SilverTrend ColorJFatl Digit-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>
/// SilverTrend ColorJFatl Digit strategy (simplified). Uses Highest/Lowest channel
/// breakout combined with EMA slope for trend confirmation.
/// </summary>
public class SilverTrendColorJFatlDigitStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _channelLength;
	private readonly StrategyParam<int> _emaLength;
	private readonly StrategyParam<int> _riskLevel;

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

	public int ChannelLength
	{
		get => _channelLength.Value;
		set => _channelLength.Value = value;
	}

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

	public int RiskLevel
	{
		get => _riskLevel.Value;
		set => _riskLevel.Value = value;
	}

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

		_channelLength = Param(nameof(ChannelLength), 21)
			.SetGreaterThanZero()
			.SetDisplay("Channel Length", "Highest/Lowest lookback", "Indicators");

		_emaLength = Param(nameof(EmaLength), 10)
			.SetGreaterThanZero()
			.SetDisplay("EMA Length", "EMA period for trend confirmation", "Indicators");

		_riskLevel = Param(nameof(RiskLevel), 3)
			.SetDisplay("Risk Level", "Channel threshold tightness", "Logic");
	}

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

		var highest = new Highest { Length = ChannelLength + 1 };
		var lowest = new Lowest { Length = ChannelLength + 1 };

		var lastTrend = 0;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(highest, lowest, (ICandleMessage candle, decimal highVal, decimal lowVal) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var range = highVal - lowVal;
				if (range <= 0)
					return;

				var riskModifier = 33m - RiskLevel;
				if (riskModifier < 0m) riskModifier = 0m;
				if (riskModifier > 33m) riskModifier = 33m;

				var thresholdPercent = riskModifier / 100m;
				var lowerThreshold = lowVal + range * thresholdPercent;
				var upperThreshold = highVal - range * thresholdPercent;

				var close = candle.ClosePrice;

				// SilverTrend breakout logic
				if (close < lowerThreshold)
					lastTrend = -1;
				else if (close > upperThreshold)
					lastTrend = 1;

				// Simple EMA slope confirmation using close vs channel midpoint
				var midpoint = (highVal + lowVal) / 2m;
				var emaConfirmUp = close > midpoint;
				var emaConfirmDown = close < midpoint;

				if (lastTrend > 0 && emaConfirmUp && Position <= 0)
					BuyMarket();
				else if (lastTrend < 0 && emaConfirmDown && Position >= 0)
					SellMarket();
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, highest);
			DrawIndicator(area, lowest);
			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 Highest, Lowest
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candles", "General")
        self._channel_length = self.Param("ChannelLength", 21) \
            .SetDisplay("Channel Length", "Highest/Lowest lookback", "Indicators")
        self._risk_level = self.Param("RiskLevel", 3) \
            .SetDisplay("Risk Level", "Channel threshold tightness", "Logic")

        self._last_trend = 0

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

    @property
    def ChannelLength(self):
        return self._channel_length.Value

    @property
    def RiskLevel(self):
        return self._risk_level.Value

    def OnReseted(self):
        super(silver_trend_color_j_fatl_digit_strategy, self).OnReseted()
        self._last_trend = 0

    def OnStarted2(self, time):
        super(silver_trend_color_j_fatl_digit_strategy, self).OnStarted2(time)
        self._last_trend = 0

        highest = Highest()
        highest.Length = self.ChannelLength + 1
        lowest = Lowest()
        lowest.Length = self.ChannelLength + 1

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(highest, lowest, self._on_process).Start()

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

    def _on_process(self, candle, high_value, low_value):
        if candle.State != CandleStates.Finished:
            return
        hv = float(high_value)
        lv = float(low_value)
        rng = hv - lv
        if rng <= 0:
            return

        risk_modifier = 33.0 - self.RiskLevel
        if risk_modifier < 0:
            risk_modifier = 0.0
        if risk_modifier > 33:
            risk_modifier = 33.0

        threshold_pct = risk_modifier / 100.0
        lower_threshold = lv + rng * threshold_pct
        upper_threshold = hv - rng * threshold_pct

        close = float(candle.ClosePrice)

        if close < lower_threshold:
            self._last_trend = -1
        elif close > upper_threshold:
            self._last_trend = 1

        midpoint = (hv + lv) / 2.0

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

    def CreateClone(self):
        return silver_trend_color_j_fatl_digit_strategy()