Spezifische Tages- und Uhrzeitbestellungen

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Specific Day Time strategy: SMA crossover with time filter.
/// Trades only during specific hours, using fast/slow SMA crossover.
/// </summary>
public class SpecificDayTimeStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _tradeHour;
	private readonly StrategyParam<int> _cooldownBars;

	private int _cooldown;

	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 TradeHour { get => _tradeHour.Value; set => _tradeHour.Value = value; }
	public int CooldownBars { get => _cooldownBars.Value; set => _cooldownBars.Value = value; }

	public SpecificDayTimeStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_fastPeriod = Param(nameof(FastPeriod), 8)
			.SetGreaterThanZero()
			.SetDisplay("Fast SMA", "Fast SMA period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 21)
			.SetGreaterThanZero()
			.SetDisplay("Slow SMA", "Slow SMA period", "Indicators");
		_tradeHour = Param(nameof(TradeHour), 12)
			.SetDisplay("Trade Hour", "Hour when entries are allowed", "Trading")
			.SetRange(0, 23);
		_cooldownBars = Param(nameof(CooldownBars), 8)
			.SetGreaterThanZero()
			.SetDisplay("Cooldown Bars", "Bars to wait between orders", "Trading");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_cooldown = 0;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_cooldown = 0;
		var fast = new SimpleMovingAverage { Length = FastPeriod };
		var slow = new SimpleMovingAverage { Length = SlowPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fast, slow, ProcessCandle).Start();
	}

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

		if (_cooldown > 0)
			_cooldown--;

		var bullishTrend = fastValue > slowValue;
		var bearishTrend = fastValue < slowValue;

		if (_cooldown == 0 && candle.OpenTime.Hour == TradeHour)
		{
			if (bullishTrend && Position <= 0)
			{
				BuyMarket();
				_cooldown = CooldownBars;
			}
			else if (bearishTrend && Position >= 0)
			{
				SellMarket();
				_cooldown = CooldownBars;
			}
		}
		else if (_cooldown == 0)
		{
			if (Position > 0 && bearishTrend)
			{
				SellMarket();
				_cooldown = CooldownBars;
			}
			else if (Position < 0 && bullishTrend)
			{
				BuyMarket();
				_cooldown = CooldownBars;
			}
		}
	}
}

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 specific_day_time_strategy(Strategy):
    def __init__(self):
        super(specific_day_time_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        self._fast_period = self.Param("FastPeriod", 8)
        self._slow_period = self.Param("SlowPeriod", 21)
        self._trade_hour = self.Param("TradeHour", 12)
        self._cooldown_bars = self.Param("CooldownBars", 8)

        self._cooldown = 0

    @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 TradeHour(self):
        return self._trade_hour.Value

    @TradeHour.setter
    def TradeHour(self, value):
        self._trade_hour.Value = value

    @property
    def CooldownBars(self):
        return self._cooldown_bars.Value

    @CooldownBars.setter
    def CooldownBars(self, value):
        self._cooldown_bars.Value = value

    def OnReseted(self):
        super(specific_day_time_strategy, self).OnReseted()
        self._cooldown = 0

    def OnStarted2(self, time):
        super(specific_day_time_strategy, self).OnStarted2(time)
        self._cooldown = 0

        fast = SimpleMovingAverage()
        fast.Length = self.FastPeriod
        slow = SimpleMovingAverage()
        slow.Length = self.SlowPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(fast, slow, self._process_candle).Start()

    def _process_candle(self, candle, fast_value, slow_value):
        if candle.State != CandleStates.Finished:
            return

        if self._cooldown > 0:
            self._cooldown -= 1

        bullish_trend = float(fast_value) > float(slow_value)
        bearish_trend = float(fast_value) < float(slow_value)

        if self._cooldown == 0 and candle.OpenTime.Hour == self.TradeHour:
            if bullish_trend and self.Position <= 0:
                self.BuyMarket()
                self._cooldown = self.CooldownBars
            elif bearish_trend and self.Position >= 0:
                self.SellMarket()
                self._cooldown = self.CooldownBars
        elif self._cooldown == 0:
            if self.Position > 0 and bearish_trend:
                self.SellMarket()
                self._cooldown = self.CooldownBars
            elif self.Position < 0 and bullish_trend:
                self.BuyMarket()
                self._cooldown = self.CooldownBars

    def CreateClone(self):
        return specific_day_time_strategy()