ColorJFatl Digit NN3 MMRec-Strategie (StockSharp-Konvertierung)

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>
/// Multi-timeframe JMA slope strategy.
/// Three modules monitor different timeframes and react to slope changes of a Jurik MA.
/// </summary>
public class ColorJFatlDigitNn3MmRecStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _jmaLength;

	private JurikMovingAverage _jma;
	private decimal? _prevJma;
	private int _prevSignal; // -1 down, 0 neutral, 1 up

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

	public int JmaLength
	{
		get => _jmaLength.Value;
		set => _jmaLength.Value = value;
	}

	public ColorJFatlDigitNn3MmRecStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_jmaLength = Param(nameof(JmaLength), 5)
			.SetGreaterThanZero()
			.SetDisplay("JMA Length", "Jurik MA period", "Indicators");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	protected override void OnReseted()
	{
		base.OnReseted();
		_jma = null;
		_prevJma = null;
		_prevSignal = 0;
	}

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

		_jma = new JurikMovingAverage { Length = JmaLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_jma, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, decimal jmaValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevJma = jmaValue;
			return;
		}

		if (_prevJma == null)
		{
			_prevJma = jmaValue;
			return;
		}

		var diff = jmaValue - _prevJma.Value;
		var signal = diff > 0 ? 1 : diff < 0 ? -1 : _prevSignal;
		_prevJma = jmaValue;

		if (signal == _prevSignal)
			return;

		var oldSignal = _prevSignal;
		_prevSignal = signal;

		if (signal == 1 && oldSignal == -1)
		{
			// Slope turned up -- close short, open long
			if (Position < 0)
				BuyMarket();
			if (Position <= 0)
				BuyMarket();
		}
		else if (signal == -1 && oldSignal == 1)
		{
			// Slope turned down -- close long, open short
			if (Position > 0)
				SellMarket();
			if (Position >= 0)
				SellMarket();
		}
	}
}

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 JurikMovingAverage
from StockSharp.Algo.Strategies import Strategy


class color_j_fatl_digit_nn3_mm_rec_strategy(Strategy):
    def __init__(self):
        super(color_j_fatl_digit_nn3_mm_rec_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._jma_length = self.Param("JmaLength", 5) \
            .SetDisplay("JMA Length", "Jurik MA period", "Indicators")

        self._prev_jma = None
        self._prev_signal = 0

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

    @property
    def JmaLength(self):
        return self._jma_length.Value

    def OnReseted(self):
        super(color_j_fatl_digit_nn3_mm_rec_strategy, self).OnReseted()
        self._prev_jma = None
        self._prev_signal = 0

    def OnStarted2(self, time):
        super(color_j_fatl_digit_nn3_mm_rec_strategy, self).OnStarted2(time)
        self._prev_jma = None
        self._prev_signal = 0

        jma = JurikMovingAverage()
        jma.Length = self.JmaLength

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

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

    def _on_process(self, candle, jma_value):
        if candle.State != CandleStates.Finished:
            return
        jv = float(jma_value)
        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_jma = jv
            return
        if self._prev_jma is None:
            self._prev_jma = jv
            return
        diff = jv - self._prev_jma
        if diff > 0:
            signal = 1
        elif diff < 0:
            signal = -1
        else:
            signal = self._prev_signal
        self._prev_jma = jv
        if signal == self._prev_signal:
            return
        old_signal = self._prev_signal
        self._prev_signal = signal
        if signal == 1 and old_signal == -1:
            if self.Position < 0:
                self.BuyMarket()
            if self.Position <= 0:
                self.BuyMarket()
        elif signal == -1 and old_signal == 1:
            if self.Position > 0:
                self.SellMarket()
            if self.Position >= 0:
                self.SellMarket()

    def CreateClone(self):
        return color_j_fatl_digit_nn3_mm_rec_strategy()