SuperForexV2-Strategie

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// SuperForexV2: RSI threshold reversal with ATR trailing stop.
/// Buys when RSI below lower level, sells when above upper level.
/// </summary>
public class SuperForexV2Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<int> _atrLength;
	private readonly StrategyParam<decimal> _upperLevel;
	private readonly StrategyParam<decimal> _lowerLevel;

	private decimal _entryPrice;
	private decimal _trailStop;

	public SuperForexV2Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_rsiLength = Param(nameof(RsiLength), 4)
			.SetDisplay("RSI Length", "RSI period.", "Indicators");

		_atrLength = Param(nameof(AtrLength), 14)
			.SetDisplay("ATR Length", "ATR period for trailing.", "Indicators");

		_upperLevel = Param(nameof(UpperLevel), 62m)
			.SetDisplay("RSI Upper", "Overbought for shorts.", "Signals");

		_lowerLevel = Param(nameof(LowerLevel), 42m)
			.SetDisplay("RSI Lower", "Oversold for longs.", "Signals");
	}

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

	public int RsiLength
	{
		get => _rsiLength.Value;
		set => _rsiLength.Value = value;
	}

	public int AtrLength
	{
		get => _atrLength.Value;
		set => _atrLength.Value = value;
	}

	public decimal UpperLevel
	{
		get => _upperLevel.Value;
		set => _upperLevel.Value = value;
	}

	public decimal LowerLevel
	{
		get => _lowerLevel.Value;
		set => _lowerLevel.Value = value;
	}

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

		_entryPrice = 0;
		_trailStop = 0;
	}

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

		_entryPrice = 0;
		_trailStop = 0;

		var rsi = new RelativeStrengthIndex { Length = RsiLength };
		var atr = new AverageTrueRange { Length = AtrLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(rsi, atr, ProcessCandle)
			.Start();

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

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

		if (atrVal <= 0)
			return;

		var close = candle.ClosePrice;

		// Trailing stop + opposite RSI exit
		if (Position > 0)
		{
			var newTrail = close - atrVal * 1.5m;
			if (newTrail > _trailStop)
				_trailStop = newTrail;

			if (close <= _trailStop || rsiVal > UpperLevel)
			{
				SellMarket();
				_entryPrice = 0;
				_trailStop = 0;
			}
		}
		else if (Position < 0)
		{
			var newTrail = close + atrVal * 1.5m;
			if (_trailStop == 0 || newTrail < _trailStop)
				_trailStop = newTrail;

			if (close >= _trailStop || rsiVal < LowerLevel)
			{
				BuyMarket();
				_entryPrice = 0;
				_trailStop = 0;
			}
		}

		// Entry on RSI levels
		if (Position == 0)
		{
			if (rsiVal < LowerLevel)
			{
				_entryPrice = close;
				_trailStop = close - atrVal * 2m;
				BuyMarket();
			}
			else if (rsiVal > UpperLevel)
			{
				_entryPrice = close;
				_trailStop = close + atrVal * 2m;
				SellMarket();
			}
		}
	}
}

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 RelativeStrengthIndex, AverageTrueRange
from StockSharp.Algo.Strategies import Strategy

class super_forex_v2_strategy(Strategy):
    """RSI threshold reversal with ATR trailing stop."""
    def __init__(self):
        super(super_forex_v2_strategy, self).__init__()
        self._rsi_length = self.Param("RsiLength", 4).SetDisplay("RSI Length", "RSI period", "Indicators")
        self._atr_length = self.Param("AtrLength", 14).SetDisplay("ATR Length", "ATR period for trailing", "Indicators")
        self._upper_level = self.Param("UpperLevel", 62.0).SetDisplay("RSI Upper", "Overbought for shorts", "Signals")
        self._lower_level = self.Param("LowerLevel", 42.0).SetDisplay("RSI Lower", "Oversold for longs", "Signals")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))).SetDisplay("Candle Type", "Timeframe", "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(super_forex_v2_strategy, self).OnReseted()
        self._entry_price = 0
        self._trail_stop = 0

    def OnStarted2(self, time):
        super(super_forex_v2_strategy, self).OnStarted2(time)
        self._entry_price = 0
        self._trail_stop = 0

        rsi = RelativeStrengthIndex()
        rsi.Length = self._rsi_length.Value
        atr = AverageTrueRange()
        atr.Length = self._atr_length.Value

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(rsi, atr, self.OnProcess).Start()

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

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

        if atr_val <= 0:
            return

        close = float(candle.ClosePrice)
        rsi_val = float(rsi_val)
        atr_val = float(atr_val)
        upper = self._upper_level.Value
        lower = self._lower_level.Value

        # Trailing stop + opposite RSI exit
        if self.Position > 0:
            new_trail = close - atr_val * 1.5
            if new_trail > self._trail_stop:
                self._trail_stop = new_trail
            if close <= self._trail_stop or rsi_val > upper:
                self.SellMarket()
                self._entry_price = 0
                self._trail_stop = 0

        elif self.Position < 0:
            new_trail = close + atr_val * 1.5
            if self._trail_stop == 0 or new_trail < self._trail_stop:
                self._trail_stop = new_trail
            if close >= self._trail_stop or rsi_val < lower:
                self.BuyMarket()
                self._entry_price = 0
                self._trail_stop = 0

        # Entry on RSI levels
        if self.Position == 0:
            if rsi_val < lower:
                self._entry_price = close
                self._trail_stop = close - atr_val * 2
                self.BuyMarket()
            elif rsi_val > upper:
                self._entry_price = close
                self._trail_stop = close + atr_val * 2
                self.SellMarket()

    def CreateClone(self):
        return super_forex_v2_strategy()