KA-Gold Bot 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>
/// Simplified from "KA Gold Bot" MetaTrader expert.
/// Uses Keltner channel (EMA + ATR-based bands) with EMA crossover for entries.
/// Buys when short EMA crosses above long EMA and close is above Keltner center.
/// Sells on reverse conditions.
/// </summary>
public class KaGoldBotStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _keltnerPeriod;
	private readonly StrategyParam<int> _emaShortPeriod;
	private readonly StrategyParam<int> _emaLongPeriod;

	private ExponentialMovingAverage _emaShort;
	private ExponentialMovingAverage _emaLong;

	// Manual ATR-like range average for Keltner
	private readonly Queue<decimal> _rangeQueue = new();
	private decimal _rangeSum;
	private ExponentialMovingAverage _emaKeltner;

	private decimal? _prevEmaShort;
	private decimal? _prevEmaLong;

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

	public int KeltnerPeriod
	{
		get => _keltnerPeriod.Value;
		set => _keltnerPeriod.Value = value;
	}

	public int EmaShortPeriod
	{
		get => _emaShortPeriod.Value;
		set => _emaShortPeriod.Value = value;
	}

	public int EmaLongPeriod
	{
		get => _emaLongPeriod.Value;
		set => _emaLongPeriod.Value = value;
	}

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

		_keltnerPeriod = Param(nameof(KeltnerPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("Keltner Period", "EMA period for Keltner channel center", "Indicators");

		_emaShortPeriod = Param(nameof(EmaShortPeriod), 10)
			.SetGreaterThanZero()
			.SetDisplay("EMA Short Period", "Short EMA for crossover signal", "Indicators");

		_emaLongPeriod = Param(nameof(EmaLongPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("EMA Long Period", "Long EMA for crossover signal", "Indicators");
	}

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

		_emaShort = new ExponentialMovingAverage { Length = EmaShortPeriod };
		_emaLong = new ExponentialMovingAverage { Length = EmaLongPeriod };
		_emaKeltner = new ExponentialMovingAverage { Length = KeltnerPeriod };

		_rangeQueue.Clear();
		_rangeSum = 0;
		_prevEmaShort = null;
		_prevEmaLong = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_emaShort, _emaLong, ProcessCandle)
			.Start();

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

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

		var close = candle.ClosePrice;

		// Process Keltner EMA manually
		var keltnerInput = new DecimalIndicatorValue(_emaKeltner, close, candle.OpenTime);
		var keltnerResult = _emaKeltner.Process(keltnerInput);
		var emaKeltnerValue = keltnerResult.IsEmpty ? close : keltnerResult.GetValue<decimal>();

		// Calculate range average (manual SMA of high-low) for Keltner bands
		var range = candle.HighPrice - candle.LowPrice;
		_rangeQueue.Enqueue(range);
		_rangeSum += range;
		while (_rangeQueue.Count > KeltnerPeriod)
			_rangeSum -= _rangeQueue.Dequeue();

		if (_prevEmaShort == null || _prevEmaLong == null)
		{
			_prevEmaShort = emaShortValue;
			_prevEmaLong = emaLongValue;
			return;
		}

		// Keltner bands
		var rangeAvg = _rangeQueue.Count > 0 ? _rangeSum / _rangeQueue.Count : 0;
		var upper = emaKeltnerValue + rangeAvg;
		var lower = emaKeltnerValue - rangeAvg;

		// Buy: short EMA crosses above long EMA and close above Keltner center
		var buySignal = _prevEmaShort.Value <= _prevEmaLong.Value && emaShortValue > emaLongValue
			&& close > emaKeltnerValue;

		// Sell: short EMA crosses below long EMA and close below Keltner center
		var sellSignal = _prevEmaShort.Value >= _prevEmaLong.Value && emaShortValue < emaLongValue
			&& close < emaKeltnerValue;

		if (buySignal)
		{
			if (Position < 0)
				BuyMarket();
			if (Position <= 0)
				BuyMarket();
		}
		else if (sellSignal)
		{
			if (Position > 0)
				SellMarket();
			if (Position >= 0)
				SellMarket();
		}

