RPM5 BullsBearsEyes-Strategie

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// RPM5 Bulls Bears Eyes strategy using Bull/Bear power with EMA filter.
/// Buy when bull power is positive and bear power crosses above threshold.
/// Sell when bear power is negative and bull power crosses below threshold.
/// </summary>
public class Rpm5BullsBearsEyesStrategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _powerPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevBull;
	private decimal _prevBear;
	private bool _hasPrev;

	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public int PowerPeriod { get => _powerPeriod.Value; set => _powerPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public Rpm5BullsBearsEyesStrategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 13)
			.SetDisplay("EMA Period", "EMA trend period", "Indicators");

		_powerPeriod = Param(nameof(PowerPeriod), 13)
			.SetDisplay("Power Period", "Bulls/Bears power period", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_prevBull = 0m;
		_prevBear = 0m;
		_hasPrev = false;
	}

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

		_hasPrev = false;

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var bulls = new BullPower { Length = PowerPeriod };
		var bears = new BearPower { Length = PowerPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ema, bulls, bears, ProcessCandle)
			.Start();
	}

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

		if (!_hasPrev)
		{
			_prevBull = bullValue;
			_prevBear = bearValue;
			_hasPrev = true;
			return;
		}

		// Long: price above EMA, bull power positive, bear power crossing from negative to less negative
		var longSignal = candle.ClosePrice > emaValue && bullValue > 0 && _prevBear < 0 && bearValue > _prevBear;
		// Short: price below EMA, bear power negative, bull power crossing from positive to less positive
		var shortSignal = candle.ClosePrice < emaValue && bearValue < 0 && _prevBull > 0 && bullValue < _prevBull;

		if (Position <= 0 && longSignal)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		else if (Position >= 0 && shortSignal)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevBull = bullValue;
		_prevBear = bearValue;
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import ExponentialMovingAverage, BullPower, BearPower
from StockSharp.Algo.Strategies import Strategy


class rpm5_bulls_bears_eyes_strategy(Strategy):
    """RPM5 Bulls Bears Eyes strategy using Bull/Bear power with EMA filter.
    Buy when price > EMA, bull power positive, bear power recovering.
    Sell when price < EMA, bear power negative, bull power declining."""

    def __init__(self):
        super(rpm5_bulls_bears_eyes_strategy, self).__init__()

        self._ema_period = self.Param("EmaPeriod", 13) \
            .SetDisplay("EMA Period", "EMA trend period", "Indicators")
        self._power_period = self.Param("PowerPeriod", 13) \
            .SetDisplay("Power Period", "Bulls/Bears power period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")

        self._prev_bull = 0.0
        self._prev_bear = 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 EmaPeriod(self):
        return self._ema_period.Value

    @property
    def PowerPeriod(self):
        return self._power_period.Value

    def OnReseted(self):
        super(rpm5_bulls_bears_eyes_strategy, self).OnReseted()
        self._prev_bull = 0.0
        self._prev_bear = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(rpm5_bulls_bears_eyes_strategy, self).OnStarted2(time)

        self._has_prev = False

        ema = ExponentialMovingAverage()
        ema.Length = self.EmaPeriod
        bulls = BullPower()
        bulls.Length = self.PowerPeriod
        bears = BearPower()
        bears.Length = self.PowerPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(ema, bulls, bears, self._process_candle).Start()

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

        ema_val = float(ema_value)
        bull_val = float(bull_value)
        bear_val = float(bear_value)
        close = float(candle.ClosePrice)

        if not self._has_prev:
            self._prev_bull = bull_val
            self._prev_bear = bear_val
            self._has_prev = True
            return

        # Long: price above EMA, bull power positive, bear power recovering from negative
        long_signal = close > ema_val and bull_val > 0 and self._prev_bear < 0 and bear_val > self._prev_bear
        # Short: price below EMA, bear power negative, bull power declining from positive
        short_signal = close < ema_val and bear_val < 0 and self._prev_bull > 0 and bull_val < self._prev_bull

        if self.Position <= 0 and long_signal:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif self.Position >= 0 and short_signal:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_bull = bull_val
        self._prev_bear = bear_val

    def CreateClone(self):
        return rpm5_bulls_bears_eyes_strategy()