Holen Sie sich eine Rich-GBP-Sitzungsumkehrstrategie

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>
/// Get Rich GBP Session Reversal strategy - RSI mean reversion with EMA trend filter.
/// Buys when RSI crosses below oversold while price is above EMA (bullish dip).
/// Sells when RSI crosses above overbought while price is below EMA (bearish rally).
/// </summary>
public class GetRichGbpSessionReversalStrategy : Strategy
{
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<decimal> _overbought;
	private readonly StrategyParam<decimal> _oversold;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevRsi;
	private bool _hasPrev;

	public int RsiPeriod { get => _rsiPeriod.Value; set => _rsiPeriod.Value = value; }
	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public decimal Overbought { get => _overbought.Value; set => _overbought.Value = value; }
	public decimal Oversold { get => _oversold.Value; set => _oversold.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public GetRichGbpSessionReversalStrategy()
	{
		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetDisplay("RSI Period", "RSI lookback", "Indicators");

		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetDisplay("EMA Period", "EMA trend filter", "Indicators");

		_overbought = Param(nameof(Overbought), 70m)
			.SetDisplay("Overbought", "RSI overbought level", "Levels");

		_oversold = Param(nameof(Oversold), 30m)
			.SetDisplay("Oversold", "RSI oversold level", "Levels");

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

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)];
	protected override void OnReseted() { base.OnReseted(); _prevRsi = 0m; _hasPrev = false; }

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

		_hasPrev = false;

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

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

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

		var close = candle.ClosePrice;

		if (!_hasPrev)
		{
			_prevRsi = rsi;
			_hasPrev = true;
			return;
		}

		// RSI crosses below oversold = buy reversal
		if (_prevRsi >= Oversold && rsi < Oversold && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// RSI crosses above overbought = sell reversal
		else if (_prevRsi <= Overbought && rsi > Overbought && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevRsi = rsi;
	}
}

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 RelativeStrengthIndex, ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

class get_rich_gbp_session_reversal_strategy(Strategy):
    def __init__(self):
        super(get_rich_gbp_session_reversal_strategy, self).__init__()
        self._rsi_period = self.Param("RsiPeriod", 14).SetDisplay("RSI Period", "RSI lookback", "Indicators")
        self._ema_period = self.Param("EmaPeriod", 50).SetDisplay("EMA Period", "EMA trend filter", "Indicators")
        self._overbought = self.Param("Overbought", 70.0).SetDisplay("Overbought", "RSI overbought level", "Levels")
        self._oversold = self.Param("Oversold", 30.0).SetDisplay("Oversold", "RSI oversold level", "Levels")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_rsi = 0.0
        self._has_prev = False
    @property
    def rsi_period(self): return self._rsi_period.Value
    @property
    def ema_period(self): return self._ema_period.Value
    @property
    def overbought(self): return self._overbought.Value
    @property
    def oversold(self): return self._oversold.Value
    @property
    def candle_type(self): return self._candle_type.Value
    def OnReseted(self):
        super(get_rich_gbp_session_reversal_strategy, self).OnReseted()
        self._prev_rsi = 0.0
        self._has_prev = False
    def OnStarted2(self, time):
        super(get_rich_gbp_session_reversal_strategy, self).OnStarted2(time)
        self._has_prev = False
        rsi = RelativeStrengthIndex()
        rsi.Length = self.rsi_period
        ema = ExponentialMovingAverage()
        ema.Length = self.ema_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(rsi, ema, self.process_candle).Start()
    def process_candle(self, candle, rsi, ema):
        if candle.State != CandleStates.Finished:
            return
        rsi_val = float(rsi)
        if not self._has_prev:
            self._prev_rsi = rsi_val
            self._has_prev = True
            return
        if self._prev_rsi >= self.oversold and rsi_val < self.oversold and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif self._prev_rsi <= self.overbought and rsi_val > self.overbought and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_rsi = rsi_val
    def CreateClone(self):
        return get_rich_gbp_session_reversal_strategy()