MA + RSI Wizard-Strategie

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>
/// Moving average plus RSI strategy converted from the MQL5 Wizard template.
/// The strategy computes weighted scores from a shifted moving average and RSI momentum.
/// </summary>
public class MaRsiWizardStrategy : Strategy
{
	/// <summary>
	/// Moving average calculation methods supported by the strategy.
	/// </summary>
	public enum MaMethods
	{
		Simple,
		Exponential,
		Smoothed,
		LinearWeighted
	}

	/// <summary>
	/// Price sources compatible with the indicators used in the strategy.
	/// </summary>
	public enum AppliedPrices
	{
		Close,
		Open,
		High,
		Low,
		Median,
		Typical,
		Weighted
	}
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _thresholdOpen;
	private readonly StrategyParam<int> _thresholdClose;
	private readonly StrategyParam<decimal> _priceLevelPoints;
	private readonly StrategyParam<int> _stopLevelPoints;
	private readonly StrategyParam<int> _takeLevelPoints;
	private readonly StrategyParam<int> _expirationBars;
	private readonly StrategyParam<int> _maPeriod;
	private readonly StrategyParam<int> _maShift;
	private readonly StrategyParam<MaMethods> _maMethod;
	private readonly StrategyParam<AppliedPrices> _maAppliedPrice;
	private readonly StrategyParam<decimal> _maWeight;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<AppliedPrices> _rsiAppliedPrice;
	private readonly StrategyParam<decimal> _rsiWeight;

	private DecimalLengthIndicator _ma = null!;
	private RelativeStrengthIndex _rsi = null!;
	private readonly Queue<decimal> _maShiftBuffer = new();

	private int _barIndex;
	private int? _lastLongEntryBar;
	private int? _lastShortEntryBar;

	/// <summary>
	/// Initializes a new instance of the <see cref="MaRsiWizardStrategy"/>.
	/// </summary>
	public MaRsiWizardStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Time frame for incoming candles", "General");

		_thresholdOpen = Param(nameof(ThresholdOpen), 75)
			.SetRange(0, 100)
			.SetDisplay("Open Threshold", "Weighted score required to open a position", "Signals")
			;

		_thresholdClose = Param(nameof(ThresholdClose), 100)
			.SetRange(0, 100)
			.SetDisplay("Close Threshold", "Weighted score required to exit an existing position", "Signals")
			;

		_priceLevelPoints = Param(nameof(PriceLevelPoints), 0m)
			.SetDisplay("Price Level (points)", "Minimum distance between price and moving average", "Signals")
			;

		_stopLevelPoints = Param(nameof(StopLevelPoints), 50)
			.SetDisplay("Stop Loss (points)", "Protective stop distance expressed in price points", "Risk")
			;

		_takeLevelPoints = Param(nameof(TakeLevelPoints), 50)
			.SetDisplay("Take Profit (points)", "Profit target distance expressed in price points", "Risk")
			;

		_expirationBars = Param(nameof(ExpirationBars), 24)
			.SetDisplay("Signal Cooldown (bars)", "Bars to wait before allowing a new trade in the same direction", "Signals")
			;

		_maPeriod = Param(nameof(MaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("MA Period", "Moving average period", "Moving Average")
			;

		_maShift = Param(nameof(MaShift), 3)
			.SetRange(0, 100)
			.SetDisplay("MA Shift", "Lag applied to the moving average output", "Moving Average")
			;

		_maMethod = Param(nameof(MaMethods), MaMethods.Simple)
			.SetDisplay("MA Method", "Moving average calculation method", "Moving Average");

		_maAppliedPrice = Param(nameof(MaAppliedPrice), AppliedPrices.Close)
			.SetDisplay("MA Source", "Price type used for the moving average", "Moving Average");

		_maWeight = Param(nameof(MaWeight), 0.8m)
			.SetDisplay("MA Weight", "Contribution of the moving average score", "Signals")
			.SetRange(0m, 1m)
			;

