Richtige Strategie für künstliche Intelligenz

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>
/// Artificial Intelligence Right strategy - perceptron-like logic.
/// Uses fast/slow SMA difference (Awesome Oscillator approximation).
/// Buys when AO crosses above 0, sells when below.
/// </summary>
public class ArtificialIntelligenceRightStrategy : Strategy
{
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevDiff;
	private bool _hasPrev;

	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public ArtificialIntelligenceRightStrategy()
	{
		_fastPeriod = Param(nameof(FastPeriod), 5)
			.SetDisplay("Fast SMA", "Fast SMA period", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 34)
			.SetDisplay("Slow SMA", "Slow SMA 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();
		_prevDiff = 0m;
		_hasPrev = false;
	}

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

		_hasPrev = false;

		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 fast, decimal slow)
	{
		if (candle.State != CandleStates.Finished)
			return;

		var diff = fast - slow;

		if (!_hasPrev)
		{
			_prevDiff = diff;
			_hasPrev = true;
			return;
		}

		// AO crosses above 0
		if (_prevDiff <= 0 && diff > 0 && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// AO crosses below 0
		else if (_prevDiff >= 0 && diff < 0 && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevDiff = diff;
	}
}

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 artificial_intelligence_right_strategy(Strategy):
    def __init__(self):
        super(artificial_intelligence_right_strategy, self).__init__()
        self._fast_period = self.Param("FastPeriod", 5) \
            .SetDisplay("Fast SMA", "Fast SMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 34) \
            .SetDisplay("Slow SMA", "Slow SMA period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_diff = 0.0
        self._has_prev = False

    @property
    def fast_period(self):
        return self._fast_period.Value

    @property
    def slow_period(self):
        return self._slow_period.Value

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

    def OnReseted(self):
        super(artificial_intelligence_right_strategy, self).OnReseted()
        self._prev_diff = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(artificial_intelligence_right_strategy, self).OnStarted2(time)
        self._has_prev = False
        fast = SimpleMovingAverage()
        fast.Length = self.fast_period
        slow = SimpleMovingAverage()
        slow.Length = self.slow_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast, slow, self.process_candle).Start()

    def process_candle(self, candle, fast, slow):
        if candle.State != CandleStates.Finished:
            return
        fast_val = float(fast)
        slow_val = float(slow)
        diff = fast_val - slow_val
        if not self._has_prev:
            self._prev_diff = diff
            self._has_prev = True
            return
        if self._prev_diff <= 0 and diff > 0 and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif self._prev_diff >= 0 and diff < 0 and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_diff = diff

    def CreateClone(self):
        return artificial_intelligence_right_strategy()