Smart Forex System Strategy

namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// Smart Forex System strategy: Triple EMA alignment.
/// Enters when fast > mid > slow (buy) or fast < mid < slow (sell).
/// </summary>
public class SmartForexSystemStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _midPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private bool _wasBullishAlignment;
	private bool _hasPrevAlignment;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int MidPeriod { get => _midPeriod.Value; set => _midPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }

	public SmartForexSystemStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_fastPeriod = Param(nameof(FastPeriod), 10)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");
		_midPeriod = Param(nameof(MidPeriod), 25)
			.SetGreaterThanZero()
			.SetDisplay("Mid EMA", "Mid EMA period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_wasBullishAlignment = false;
		_hasPrevAlignment = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_wasBullishAlignment = false;
		_hasPrevAlignment = false;
		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var mid = new ExponentialMovingAverage { Length = MidPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fast, mid, slow, ProcessCandle).Start();
	}

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

		var bullishAlignment = fastValue > midValue && midValue > slowValue;
		var bearishAlignment = fastValue < midValue && midValue < slowValue;
		var crossedUp = bullishAlignment && (!_hasPrevAlignment || !_wasBullishAlignment);
		var crossedDown = bearishAlignment && (!_hasPrevAlignment || _wasBullishAlignment);

		if (crossedUp && Position <= 0)
			BuyMarket();
		else if (crossedDown && Position >= 0)
			SellMarket();

		if (bullishAlignment || bearishAlignment)
		{
			_wasBullishAlignment = bullishAlignment;
			_hasPrevAlignment = true;
		}
	}
}

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 smart_forex_system_strategy(Strategy):
    def __init__(self):
        super(smart_forex_system_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._fast_period = self.Param("FastPeriod", 10)
        self._mid_period = self.Param("MidPeriod", 25)
        self._slow_period = self.Param("SlowPeriod", 50)

        self._was_bullish_alignment = False
        self._has_prev_alignment = False

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

    @property
    def FastPeriod(self):
        return self._fast_period.Value

    @FastPeriod.setter
    def FastPeriod(self, value):
        self._fast_period.Value = value

    @property
    def MidPeriod(self):
        return self._mid_period.Value

    @MidPeriod.setter
    def MidPeriod(self, value):
        self._mid_period.Value = value

    @property
    def SlowPeriod(self):
        return self._slow_period.Value

    @SlowPeriod.setter
    def SlowPeriod(self, value):
        self._slow_period.Value = value

    def OnReseted(self):
        super(smart_forex_system_strategy, self).OnReseted()
        self._was_bullish_alignment = False
        self._has_prev_alignment = False

    def OnStarted2(self, time):
        super(smart_forex_system_strategy, self).OnStarted2(time)
        self._was_bullish_alignment = False
        self._has_prev_alignment = False

        fast = ExponentialMovingAverage()
        fast.Length = self.FastPeriod
        mid = ExponentialMovingAverage()
        mid.Length = self.MidPeriod
        slow = ExponentialMovingAverage()
        slow.Length = self.SlowPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(fast, mid, slow, self._process_candle).Start()

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

        fast_val = float(fast_value)
        mid_val = float(mid_value)
        slow_val = float(slow_value)

        bullish_alignment = fast_val > mid_val and mid_val > slow_val
        bearish_alignment = fast_val < mid_val and mid_val < slow_val

        crossed_up = bullish_alignment and (not self._has_prev_alignment or not self._was_bullish_alignment)
        crossed_down = bearish_alignment and (not self._has_prev_alignment or self._was_bullish_alignment)

        if crossed_up and self.Position <= 0:
            self.BuyMarket()
        elif crossed_down and self.Position >= 0:
            self.SellMarket()

        if bullish_alignment or bearish_alignment:
            self._was_bullish_alignment = bullish_alignment
            self._has_prev_alignment = True

    def CreateClone(self):
        return smart_forex_system_strategy()