		_rsiPeriod = Param(nameof(RsiPeriod), 3)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI calculation length", "RSI")
			;

		_rsiAppliedPrice = Param(nameof(RsiAppliedPrice), AppliedPrices.Close)
			.SetDisplay("RSI Source", "Price type used for RSI", "RSI");

		_rsiWeight = Param(nameof(RsiWeight), 0.5m)
			.SetDisplay("RSI Weight", "Contribution of the RSI score", "Signals")
			.SetRange(0m, 1m)
			;
	}

	/// <summary>
	/// Type of candles used for analysis.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Weighted score required to open a new position.
	/// </summary>
	public int ThresholdOpen
	{
		get => _thresholdOpen.Value;
		set => _thresholdOpen.Value = value;
	}

	/// <summary>
	/// Weighted score required to close the current position.
	/// </summary>
	public int ThresholdClose
	{
		get => _thresholdClose.Value;
		set => _thresholdClose.Value = value;
	}

	/// <summary>
	/// Minimum price distance from the moving average expressed in points.
	/// </summary>
	public decimal PriceLevelPoints
	{
		get => _priceLevelPoints.Value;
		set => _priceLevelPoints.Value = value;
	}

	/// <summary>
	/// Stop loss distance expressed in points.
	/// </summary>
	public int StopLevelPoints
	{
		get => _stopLevelPoints.Value;
		set => _stopLevelPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance expressed in points.
	/// </summary>
	public int TakeLevelPoints
	{
		get => _takeLevelPoints.Value;
		set => _takeLevelPoints.Value = value;
	}

	/// <summary>
	/// Cooldown measured in bars before a new trade in the same direction is allowed.
	/// </summary>
	public int ExpirationBars
	{
		get => _expirationBars.Value;
		set => _expirationBars.Value = value;
	}

	/// <summary>
	/// Moving average length.
	/// </summary>
	public int MaPeriod
	{
		get => _maPeriod.Value;
		set => _maPeriod.Value = value;
	}

	/// <summary>
	/// Number of bars used to lag the moving average output.
	/// </summary>
	public int MaShift
	{
		get => _maShift.Value;
		set => _maShift.Value = value;
	}

	/// <summary>
	/// Moving average calculation method.
	/// </summary>
	public MaMethods MaMethod
	{
		get => _maMethod.Value;
		set => _maMethod.Value = value;
	}

	/// <summary>
	/// Price source used for the moving average.
	/// </summary>
	public AppliedPrices MaAppliedPrice
	{
		get => _maAppliedPrice.Value;
		set => _maAppliedPrice.Value = value;
	}

	/// <summary>
	/// Contribution of the moving average score in the weighted decision.
	/// </summary>
	public decimal MaWeight
	{
		get => _maWeight.Value;
		set => _maWeight.Value = value;
	}

	/// <summary>
	/// RSI calculation length.
	/// </summary>
	public int RsiPeriod
	{
		get => _rsiPeriod.Value;
		set => _rsiPeriod.Value = value;
	}

	/// <summary>
	/// Price source used for the RSI indicator.
	/// </summary>
	public AppliedPrices RsiAppliedPrice
	{
		get => _rsiAppliedPrice.Value;
		set => _rsiAppliedPrice.Value = value;
	}

	/// <summary>
	/// Contribution of the RSI score in the weighted decision.
	/// </summary>
	public decimal RsiWeight
	{
		get => _rsiWeight.Value;
		set => _rsiWeight.Value = value;
	}

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

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

		_maShiftBuffer.Clear();
		_barIndex = 0;
		_lastLongEntryBar = null;
		_lastShortEntryBar = null;
	}

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

		_maShiftBuffer.Clear();
		_barIndex = 0;
		_lastLongEntryBar = null;
		_lastShortEntryBar = null;

