Alli Heik-Strategie

namespace StockSharp.Samples.Strategies;

using System;

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

/// <summary>
/// Alli Heik strategy.
/// Uses Heikin Ashi candle patterns with EMA filter for trend following.
/// Buys on bullish HA candles when above EMA, sells on bearish HA candles when below EMA.
/// </summary>
public class AlliHeikStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaPeriod;

	private decimal _prevHaOpen;
	private decimal _prevHaClose;
	private bool _initialized;

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

	public int EmaPeriod
	{
		get => _emaPeriod.Value;
		set => _emaPeriod.Value = value;
	}

	public AlliHeikStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Source candles for the strategy", "General");

		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "Trend filter EMA period", "Indicators");
	}

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

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

		_prevHaOpen = 0;
		_prevHaClose = 0;
		_initialized = false;

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ema, OnProcess)
			.Start();

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		// Calculate Heikin Ashi values
		decimal haClose = (candle.OpenPrice + candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 4m;
		decimal haOpen;

		if (!_initialized)
		{
			haOpen = (candle.OpenPrice + candle.ClosePrice) / 2m;
			_initialized = true;
		}
		else
		{
			haOpen = (_prevHaOpen + _prevHaClose) / 2m;
		}

		var haBullish = haClose > haOpen;
		var haBearish = haClose < haOpen;
		var prevHaBullish = _prevHaClose > _prevHaOpen;
		var prevHaBearish = _prevHaClose < _prevHaOpen;

		// Buy only on a bearish-to-bullish HA flip confirmed by the EMA filter.
		if (haBullish && prevHaBearish && candle.ClosePrice > emaValue && Position <= 0)
		{
			BuyMarket();
		}
		// Sell only on a bullish-to-bearish HA flip confirmed by the EMA filter.
		else if (haBearish && prevHaBullish && candle.ClosePrice < emaValue && Position >= 0)
		{
			SellMarket();
		}

		_prevHaOpen = haOpen;
		_prevHaClose = haClose;
	}
}

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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Source candles for the strategy", "General")
        self._ema_period = self.Param("EmaPeriod", 20) \
            .SetDisplay("EMA Period", "Trend filter EMA period", "Indicators")

        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._initialized = False

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

    @property
    def EmaPeriod(self):
        return self._ema_period.Value

    def OnReseted(self):
        super(alli_heik_strategy, self).OnReseted()
        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._initialized = False

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

        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._initialized = False

        ema = ExponentialMovingAverage()
        ema.Length = self.EmaPeriod

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

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

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

        ev = float(ema_value)
        o = float(candle.OpenPrice)
        h = float(candle.HighPrice)
        l = float(candle.LowPrice)
        c = float(candle.ClosePrice)

        ha_close = (o + h + l + c) / 4.0

        if not self._initialized:
            ha_open = (o + c) / 2.0
            self._initialized = True
        else:
            ha_open = (self._prev_ha_open + self._prev_ha_close) / 2.0

        ha_bullish = ha_close > ha_open
        ha_bearish = ha_close < ha_open
        prev_ha_bullish = self._prev_ha_close > self._prev_ha_open
        prev_ha_bearish = self._prev_ha_close < self._prev_ha_open

        if ha_bullish and prev_ha_bearish and c > ev and self.Position <= 0:
            self.BuyMarket()
        elif ha_bearish and prev_ha_bullish and c < ev and self.Position >= 0:
            self.SellMarket()

        self._prev_ha_open = ha_open
        self._prev_ha_close = ha_close

    def CreateClone(self):
        return alli_heik_strategy()