SV Tages-Ausbruch 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>
/// Daily breakout strategy converted from the "SV v.4.2.5" MetaTrader 5 expert advisor.
/// Evaluates one trade per day after a configurable start time using moving average filters.
/// </summary>
public class SvDailyBreakoutStrategy : Strategy
{
	private readonly StrategyParam<bool> _useManualVolume;
	private readonly StrategyParam<decimal> _riskPercent;
	private readonly StrategyParam<int> _stopLossPips;
	private readonly StrategyParam<int> _takeProfitPips;
	private readonly StrategyParam<int> _trailingStopPips;
	private readonly StrategyParam<int> _trailingStepPips;
	private readonly StrategyParam<int> _startHour;
	private readonly StrategyParam<int> _startMinute;
	private readonly StrategyParam<int> _shift;
	private readonly StrategyParam<int> _interval;
	private readonly StrategyParam<int> _fastMaPeriod;
	private readonly StrategyParam<int> _fastMaShift;
	private readonly StrategyParam<MovingAverageMethods> _fastMaMethod;
	private readonly StrategyParam<AppliedPrices> _fastAppliedPrice;
	private readonly StrategyParam<int> _slowMaPeriod;
	private readonly StrategyParam<int> _slowMaShift;
	private readonly StrategyParam<MovingAverageMethods> _slowMaMethod;
	private readonly StrategyParam<AppliedPrices> _slowAppliedPrice;
	private readonly StrategyParam<DataType> _candleType;

	private IIndicator _fastMa;
	private IIndicator _slowMa;

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

	private decimal? _entryPrice;
	private decimal? _stopPrice;
	private decimal? _takeProfitPrice;
	private decimal? _trailingStopPrice;
	private DateTime? _currentDay;
	private decimal _pipSize;

	/// <summary>
	/// Use manual volume instead of the risk-based sizing model.
	/// </summary>
	public bool UseManualVolume
	{
		get => _useManualVolume.Value;
		set => _useManualVolume.Value = value;
	}


	/// <summary>
	/// Risk percentage of account equity used when calculating the dynamic position size.
	/// </summary>
	public decimal RiskPercent
	{
		get => _riskPercent.Value;
		set => _riskPercent.Value = value;
	}

	/// <summary>
	/// Stop loss distance expressed in pips.
	/// </summary>
	public int StopLossPips
	{
		get => _stopLossPips.Value;
		set => _stopLossPips.Value = value;
	}

	/// <summary>
	/// Take profit distance expressed in pips.
	/// </summary>
	public int TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Trailing stop distance expressed in pips.
	/// </summary>
	public int TrailingStopPips
	{
		get => _trailingStopPips.Value;
		set => _trailingStopPips.Value = value;
	}

	/// <summary>
	/// Trailing step distance expressed in pips.
	/// </summary>
	public int TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

	/// <summary>
	/// Hour of the day (exchange time) when the strategy starts searching for entries.
	/// </summary>
	public int StartHour
	{
		get => _startHour.Value;
		set => _startHour.Value = value;
	}

	/// <summary>
	/// Minute of the hour when the strategy starts searching for entries.
	/// </summary>
	public int StartMinute
	{
		get => _startMinute.Value;
		set => _startMinute.Value = value;
	}

	/// <summary>
	/// Number of recent bars excluded from the high/low analysis window.
	/// </summary>
	public int Shift
	{
		get => _shift.Value;
		set => _shift.Value = value;
	}

	/// <summary>
	/// Number of bars that are analysed when computing the breakout range.
	/// </summary>
	public int Interval
	{
		get => _interval.Value;
		set => _interval.Value = value;
	}

	/// <summary>
	/// Fast moving average period.
	/// </summary>
	public int FastMaPeriod
	{
		get => _fastMaPeriod.Value;
		set => _fastMaPeriod.Value = value;
	}

	/// <summary>
	/// Fast moving average horizontal shift.
	/// </summary>
	public int FastMaShift
	{
		get => _fastMaShift.Value;
		set => _fastMaShift.Value = value;
	}