		_ma = CreateMovingAverage(MaMethod, MaPeriod);
		_rsi = new RelativeStrengthIndex { Length = RsiPeriod };

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

		var step = Security.PriceStep ?? 1m;

		Unit takeProfit = TakeLevelPoints > 0
			? new Unit(TakeLevelPoints * step, UnitTypes.Absolute)
			: null;

		Unit stopLoss = StopLevelPoints > 0
			? new Unit(StopLevelPoints * step, UnitTypes.Absolute)
			: null;

		if (stopLoss != null || takeProfit != null)
			StartProtection(stopLoss ?? new Unit(), takeProfit ?? new Unit());

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

		var rsiArea = CreateChartArea();
		if (rsiArea != null)
		{
			rsiArea.Title = "RSI";
			DrawIndicator(rsiArea, _rsi);
		}
	}

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

		// removed IsFormedAndOnlineAndAllowTrading for backtesting

		_barIndex++;

		var maInput = SelectAppliedPrice(candle, MaAppliedPrice);
		var maValue = _ma.Process(new DecimalIndicatorValue(_ma, maInput, candle.OpenTime) { IsFinal = true });
		if (!maValue.IsFinal || maValue is not DecimalIndicatorValue maResult)
			return;

		var rsiInput = SelectAppliedPrice(candle, RsiAppliedPrice);
		var rsiValue = _rsi.Process(new DecimalIndicatorValue(_rsi, rsiInput, candle.OpenTime) { IsFinal = true });
		if (!rsiValue.IsFinal || rsiValue is not DecimalIndicatorValue rsiResult)
			return;

		var referenceMa = UpdateAndGetShiftedMa(maResult.Value);
		if (referenceMa == null)
			return;

		var currentPrice = candle.ClosePrice;
		var step = Security.PriceStep ?? 1m;
		var priceOffset = PriceLevelPoints * step;

		if (PriceLevelPoints > 0 && Math.Abs(currentPrice - referenceMa.Value) < priceOffset)
			return;

		var maLongSignal = currentPrice > referenceMa.Value ? 100m : 0m;
		var maShortSignal = currentPrice < referenceMa.Value ? 100m : 0m;

		var rsi = rsiResult.Value;
		var rsiLongSignal = rsi > 50m ? Math.Min(100m, (rsi - 50m) * 2m) : 0m;
		var rsiShortSignal = rsi < 50m ? Math.Min(100m, (50m - rsi) * 2m) : 0m;

		var weightSum = MaWeight + RsiWeight;
		if (weightSum <= 0m)
			return;

		var longScore = (MaWeight * maLongSignal + RsiWeight * rsiLongSignal) / weightSum;
		var shortScore = (MaWeight * maShortSignal + RsiWeight * rsiShortSignal) / weightSum;

		if (Position > 0 && shortScore >= ThresholdClose)
		{
			SellMarket(Math.Abs(Position));
		}
		else if (Position < 0 && longScore >= ThresholdClose)
		{
			BuyMarket(Math.Abs(Position));
		}

		var allowLong = ExpirationBars <= 0 || _lastLongEntryBar == null || _barIndex - _lastLongEntryBar >= ExpirationBars;
		var allowShort = ExpirationBars <= 0 || _lastShortEntryBar == null || _barIndex - _lastShortEntryBar >= ExpirationBars;

		if (Position <= 0 && longScore >= ThresholdOpen && allowLong)
		{
			var volume = Volume + Math.Abs(Position);
			if (volume > 0)
			{
				BuyMarket(volume);
				_lastLongEntryBar = _barIndex;
			}
			return;
		}

		if (Position >= 0 && shortScore >= ThresholdOpen && allowShort)
		{
			var volume = Volume + Math.Abs(Position);
			if (volume > 0)
			{
				SellMarket(volume);
				_lastShortEntryBar = _barIndex;
			}
		}
	}

	private decimal? UpdateAndGetShiftedMa(decimal maValue)
	{
		var shift = Math.Max(0, MaShift);
		if (shift == 0)
		{
			return maValue;
		}

