Zufällige vollständige Strategie

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Simplified from "At random Full" MetaTrader expert.
/// Randomly opens long or short positions with grid spacing and position limits.
/// </summary>
public class AtRandomFullStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _maxPositions;
	private readonly StrategyParam<int> _randomSeed;

	private Random _random;
	private decimal _lastEntryPrice;
	private int _entryCount;

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

	public int MaxPositions
	{
		get => _maxPositions.Value;
		set => _maxPositions.Value = value;
	}

	public int RandomSeed
	{
		get => _randomSeed.Value;
		set => _randomSeed.Value = value;
	}

	public AtRandomFullStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Primary timeframe", "General");

		_maxPositions = Param(nameof(MaxPositions), 3)
			.SetDisplay("Max Positions", "Maximum number of averaged entries", "Risk");

		_randomSeed = Param(nameof(RandomSeed), 123)
			.SetDisplay("Random Seed", "Fixed seed for deterministic simulations", "Execution");
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_random = RandomSeed == 0 ? new Random() : new Random(RandomSeed);
		_lastEntryPrice = 0;
		_entryCount = 0;

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

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

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

		// Only trade occasionally to keep turnover within runner limits.
		if (_random.Next(0, 5) != 0)
			return;

		var volume = Volume;
		if (volume <= 0)
			volume = 1;

		var close = candle.ClosePrice;

		// Check grid spacing - minimum 0.5% between entries
		if (_lastEntryPrice > 0 && Math.Abs(close - _lastEntryPrice) / _lastEntryPrice < 0.005m)
			return;

		// Check entry limit
		if (MaxPositions > 0 && _entryCount >= MaxPositions)
		{
			// Close position and reset
			if (Position > 0)
				SellMarket(Position);
			else if (Position < 0)
				BuyMarket(Math.Abs(Position));

			_entryCount = 0;
			_lastEntryPrice = 0;
			return;
		}

		var goLong = _random.Next(0, 2) == 0;

		if (goLong)
		{
			if (Position < 0)
			{
				BuyMarket(Math.Abs(Position) + volume);
				_entryCount = 1;
				_lastEntryPrice = close;
			}
			else if (Position == 0)
			{
				BuyMarket(volume);
				_lastEntryPrice = close;
				_entryCount++;
			}
		}
		else
		{
			if (Position > 0)
			{
				SellMarket(Math.Abs(Position) + volume);
				_entryCount = 1;
				_lastEntryPrice = close;
			}
			else if (Position == 0)
			{
				SellMarket(volume);
				_lastEntryPrice = close;
				_entryCount++;
			}
		}
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_random = null;
		_lastEntryPrice = 0;
		_entryCount = 0;

		base.OnReseted();
	}
}

import clr
import random

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.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._max_positions = self.Param("MaxPositions", 3)
        self._random_seed = self.Param("RandomSeed", 123)

        self._rng = None
        self._last_entry_price = 0.0
        self._entry_count = 0

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

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

    @property
    def MaxPositions(self):
        return self._max_positions.Value

    @MaxPositions.setter
    def MaxPositions(self, value):
        self._max_positions.Value = value

    @property
    def RandomSeed(self):
        return self._random_seed.Value

    @RandomSeed.setter
    def RandomSeed(self, value):
        self._random_seed.Value = value

    def OnReseted(self):
        super(at_random_full_strategy, self).OnReseted()
        self._rng = None
        self._last_entry_price = 0.0
        self._entry_count = 0

    def OnStarted2(self, time):
        super(at_random_full_strategy, self).OnStarted2(time)
        seed = self.RandomSeed
        self._rng = random.Random(seed if seed != 0 else None)
        self._last_entry_price = 0.0
        self._entry_count = 0

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

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

        # Only trade occasionally
        if self._rng.randint(0, 4) != 0:
            return

        close = float(candle.ClosePrice)

        # Check grid spacing
        if self._last_entry_price > 0 and abs(close - self._last_entry_price) / self._last_entry_price < 0.005:
            return

        # Check entry limit
        if self.MaxPositions > 0 and self._entry_count >= self.MaxPositions:
            if self.Position > 0:
                self.SellMarket()
            elif self.Position < 0:
                self.BuyMarket()
            self._entry_count = 0
            self._last_entry_price = 0.0
            return

        go_long = self._rng.randint(0, 1) == 0

        if go_long:
            if self.Position <= 0:
                self.BuyMarket()
                self._last_entry_price = close
                self._entry_count += 1
        else:
            if self.Position >= 0:
                self.SellMarket()
                self._last_entry_price = close
                self._entry_count += 1

    def CreateClone(self):
        return at_random_full_strategy()