		_prevEmaShort = emaShortValue;
		_prevEmaLong = emaLongValue;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_emaShort = null;
		_emaLong = null;
		_emaKeltner = null;
		_rangeQueue.Clear();
		_rangeSum = 0;
		_prevEmaShort = null;
		_prevEmaLong = null;

		base.OnReseted();
	}
}

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5)))
        self._keltner_period = self.Param("KeltnerPeriod", 20)
        self._ema_short_period = self.Param("EmaShortPeriod", 10)
        self._ema_long_period = self.Param("EmaLongPeriod", 50)

        self._prev_ema_short = None
        self._prev_ema_long = None
        self._range_queue = []
        self._range_sum = 0.0
        self._keltner_ema = 0.0
        self._keltner_count = 0

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

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

    @property
    def KeltnerPeriod(self):
        return self._keltner_period.Value

    @KeltnerPeriod.setter
    def KeltnerPeriod(self, value):
        self._keltner_period.Value = value

    @property
    def EmaShortPeriod(self):
        return self._ema_short_period.Value

    @EmaShortPeriod.setter
    def EmaShortPeriod(self, value):
        self._ema_short_period.Value = value

    @property
    def EmaLongPeriod(self):
        return self._ema_long_period.Value

    @EmaLongPeriod.setter
    def EmaLongPeriod(self, value):
        self._ema_long_period.Value = value

    def OnReseted(self):
        super(ka_gold_bot_strategy, self).OnReseted()
        self._prev_ema_short = None
        self._prev_ema_long = None
        self._range_queue = []
        self._range_sum = 0.0
        self._keltner_ema = 0.0
        self._keltner_count = 0

    def OnStarted2(self, time):
        super(ka_gold_bot_strategy, self).OnStarted2(time)
        self._prev_ema_short = None
        self._prev_ema_long = None
        self._range_queue = []
        self._range_sum = 0.0
        self._keltner_ema = 0.0
        self._keltner_count = 0

        ema_short = ExponentialMovingAverage()
        ema_short.Length = self.EmaShortPeriod
        ema_long = ExponentialMovingAverage()
        ema_long.Length = self.EmaLongPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(ema_short, ema_long, self._process_candle).Start()

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

        ema_short_val = float(ema_short_value)
        ema_long_val = float(ema_long_value)
        close = float(candle.ClosePrice)
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)

        # Manual Keltner EMA
        keltner_period = self.KeltnerPeriod
        if self._keltner_count == 0:
            self._keltner_ema = close
        else:
            alpha = 2.0 / (keltner_period + 1)
            self._keltner_ema = close * alpha + self._keltner_ema * (1 - alpha)
        self._keltner_count += 1

        # Range average for Keltner bands
        bar_range = high - low
        self._range_queue.append(bar_range)
        self._range_sum += bar_range
        while len(self._range_queue) > keltner_period:
            self._range_sum -= self._range_queue.pop(0)

        if self._prev_ema_short is None or self._prev_ema_long is None:
            self._prev_ema_short = ema_short_val
            self._prev_ema_long = ema_long_val
            return

        # Buy: short EMA crosses above long EMA and close above Keltner center
        buy_signal = (self._prev_ema_short <= self._prev_ema_long and
                      ema_short_val > ema_long_val and close > self._keltner_ema)

        # Sell: short EMA crosses below long EMA and close below Keltner center
        sell_signal = (self._prev_ema_short >= self._prev_ema_long and
                       ema_short_val < ema_long_val and close < self._keltner_ema)

        if buy_signal:
            if self.Position <= 0:
                self.BuyMarket()
        elif sell_signal:
            if self.Position >= 0:
                self.SellMarket()

        self._prev_ema_short = ema_short_val
        self._prev_ema_long = ema_long_val

    def CreateClone(self):
        return ka_gold_bot_strategy()