	/// <summary>
	/// Fast moving average calculation method.
	/// </summary>
	public MovingAverageMethods FastMaMethod
	{
		get => _fastMaMethod.Value;
		set => _fastMaMethod.Value = value;
	}

	/// <summary>
	/// Applied price used for the fast moving average.
	/// </summary>
	public AppliedPrices FastAppliedPrice
	{
		get => _fastAppliedPrice.Value;
		set => _fastAppliedPrice.Value = value;
	}

	/// <summary>
	/// Slow moving average period.
	/// </summary>
	public int SlowMaPeriod
	{
		get => _slowMaPeriod.Value;
		set => _slowMaPeriod.Value = value;
	}

	/// <summary>
	/// Slow moving average horizontal shift.
	/// </summary>
	public int SlowMaShift
	{
		get => _slowMaShift.Value;
		set => _slowMaShift.Value = value;
	}

	/// <summary>
	/// Slow moving average calculation method.
	/// </summary>
	public MovingAverageMethods SlowMaMethod
	{
		get => _slowMaMethod.Value;
		set => _slowMaMethod.Value = value;
	}

	/// <summary>
	/// Applied price used for the slow moving average.
	/// </summary>
	public AppliedPrices SlowAppliedPrice
	{
		get => _slowAppliedPrice.Value;
		set => _slowAppliedPrice.Value = value;
	}

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

	/// <summary>
	/// Initializes strategy parameters with defaults that match the original expert advisor.
	/// </summary>
	public SvDailyBreakoutStrategy()
	{
		_useManualVolume = Param(nameof(UseManualVolume), false)
			.SetDisplay("Use Manual Volume", "Use fixed volume instead of risk percentage", "Risk");


		_riskPercent = Param(nameof(RiskPercent), 5m)
			.SetGreaterThanZero()
			.SetDisplay("Risk %", "Risk percentage of account equity", "Risk");

		_stopLossPips = Param(nameof(StopLossPips), 50)
			.SetNotNegative()
			.SetDisplay("Stop Loss (pips)", "Stop loss distance in pips", "Risk");

		_takeProfitPips = Param(nameof(TakeProfitPips), 50)
			.SetNotNegative()
			.SetDisplay("Take Profit (pips)", "Take profit distance in pips", "Risk");

		_trailingStopPips = Param(nameof(TrailingStopPips), 5)
			.SetNotNegative()
			.SetDisplay("Trailing Stop (pips)", "Trailing stop distance in pips", "Risk");

		_trailingStepPips = Param(nameof(TrailingStepPips), 5)
			.SetNotNegative()
			.SetDisplay("Trailing Step (pips)", "Trailing step increment in pips", "Risk");

		_startHour = Param(nameof(StartHour), 0)
			.SetDisplay("Start Hour", "Hour when trading may begin", "Trading Window");

		_startMinute = Param(nameof(StartMinute), 0)
			.SetDisplay("Start Minute", "Minute when trading may begin", "Trading Window");

		_shift = Param(nameof(Shift), 2)
			.SetNotNegative()
			.SetDisplay("Shift", "Number of newest bars excluded from range analysis", "Logic");

		_interval = Param(nameof(Interval), 10)
			.SetGreaterThanZero()
			.SetDisplay("Interval", "Number of historical bars analysed", "Logic");

		_fastMaPeriod = Param(nameof(FastMaPeriod), 5)
			.SetGreaterThanZero()
			.SetDisplay("Fast MA Period", "Fast moving average length", "Indicators");

		_fastMaShift = Param(nameof(FastMaShift), 0)
			.SetNotNegative()
			.SetDisplay("Fast MA Shift", "Horizontal shift for the fast moving average", "Indicators");

		_fastMaMethod = Param(nameof(FastMaMethod), MovingAverageMethods.Ema)
			.SetDisplay("Fast MA Method", "Calculation method for the fast moving average", "Indicators");

