Forex Profit System-Strategie

using System;



using StockSharp.Algo.Indicators;

using StockSharp.Algo.Strategies;

using StockSharp.BusinessEntities;

using StockSharp.Messages;



namespace StockSharp.Samples.Strategies;



public class ForexProfitSystemStrategy : Strategy

{

	private readonly StrategyParam<int> _fastPeriod;

	private readonly StrategyParam<int> _slowPeriod;

	private readonly StrategyParam<DataType> _candleType;



	private decimal _prevFast; private decimal _prevSlow; private bool _hasPrev;

	private int _cooldown;



	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }

	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }

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



	public ForexProfitSystemStrategy()

	{

		_fastPeriod = Param(nameof(FastPeriod), 10).SetDisplay("Fast EMA", "Fast EMA period", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 25).SetDisplay("Slow EMA", "Slow EMA period", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");

	}



	/// <inheritdoc />

	protected override void OnReseted()

	{

		base.OnReseted();

		_prevFast = default;

		_prevSlow = default;

		_hasPrev = default;

		_cooldown = default;

	}



	/// <inheritdoc />

	protected override void OnStarted2(DateTime time)

	{

		base.OnStarted2(time);

		_hasPrev = false;

		var fast = new ExponentialMovingAverage { Length = FastPeriod };

		var slow = new ExponentialMovingAverage { Length = SlowPeriod };

		var subscription = SubscribeCandles(CandleType);

		subscription.Bind(fast, slow, ProcessCandle).Start();

	}



	private void ProcessCandle(ICandleMessage candle, decimal fast, decimal slow)

	{

		if (candle.State != CandleStates.Finished) return;

		if (!IsFormedAndOnlineAndAllowTrading()) return;

		if (!_hasPrev) { _prevFast = fast; _prevSlow = slow; _hasPrev = true; return; }

		if (_cooldown > 0)

		{

			_cooldown--;

			_prevFast = fast; _prevSlow = slow;

			return;

		}



		if (_prevFast <= _prevSlow && fast > slow && Position <= 0)

		{

			var volume = Volume + Math.Abs(Position);

			BuyMarket(volume);

			_cooldown = 2;

		}

		else if (_prevFast >= _prevSlow && fast < slow && Position >= 0)

		{

			var volume = Volume + Math.Abs(Position);

			SellMarket(volume);

			_cooldown = 2;

		}

		_prevFast = fast; _prevSlow = slow;

	}

}

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
from StockSharp.Algo.Strategies import Strategy

class forex_profit_system_strategy(Strategy):
    def __init__(self):
        super(forex_profit_system_strategy, self).__init__()
        self._fast_period = self.Param("FastPeriod", 10).SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 25).SetDisplay("Slow EMA", "Slow EMA period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))).SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_fast = 0.0; self._prev_slow = 0.0; self._has_prev = False; self._cooldown = 0

    @property
    def fast_period(self): return self._fast_period.Value
    @property
    def slow_period(self): return self._slow_period.Value
    @property
    def candle_type(self): return self._candle_type.Value

    def OnReseted(self):
        super(forex_profit_system_strategy, self).OnReseted()
        self._prev_fast = 0.0; self._prev_slow = 0.0; self._has_prev = False; self._cooldown = 0

    def OnStarted2(self, time):
        super(forex_profit_system_strategy, self).OnStarted2(time)
        self._has_prev = False; self._cooldown = 0
        fast = ExponentialMovingAverage(); fast.Length = self.fast_period
        slow = ExponentialMovingAverage(); slow.Length = self.slow_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast, slow, self.process_candle).Start()

    def process_candle(self, candle, fast, slow):
        if candle.State != CandleStates.Finished: return
        if not self.IsFormedAndOnlineAndAllowTrading(): return
        fast_val = float(fast); slow_val = float(slow)
        if not self._has_prev:
            self._prev_fast = fast_val; self._prev_slow = slow_val; self._has_prev = True; return
        if self._cooldown > 0:
            self._cooldown -= 1; self._prev_fast = fast_val; self._prev_slow = slow_val; return
        if self._prev_fast <= self._prev_slow and fast_val > slow_val and self.Position <= 0:
            volume = self.Volume + abs(self.Position)
            self.BuyMarket(volume); self._cooldown = 2
        elif self._prev_fast >= self._prev_slow and fast_val < slow_val and self.Position >= 0:
            volume = self.Volume + abs(self.Position)
            self.SellMarket(volume); self._cooldown = 2
        self._prev_fast = fast_val; self._prev_slow = slow_val

    def CreateClone(self): return forex_profit_system_strategy()