		_maShiftBuffer.Enqueue(maValue);

		if (_maShiftBuffer.Count <= shift)
			return null;

		if (_maShiftBuffer.Count > shift + 1)
			_maShiftBuffer.Dequeue();

		return _maShiftBuffer.Count == shift + 1 ? _maShiftBuffer.Peek() : (decimal?)null;
	}

	private static DecimalLengthIndicator CreateMovingAverage(MaMethods method, int period)
	{
		return method switch
		{
			MaMethods.Simple => new SMA { Length = period },
			MaMethods.Exponential => new EMA { Length = period },
			MaMethods.Smoothed => new SmoothedMovingAverage { Length = period },
			MaMethods.LinearWeighted => new WeightedMovingAverage { Length = period },
			_ => new SMA { Length = period }
		};
	}

	private static decimal SelectAppliedPrice(ICandleMessage candle, AppliedPrices price)
	{
		return price switch
		{
			AppliedPrices.Open => candle.OpenPrice,
			AppliedPrices.High => candle.HighPrice,
			AppliedPrices.Low => candle.LowPrice,
			AppliedPrices.Median => (candle.HighPrice + candle.LowPrice) / 2m,
			AppliedPrices.Typical => (candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 3m,
			AppliedPrices.Weighted => (candle.HighPrice + candle.LowPrice + 2m * candle.ClosePrice) / 4m,
			_ => candle.ClosePrice
		};
	}
}

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, Unit, UnitTypes
from System import Decimal
from StockSharp.Algo.Indicators import SimpleMovingAverage, ExponentialMovingAverage, SmoothedMovingAverage, WeightedMovingAverage, RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy
from indicator_extensions import *

# MA method constants
MA_SIMPLE = 0
MA_EXPONENTIAL = 1
MA_SMOOTHED = 2
MA_LINEAR_WEIGHTED = 3

# Applied price constants
PRICE_CLOSE = 0
PRICE_OPEN = 1
PRICE_HIGH = 2
PRICE_LOW = 3
PRICE_MEDIAN = 4
PRICE_TYPICAL = 5
PRICE_WEIGHTED = 6

class ma_rsi_wizard_strategy(Strategy):
    def __init__(self):
        super(ma_rsi_wizard_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1)))
        self._threshold_open = self.Param("ThresholdOpen", 75)
        self._threshold_close = self.Param("ThresholdClose", 100)
        self._price_level_points = self.Param("PriceLevelPoints", 0.0)
        self._stop_level_points = self.Param("StopLevelPoints", 50)
        self._take_level_points = self.Param("TakeLevelPoints", 50)
        self._expiration_bars = self.Param("ExpirationBars", 24)
        self._ma_period = self.Param("MaPeriod", 20)
        self._ma_shift = self.Param("MaShift", 3)
        self._ma_method = self.Param("MaMethod", MA_SIMPLE)
        self._ma_applied_price = self.Param("MaAppliedPrice", PRICE_CLOSE)
        self._ma_weight = self.Param("MaWeight", 0.8)
        self._rsi_period = self.Param("RsiPeriod", 3)
        self._rsi_applied_price = self.Param("RsiAppliedPrice", PRICE_CLOSE)
        self._rsi_weight = self.Param("RsiWeight", 0.5)

        self._bar_index = 0
        self._last_long_entry_bar = None
        self._last_short_entry_bar = None
        self._ma_shift_buffer = []

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

    @property
    def ThresholdOpen(self):
        return self._threshold_open.Value

    @ThresholdOpen.setter
    def ThresholdOpen(self, value):
        self._threshold_open.Value = value

    @property
    def ThresholdClose(self):
        return self._threshold_close.Value

    @ThresholdClose.setter
    def ThresholdClose(self, value):
        self._threshold_close.Value = value

