Exp XPeriodCandle X2-Strategie

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Exp XPeriodCandle X2 strategy (simplified). Uses candle body analysis
/// with EMA trend filter for breakout entries.
/// </summary>
public class ExpXPeriodCandleX2Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaLength;

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

	public int EmaLength
	{
		get => _emaLength.Value;
		set => _emaLength.Value = value;
	}

	public ExpXPeriodCandleX2Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candles", "General");

		_emaLength = Param(nameof(EmaLength), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Length", "Trend EMA period", "Indicators");
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var ema = new ExponentialMovingAverage { Length = EmaLength };

		decimal prevClose = 0, prevOpen = 0;
		var hasPrev = false;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ema, (ICandleMessage candle, decimal emaValue) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!hasPrev)
				{
					prevClose = candle.ClosePrice;
					prevOpen = candle.OpenPrice;
					hasPrev = true;
					return;
				}

				if (!IsFormedAndOnlineAndAllowTrading())
				{
					prevClose = candle.ClosePrice;
					prevOpen = candle.OpenPrice;
					return;
				}

				var close = candle.ClosePrice;

				// Two consecutive bullish candles above EMA
				if (prevClose > prevOpen && close > candle.OpenPrice && close > emaValue && Position <= 0)
					BuyMarket();
				// Two consecutive bearish candles below EMA
				else if (prevClose < prevOpen && close < candle.OpenPrice && close < emaValue && Position >= 0)
					SellMarket();

				prevClose = close;
				prevOpen = candle.OpenPrice;
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, ema);
			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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


class exp_x_period_candle_x2_strategy(Strategy):
    def __init__(self):
        super(exp_x_period_candle_x2_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candles", "General")
        self._ema_length = self.Param("EmaLength", 20) \
            .SetDisplay("EMA Length", "Trend EMA period", "Indicators")

        self._prev_close = 0.0
        self._prev_open = 0.0
        self._has_prev = False

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

    @property
    def EmaLength(self):
        return self._ema_length.Value

    def OnReseted(self):
        super(exp_x_period_candle_x2_strategy, self).OnReseted()
        self._prev_close = 0.0
        self._prev_open = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(exp_x_period_candle_x2_strategy, self).OnStarted2(time)
        self._prev_close = 0.0
        self._prev_open = 0.0
        self._has_prev = False

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

        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
        close = float(candle.ClosePrice)
        open_p = float(candle.OpenPrice)
        if not self._has_prev:
            self._prev_close = close
            self._prev_open = open_p
            self._has_prev = True
            return
        ev = float(ema_value)
        if (self._prev_close > self._prev_open and close > open_p
                and close > ev and self.Position <= 0):
            self.BuyMarket()
        elif (self._prev_close < self._prev_open and close < open_p
              and close < ev and self.Position >= 0):
            self.SellMarket()
        self._prev_close = close
        self._prev_open = open_p

    def CreateClone(self):
        return exp_x_period_candle_x2_strategy()