Exp TEMA-Strategie

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Strategy that trades TEMA slope reversals from the original Exp_TEMA expert advisor.
/// Enters long when TEMA slope turns positive, short when negative.
/// </summary>
public class ExpTemaStrategy : Strategy
{
	private readonly StrategyParam<int> _temaPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private ExponentialMovingAverage _tema;
	private decimal? _prev1;
	private decimal? _prev2;
	private decimal? _prev3;

	public int TemaPeriod
	{
		get => _temaPeriod.Value;
		set => _temaPeriod.Value = value;
	}

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

	public ExpTemaStrategy()
	{
		_temaPeriod = Param(nameof(TemaPeriod), 40)
			.SetGreaterThanZero()
			.SetDisplay("TEMA Period", "Length of Triple Exponential Moving Average", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for TEMA calculation", "General");
	}

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

		_tema = new ExponentialMovingAverage { Length = TemaPeriod };
		_prev1 = null;
		_prev2 = null;
		_prev3 = null;

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

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

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

		if (!_tema.IsFormed)
		{
			_prev1 = temaValue;
			return;
		}

		if (_prev1 is null)
		{
			_prev1 = temaValue;
			return;
		}

		if (_prev2 is null)
		{
			_prev2 = _prev1;
			_prev1 = temaValue;
			return;
		}

		if (_prev3 is null)
		{
			_prev3 = _prev2;
			_prev2 = _prev1;
			_prev1 = temaValue;
			return;
		}

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

		var dtema1 = _prev1.Value - _prev2.Value;
		var dtema2 = _prev2.Value - _prev3.Value;

		// Entry on slope reversal
		var turnedUp = dtema2 < 0 && dtema1 > 0;
		var turnedDown = dtema2 > 0 && dtema1 < 0;

		if (turnedUp && Position <= 0)
		{
			BuyMarket(Position < 0 ? Math.Abs(Position) + volume : volume);
		}
		else if (turnedDown && Position >= 0)
		{
			SellMarket(Position > 0 ? Math.Abs(Position) + volume : volume);
		}

		_prev3 = _prev2;
		_prev2 = _prev1;
		_prev1 = temaValue;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_tema = null;
		_prev1 = null;
		_prev2 = null;
		_prev3 = 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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._tema_period = self.Param("TemaPeriod", 40)

        self._prev1 = None
        self._prev2 = None
        self._prev3 = None

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

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

    @property
    def TemaPeriod(self):
        return self._tema_period.Value

    @TemaPeriod.setter
    def TemaPeriod(self, value):
        self._tema_period.Value = value

    def OnReseted(self):
        super(exp_tema_strategy, self).OnReseted()
        self._prev1 = None
        self._prev2 = None
        self._prev3 = None

    def OnStarted2(self, time):
        super(exp_tema_strategy, self).OnStarted2(time)
        self._prev1 = None
        self._prev2 = None
        self._prev3 = None

        tema = ExponentialMovingAverage()
        tema.Length = self.TemaPeriod

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

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

        val = float(tema_value)

        if self._prev1 is None:
            self._prev1 = val
            return

        if self._prev2 is None:
            self._prev2 = self._prev1
            self._prev1 = val
            return

        if self._prev3 is None:
            self._prev3 = self._prev2
            self._prev2 = self._prev1
            self._prev1 = val
            return

        dtema1 = self._prev1 - self._prev2
        dtema2 = self._prev2 - self._prev3

        turned_up = dtema2 < 0 and dtema1 > 0
        turned_down = dtema2 > 0 and dtema1 < 0

        if turned_up and self.Position <= 0:
            self.BuyMarket()
        elif turned_down and self.Position >= 0:
            self.SellMarket()

        self._prev3 = self._prev2
        self._prev2 = self._prev1
        self._prev1 = val

    def CreateClone(self):
        return exp_tema_strategy()