Handelskanal

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>
/// Trade Channel Breakout strategy - Highest/Lowest channel breakout.
/// Buys when close crosses above channel midpoint.
/// Sells when close crosses below channel midpoint.
/// </summary>
public class TradeChannelBreakoutStrategy : Strategy
{
	private readonly StrategyParam<int> _channelPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevClose;
	private decimal _prevMid;
	private bool _hasPrev;

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

	public TradeChannelBreakoutStrategy()
	{
		_channelPeriod = Param(nameof(ChannelPeriod), 20)
			.SetDisplay("Channel Period", "Highest/Lowest lookback", "Indicators");
		_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(); _prevClose = 0m; _prevMid = 0m; _hasPrev = false; }

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

		var highest = new Highest { Length = ChannelPeriod };
		var lowest = new Lowest { Length = ChannelPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(highest, lowest, ProcessCandle).Start();
	}

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

		var close = candle.ClosePrice;
		var mid = (highest + lowest) / 2;

		if (!_hasPrev) { _prevClose = close; _prevMid = mid; _hasPrev = true; return; }

		if (_prevClose <= _prevMid && close > mid && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
		}
		else if (_prevClose >= _prevMid && close < mid && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
		}

		_prevClose = close; _prevMid = mid;
	}
}

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 Highest, Lowest
from StockSharp.Algo.Strategies import Strategy
class trade_channel_breakout_strategy(Strategy):
    def __init__(self):
        super(trade_channel_breakout_strategy, self).__init__()
        self._channel_period = self.Param("ChannelPeriod", 20).SetDisplay("Channel Period", "Highest/Lowest lookback", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_close = 0.0; self._prev_mid = 0.0; self._has_prev = False
    @property
    def channel_period(self): return self._channel_period.Value
    @property
    def candle_type(self): return self._candle_type.Value
    def OnReseted(self):
        super(trade_channel_breakout_strategy, self).OnReseted()
        self._prev_close = 0.0; self._prev_mid = 0.0; self._has_prev = False
    def OnStarted2(self, time):
        super(trade_channel_breakout_strategy, self).OnStarted2(time)
        self._has_prev = False
        highest = Highest(); highest.Length = self.channel_period
        lowest = Lowest(); lowest.Length = self.channel_period
        sub = self.SubscribeCandles(self.candle_type)
        sub.Bind(highest, lowest, self.process_candle).Start()
    def process_candle(self, candle, highest, lowest):
        if candle.State != CandleStates.Finished: return
        close = float(candle.ClosePrice); mid = (float(highest) + float(lowest)) / 2.0
        if not self._has_prev: self._prev_close = close; self._prev_mid = mid; self._has_prev = True; return
        if self._prev_close <= self._prev_mid and close > mid and self.Position <= 0:
            if self.Position < 0: self.BuyMarket()
            self.BuyMarket()
        elif self._prev_close >= self._prev_mid and close < mid and self.Position >= 0:
            if self.Position > 0: self.SellMarket()
            self.SellMarket()
        self._prev_close = close; self._prev_mid = mid
    def CreateClone(self): return trade_channel_breakout_strategy()