Pipsover 8167 Strategie

using System;







using StockSharp.Algo.Indicators;



using StockSharp.Algo.Strategies;



using StockSharp.BusinessEntities;



using StockSharp.Messages;







namespace StockSharp.Samples.Strategies;







public class Pipsover8167Strategy : Strategy



{



	private readonly StrategyParam<int> _emaPeriod;



	private readonly StrategyParam<DataType> _candleType;







	private decimal _prevClose; private decimal _prevEma; private bool _hasPrev;



	private int _cooldown;







	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }



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







	public Pipsover8167Strategy()



	{



		_emaPeriod = Param(nameof(EmaPeriod), 20).SetDisplay("EMA Period", "EMA lookback", "Indicators");



		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");



	}







	/// <inheritdoc />



	protected override void OnReseted()



	{



		base.OnReseted();



		_prevClose = default;



		_prevEma = default;



		_hasPrev = default;



		_cooldown = default;



	}







	/// <inheritdoc />



	/// <inheritdoc />

	protected override void OnStarted2(DateTime time)



	{



		base.OnStarted2(time);



		_hasPrev = false;



		var ema = new ExponentialMovingAverage { Length = EmaPeriod };



		var subscription = SubscribeCandles(CandleType);



		subscription.Bind(ema, ProcessCandle).Start();



	}







	private void ProcessCandle(ICandleMessage candle, decimal ema)



	{



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



		if (!IsFormedAndOnlineAndAllowTrading()) return;



		var close = candle.ClosePrice;



		if (!_hasPrev) { _prevClose = close; _prevEma = ema; _hasPrev = true; return; }



		if (_cooldown > 0)



		{



			_cooldown--;



			_prevClose = close; _prevEma = ema;



			return;



		}







		if (_prevClose <= _prevEma && close > ema && Position <= 0)



		{



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



			BuyMarket(volume);



			_cooldown = 6;



		}



		else if (_prevClose >= _prevEma && close < ema && Position >= 0)



		{



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



			SellMarket(volume);



			_cooldown = 6;



		}



		_prevClose = close; _prevEma = ema;



	}



}

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.Strategies import Strategy
from StockSharp.Algo.Indicators import ExponentialMovingAverage

class pipsover8167_strategy(Strategy):
    def __init__(self):
        super(pipsover8167_strategy, self).__init__()

        self._ema_period = self.Param("EmaPeriod", 20) \
            .SetDisplay("EMA Period", "EMA lookback", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")

        self._prev_close = 0.0
        self._prev_ema = 0.0
        self._has_prev = False
        self._cooldown = 0

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

    @EmaPeriod.setter
    def EmaPeriod(self, value):
        self._ema_period.Value = value

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

    def OnStarted2(self, time):
        super(pipsover8167_strategy, self).OnStarted2(time)
        self._has_prev = False

        ema = ExponentialMovingAverage()
        ema.Length = self.EmaPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(ema, self.ProcessCandle).Start()

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

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

        if not self._has_prev:
            self._prev_close = close
            self._prev_ema = ema_val
            self._has_prev = True
            return

        if self._cooldown > 0:
            self._cooldown -= 1
            self._prev_close = close
            self._prev_ema = ema_val
            return

        if self._prev_close <= self._prev_ema and close > ema_val and self.Position <= 0:
            volume = self.Volume + abs(self.Position)
            self.BuyMarket(volume)
            self._cooldown = 6
        elif self._prev_close >= self._prev_ema and close < ema_val and self.Position >= 0:
            volume = self.Volume + abs(self.Position)
            self.SellMarket(volume)
            self._cooldown = 6

        self._prev_close = close
        self._prev_ema = ema_val

    def OnReseted(self):
        super(pipsover8167_strategy, self).OnReseted()
        self._prev_close = 0.0
        self._prev_ema = 0.0
        self._has_prev = False
        self._cooldown = 0

    def CreateClone(self):
        return pipsover8167_strategy()