DeMarker Pending 2 Strategie

namespace StockSharp.Samples.Strategies;

using System;

using Ecng.Common;

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

/// <summary>
/// Pending order strategy driven by the DeMarker oscillator.
/// Simplified from "DeMarker Pending 2" to use market orders on threshold crossovers.
/// </summary>
public class DeMarkerPending2Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _demarkerPeriod;
	private readonly StrategyParam<decimal> _demarkerUpperLevel;
	private readonly StrategyParam<decimal> _demarkerLowerLevel;

	private RelativeStrengthIndex _rsi;
	private decimal? _prevOscillator;

	/// <summary>
	/// Candle type for calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// DeMarker oscillator period.
	/// </summary>
	public int DemarkerPeriod
	{
		get => _demarkerPeriod.Value;
		set => _demarkerPeriod.Value = value;
	}

	/// <summary>
	/// Upper DeMarker threshold for sell signal.
	/// </summary>
	public decimal DemarkerUpperLevel
	{
		get => _demarkerUpperLevel.Value;
		set => _demarkerUpperLevel.Value = value;
	}

	/// <summary>
	/// Lower DeMarker threshold for buy signal.
	/// </summary>
	public decimal DemarkerLowerLevel
	{
		get => _demarkerLowerLevel.Value;
		set => _demarkerLowerLevel.Value = value;
	}

	public DeMarkerPending2Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for calculations", "General");

		_demarkerPeriod = Param(nameof(DemarkerPeriod), 14)
			.SetDisplay("DeMarker Period", "DeMarker oscillator period", "Indicator")
			.SetGreaterThanZero();

		_demarkerUpperLevel = Param(nameof(DemarkerUpperLevel), 0.7m)
			.SetDisplay("Upper Level", "Overbought threshold", "Indicator");

		_demarkerLowerLevel = Param(nameof(DemarkerLowerLevel), 0.3m)
			.SetDisplay("Lower Level", "Oversold threshold", "Indicator");
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_prevOscillator = null;
		_rsi = new RelativeStrengthIndex { Length = DemarkerPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_rsi, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawOwnTrades(area);
		}
	}

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

		if (!_rsi.IsFormed)
		{
			_prevOscillator = rsiValue / 100m;
			return;
		}

		if (_prevOscillator is not decimal prev)
		{
			_prevOscillator = rsiValue / 100m;
			return;
		}

		var oscillatorValue = rsiValue / 100m;
		var volume = Volume;
		if (volume <= 0)
			volume = 1;

		// Cross above lower level from below => buy
		if (prev < DemarkerLowerLevel && oscillatorValue >= DemarkerLowerLevel)
		{
			if (Position <= 0)
				BuyMarket(Position < 0 ? Math.Abs(Position) + volume : volume);
		}
		// Cross below upper level from above => sell
		else if (prev > DemarkerUpperLevel && oscillatorValue <= DemarkerUpperLevel)
		{
			if (Position >= 0)
				SellMarket(Position > 0 ? Math.Abs(Position) + volume : volume);
		}

		_prevOscillator = oscillatorValue;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_rsi = null;
		_prevOscillator = null;

		base.OnReseted();
	}
}

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 RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy

class de_marker_pending2_strategy(Strategy):
    def __init__(self):
        super(de_marker_pending2_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._demarker_period = self.Param("DemarkerPeriod", 14)
        self._demarker_upper_level = self.Param("DemarkerUpperLevel", 0.7)
        self._demarker_lower_level = self.Param("DemarkerLowerLevel", 0.3)

        self._prev_osc = 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 DemarkerPeriod(self):
        return self._demarker_period.Value

    @DemarkerPeriod.setter
    def DemarkerPeriod(self, value):
        self._demarker_period.Value = value

    @property
    def DemarkerUpperLevel(self):
        return self._demarker_upper_level.Value

    @DemarkerUpperLevel.setter
    def DemarkerUpperLevel(self, value):
        self._demarker_upper_level.Value = value

    @property
    def DemarkerLowerLevel(self):
        return self._demarker_lower_level.Value

    @DemarkerLowerLevel.setter
    def DemarkerLowerLevel(self, value):
        self._demarker_lower_level.Value = value

    def OnReseted(self):
        super(de_marker_pending2_strategy, self).OnReseted()
        self._prev_osc = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(de_marker_pending2_strategy, self).OnStarted2(time)
        self._prev_osc = 0.0
        self._has_prev = False

        rsi = RelativeStrengthIndex()
        rsi.Length = self.DemarkerPeriod

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

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

        osc_val = float(rsi_value) / 100.0
        upper = float(self.DemarkerUpperLevel)
        lower = float(self.DemarkerLowerLevel)

        if self._has_prev:
            # Cross above lower from below => buy
            if self._prev_osc < lower and osc_val >= lower and self.Position <= 0:
                self.BuyMarket()
            # Cross below upper from above => sell
            elif self._prev_osc > upper and osc_val <= upper and self.Position >= 0:
                self.SellMarket()

        self._prev_osc = osc_val
        self._has_prev = True

    def CreateClone(self):
        return de_marker_pending2_strategy()