Swetten-Strategie

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Swetten strategy: multi-SMA spread crossover system.
/// Uses fast SMA (5) and slow SMA (50) to generate trend signals.
/// Buys when fast crosses above slow, sells when fast crosses below slow.
/// </summary>
public class SwettenStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _isReady;

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

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

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

	public SwettenStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle type for strategy", "General");

		_fastPeriod = Param(nameof(FastPeriod), 8)
			.SetDisplay("Fast SMA", "Fast SMA period", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 34)
			.SetDisplay("Slow SMA", "Slow SMA period", "Indicators");
	}

	/// <inheritdoc />
	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_prevFast = 0;
		_prevSlow = 0;
		_isReady = false;
	}

		protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_prevFast = 0;
		_prevSlow = 0;
		_isReady = false;

		var fast = new SMA { Length = FastPeriod };
		var slow = new SMA { Length = SlowPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fast, slow, OnProcess)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, fast);
			DrawIndicator(area, slow);
			DrawOwnTrades(area);
		}
	}

	private void OnProcess(ICandleMessage candle, decimal fastVal, decimal slowVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!_isReady)
		{
			_prevFast = fastVal;
			_prevSlow = slowVal;
			_isReady = true;
			return;
		}

		// Fast crosses above slow = buy
		if (_prevFast <= _prevSlow && fastVal > slowVal)
		{
			if (Position < 0)
				BuyMarket();
			if (Position <= 0)
				BuyMarket();
		}
		// Fast crosses below slow = sell
		else if (_prevFast >= _prevSlow && fastVal < slowVal)
		{
			if (Position > 0)
				SellMarket();
			if (Position >= 0)
				SellMarket();
		}

		_prevFast = fastVal;
		_prevSlow = slowVal;
	}
}

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 SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class swetten_strategy(Strategy):
    """Fast/slow SMA crossover (8/34)."""
    def __init__(self):
        super(swetten_strategy, self).__init__()
        self._fast_period = self.Param("FastPeriod", 8).SetDisplay("Fast SMA", "Fast SMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 34).SetDisplay("Slow SMA", "Slow SMA period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))).SetDisplay("Candle Type", "Candle type for strategy", "General")

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

    def OnReseted(self):
        super(swetten_strategy, self).OnReseted()
        self._prev_fast = 0
        self._prev_slow = 0
        self._is_ready = False

    def OnStarted2(self, time):
        super(swetten_strategy, self).OnStarted2(time)
        self._prev_fast = 0
        self._prev_slow = 0
        self._is_ready = False

        fast = SimpleMovingAverage()
        fast.Length = self._fast_period.Value
        slow = SimpleMovingAverage()
        slow.Length = self._slow_period.Value

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(fast, slow, self.OnProcess).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, sub)
            self.DrawIndicator(area, fast)
            self.DrawIndicator(area, slow)
            self.DrawOwnTrades(area)

    def OnProcess(self, candle, fast_val, slow_val):
        if candle.State != CandleStates.Finished:
            return

        if not self._is_ready:
            self._prev_fast = fast_val
            self._prev_slow = slow_val
            self._is_ready = True
            return

        if self._prev_fast <= self._prev_slow and fast_val > slow_val:
            if self.Position < 0:
                self.BuyMarket()
            if self.Position <= 0:
                self.BuyMarket()
        elif self._prev_fast >= self._prev_slow and fast_val < slow_val:
            if self.Position > 0:
                self.SellMarket()
            if self.Position >= 0:
                self.SellMarket()

        self._prev_fast = fast_val
        self._prev_slow = slow_val

    def CreateClone(self):
        return swetten_strategy()