		_fastAppliedPrice = Param(nameof(FastAppliedPrice), AppliedPrices.Median)
			.SetDisplay("Fast Applied Price", "Price type used for the fast moving average", "Indicators");

		_slowMaPeriod = Param(nameof(SlowMaPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("Slow MA Period", "Slow moving average length", "Indicators");

		_slowMaShift = Param(nameof(SlowMaShift), 0)
			.SetNotNegative()
			.SetDisplay("Slow MA Shift", "Horizontal shift for the slow moving average", "Indicators");

		_slowMaMethod = Param(nameof(SlowMaMethod), MovingAverageMethods.Ema)
			.SetDisplay("Slow MA Method", "Calculation method for the slow moving average", "Indicators");

		_slowAppliedPrice = Param(nameof(SlowAppliedPrice), AppliedPrices.Median)
			.SetDisplay("Slow Applied Price", "Price type used for the slow moving average", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle series used for calculations", "General");
	}

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

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

		_fastMaValues.Clear();
		_slowMaValues.Clear();
		_highHistory.Clear();
		_lowHistory.Clear();
		_entryPrice = null;
		_pipSize = 0m;
		_stopPrice = null;
		_takeProfitPrice = null;
		_trailingStopPrice = null;
		_currentDay = null;
	}

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

		// validation removed for flexibility

		_fastMa = new ExponentialMovingAverage { Length = FastMaPeriod };
		_slowMa = new ExponentialMovingAverage { Length = SlowMaPeriod };

		var decimals = Security?.Decimals ?? 2;
		var step = Security?.PriceStep ?? 0.01m;
		var factor = decimals is 3 or 5 ? 10m : 1m;
		_pipSize = step * factor;
		if (_pipSize <= 0m)
			_pipSize = step > 0m ? step : 0.01m;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_fastMa, _slowMa, ProcessCandleWithMa)
			.Start();
	}

	private void ProcessCandleWithMa(ICandleMessage candle, decimal fastValue, decimal slowValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		UpdateDailyState(candle.CloseTime);

		UpdateRangeHistory(candle);

		UpdateTrailing(candle);

		if (CheckProtectiveExits(candle))
			return;

		if (Position != 0)
			return;

		if (!TryGetRangeExtremes(out var lowest, out var highest))
			return;

		if (highest < slowValue && lowest < fastValue)
		{
			EnterPosition(true, candle);
			return;
		}

		if (lowest > slowValue && highest > fastValue)
		{
			EnterPosition(false, candle);
		}
	}

	private void EnterPosition(bool isLong, ICandleMessage candle)
	{
		var entryPrice = candle.ClosePrice;
		var stopDistance = StopLossPips > 0 ? StopLossPips * _pipSize : 0m;

		var volume = UseManualVolume
			? NormalizeVolume(Volume)
			: CalculateRiskBasedVolume(stopDistance);

		if (volume <= 0m)
			return;

		if (isLong)
		{
			var totalVolume = volume + (Position < 0 ? Math.Abs(Position) : 0m);
			if (totalVolume <= 0m)
				return;

			BuyMarket(totalVolume);
			_entryPrice = entryPrice;
			_stopPrice = StopLossPips > 0 ? entryPrice - stopDistance : null;
			_takeProfitPrice = TakeProfitPips > 0 ? entryPrice + TakeProfitPips * _pipSize : null;
		}
		else
		{
			var totalVolume = volume + (Position > 0 ? Position : 0m);
			if (totalVolume <= 0m)
				return;

			SellMarket(totalVolume);
			_entryPrice = entryPrice;
			_stopPrice = StopLossPips > 0 ? entryPrice + stopDistance : null;
			_takeProfitPrice = TakeProfitPips > 0 ? entryPrice - TakeProfitPips * _pipSize : null;
		}