    @property
    def PriceLevelPoints(self):
        return self._price_level_points.Value

    @PriceLevelPoints.setter
    def PriceLevelPoints(self, value):
        self._price_level_points.Value = value

    @property
    def StopLevelPoints(self):
        return self._stop_level_points.Value

    @StopLevelPoints.setter
    def StopLevelPoints(self, value):
        self._stop_level_points.Value = value

    @property
    def TakeLevelPoints(self):
        return self._take_level_points.Value

    @TakeLevelPoints.setter
    def TakeLevelPoints(self, value):
        self._take_level_points.Value = value

    @property
    def ExpirationBars(self):
        return self._expiration_bars.Value

    @ExpirationBars.setter
    def ExpirationBars(self, value):
        self._expiration_bars.Value = value

    @property
    def MaPeriod(self):
        return self._ma_period.Value

    @MaPeriod.setter
    def MaPeriod(self, value):
        self._ma_period.Value = value

    @property
    def MaShift(self):
        return self._ma_shift.Value

    @MaShift.setter
    def MaShift(self, value):
        self._ma_shift.Value = value

    @property
    def MaMethod(self):
        return self._ma_method.Value

    @MaMethod.setter
    def MaMethod(self, value):
        self._ma_method.Value = value

    @property
    def MaAppliedPrice(self):
        return self._ma_applied_price.Value

    @MaAppliedPrice.setter
    def MaAppliedPrice(self, value):
        self._ma_applied_price.Value = value

    @property
    def MaWeight(self):
        return self._ma_weight.Value

    @MaWeight.setter
    def MaWeight(self, value):
        self._ma_weight.Value = value

    @property
    def RsiPeriod(self):
        return self._rsi_period.Value

    @RsiPeriod.setter
    def RsiPeriod(self, value):
        self._rsi_period.Value = value

    @property
    def RsiAppliedPrice(self):
        return self._rsi_applied_price.Value

    @RsiAppliedPrice.setter
    def RsiAppliedPrice(self, value):
        self._rsi_applied_price.Value = value

    @property
    def RsiWeight(self):
        return self._rsi_weight.Value

    @RsiWeight.setter
    def RsiWeight(self, value):
        self._rsi_weight.Value = value

    def OnStarted2(self, time):
        super(ma_rsi_wizard_strategy, self).OnStarted2(time)

        self._bar_index = 0
        self._last_long_entry_bar = None
        self._last_short_entry_bar = None
        self._ma_shift_buffer = []

        self._ma_ind = self._create_ma(int(self.MaMethod), int(self.MaPeriod))
        self._rsi_ind = RelativeStrengthIndex()
        self._rsi_ind.Length = self.RsiPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self.ProcessCandle).Start()

        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0
        if step <= 0.0:
            step = 1.0

        sl = int(self.StopLevelPoints)
        tp = int(self.TakeLevelPoints)
        sl_unit = Unit(sl * step, UnitTypes.Absolute) if sl > 0 else Unit(0)
        tp_unit = Unit(tp * step, UnitTypes.Absolute) if tp > 0 else Unit(0)
        if sl > 0 or tp > 0:
            self.StartProtection(stopLoss=sl_unit, takeProfit=tp_unit)

    def _create_ma(self, method, period):
        if method == MA_EXPONENTIAL:
            ma = ExponentialMovingAverage()
        elif method == MA_SMOOTHED:
            ma = SmoothedMovingAverage()
        elif method == MA_LINEAR_WEIGHTED:
            ma = WeightedMovingAverage()
        else:
            ma = SimpleMovingAverage()
        ma.Length = period
        return ma

    def _select_price(self, candle, price_type):
        close = float(candle.ClosePrice)
        open_p = float(candle.OpenPrice)
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)

        if price_type == PRICE_OPEN:
            return open_p
        elif price_type == PRICE_HIGH:
            return high
        elif price_type == PRICE_LOW:
            return low
        elif price_type == PRICE_MEDIAN:
            return (high + low) / 2.0
        elif price_type == PRICE_TYPICAL:
            return (high + low + close) / 3.0
        elif price_type == PRICE_WEIGHTED:
            return (high + low + 2.0 * close) / 4.0
        else:
            return close

