Alliheik Trader-Strategie

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Alliheik Trader: uses smoothed Heiken Ashi candles (EMA of OHLC)
/// with Alligator jaw (long SMA) as trend filter.
/// Entry on HA color change above/below jaw, exit on reversal.
/// </summary>
public class AlliheikTraderStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _smoothPeriod;
	private readonly StrategyParam<int> _jawPeriod;

	private decimal _prevHaOpen;
	private decimal _prevHaClose;
	private bool _prevBullish;
	private bool _hasPrev;
	private decimal _entryPrice;

	public AlliheikTraderStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_smoothPeriod = Param(nameof(SmoothPeriod), 6)
			.SetDisplay("Smooth Period", "EMA period for HA smoothing.", "Indicators");

		_jawPeriod = Param(nameof(JawPeriod), 144)
			.SetDisplay("Jaw Period", "SMA period for Alligator jaw.", "Indicators");
	}

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

	public int SmoothPeriod
	{
		get => _smoothPeriod.Value;
		set => _smoothPeriod.Value = value;
	}

	public int JawPeriod
	{
		get => _jawPeriod.Value;
		set => _jawPeriod.Value = value;
	}

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

		_prevHaOpen = 0;
		_prevHaClose = 0;
		_prevBullish = false;
		_hasPrev = false;
		_entryPrice = 0;
	}

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

		_prevHaOpen = 0;
		_prevHaClose = 0;
		_prevBullish = false;
		_hasPrev = false;
		_entryPrice = 0;

		var ema = new ExponentialMovingAverage { Length = SmoothPeriod };
		var jaw = new SimpleMovingAverage { Length = JawPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ema, jaw, ProcessCandle)
			.Start();

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

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

		var close = candle.ClosePrice;

		// Compute smoothed Heiken Ashi
		var haClose = (candle.OpenPrice + candle.HighPrice + candle.LowPrice + close) / 4m;
		var haOpen = _prevHaOpen == 0
			? (candle.OpenPrice + close) / 2m
			: (_prevHaOpen + _prevHaClose) / 2m;

		var bullish = haClose > haOpen;

		if (!_hasPrev)
		{
			_prevHaOpen = haOpen;
			_prevHaClose = haClose;
			_prevBullish = bullish;
			_hasPrev = true;
			return;
		}

		var colorChange = bullish != _prevBullish;

		// Exit on color change
		if (Position > 0 && colorChange && !bullish)
		{
			SellMarket();
			_entryPrice = 0;
		}
		else if (Position < 0 && colorChange && bullish)
		{
			BuyMarket();
			_entryPrice = 0;
		}

		// Entry on color change confirmed by jaw filter
		if (Position == 0 && colorChange)
		{
			if (bullish && close > jawVal)
			{
				_entryPrice = close;
				BuyMarket();
			}
			else if (!bullish && close < jawVal)
			{
				_entryPrice = close;
				SellMarket();
			}
		}

		_prevHaOpen = haOpen;
		_prevHaClose = haClose;
		_prevBullish = bullish;
	}
}

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, SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class alliheik_trader_strategy(Strategy):
    """
    Alliheik Trader: uses smoothed Heiken Ashi candles (EMA of OHLC)
    with Alligator jaw (long SMA) as trend filter.
    Entry on HA color change above/below jaw, exit on reversal.
    """

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Timeframe.", "General")

        self._smooth_period = self.Param("SmoothPeriod", 6) \
            .SetDisplay("Smooth Period", "EMA period for HA smoothing.", "Indicators")

        self._jaw_period = self.Param("JawPeriod", 144) \
            .SetDisplay("Jaw Period", "SMA period for Alligator jaw.", "Indicators")

        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._prev_bullish = False
        self._has_prev = False
        self._entry_price = 0.0

    @property
    def CandleType(self): return self._candle_type.Value
    @CandleType.setter
    def CandleType(self, v): self._candle_type.Value = v
    @property
    def SmoothPeriod(self): return self._smooth_period.Value
    @SmoothPeriod.setter
    def SmoothPeriod(self, v): self._smooth_period.Value = v
    @property
    def JawPeriod(self): return self._jaw_period.Value
    @JawPeriod.setter
    def JawPeriod(self, v): self._jaw_period.Value = v

    def OnReseted(self):
        super(alliheik_trader_strategy, self).OnReseted()
        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._prev_bullish = False
        self._has_prev = False
        self._entry_price = 0.0

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

        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._prev_bullish = False
        self._has_prev = False
        self._entry_price = 0.0

        ema = ExponentialMovingAverage()
        ema.Length = self.SmoothPeriod
        jaw = SimpleMovingAverage()
        jaw.Length = self.JawPeriod

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

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

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

        close = float(candle.ClosePrice)
        o = float(candle.OpenPrice)
        h = float(candle.HighPrice)
        l = float(candle.LowPrice)

        # Compute smoothed Heiken Ashi
        ha_close = (o + h + l + close) / 4.0
        if self._prev_ha_open == 0:
            ha_open = (o + close) / 2.0
        else:
            ha_open = (self._prev_ha_open + self._prev_ha_close) / 2.0

        bullish = ha_close > ha_open

        if not self._has_prev:
            self._prev_ha_open = ha_open
            self._prev_ha_close = ha_close
            self._prev_bullish = bullish
            self._has_prev = True
            return

        color_change = bullish != self._prev_bullish

        # Exit on color change
        if self.Position > 0 and color_change and not bullish:
            self.SellMarket()
            self._entry_price = 0.0
        elif self.Position < 0 and color_change and bullish:
            self.BuyMarket()
            self._entry_price = 0.0

        # Entry on color change confirmed by jaw filter
        if self.Position == 0 and color_change:
            if bullish and close > jaw_val:
                self._entry_price = close
                self.BuyMarket()
            elif not bullish and close < jaw_val:
                self._entry_price = close
                self.SellMarket()

        self._prev_ha_open = ha_open
        self._prev_ha_close = ha_close
        self._prev_bullish = bullish

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