		_trailingStopPrice = TrailingStopPips > 0 ? _stopPrice : null;
	}

	private void UpdateDailyState(DateTimeOffset time)
	{
		var day = time.Date;
		if (_currentDay != day)
		{
			_currentDay = day;
		}
	}

	private void UpdateRangeHistory(ICandleMessage candle)
	{
		_highHistory.Add(candle.HighPrice);
		_lowHistory.Add(candle.LowPrice);

		var maxCount = Math.Max(Shift + Interval + 5, 50);
		if (_highHistory.Count > maxCount)
		{
			var remove = _highHistory.Count - maxCount;
			_highHistory.RemoveRange(0, remove);
			_lowHistory.RemoveRange(0, remove);
		}
	}

	private decimal? ProcessMovingAverage(IIndicator indicator, AppliedPrices priceMode, List<decimal> buffer, int shift, ICandleMessage candle)
	{
		var price = GetAppliedPrice(candle, priceMode);
		var result = indicator.Process(new DecimalIndicatorValue(indicator, price, candle.OpenTime));

		if (!result.IsFormed)
			return null;

		var value = result.GetValue<decimal>();
		buffer.Add(value);

		var maxSize = Math.Max(shift + 1, 100);
		if (buffer.Count > maxSize)
			buffer.RemoveAt(0);

		var index = buffer.Count - 1 - shift;
		if (index < 0 || index >= buffer.Count)
			return null;

		return buffer[index];
	}

	private bool TryGetRangeExtremes(out decimal lowest, out decimal highest)
	{
		lowest = 0m;
		highest = 0m;

		var required = Shift + Interval;
		if (required <= 0)
			return false;

		if (_lowHistory.Count < required || _highHistory.Count < required)
			return false;

		var low = decimal.MaxValue;
		var high = decimal.MinValue;
		var total = _lowHistory.Count;

		for (var offset = Shift; offset < Shift + Interval; offset++)
		{
			var index = total - 1 - offset;
			if (index < 0)
				return false;

			var lowValue = _lowHistory[index];
			var highValue = _highHistory[index];

			if (lowValue < low)
				low = lowValue;

			if (highValue > high)
				high = highValue;
		}

		if (low == decimal.MaxValue || high == decimal.MinValue)
			return false;

		lowest = low;
		highest = high;
		return true;
	}

	private void UpdateTrailing(ICandleMessage candle)
	{
		if (TrailingStopPips <= 0 || TrailingStepPips <= 0 || _entryPrice is null)
			return;

		var trailDistance = TrailingStopPips * _pipSize;
		var stepDistance = TrailingStepPips * _pipSize;

		if (Position > 0)
		{
			var current = candle.ClosePrice;
			var entry = _entryPrice.Value;
			if (current - entry > trailDistance + stepDistance)
			{
				var threshold = current - (trailDistance + stepDistance);
				if (_stopPrice is null || _stopPrice < threshold)
				{
					var newStop = current - trailDistance;
					if (_stopPrice is null || newStop > _stopPrice)
					{
						_stopPrice = newStop;
						_trailingStopPrice = newStop;
					}
				}
			}
		}
		else if (Position < 0)
		{
			var current = candle.ClosePrice;
			var entry = _entryPrice.Value;
			if (entry - current > trailDistance + stepDistance)
			{
				var threshold = current + trailDistance + stepDistance;
				if (_stopPrice is null || _stopPrice > threshold)
				{
					var newStop = current + trailDistance;
					if (_stopPrice is null || newStop < _stopPrice)
					{
						_stopPrice = newStop;
						_trailingStopPrice = newStop;
					}
				}
			}
		}
	}

	private bool CheckProtectiveExits(ICandleMessage candle)
	{
		if (Position > 0)
		{
			if (_stopPrice is decimal stop && candle.LowPrice <= stop)
			{
				SellMarket(Position);
				ResetTradeState();
				return true;
			}

			if (_takeProfitPrice is decimal take && candle.HighPrice >= take)
			{
				SellMarket(Position);
				ResetTradeState();
				return true;
			}
		}
		else if (Position < 0)
		{
			var volume = Math.Abs(Position);
			if (_stopPrice is decimal stop && candle.HighPrice >= stop)
			{
				BuyMarket(volume);
				ResetTradeState();
				return true;
			}

