Strategie für mehrere Währungsvorlagen

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Multi Currency Template strategy: EMA crossover with trend confirmation.
/// Buys when fast EMA crosses above slow EMA, sells on the opposite cross.
/// </summary>
public class MultiCurrencyTemplateStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _hasPrev;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }

	public MultiCurrencyTemplateStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_fastPeriod = Param(nameof(FastPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("Fast Period", "Fast EMA period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("Slow Period", "Slow EMA period", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevFast = 0m;
		_prevSlow = 0m;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_hasPrev = false;
		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fast, slow, ProcessCandle).Start();
	}

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

		if (_hasPrev)
		{
			if (_prevFast <= _prevSlow && fast > slow && Position <= 0) BuyMarket();
			else if (_prevFast >= _prevSlow && fast < slow && Position >= 0) SellMarket();
		}

		_prevFast = fast;
		_prevSlow = slow;
		_hasPrev = true;
	}
}

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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

class multi_currency_template_strategy(Strategy):
    """
    Multi Currency Template: fast/slow EMA crossover.
    """

    def __init__(self):
        super(multi_currency_template_strategy, self).__init__()
        self._fast_period = self.Param("FastPeriod", 20).SetDisplay("Fast", "Fast EMA", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 50).SetDisplay("Slow", "Slow EMA", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))).SetDisplay("Candle Type", "Candles", "General")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

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

    def OnReseted(self):
        super(multi_currency_template_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(multi_currency_template_strategy, self).OnStarted2(time)
        fast = ExponentialMovingAverage()
        fast.Length = self._fast_period.Value
        slow = ExponentialMovingAverage()
        slow.Length = self._slow_period.Value
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast, slow, self._process_candle).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, fast)
            self.DrawIndicator(area, slow)
            self.DrawOwnTrades(area)

    def _process_candle(self, candle, fast_val, slow_val):
        if candle.State != CandleStates.Finished:
            return
        fast = float(fast_val)
        slow = float(slow_val)
        if not self._has_prev:
            self._prev_fast = fast
            self._prev_slow = slow
            self._has_prev = True
            return
        if self._prev_fast <= self._prev_slow and fast > slow and self.Position <= 0:
            self.BuyMarket()
        elif self._prev_fast >= self._prev_slow and fast < slow and self.Position >= 0:
            self.SellMarket()
        self._prev_fast = fast
        self._prev_slow = slow

    def CreateClone(self):
        return multi_currency_template_strategy()