EMA Cross-Trailing-Strategie

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// EMA crossover strategy with trailing stop.
/// Buys when fast EMA crosses above slow EMA, sells on the opposite crossover.
/// </summary>
public class EmaCrossTrailingStrategy : Strategy
{
	private readonly StrategyParam<int> _fastEmaLength;
	private readonly StrategyParam<int> _slowEmaLength;
	private readonly StrategyParam<DataType> _candleType;

	private int _currentDirection;
	private bool _hasInitialDirection;

	public EmaCrossTrailingStrategy()
	{
		_fastEmaLength = Param(nameof(FastEmaLength), 5)
			.SetDisplay("Fast EMA", "Length of the fast exponential moving average.", "Indicator");

		_slowEmaLength = Param(nameof(SlowEmaLength), 60)
			.SetDisplay("Slow EMA", "Length of the slow exponential moving average.", "Indicator");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
			.SetDisplay("Candle Type", "Time frame used to build candles and EMAs.", "General");
	}

	public int FastEmaLength
	{
		get => _fastEmaLength.Value;
		set => _fastEmaLength.Value = value;
	}

	public int SlowEmaLength
	{
		get => _slowEmaLength.Value;
		set => _slowEmaLength.Value = value;
	}

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

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

		_currentDirection = 0;
		_hasInitialDirection = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var fastEma = new ExponentialMovingAverage { Length = FastEmaLength };
		var slowEma = new ExponentialMovingAverage { Length = SlowEmaLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fastEma, slowEma, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, decimal fastValue, decimal slowValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		// Determine direction: 1 = fast above slow (bullish), -1 = fast below slow (bearish)
		var newDirection = fastValue > slowValue ? 1 : fastValue < slowValue ? -1 : 0;

		if (newDirection == 0)
			return;

		if (!_hasInitialDirection)
		{
			_currentDirection = newDirection;
			_hasInitialDirection = true;
			return;
		}

		if (newDirection == _currentDirection)
			return;

		var prevDirection = _currentDirection;
		_currentDirection = newDirection;

		// Crossover detected
		if (newDirection == 1 && prevDirection == -1)
		{
			// Bullish crossover
			if (Position < 0)
				BuyMarket(); // Close short
			if (Position <= 0)
				BuyMarket(); // Open long
		}
		else if (newDirection == -1 && prevDirection == 1)
		{
			// Bearish crossover
			if (Position > 0)
				SellMarket(); // Close long
			if (Position >= 0)
				SellMarket(); // Open short
		}
	}
}

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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

class ema_cross_trailing_strategy(Strategy):
    """
    EMA crossover strategy with trailing stop.
    Buys when fast EMA crosses above slow EMA, sells on opposite crossover.
    """

    def __init__(self):
        super(ema_cross_trailing_strategy, self).__init__()
        self._fast_ema_length = self.Param("FastEmaLength", 5) \
            .SetDisplay("Fast EMA", "Length of the fast EMA", "Indicator")
        self._slow_ema_length = self.Param("SlowEmaLength", 60) \
            .SetDisplay("Slow EMA", "Length of the slow EMA", "Indicator")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))) \
            .SetDisplay("Candle Type", "Time frame for candles and EMAs", "General")

        self._current_direction = 0
        self._has_initial_direction = False

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

    def OnReseted(self):
        super(ema_cross_trailing_strategy, self).OnReseted()
        self._current_direction = 0
        self._has_initial_direction = False

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

        fast_ema = ExponentialMovingAverage()
        fast_ema.Length = self._fast_ema_length.Value
        slow_ema = ExponentialMovingAverage()
        slow_ema.Length = self._slow_ema_length.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast_ema, slow_ema, self._process_candle).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, fast_ema)
            self.DrawIndicator(area, slow_ema)
            self.DrawOwnTrades(area)

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

        fast_val = float(fast_val)
        slow_val = float(slow_val)

        if fast_val > slow_val:
            new_direction = 1
        elif fast_val < slow_val:
            new_direction = -1
        else:
            return

        if not self._has_initial_direction:
            self._current_direction = new_direction
            self._has_initial_direction = True
            return

        if new_direction == self._current_direction:
            return

        prev_direction = self._current_direction
        self._current_direction = new_direction

        if new_direction == 1 and prev_direction == -1:
            if self.Position < 0:
                self.BuyMarket()
            if self.Position <= 0:
                self.BuyMarket()
        elif new_direction == -1 and prev_direction == 1:
            if self.Position > 0:
                self.SellMarket()
            if self.Position >= 0:
                self.SellMarket()

    def CreateClone(self):
        return ema_cross_trailing_strategy()