA] - f20) * (arr2[varA] - f20)
                var18 = f18 * var1C
            else:
                var18 = 0.0

            value = var18
            if value == 0.0:
                value = 0.00001

        return value

    def _get_close(self, shift):
        idx = len(self._close_hist) - 1 - shift
        if idx < 0:
            idx = 0
        return self._close_hist[idx]

    def _get_high(self, shift):
        idx = len(self._high_hist) - 1 - shift
        if idx < 0:
            idx = 0
        return self._high_hist[idx]

    def _get_low(self, shift):
        idx = len(self._low_hist) - 1 - shift
        if idx < 0:
            idx = 0
        return self._low_hist[idx]

    def _get_distance(self, points):
        return points * self._point_value

    def CreateClone(self):
        return silver_trend_v3_strategy()