AnyRange Cloud Tail System Tm Plus-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>
/// AnyRange Cloud Tail System TM Plus strategy. Uses Highest/Lowest channel midline crossover.
/// </summary>
public class AnyRangeCloudTailSystemTmPlusStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _period;

	private decimal? _prevMid;

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

	public int Period
	{
		get => _period.Value;
		set => _period.Value = value;
	}

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

		_period = Param(nameof(Period), 20)
			.SetGreaterThanZero()
			.SetDisplay("Period", "Channel lookback period", "Indicators");
	}

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

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

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

		_prevMid = null;

		var highest = new Highest { Length = Period };
		var lowest = new Lowest { Length = Period };

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

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var mid = (high + low) / 2m;
		var close = candle.ClosePrice;

		if (_prevMid == null)
		{
			_prevMid = mid;
			return;
		}

		// Close crosses above midline → buy
		if (close > mid && candle.OpenPrice <= _prevMid.Value && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Close crosses below midline → sell
		else if (close < mid && candle.OpenPrice >= _prevMid.Value && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevMid = mid;
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Math
from StockSharp.Messages import CandleStates
from StockSharp.Algo.Indicators import Highest, Lowest
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *

class any_range_cloud_tail_system_tm_plus_strategy(Strategy):
    """
    AnyRange Cloud Tail System TM Plus strategy.
    Uses Highest/Lowest channel midline crossover for entries.
    """

    def __init__(self):
        super(any_range_cloud_tail_system_tm_plus_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", tf(60)) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._period = self.Param("Period", 20) \
            .SetGreaterThanZero() \
            .SetDisplay("Period", "Channel lookback period", "Indicators")

        self._prev_mid = None

    @property
    def CandleType(self): return self._candle_type.Value
    @CandleType.setter
    def CandleType(self, v): self._candle_type.Value = v
    @property
    def Period(self): return self._period.Value
    @Period.setter
    def Period(self, v): self._period.Value = v

    def OnReseted(self):
        super(any_range_cloud_tail_system_tm_plus_strategy, self).OnReseted()
        self._prev_mid = None

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

        self._prev_mid = None

        highest = Highest()
        highest.Length = self.Period
        lowest = Lowest()
        lowest.Length = self.Period

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(highest, lowest, self.ProcessCandle).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 ProcessCandle(self, candle, high, low):
        if candle.State != CandleStates.Finished:
            return

        mid = (high + low) / 2.0
        close = float(candle.ClosePrice)
        open_price = float(candle.OpenPrice)

        if self._prev_mid is None:
            self._prev_mid = mid
            return

        if close > mid and open_price <= self._prev_mid and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif close < mid and open_price >= self._prev_mid and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_mid = mid

    def CreateClone(self):
        """!! REQUIRED!! Creates a new instance of the strategy."""
        return any_range_cloud_tail_system_tm_plus_strategy()