Et4 MTC v1-Strategie (StockSharp Conversion)

using System;

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

namespace StockSharp.Samples.Strategies;

public class Et4MtcV1Strategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _momentumPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevMom;
	private bool _hasPrev;
	private int _cooldown;

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

	public Et4MtcV1Strategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 20).SetDisplay("EMA Period", "EMA trend filter", "Indicators");
		_momentumPeriod = Param(nameof(MomentumPeriod), 14).SetDisplay("Momentum", "Momentum period", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevMom = default;
		_hasPrev = default;
		_cooldown = default;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_hasPrev = false;
		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;
		if (!IsFormedAndOnlineAndAllowTrading()) return;

		var close = candle.ClosePrice;
		if (!_hasPrev) { _prevMom = mom; _hasPrev = true; return; }
		if (_cooldown > 0)
		{
			_cooldown--;
			_prevMom = mom;
			return;
		}

		if (close > ema && _prevMom <= 0 && mom > 0 && Position <= 0)
		{
			var volume = Volume + Math.Abs(Position);
			BuyMarket(volume);
			_cooldown = 2;
		}
		else if (close < ema && _prevMom >= 0 && mom < 0 && Position >= 0)
		{
			var volume = Volume + Math.Abs(Position);
			SellMarket(volume);
			_cooldown = 2;
		}

		_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, Math
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import ExponentialMovingAverage, Momentum
from StockSharp.Algo.Strategies import Strategy

class et4_mtc_v1_strategy(Strategy):
    """
    EMA + Momentum crossover strategy.
    Buys when price > EMA and momentum crosses above 0.
    Sells when price < EMA and momentum crosses below 0.
    """

    def __init__(self):
        super(et4_mtc_v1_strategy, self).__init__()
        self._ema_period = self.Param("EmaPeriod", 20) \
            .SetDisplay("EMA Period", "EMA trend filter", "Indicators")
        self._momentum_period = self.Param("MomentumPeriod", 14) \
            .SetDisplay("Momentum", "Momentum period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")

        self._prev_mom = 0.0
        self._has_prev = False
        self._cooldown = 0

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

    def OnReseted(self):
        super(et4_mtc_v1_strategy, self).OnReseted()
        self._prev_mom = 0.0
        self._has_prev = False
        self._cooldown = 0

    def OnStarted2(self, time):
        super(et4_mtc_v1_strategy, self).OnStarted2(time)

        self._has_prev = False
        ema = ExponentialMovingAverage()
        ema.Length = self._ema_period.Value
        mom = Momentum()
        mom.Length = self._momentum_period.Value

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

    def _process_candle(self, candle, ema_val, mom_val):
        if candle.State != CandleStates.Finished:
            return
        if not self.IsFormedAndOnlineAndAllowTrading():
            return

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

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

        if self._cooldown > 0:
            self._cooldown -= 1
            self._prev_mom = mom_val
            return

        if close > ema_val and self._prev_mom <= 0 and mom_val > 0 and self.Position <= 0:
            volume = self.Volume + abs(self.Position)
            self.BuyMarket(volume)
            self._cooldown = 2
        elif close < ema_val and self._prev_mom >= 0 and mom_val < 0 and self.Position >= 0:
            volume = self.Volume + abs(self.Position)
            self.SellMarket(volume)
            self._cooldown = 2

        self._prev_mom = mom_val

    def CreateClone(self):
        return et4_mtc_v1_strategy()