T3MA(MTC)-Strategie

using System;

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

namespace StockSharp.Samples.Strategies;

public class T3MaMtc9Strategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _momentumPeriod;
	private readonly StrategyParam<int> _cooldownCandles;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevEma;
	private decimal _prevMom;
	private bool _hasPrev;
	private int _cooldownRemaining;

	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public int MomentumPeriod { get => _momentumPeriod.Value; set => _momentumPeriod.Value = value; }
	public int CooldownCandles { get => _cooldownCandles.Value; set => _cooldownCandles.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public T3MaMtc9Strategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 50).SetDisplay("EMA Period", "EMA lookback", "Indicators");
		_momentumPeriod = Param(nameof(MomentumPeriod), 14).SetDisplay("Momentum", "Momentum period", "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();
		_prevEma = default;
		_prevMom = default;
		_hasPrev = default;
		_cooldownRemaining = default;
	}

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

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var mom = new Momentum { Length = MomentumPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ema, mom, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal ema, decimal mom)
	{
		if (candle.State != CandleStates.Finished) return;
		var close = candle.ClosePrice;
		if (!_hasPrev) { _prevEma = ema; _prevMom = mom; _hasPrev = true; return; }

		if (_cooldownRemaining > 0)
		{
			_cooldownRemaining--;
			_prevEma = ema;
			_prevMom = mom;
			return;
		}

		if (close > ema && _prevMom <= 0 && mom > 0 && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
			_cooldownRemaining = CooldownCandles;
		}
		else if (close < ema && _prevMom >= 0 && mom < 0 && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
			_cooldownRemaining = CooldownCandles;
		}
		_prevEma = ema;
		_prevMom = mom;
	}
}

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, Momentum
from StockSharp.Algo.Strategies import Strategy


class t3_ma_mtc9_strategy(Strategy):
    def __init__(self):
        super(t3_ma_mtc9_strategy, self).__init__()
        self._ema_period = self.Param("EmaPeriod", 50) \
            .SetDisplay("EMA Period", "EMA lookback", "Indicators")
        self._momentum_period = self.Param("MomentumPeriod", 14) \
            .SetDisplay("Momentum", "Momentum period", "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_ema = 0.0
        self._prev_mom = 0.0
        self._has_prev = False
        self._cooldown_remaining = 0

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

    @property
    def momentum_period(self):
        return self._momentum_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(t3_ma_mtc9_strategy, self).OnReseted()
        self._prev_ema = 0.0
        self._prev_mom = 0.0
        self._has_prev = False
        self._cooldown_remaining = 0

    def OnStarted2(self, time):
        super(t3_ma_mtc9_strategy, self).OnStarted2(time)
        self._prev_ema = 0.0
        self._prev_mom = 0.0
        self._has_prev = False
        self._cooldown_remaining = 0

        ema = ExponentialMovingAverage()
        ema.Length = self.ema_period
        mom = Momentum()
        mom.Length = self.momentum_period

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(ema, mom, self.process_candle).Start()

    def process_candle(self, candle, ema, mom):
        if candle.State != CandleStates.Finished:
            return

        close = float(candle.ClosePrice)
        ema_val = float(ema)
        mom_val = float(mom)

        if not self._has_prev:
            self._prev_ema = ema_val
            self._prev_mom = mom_val
            self._has_prev = True
            return

        if self._cooldown_remaining > 0:
            self._cooldown_remaining -= 1
            self._prev_ema = ema_val
            self._prev_mom = mom_val
            return

        if close > ema_val and self._prev_mom <= 0 and mom_val > 0 and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
            self._cooldown_remaining = self.cooldown_candles
        elif close < ema_val and self._prev_mom >= 0 and mom_val < 0 and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
            self._cooldown_remaining = self.cooldown_candles

        self._prev_ema = ema_val
        self._prev_mom = mom_val

    def CreateClone(self):
        return t3_ma_mtc9_strategy()