Balance of Power Strategy

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Balance of Power strategy.
/// Long only: buys when Balance of Power crosses above Threshold and closes the long when it crosses below -Threshold.
/// </summary>
public class BalanceOfPowerStrategy : Strategy
{
	private readonly StrategyParam<decimal> _threshold;
	private readonly StrategyParam<DataType> _candleType;

	private decimal? _prevBop;

	/// <summary>
	/// Balance of Power level whose upward cross opens a long.
	/// </summary>
	public decimal Threshold
	{
		get => _threshold.Value;
		set => _threshold.Value = value;
	}

	/// <summary>
	/// Candle type.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Constructor.
	/// </summary>
	public BalanceOfPowerStrategy()
	{
		_threshold = Param(nameof(Threshold), 0.8m)
			.SetNotNegative()
			.SetDisplay("Threshold", "Balance of Power level whose upward cross opens a long", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(1).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevBop = null;
	}

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

		_prevBop = null;

		var bop = new BalanceOfPower();

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(bop, ProcessCandle)
			.Start();

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

			var oscillators = CreateChartArea();
			if (oscillators != null)
				DrawIndicator(oscillators, bop);
		}
	}

	private void ProcessCandle(ICandleMessage candle, IIndicatorValue bopValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		// A candle without range has no Balance of Power value.
		if (!bopValue.IsFormed || bopValue.IsEmpty)
			return;

		var bop = bopValue.GetValue<decimal>();
		var prev = _prevBop;
		_prevBop = bop;

		if (prev is not decimal prevBop)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		if (Position == 0 && prevBop <= Threshold && bop > Threshold)
			BuyMarket(Volume);
		else if (Position > 0 && prevBop >= -Threshold && bop < -Threshold)
			SellMarket(Position);
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Decimal
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import BalanceOfPower
from StockSharp.Algo.Strategies import Strategy


class balance_of_power_strategy(Strategy):
    """
    Balance of Power strategy.
    Long only: buys when Balance of Power crosses above Threshold and closes the long when it crosses below -Threshold.
    """

    def __init__(self):
        super(balance_of_power_strategy, self).__init__()
        self._threshold = self.Param("Threshold", 0.8).SetNotNegative().SetDisplay("Threshold", "Balance of Power level whose upward cross opens a long", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(1))).SetDisplay("Candle Type", "Type of candles to use", "General")
        self._prev_bop = None

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

    def OnReseted(self):
        super(balance_of_power_strategy, self).OnReseted()
        self._prev_bop = None

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

        self._prev_bop = None

        bop = BalanceOfPower()

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.BindEx(bop, self._process_candle).Start()

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

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

        # A candle without range has no Balance of Power value.
        if not bop_value.IsFormed or bop_value.IsEmpty:
            return

        bop = bop_value.GetValue[Decimal](None)
        prev = self._prev_bop
        self._prev_bop = bop

        if prev is None:
            return

        if not self.IsFormedAndOnlineAndAllowTrading():
            return

        threshold = Decimal(self._threshold.Value)

        if self.Position == 0 and prev <= threshold and bop > threshold:
            self.BuyMarket(self.Volume)
        elif self.Position > 0 and prev >= -threshold and bop < -threshold:
            self.SellMarket(self.Position)

    def CreateClone(self):
        return balance_of_power_strategy()