Grundlegende MA-Vorlagenstrategie

namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// Basic MA Template strategy: trades when price crosses a moving average.
/// Opens long when previous candle crosses above MA, short when crosses below.
/// </summary>
public class BasicMaTemplateStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _maPeriod;

	private decimal? _prevOpen;
	private decimal? _prevClose;

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

	public BasicMaTemplateStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_maPeriod = Param(nameof(MaPeriod), 49)
			.SetGreaterThanZero()
			.SetDisplay("MA Period", "Moving average period", "Indicators");
	}

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

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevOpen = null;
		_prevClose = null;
		var sma = new SimpleMovingAverage { Length = MaPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(sma, ProcessCandle).Start();
	}

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

		if (_prevOpen.HasValue && _prevClose.HasValue)
		{
			if (_prevOpen.Value > sma && _prevClose.Value < sma && Position >= 0)
				SellMarket();
			else if (_prevOpen.Value < sma && _prevClose.Value > sma && Position <= 0)
				BuyMarket();
		}

		_prevOpen = candle.OpenPrice;
		_prevClose = candle.ClosePrice;
	}
}

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 SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


class basic_ma_template_strategy(Strategy):
    def __init__(self):
        super(basic_ma_template_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._ma_period = self.Param("MaPeriod", 49) \
            .SetDisplay("MA Period", "Moving average period", "Indicators")
        self._prev_open = None
        self._prev_close = None

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

    @property
    def ma_period(self):
        return self._ma_period.Value
    @ma_period.setter
    def ma_period(self, value):
        self._ma_period.Value = value

    def OnReseted(self):
        super(basic_ma_template_strategy, self).OnReseted()
        self._prev_open = None
        self._prev_close = None

    def OnStarted2(self, time):
        super(basic_ma_template_strategy, self).OnStarted2(time)
        self._prev_open = None
        self._prev_close = None
        sma = SimpleMovingAverage()
        sma.Length = self.ma_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(sma, self.OnProcess).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, sma)
            self.DrawOwnTrades(area)

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

        if self._prev_open is not None and self._prev_close is not None:
            if self._prev_open > sma_value and self._prev_close < sma_value and self.Position >= 0:
                self.SellMarket()
            elif self._prev_open < sma_value and self._prev_close > sma_value and self.Position <= 0:
                self.BuyMarket()

        self._prev_open = float(candle.OpenPrice)
        self._prev_close = float(candle.ClosePrice)

    def CreateClone(self):
        return basic_ma_template_strategy()