Ichimoku Strategie 2005

using System;

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

namespace StockSharp.Samples.Strategies;

public class Ichimoku2005Strategy : Strategy
{
	private readonly StrategyParam<int> _channelPeriod;
	private readonly StrategyParam<int> _cooldownCandles;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevClose;
	private decimal _prevMid;
	private bool _hasPrev;
	private int _cooldownRemaining;

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

	public Ichimoku2005Strategy()
	{
		_channelPeriod = Param(nameof(ChannelPeriod), 52).SetDisplay("Channel Period", "Channel lookback", "Indicators");
		_cooldownCandles = Param(nameof(CooldownCandles), 150).SetDisplay("Cooldown", "Candles between signals", "General");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevClose = default;
		_prevMid = default;
		_hasPrev = default;
		_cooldownRemaining = default;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevClose = 0;
		_prevMid = 0;
		_hasPrev = false;
		_cooldownRemaining = 0;

		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 (_cooldownRemaining > 0)
		{
			_cooldownRemaining--;
			_prevClose = close;
			_prevMid = mid;
			return;
		}

		if (_prevClose <= _prevMid && close > mid && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
			_cooldownRemaining = CooldownCandles;
		}
		else if (_prevClose >= _prevMid && close < mid && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
			_cooldownRemaining = CooldownCandles;
		}
		_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 ichimoku_2005_strategy(Strategy):
    def __init__(self):
        super(ichimoku_2005_strategy, self).__init__()
        self._channel_period = self.Param("ChannelPeriod", 52) \
            .SetDisplay("Channel Period", "Channel lookback", "Indicators")
        self._cooldown_candles = self.Param("CooldownCandles", 150) \
            .SetDisplay("Cooldown", "Candles between signals", "General")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_close = 0.0
        self._prev_mid = 0.0
        self._has_prev = False
        self._cooldown_remaining = 0

    @property
    def channel_period(self):
        return self._channel_period.Value

    @property
    def cooldown_candles(self):
        return self._cooldown_candles.Value

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

    def OnReseted(self):
        super(ichimoku_2005_strategy, self).OnReseted()
        self._prev_close = 0.0
        self._prev_mid = 0.0
        self._has_prev = False
        self._cooldown_remaining = 0

    def OnStarted2(self, time):
        super(ichimoku_2005_strategy, self).OnStarted2(time)
        self._prev_close = 0.0
        self._prev_mid = 0.0
        self._has_prev = False
        self._cooldown_remaining = 0

        highest = Highest()
        highest.Length = self.channel_period
        lowest = Lowest()
        lowest.Length = self.channel_period

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.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._cooldown_remaining > 0:
            self._cooldown_remaining -= 1
            self._prev_close = close
            self._prev_mid = mid
            return

        if self._prev_close <= self._prev_mid and close > mid and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
            self._cooldown_remaining = self.cooldown_candles
        elif self._prev_close >= self._prev_mid and close < mid and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
            self._cooldown_remaining = self.cooldown_candles

        self._prev_close = close
        self._prev_mid = mid

    def CreateClone(self):
        return ichimoku_2005_strategy()