Candle Shadows V1 Strategy

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>
/// Candle Shadows V1 strategy (simplified). Detects candles with long shadows
/// (wicks) relative to body as reversal signals, filtered by EMA trend.
/// </summary>
public class CandleShadowsV1Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaLength;
	private readonly StrategyParam<decimal> _shadowRatio;

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

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

	public decimal ShadowRatio
	{
		get => _shadowRatio.Value;
		set => _shadowRatio.Value = value;
	}

	public CandleShadowsV1Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candles", "General");

		_emaLength = Param(nameof(EmaLength), 30)
			.SetGreaterThanZero()
			.SetDisplay("EMA Length", "Trend EMA period", "Indicators");

		_shadowRatio = Param(nameof(ShadowRatio), 3m)
			.SetDisplay("Shadow Ratio", "Min shadow/body ratio", "Logic");
	}

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

		var ema = new ExponentialMovingAverage { Length = EmaLength };

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

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var close = candle.ClosePrice;
				var open = candle.OpenPrice;
				var high = candle.HighPrice;
				var low = candle.LowPrice;

				var body = Math.Abs(close - open);
				if (body <= 0) return;

				var upperShadow = high - Math.Max(close, open);
				var lowerShadow = Math.Min(close, open) - low;

				// Long lower shadow (hammer) near EMA => buy signal
				if (lowerShadow > body * ShadowRatio && close > emaValue && Position <= 0)
					BuyMarket();
				// Long upper shadow (shooting star) near EMA => sell signal
				else if (upperShadow > body * ShadowRatio && close < emaValue && Position >= 0)
					SellMarket();
			})
			.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 candle_shadows_v1_strategy(Strategy):
    def __init__(self):
        super(candle_shadows_v1_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", 30) \
            .SetDisplay("EMA Length", "Trend EMA period", "Indicators")
        self._shadow_ratio = self.Param("ShadowRatio", 3.0) \
            .SetDisplay("Shadow Ratio", "Min shadow/body ratio", "Logic")

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

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

    @property
    def ShadowRatio(self):
        return self._shadow_ratio.Value

    def OnStarted2(self, time):
        super(candle_shadows_v1_strategy, self).OnStarted2(time)

        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)
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        ev = float(ema_value)

        body = abs(close - open_p)
        if body <= 0:
            return

        upper_shadow = high - max(close, open_p)
        lower_shadow = min(close, open_p) - low

        if lower_shadow > body * self.ShadowRatio and close > ev and self.Position <= 0:
            self.BuyMarket()
        elif upper_shadow > body * self.ShadowRatio and close < ev and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return candle_shadows_v1_strategy()