PLC-Strategie

namespace StockSharp.Samples.Strategies;

using System;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// PLC (Price Level Channel) strategy.
/// Buys when price breaks above the previous candle's high plus an offset,
/// sells when price breaks below the previous candle's low minus an offset.
/// Uses ATR to dynamically adjust the offset.
/// </summary>
public class PlcStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _shiftPips;
	private readonly StrategyParam<int> _atrPeriod;

	private decimal _prevHigh;
	private decimal _prevLow;
	private bool _initialized;

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	public int ShiftPips
	{
		get => _shiftPips.Value;
		set => _shiftPips.Value = value;
	}

	public int AtrPeriod
	{
		get => _atrPeriod.Value;
		set => _atrPeriod.Value = value;
	}

	public PlcStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for calculations", "General");

		_shiftPips = Param(nameof(ShiftPips), 15)
			.SetGreaterThanZero()
			.SetDisplay("Shift Pips", "Offset added to candle high/low for breakout", "Trading");

		_atrPeriod = Param(nameof(AtrPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("ATR Period", "ATR period for volatility measurement", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevHigh = 0m;
		_prevLow = 0m;
		_initialized = false;
	}

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

		_prevHigh = 0;
		_prevLow = 0;
		_initialized = false;

		var atr = new AverageTrueRange { Length = AtrPeriod };

		var subscription = SubscribeCandles(CandleType);

		subscription
			.Bind(atr, OnProcess)
			.Start();

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

	private void OnProcess(ICandleMessage candle, decimal atrValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		if (!_initialized)
		{
			_prevHigh = candle.HighPrice;
			_prevLow = candle.LowPrice;
			_initialized = true;
			return;
		}

		var shift = atrValue * ShiftPips / 100m;
		var buyLevel = _prevHigh + shift;
		var sellLevel = _prevLow - shift;

		// Buy breakout: close above previous high + shift
		if (candle.ClosePrice > buyLevel && Position <= 0)
		{
			BuyMarket();
		}
		// Sell breakout: close below previous low - shift
		else if (candle.ClosePrice < sellLevel && Position >= 0)
		{
			SellMarket();
		}

		_prevHigh = candle.HighPrice;
		_prevLow = candle.LowPrice;
	}
}

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 AverageTrueRange
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe for calculations", "General")
        self._shift_pips = self.Param("ShiftPips", 15) \
            .SetDisplay("Shift Pips", "Offset added to candle high/low for breakout", "Trading")
        self._atr_period = self.Param("AtrPeriod", 14) \
            .SetDisplay("ATR Period", "ATR period for volatility measurement", "Indicators")

        self._prev_high = 0.0
        self._prev_low = 0.0
        self._initialized = False

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

    @property
    def ShiftPips(self):
        return self._shift_pips.Value

    @property
    def AtrPeriod(self):
        return self._atr_period.Value

    def OnReseted(self):
        super(plc_strategy, self).OnReseted()
        self._prev_high = 0.0
        self._prev_low = 0.0
        self._initialized = False

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

        self._prev_high = 0.0
        self._prev_low = 0.0
        self._initialized = False

        atr = AverageTrueRange()
        atr.Length = self.AtrPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription \
            .Bind(atr, self._on_process) \
            .Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, atr)
            self.DrawOwnTrades(area)

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

        av = float(atr_value)

        if not self._initialized:
            self._prev_high = float(candle.HighPrice)
            self._prev_low = float(candle.LowPrice)
            self._initialized = True
            return

        shift = av * self.ShiftPips / 100.0
        buy_level = self._prev_high + shift
        sell_level = self._prev_low - shift

        close = float(candle.ClosePrice)

        if close > buy_level and self.Position <= 0:
            self.BuyMarket()
        elif close < sell_level and self.Position >= 0:
            self.SellMarket()

        self._prev_high = float(candle.HighPrice)
        self._prev_low = float(candle.LowPrice)

    def CreateClone(self):
        return plc_strategy()