Expert Ichimoku Strategy

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Ichimoku strategy using Tenkan/Kijun crossover (midline of short/long channels).
/// </summary>
public class ExpertIchimokuStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _tenkanPeriod;
	private readonly StrategyParam<int> _kijunPeriod;

	private decimal? _prevTenkan;
	private decimal? _prevKijun;

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

	public int TenkanPeriod
	{
		get => _tenkanPeriod.Value;
		set => _tenkanPeriod.Value = value;
	}

	public int KijunPeriod
	{
		get => _kijunPeriod.Value;
		set => _kijunPeriod.Value = value;
	}

	public ExpertIchimokuStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_tenkanPeriod = Param(nameof(TenkanPeriod), 9)
			.SetGreaterThanZero()
			.SetDisplay("Tenkan Period", "Short channel period", "Indicators");

		_kijunPeriod = Param(nameof(KijunPeriod), 26)
			.SetGreaterThanZero()
			.SetDisplay("Kijun Period", "Long channel period", "Indicators");
	}

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

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

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

		_prevTenkan = null;
		_prevKijun = null;

		// Tenkan: midline of short highest/lowest
		var tenkanHigh = new Highest { Length = TenkanPeriod };
		var tenkanLow = new Lowest { Length = TenkanPeriod };

		// Kijun: midline of long highest/lowest
		var kijunHigh = new Highest { Length = KijunPeriod };
		var kijunLow = new Lowest { Length = KijunPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(tenkanHigh, tenkanLow, kijunHigh, kijunLow, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, decimal tHigh, decimal tLow, decimal kHigh, decimal kLow)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var tenkan = (tHigh + tLow) / 2;
		var kijun = (kHigh + kLow) / 2;

		if (_prevTenkan == null || _prevKijun == null)
		{
			_prevTenkan = tenkan;
			_prevKijun = kijun;
			return;
		}

		// Tenkan crosses above Kijun → buy
		if (_prevTenkan.Value <= _prevKijun.Value && tenkan > kijun)
		{
			if (Position < 0)
				BuyMarket();
			if (Position <= 0)
				BuyMarket();
		}
		// Tenkan crosses below Kijun → sell
		else if (_prevTenkan.Value >= _prevKijun.Value && tenkan < kijun)
		{
			if (Position > 0)
				SellMarket();
			if (Position >= 0)
				SellMarket();
		}

		_prevTenkan = tenkan;
		_prevKijun = kijun;
	}
}

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 Highest, Lowest
from StockSharp.Algo.Strategies import Strategy


class expert_ichimoku_strategy(Strategy):
    def __init__(self):
        super(expert_ichimoku_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._tenkan_period = self.Param("TenkanPeriod", 9) \
            .SetDisplay("Tenkan Period", "Short channel period", "Indicators")
        self._kijun_period = self.Param("KijunPeriod", 26) \
            .SetDisplay("Kijun Period", "Long channel period", "Indicators")

        self._prev_tenkan = None
        self._prev_kijun = None

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

    @property
    def TenkanPeriod(self):
        return self._tenkan_period.Value

    @property
    def KijunPeriod(self):
        return self._kijun_period.Value

    def OnReseted(self):
        super(expert_ichimoku_strategy, self).OnReseted()
        self._prev_tenkan = None
        self._prev_kijun = None

    def OnStarted2(self, time):
        super(expert_ichimoku_strategy, self).OnStarted2(time)
        self._prev_tenkan = None
        self._prev_kijun = None

        tenkan_high = Highest()
        tenkan_high.Length = self.TenkanPeriod
        tenkan_low = Lowest()
        tenkan_low.Length = self.TenkanPeriod
        kijun_high = Highest()
        kijun_high.Length = self.KijunPeriod
        kijun_low = Lowest()
        kijun_low.Length = self.KijunPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(tenkan_high, tenkan_low, kijun_high, kijun_low, self._on_process).Start()

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

    def _on_process(self, candle, t_high_value, t_low_value, k_high_value, k_low_value):
        if candle.State != CandleStates.Finished:
            return

        th = float(t_high_value)
        tl = float(t_low_value)
        kh = float(k_high_value)
        kl = float(k_low_value)

        tenkan = (th + tl) / 2.0
        kijun = (kh + kl) / 2.0

        if self._prev_tenkan is None or self._prev_kijun is None:
            self._prev_tenkan = tenkan
            self._prev_kijun = kijun
            return

        # Tenkan crosses above Kijun
        if self._prev_tenkan <= self._prev_kijun and tenkan > kijun:
            if self.Position < 0:
                self.BuyMarket()
            if self.Position <= 0:
                self.BuyMarket()
        # Tenkan crosses below Kijun
        elif self._prev_tenkan >= self._prev_kijun and tenkan < kijun:
            if self.Position > 0:
                self.SellMarket()
            if self.Position >= 0:
                self.SellMarket()

        self._prev_tenkan = tenkan
        self._prev_kijun = kijun

    def CreateClone(self):
        return expert_ichimoku_strategy()