Lawinenstrategie

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>
/// Avalanche grid strategy - mean reversion around EMA.
/// Buys when price drops below EMA, sells when above.
/// Uses RSI to confirm oversold/overbought conditions.
/// </summary>
public class AvalancheStrategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<decimal> _rsiOversold;
	private readonly StrategyParam<decimal> _rsiOverbought;
	private readonly StrategyParam<DataType> _candleType;

	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public int RsiPeriod { get => _rsiPeriod.Value; set => _rsiPeriod.Value = value; }
	public decimal RsiOversold { get => _rsiOversold.Value; set => _rsiOversold.Value = value; }
	public decimal RsiOverbought { get => _rsiOverbought.Value; set => _rsiOverbought.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public AvalancheStrategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetDisplay("EMA Period", "EMA period for equilibrium", "Indicators");

		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetDisplay("RSI Period", "RSI period", "Indicators");

		_rsiOversold = Param(nameof(RsiOversold), 35m)
			.SetDisplay("RSI Oversold", "RSI oversold level", "Indicators");

		_rsiOverbought = Param(nameof(RsiOverbought), 65m)
			.SetDisplay("RSI Overbought", "RSI overbought level", "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();
	}

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

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };

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

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

		var close = candle.ClosePrice;

		// Below EMA and oversold - buy
		if (close < emaValue && rsiValue <= RsiOversold && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Above EMA and overbought - sell
		else if (close > emaValue && rsiValue >= RsiOverbought && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}
	}
}

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, RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy


class avalanche_strategy(Strategy):
    def __init__(self):
        super(avalanche_strategy, self).__init__()
        self._ema_period = self.Param("EmaPeriod", 20) \
            .SetDisplay("EMA Period", "EMA period for equilibrium", "Indicators")
        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI period", "Indicators")
        self._rsi_oversold = self.Param("RsiOversold", 35.0) \
            .SetDisplay("RSI Oversold", "RSI oversold level", "Indicators")
        self._rsi_overbought = self.Param("RsiOverbought", 65.0) \
            .SetDisplay("RSI Overbought", "RSI overbought level", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")

    @property
    def ema_period(self):
        return self._ema_period.Value

    @property
    def rsi_period(self):
        return self._rsi_period.Value

    @property
    def rsi_oversold(self):
        return self._rsi_oversold.Value

    @property
    def rsi_overbought(self):
        return self._rsi_overbought.Value

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

    def OnReseted(self):
        super(avalanche_strategy, self).OnReseted()

    def OnStarted2(self, time):
        super(avalanche_strategy, self).OnStarted2(time)
        ema = ExponentialMovingAverage()
        ema.Length = self.ema_period
        rsi = RelativeStrengthIndex()
        rsi.Length = self.rsi_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(ema, rsi, self.process_candle).Start()

    def process_candle(self, candle, ema_value, rsi_value):
        if candle.State != CandleStates.Finished:
            return
        close = float(candle.ClosePrice)
        ema_val = float(ema_value)
        rsi_val = float(rsi_value)
        if close < ema_val and rsi_val <= self.rsi_oversold and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif close > ema_val and rsi_val >= self.rsi_overbought and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

    def CreateClone(self):
        return avalanche_strategy()