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

        self._bar_index += 1

        close = float(candle.ClosePrice)
        ma_price = self._select_price(candle, int(self.MaAppliedPrice))
        ma_result = process_float(self._ma_ind, Decimal(ma_price), candle.OpenTime, True)
        if not ma_result.IsFinal:
            return
        ma_val = float(ma_result)

        rsi_price = self._select_price(candle, int(self.RsiAppliedPrice))
        rsi_result = process_float(self._rsi_ind, Decimal(rsi_price), candle.OpenTime, True)
        if not rsi_result.IsFinal:
            return
        rsi_val = float(rsi_result)

        reference_ma = self._update_shifted_ma(ma_val)
        if reference_ma is None:
            return

        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0
        if step <= 0.0:
            step = 1.0
        price_offset = float(self.PriceLevelPoints) * step

        if float(self.PriceLevelPoints) > 0.0 and abs(close - reference_ma) < price_offset:
            return

        ma_long_signal = 100.0 if close > reference_ma else 0.0
        ma_short_signal = 100.0 if close < reference_ma else 0.0

        rsi_long_signal = min(100.0, (rsi_val - 50.0) * 2.0) if rsi_val > 50.0 else 0.0
        rsi_short_signal = min(100.0, (50.0 - rsi_val) * 2.0) if rsi_val < 50.0 else 0.0

        ma_w = float(self.MaWeight)
        rsi_w = float(self.RsiWeight)
        weight_sum = ma_w + rsi_w
        if weight_sum <= 0.0:
            return

        long_score = (ma_w * ma_long_signal + rsi_w * rsi_long_signal) / weight_sum
        short_score = (ma_w * ma_short_signal + rsi_w * rsi_short_signal) / weight_sum

        threshold_close = int(self.ThresholdClose)
        threshold_open = int(self.ThresholdOpen)
        expiration = int(self.ExpirationBars)

        if self.Position > 0 and short_score >= threshold_close:
            self.SellMarket(abs(float(self.Position)))
        elif self.Position < 0 and long_score >= threshold_close:
            self.BuyMarket(abs(float(self.Position)))

        allow_long = expiration <= 0 or self._last_long_entry_bar is None or self._bar_index - self._last_long_entry_bar >= expiration
        allow_short = expiration <= 0 or self._last_short_entry_bar is None or self._bar_index - self._last_short_entry_bar >= expiration

        if self.Position <= 0 and long_score >= threshold_open and allow_long:
            volume = float(self.Volume) + abs(float(self.Position))
            if volume > 0:
                self.BuyMarket(volume)
                self._last_long_entry_bar = self._bar_index
            return

        if self.Position >= 0 and short_score >= threshold_open and allow_short:
            volume = float(self.Volume) + abs(float(self.Position))
            if volume > 0:
                self.SellMarket(volume)
                self._last_short_entry_bar = self._bar_index

    def _update_shifted_ma(self, ma_val):
        shift = max(0, int(self.MaShift))
        if shift == 0:
            return ma_val

        self._ma_shift_buffer.append(ma_val)

        if len(self._ma_shift_buffer) <= shift:
            return None

        while len(self._ma_shift_buffer) > shift + 1:
            self._ma_shift_buffer.pop(0)

        if len(self._ma_shift_buffer) == shift + 1:
            return self._ma_shift_buffer[0]

        return None

    def OnReseted(self):
        super(ma_rsi_wizard_strategy, self).OnReseted()
        self._bar_index = 0
        self._last_long_entry_bar = None
        self._last_short_entry_bar = None
        self._ma_shift_buffer = []

    def CreateClone(self):
        return ma_rsi_wizard_strategy()