Bands Ausbruch mit ausstehenden Aufträgen-Strategie

namespace StockSharp.Samples.Strategies;

using System;

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

/// <summary>
/// Bands Pending Breakout strategy (simplified).
/// Buys when price closes above the upper Bollinger Band.
/// Sells when price closes below the lower Bollinger Band.
/// </summary>
public class BandsPendingBreakoutStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _bbPeriod;

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

	public int BbPeriod
	{
		get => _bbPeriod.Value;
		set => _bbPeriod.Value = value;
	}

	public BandsPendingBreakoutStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Source candles", "General");

		_bbPeriod = Param(nameof(BbPeriod), 15)
			.SetGreaterThanZero()
			.SetDisplay("BB Period", "Bollinger Bands period", "Indicators");
	}

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

		var bb = new BollingerBands { Length = BbPeriod, Width = 1m };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(bb, (ICandleMessage candle, IIndicatorValue bbValue) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var bbTyped = (BollingerBandsValue)bbValue;
				if (bbTyped.UpBand is not decimal upper || bbTyped.LowBand is not decimal lower)
					return;

				// Buy on breakout above upper band
				if (candle.ClosePrice > upper && Position <= 0)
				{
					BuyMarket();
				}
				// Sell on breakdown below lower band
				else if (candle.ClosePrice < lower && Position >= 0)
				{
					SellMarket();
				}
			})
			.Start();

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

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 BollingerBands
from StockSharp.Algo.Strategies import Strategy


class bands_pending_breakout_strategy(Strategy):
    def __init__(self):
        super(bands_pending_breakout_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Source candles", "General")
        self._bb_period = self.Param("BbPeriod", 15) \
            .SetDisplay("BB Period", "Bollinger Bands period", "Indicators")

    @property
    def candle_type(self):
        return self._candle_type.Value
    @candle_type.setter
    def candle_type(self, value):
        self._candle_type.Value = value

    @property
    def bb_period(self):
        return self._bb_period.Value
    @bb_period.setter
    def bb_period(self, value):
        self._bb_period.Value = value

    def OnStarted2(self, time):
        super(bands_pending_breakout_strategy, self).OnStarted2(time)
        self._bb = BollingerBands()
        self._bb.Length = self.bb_period
        self._bb.Width = 1.0
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.BindEx(self._bb, self.OnProcess).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, self._bb)
            self.DrawOwnTrades(area)

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

        upper = bb_value.UpBand
        lower = bb_value.LowBand
        if upper is None or lower is None:
            return

        if candle.ClosePrice > upper and self.Position <= 0:
            self.BuyMarket()
        elif candle.ClosePrice < lower and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return bands_pending_breakout_strategy()