AMA Trader v2.1 Strategie

using System;

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

namespace StockSharp.Samples.Strategies;

public class AmaTraderV21Strategy : 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 AmaTraderV21Strategy()
	{
		_fastPeriod = Param(nameof(FastPeriod), 10).SetDisplay("Fast EMA", "Fast EMA period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 30).SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");
	}

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

		if (_cooldown > 0) { _cooldown--; _prevFast = fast; _prevSlow = slow; return; }

		if (_prevFast <= _prevSlow && fast > slow && Position <= 0)
		{ if (Position < 0) BuyMarket(); BuyMarket(); _cooldown = 140; }
		else if (_prevFast >= _prevSlow && fast < slow && Position >= 0)
		{ if (Position > 0) SellMarket(); SellMarket(); _cooldown = 140; }
		_prevFast = fast; _prevSlow = slow;
	}

	protected override void OnReseted()
	{
		base.OnReseted();
		_prevFast = 0;
		_prevSlow = 0;
		_hasPrev = false;
		_cooldown = 0;
	}
}

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 CandleStates
from StockSharp.Algo.Indicators import ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *

class ama_trader_v21_strategy(Strategy):
    """
    AMA Trader V2.1: dual EMA crossover strategy.
    """

    def __init__(self):
        super(ama_trader_v21_strategy, self).__init__()

        self._fast_period = self.Param("FastPeriod", 10) \
            .SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 30) \
            .SetDisplay("Slow EMA", "Slow EMA period", "Indicators")
        self._candle_type = self.Param("CandleType", tf(5)) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

    @property
    def FastPeriod(self): return self._fast_period.Value
    @FastPeriod.setter
    def FastPeriod(self, v): self._fast_period.Value = v
    @property
    def SlowPeriod(self): return self._slow_period.Value
    @SlowPeriod.setter
    def SlowPeriod(self, v): self._slow_period.Value = v
    @property
    def CandleType(self): return self._candle_type.Value
    @CandleType.setter
    def CandleType(self, v): self._candle_type.Value = v

    def OnReseted(self):
        super(ama_trader_v21_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(ama_trader_v21_strategy, self).OnStarted2(time)

        self._has_prev = False
        fast = ExponentialMovingAverage()
        fast.Length = self.FastPeriod
        slow = ExponentialMovingAverage()
        slow.Length = self.SlowPeriod

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

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

        if not self._has_prev:
            self._prev_fast = fast
            self._prev_slow = slow
            self._has_prev = True
            return

        if self._prev_fast <= self._prev_slow and fast > slow and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()

        elif self._prev_fast >= self._prev_slow and fast < slow and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_fast = fast
        self._prev_slow = slow

    def CreateClone(self):
        """!! REQUIRED!! Creates a new instance of the strategy."""
        return ama_trader_v21_strategy()