Parabolic-SAR-Cross-Strategie

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Parabolic SAR Cross strategy: PSAR crossover.
/// Buys when close crosses above PSAR. Sells when close crosses below PSAR.
/// </summary>
public class ParabolicSarCrossStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;

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

	public ParabolicSarCrossStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

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

		var sar = new ParabolicSar { Acceleration = 0.02m, AccelerationStep = 0.02m, AccelerationMax = 0.2m };

		decimal? prevSar = null;
		decimal? prevClose = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(sar, (candle, sarVal) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var close = candle.ClosePrice;

				if (prevSar.HasValue && prevClose.HasValue)
				{
					var crossUp = prevClose.Value <= prevSar.Value && close > sarVal;
					var crossDown = prevClose.Value >= prevSar.Value && close < sarVal;

					if (crossUp && Position <= 0)
						BuyMarket();
					else if (crossDown && Position >= 0)
						SellMarket();
				}

				prevSar = sarVal;
				prevClose = close;
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, sar);
			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 ParabolicSar
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *
from indicator_extensions import *

class parabolic_sar_cross_strategy(Strategy):
    def __init__(self):
        super(parabolic_sar_cross_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))).SetDisplay("Candle Type", "Candle timeframe", "General")

    @property
    def CandleType(self): return self._candle_type.Value
    @CandleType.setter
    def CandleType(self, value): self._candle_type.Value = value

    def OnReseted(self):
        super(parabolic_sar_cross_strategy, self).OnReseted()
        self._prev_sar = None
        self._prev_close = None

    def OnStarted2(self, time):
        super(parabolic_sar_cross_strategy, self).OnStarted2(time)
        self._prev_sar = None
        self._prev_close = None

        sar = ParabolicSar()
        sar.Acceleration = 0.02
        sar.AccelerationStep = 0.02
        sar.AccelerationMax = 0.2

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(sar, self.OnProcess).Start()

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

    def OnProcess(self, candle, sar_val):
        if candle.State != CandleStates.Finished:
            return

        close = candle.ClosePrice

        if self._prev_sar is not None and self._prev_close is not None:
            cross_up = self._prev_close <= self._prev_sar and close > sar_val
            cross_down = self._prev_close >= self._prev_sar and close < sar_val

            if cross_up and self.Position <= 0:
                self.BuyMarket()
            elif cross_down and self.Position >= 0:
                self.SellMarket()

        self._prev_sar = sar_val
        self._prev_close = close

    def CreateClone(self):
        return parabolic_sar_cross_strategy()