Peter Panel-Strategie

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Peter Panel strategy: MACD histogram crossover.
/// Buys when MACD histogram turns positive, sells when it turns negative.
/// </summary>
public class PeterPanelStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _signalPeriod;

	private decimal _prevMacd;
	private decimal _prevSignal;
	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 int SignalPeriod { get => _signalPeriod.Value; set => _signalPeriod.Value = value; }

	public PeterPanelStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_fastPeriod = Param(nameof(FastPeriod), 12)
			.SetGreaterThanZero()
			.SetDisplay("Fast Period", "MACD fast period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 26)
			.SetGreaterThanZero()
			.SetDisplay("Slow Period", "MACD slow period", "Indicators");
		_signalPeriod = Param(nameof(SignalPeriod), 9)
			.SetGreaterThanZero()
			.SetDisplay("Signal Period", "MACD signal period", "Indicators");
	}

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

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_hasPrev = false;
		var macd = new MovingAverageConvergenceDivergenceSignal
		{
			Macd =
			{
				ShortMa = { Length = FastPeriod },
				LongMa = { Length = SlowPeriod },
			},
			SignalMa = { Length = SignalPeriod }
		};
		var subscription = SubscribeCandles(CandleType);
		subscription.BindEx(macd, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, IIndicatorValue macdValue)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!macdValue.IsFinal) return;

		var macdTyped = (MovingAverageConvergenceDivergenceSignalValue)macdValue;
		if (macdTyped.Macd is not decimal macdLine || macdTyped.Signal is not decimal signal) return;

		var histogram = macdLine - signal;

		if (_hasPrev)
		{
			var prevHist = _prevMacd - _prevSignal;
			if (prevHist <= 0 && histogram > 0 && Position <= 0)
				BuyMarket();
			else if (prevHist >= 0 && histogram < 0 && Position >= 0)
				SellMarket();
		}

		_prevMacd = macdLine;
		_prevSignal = signal;
		_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 MovingAverageConvergenceDivergenceSignal
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        self._fast_period = self.Param("FastPeriod", 12)
        self._slow_period = self.Param("SlowPeriod", 26)
        self._signal_period = self.Param("SignalPeriod", 9)

        self._prev_macd = 0.0
        self._prev_signal = 0.0
        self._has_prev = False

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

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

    @property
    def FastPeriod(self):
        return self._fast_period.Value

    @FastPeriod.setter
    def FastPeriod(self, value):
        self._fast_period.Value = value

    @property
    def SlowPeriod(self):
        return self._slow_period.Value

    @SlowPeriod.setter
    def SlowPeriod(self, value):
        self._slow_period.Value = value

    @property
    def SignalPeriod(self):
        return self._signal_period.Value

    @SignalPeriod.setter
    def SignalPeriod(self, value):
        self._signal_period.Value = value

    def OnReseted(self):
        super(peter_panel_strategy, self).OnReseted()
        self._prev_macd = 0.0
        self._prev_signal = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(peter_panel_strategy, self).OnStarted2(time)
        self._has_prev = False

        macd = MovingAverageConvergenceDivergenceSignal()
        macd.Macd.ShortMa.Length = self.FastPeriod
        macd.Macd.LongMa.Length = self.SlowPeriod
        macd.SignalMa.Length = self.SignalPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.BindEx(macd, self._process_candle).Start()

    def _process_candle(self, candle, macd_value):
        if candle.State != CandleStates.Finished:
            return
        if not macd_value.IsFinal:
            return

        macd_line = macd_value.Macd
        signal = macd_value.Signal
        if macd_line is None or signal is None:
            return

        macd_line = float(macd_line)
        signal = float(signal)
        histogram = macd_line - signal

        if self._has_prev:
            prev_hist = self._prev_macd - self._prev_signal
            if prev_hist <= 0 and histogram > 0 and self.Position <= 0:
                self.BuyMarket()
            elif prev_hist >= 0 and histogram < 0 and self.Position >= 0:
                self.SellMarket()

        self._prev_macd = macd_line
        self._prev_signal = signal
        self._has_prev = True

    def CreateClone(self):
        return peter_panel_strategy()