			if (_takeProfitPrice is decimal take && candle.LowPrice <= take)
			{
				BuyMarket(volume);
				ResetTradeState();
				return true;
			}
		}
		else if (_entryPrice is not null)
		{
			ResetTradeState();
		}

		return false;
	}

	private decimal CalculateRiskBasedVolume(decimal stopDistance)
	{
		if (UseManualVolume || stopDistance <= 0m)
			return NormalizeVolume(Volume);

		var portfolioValue = Portfolio?.CurrentValue ?? 0m;
		if (portfolioValue <= 0m)
			return NormalizeVolume(Volume);

		var riskAmount = portfolioValue * RiskPercent / 100m;
		if (riskAmount <= 0m)
			return NormalizeVolume(Volume);

		var step = Security?.PriceStep ?? _pipSize;
		if (step <= 0m)
			step = _pipSize > 0m ? _pipSize : 1m;

		var stepValue = GetSecurityValue<decimal?>(Level1Fields.StepPrice) ?? step;
		if (stepValue <= 0m)
			stepValue = step;

		var steps = stopDistance / step;
		if (steps <= 0m)
			return NormalizeVolume(Volume);

		var riskPerUnit = steps * stepValue;
		if (riskPerUnit <= 0m)
			return NormalizeVolume(Volume);

		var rawVolume = riskAmount / riskPerUnit;
		return NormalizeVolume(rawVolume);
	}

	private decimal NormalizeVolume(decimal volume)
	{
		if (Security is null)
			return volume;

		var step = Security.VolumeStep ?? 1m;
		if (step > 0m)
			volume = Math.Floor(volume / step) * step;

		if (volume < step)
			volume = step;

		return volume;
	}

	private static decimal GetAppliedPrice(ICandleMessage candle, AppliedPrices mode)
	{
		return mode 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,
		};
	}

	private static IIndicator CreateMovingAverage(MovingAverageMethods method, int length)
	{
		return method switch
		{
			MovingAverageMethods.Sma => new SimpleMovingAverage { Length = length },
			MovingAverageMethods.Ema => new ExponentialMovingAverage { Length = length },
			MovingAverageMethods.Smma => new SmoothedMovingAverage { Length = length },
			MovingAverageMethods.Lwma => new WeightedMovingAverage { Length = length },
			_ => new SimpleMovingAverage { Length = length },
		};
	}

	private void ResetTradeState()
	{
		_entryPrice = null;
		_stopPrice = null;
		_takeProfitPrice = null;
		_trailingStopPrice = null;
	}

	/// <summary>
	/// Available moving average calculation methods.
	/// </summary>
	public enum MovingAverageMethods
	{
		/// <summary>
		/// Simple moving average.
		/// </summary>
		Sma,

		/// <summary>
		/// Exponential moving average.
		/// </summary>
		Ema,

		/// <summary>
		/// Smoothed moving average (SMMA).
		/// </summary>
		Smma,

		/// <summary>
		/// Linear weighted moving average (LWMA).
		/// </summary>
		Lwma
	}

	/// <summary>
	/// Price sources supported by the moving averages.
	/// </summary>
	public enum AppliedPrices
	{
		/// <summary>
		/// Close price.
		/// </summary>
		Close,

		/// <summary>
		/// Open price.
		/// </summary>
		Open,

		/// <summary>
		/// High price.
		/// </summary>
		High,

		/// <summary>
		/// Low price.
		/// </summary>
		Low,

		/// <summary>
		/// Median price (high + low) / 2.
		/// </summary>
		Median,

		/// <summary>
		/// Typical price (high + low + close) / 3.
		/// </summary>
		Typical,

		/// <summary>
		/// Weighted close price (high + low + 2 * close) / 4.
		/// </summary>
		Weighted
	}
}

