Urdala Trol Hedging-Grid-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>
/// Urdala Trol strategy (simplified). Uses EMA with trailing stop logic
/// for grid-style entries based on trend direction.
/// </summary>
public class UrdalaTrolStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaLength;
	private readonly StrategyParam<decimal> _trailingPercent;

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

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

	public decimal TrailingPercent
	{
		get => _trailingPercent.Value;
		set => _trailingPercent.Value = value;
	}

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

		_emaLength = Param(nameof(EmaLength), 14)
			.SetGreaterThanZero()
			.SetDisplay("EMA Length", "EMA period", "Indicators");

		_trailingPercent = Param(nameof(TrailingPercent), 1.5m)
			.SetGreaterThanZero()
			.SetDisplay("Trailing %", "Trailing stop percent", "Risk");
	}

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

		var ema = new ExponentialMovingAverage { Length = EmaLength };

		decimal highSinceEntry = 0;
		decimal lowSinceEntry = decimal.MaxValue;
		decimal prevClose = 0;
		decimal prevEma = 0;
		var hasPrev = false;

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

				if (!hasPrev)
				{
					prevClose = candle.ClosePrice;
					prevEma = emaVal;
					hasPrev = true;
					return;
				}

				if (!IsFormedAndOnlineAndAllowTrading())
				{
					prevClose = candle.ClosePrice;
					prevEma = emaVal;
					return;
				}

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

				// Track trailing stop levels
				if (Position > 0)
				{
					if (high > highSinceEntry)
						highSinceEntry = high;

					var trailStop = highSinceEntry * (1m - TrailingPercent / 100m);
					if (close < trailStop)
					{
						SellMarket();
						highSinceEntry = 0;
						lowSinceEntry = decimal.MaxValue;
						return;
					}
				}
				else if (Position < 0)
				{
					if (low < lowSinceEntry)
						lowSinceEntry = low;

					var trailStop = lowSinceEntry * (1m + TrailingPercent / 100m);
					if (close > trailStop)
					{
						BuyMarket();
						highSinceEntry = 0;
						lowSinceEntry = decimal.MaxValue;
						return;
					}
				}

				// Entry signals based on EMA
				var bullishCross = prevClose <= prevEma && close > emaVal;
				var bearishCross = prevClose >= prevEma && close < emaVal;

				if (bullishCross && Position <= 0)
				{
					BuyMarket();
					highSinceEntry = high;
					lowSinceEntry = decimal.MaxValue;
				}
				else if (bearishCross && Position >= 0)
				{
					SellMarket();
					lowSinceEntry = low;
					highSinceEntry = 0;
				}

				prevClose = close;
				prevEma = emaVal;
			})
			.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 urdala_trol_strategy(Strategy):
    def __init__(self):
        super(urdala_trol_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", 14) \
            .SetDisplay("EMA Length", "EMA period", "Indicators")
        self._trailing_percent = self.Param("TrailingPercent", 1.5) \
            .SetDisplay("Trailing %", "Trailing stop percent", "Risk")

        self._high_since_entry = 0.0
        self._low_since_entry = 1e18
        self._prev_close = 0.0
        self._prev_ema = 0.0
        self._has_prev = False

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

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

    @property
    def TrailingPercent(self):
        return self._trailing_percent.Value

    def OnReseted(self):
        super(urdala_trol_strategy, self).OnReseted()
        self._high_since_entry = 0.0
        self._low_since_entry = 1e18
        self._prev_close = 0.0
        self._prev_ema = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(urdala_trol_strategy, self).OnStarted2(time)
        self._high_since_entry = 0.0
        self._low_since_entry = 1e18
        self._prev_close = 0.0
        self._prev_ema = 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)
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        ev = float(ema_value)

        if not self._has_prev:
            self._prev_close = close
            self._prev_ema = ev
            self._has_prev = True
            return

        if self.Position > 0:
            if high > self._high_since_entry:
                self._high_since_entry = high
            trail_stop = self._high_since_entry * (1.0 - self.TrailingPercent / 100.0)
            if close < trail_stop:
                self.SellMarket()
                self._high_since_entry = 0.0
                self._low_since_entry = 1e18
                self._prev_close = close
                self._prev_ema = ev
                return
        elif self.Position < 0:
            if low < self._low_since_entry:
                self._low_since_entry = low
            trail_stop = self._low_since_entry * (1.0 + self.TrailingPercent / 100.0)
            if close > trail_stop:
                self.BuyMarket()
                self._high_since_entry = 0.0
                self._low_since_entry = 1e18
                self._prev_close = close
                self._prev_ema = ev
                return

        bullish_cross = self._prev_close <= self._prev_ema and close > ev
        bearish_cross = self._prev_close >= self._prev_ema and close < ev

        if bullish_cross and self.Position <= 0:
            self.BuyMarket()
            self._high_since_entry = high
            self._low_since_entry = 1e18
        elif bearish_cross and self.Position >= 0:
            self.SellMarket()
            self._low_since_entry = low
            self._high_since_entry = 0.0

        self._prev_close = close
        self._prev_ema = ev

    def CreateClone(self):
        return urdala_trol_strategy()