Exp RSIOMA V2 Strategie

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// RSIOMA strategy using RSI with overbought/oversold levels.
/// Buys when RSI crosses above oversold, sells when crosses below overbought.
/// </summary>
public class ExpRsiomaV2Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<decimal> _overbought;
	private readonly StrategyParam<decimal> _oversold;

	private decimal? _prevRsi;

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

	public int RsiPeriod
	{
		get => _rsiPeriod.Value;
		set => _rsiPeriod.Value = value;
	}

	public decimal Overbought
	{
		get => _overbought.Value;
		set => _overbought.Value = value;
	}

	public decimal Oversold
	{
		get => _oversold.Value;
		set => _oversold.Value = value;
	}

	public ExpRsiomaV2Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI calculation period", "Indicators");

		_overbought = Param(nameof(Overbought), 65m)
			.SetDisplay("Overbought", "Overbought RSI level", "Levels");

		_oversold = Param(nameof(Oversold), 35m)
			.SetDisplay("Oversold", "Oversold RSI level", "Levels");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevRsi = null;
	}

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

		_prevRsi = null;

		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };

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

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

		var indArea = CreateChartArea();
		if (indArea != null)
		{
			DrawIndicator(indArea, rsi);
		}
	}

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

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevRsi = rsiValue;
			return;
		}

		if (_prevRsi == null)
		{
			_prevRsi = rsiValue;
			return;
		}

		// RSI crosses above oversold → buy signal
		if (_prevRsi.Value <= Oversold && rsiValue > Oversold && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// RSI crosses below overbought → sell signal
		else if (_prevRsi.Value >= Overbought && rsiValue < Overbought && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevRsi = rsiValue;
	}
}

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 RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy


class exp_rsioma_v2_strategy(Strategy):
    def __init__(self):
        super(exp_rsioma_v2_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI calculation period", "Indicators")
        self._overbought = self.Param("Overbought", 65.0) \
            .SetDisplay("Overbought", "Overbought RSI level", "Levels")
        self._oversold = self.Param("Oversold", 35.0) \
            .SetDisplay("Oversold", "Oversold RSI level", "Levels")

        self._prev_rsi = None

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

    @property
    def RsiPeriod(self):
        return self._rsi_period.Value

    @property
    def Overbought(self):
        return self._overbought.Value

    @property
    def Oversold(self):
        return self._oversold.Value

    def OnReseted(self):
        super(exp_rsioma_v2_strategy, self).OnReseted()
        self._prev_rsi = None

    def OnStarted2(self, time):
        super(exp_rsioma_v2_strategy, self).OnStarted2(time)
        self._prev_rsi = None

        rsi = RelativeStrengthIndex()
        rsi.Length = self.RsiPeriod

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

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

        ind_area = self.CreateChartArea()
        if ind_area is not None:
            self.DrawIndicator(ind_area, rsi)

    def _on_process(self, candle, rsi_value):
        if candle.State != CandleStates.Finished:
            return

        rv = float(rsi_value)

        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_rsi = rv
            return

        if self._prev_rsi is None:
            self._prev_rsi = rv
            return

        ob = float(self.Overbought)
        os_level = float(self.Oversold)

        # RSI crosses above oversold
        if self._prev_rsi <= os_level and rv > os_level and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # RSI crosses below overbought
        elif self._prev_rsi >= ob and rv < ob and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_rsi = rv

    def CreateClone(self):
        return exp_rsioma_v2_strategy()