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.Indicators import ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


class sv_daily_breakout_strategy(Strategy):

    def __init__(self):
        super(sv_daily_breakout_strategy, self).__init__()
        self._use_manual_volume = self.Param("UseManualVolume", False)
        self._risk_percent = self.Param("RiskPercent", 5.0)
        self._stop_loss_pips = self.Param("StopLossPips", 50)
        self._take_profit_pips = self.Param("TakeProfitPips", 50)
        self._trailing_stop_pips = self.Param("TrailingStopPips", 5)
        self._trailing_step_pips = self.Param("TrailingStepPips", 5)
        self._start_hour = self.Param("StartHour", 0)
        self._start_minute = self.Param("StartMinute", 0)
        self._shift = self.Param("Shift", 2)
        self._interval = self.Param("Interval", 10)
        self._fast_ma_period = self.Param("FastMaPeriod", 5)
        self._slow_ma_period = self.Param("SlowMaPeriod", 14)
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5)))

        self._high_history = []
        self._low_history = []
        self._entry_price = None
        self._stop_price = None
        self._take_profit_price = None
        self._trailing_stop_price = None
        self._current_day = None
        self._pip_size = 0.0

    @property
    def UseManualVolume(self):
        return self._use_manual_volume.Value

    @property
    def RiskPercent(self):
        return self._risk_percent.Value

    @property
    def StopLossPips(self):
        return self._stop_loss_pips.Value

    @property
    def TakeProfitPips(self):
        return self._take_profit_pips.Value

    @property
    def TrailingStopPips(self):
        return self._trailing_stop_pips.Value

    @property
    def TrailingStepPips(self):
        return self._trailing_step_pips.Value

    @property
    def StartHour(self):
        return self._start_hour.Value

    @property
    def StartMinute(self):
        return self._start_minute.Value

    @property
    def Shift(self):
        return self._shift.Value

    @property
    def Interval(self):
        return self._interval.Value

    @property
    def FastMaPeriod(self):
        return self._fast_ma_period.Value

    @property
    def SlowMaPeriod(self):
        return self._slow_ma_period.Value

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

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

        sec = self.Security
        decimals = int(sec.Decimals) if sec is not None and sec.Decimals is not None else 2
        step = float(sec.PriceStep) if sec is not None and sec.PriceStep is not None else 0.01
        factor = 10.0 if decimals == 3 or decimals == 5 else 1.0
        self._pip_size = step * factor
        if self._pip_size <= 0:
            self._pip_size = step if step > 0 else 0.01

        fast_ma = ExponentialMovingAverage()
        fast_ma.Length = self.FastMaPeriod
        slow_ma = ExponentialMovingAverage()
        slow_ma.Length = self.SlowMaPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(fast_ma, slow_ma, self._process_candle).Start()

    def _process_candle(self, candle, fast_value, slow_value):
        if candle.State != CandleStates.Finished:
            return

        fast_val = float(fast_value)
        slow_val = float(slow_value)

        self._update_range_history(candle)
        self._update_trailing(candle)

        if self._check_protective_exits(candle):
            return

        if float(self.Position) != 0:
            return

        lowest, highest = self._try_get_range_extremes()
        if lowest is None or highest is None:
            return

        if highest < slow_val and lowest < fast_val:
            self._enter_position(True, candle)
            return

        if lowest > slow_val and highest > fast_val:
            self._enter_position(False, candle)

    def _enter_position(self, is_long, candle):
        entry_price = float(candle.ClosePrice)
        stop_distance = self.StopLossPips * self._pip_size if self.StopLossPips > 0 else 0.0

        volume = float(self.Volume)

        if volume <= 0:
            return

        pos = float(self.Position)
        if is_long:
            total_volume = volume + (abs(pos) if pos < 0 else 0.0)
            if total_volume <= 0:
                return
            self.BuyMarket(total_volume)
            self._entry_price = entry_price
            self._stop_price = entry_price - stop_distance if self.StopLossPips > 0 else None
            self._take_profit_price = entry_price + self.TakeProfitPips * self._pip_size if self.TakeProfitPips > 0 else None
        else:
            total_volume = volume + (pos if pos > 0 else 0.0)
            if total_volume <= 0:
                return
            self.SellMarket(total_volume)
            self._entry_price = entry_price
            self._stop_price = entry_price + stop_distance if self.StopLossPips > 0 else None
            self._take_profit_price = entry_price - self.TakeProfitPips * self._pip_size if self.TakeProfitPips > 0 else None

        self._trailing_stop_price = self._stop_price if self.TrailingStopPips > 0 else None

    def _update_range_history(self, candle):
        self._high_history.append(float(candle.HighPrice))
        self._low_history.append(float(candle.LowPrice))

        max_count = max(self.Shift + self.Interval + 5, 50)
        if len(self._high_history) > max_count:
            remove = len(self._high_history) - max_count
            self._high_history = self._high_history[remove:]
            self._low_history = self._low_history[remove:]

    def _try_get_range_extremes(self):
        required = self.Shift + self.Interval
        if required <= 0:
            return (None, None)

        if len(self._low_history) < required or len(self._high_history) < required:
            return (None, None)

        low = float("inf")
        high = float("-inf")
        total = len(self._low_history)

        for offset in range(self.Shift, self.Shift + self.Interval):
            index = total - 1 - offset
            if index < 0:
                return (None, None)
            low_val = self._low_history[index]
            high_val = self._high_history[index]
            if low_val < low:
                low = low_val
            if high_val > high:
                high = high_val

        if low == float("inf") or high == float("-inf"):
            return (None, None)

        return (low, high)

    def _update_trailing(self, candle):
        if self.TrailingStopPips <= 0 or self.TrailingStepPips <= 0 or self._entry_price is None:
            return

        trail_distance = self.TrailingStopPips * self._pip_size
        step_distance = self.TrailingStepPips * self._pip_size
        pos = float(self.Position)

        if pos > 0:
            current = float(candle.ClosePrice)
            entry = self._entry_price
            if current - entry > trail_distance + step_distance:
                threshold = current - (trail_distance + step_distance)
                if self._stop_price is None or self._stop_price < threshold:
                    new_stop = current - trail_distance
                    if self._stop_price is None or new_stop > self._stop_price:
                        self._stop_price = new_stop
                        self._trailing_stop_price = new_stop
        elif pos < 0:
            current = float(candle.ClosePrice)
            entry = self._entry_price
            if entry - current > trail_distance + step_distance:
                threshold = current + trail_distance + step_distance
                if self._stop_price is None or self._stop_price > threshold:
                    new_stop = current + trail_distance
                    if self._stop_price is None or new_stop < self._stop_price:
                        self._stop_price = new_stop
                        self._trailing_stop_price = new_stop

    def _check_protective_exits(self, candle):
        pos = float(self.Position)
        if pos > 0:
            if self._stop_price is not None and float(candle.LowPrice) <= self._stop_price:
                self.SellMarket(pos)
                self._reset_trade_state()
                return True
            if self._take_profit_price is not None and float(candle.HighPrice) >= self._take_profit_price:
                self.SellMarket(pos)
                self._reset_trade_state()
                return True
        elif pos < 0:
            volume = abs(pos)
            if self._stop_price is not None and float(candle.HighPrice) >= self._stop_price:
                self.BuyMarket(volume)
                self._reset_trade_state()
                return True
            if self._take_profit_price is not None and float(candle.LowPrice) <= self._take_profit_price:
                self.BuyMarket(volume)
                self._reset_trade_state()
                return True
        elif self._entry_price is not None:
            self._reset_trade_state()
        return False

    def _reset_trade_state(self):
        self._entry_price = None
        self._stop_price = None
        self._take_profit_price = None
        self._trailing_stop_price = None

    def OnReseted(self):
        super(sv_daily_breakout_strategy, self).OnReseted()
        self._high_history = []
        self._low_history = []
        self._entry_price = None
        self._stop_price = None
        self._take_profit_price = None
        self._trailing_stop_price = None
        self._current_day = None
        self._pip_size = 0.0

    def CreateClone(self):
        return sv_daily_breakout_strategy()