Farhad Crab 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>
/// Farhad Crab strategy - EMA and SMA crossover with trend filter.
/// Buys when EMA crosses above SMA.
/// Sells when EMA crosses below SMA.
/// </summary>
public class FarhadCrabStrategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _smaPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevEma;
	private decimal _prevSma;
	private bool _hasPrev;

	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public int SmaPeriod { get => _smaPeriod.Value; set => _smaPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public FarhadCrabStrategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 10)
			.SetDisplay("EMA Period", "EMA lookback", "Indicators");

		_smaPeriod = Param(nameof(SmaPeriod), 20)
			.SetDisplay("SMA Period", "SMA lookback", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(10).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)];
	protected override void OnReseted() { base.OnReseted(); _prevEma = 0m; _prevSma = 0m; _hasPrev = false; }

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

		_hasPrev = false;

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var sma = new SimpleMovingAverage { Length = SmaPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ema, sma, ProcessCandle)
			.Start();
	}

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

		if (!_hasPrev)
		{
			_prevEma = ema;
			_prevSma = sma;
			_hasPrev = true;
			return;
		}

		if (_prevEma <= _prevSma && ema > sma && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		else if (_prevEma >= _prevSma && ema < sma && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevEma = ema;
		_prevSma = sma;
	}
}

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, SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class farhad_crab_strategy(Strategy):
    """
    Farhad Crab strategy - EMA and SMA crossover with trend filter.
    Buys when EMA crosses above SMA, sells when EMA crosses below SMA.
    """

    def __init__(self):
        super(farhad_crab_strategy, self).__init__()
        self._ema_period = self.Param("EmaPeriod", 10) \
            .SetDisplay("EMA Period", "EMA lookback", "Indicators")
        self._sma_period = self.Param("SmaPeriod", 20) \
            .SetDisplay("SMA Period", "SMA lookback", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(10))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")

        self._prev_ema = 0.0
        self._prev_sma = 0.0
        self._has_prev = False

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

    def OnReseted(self):
        super(farhad_crab_strategy, self).OnReseted()
        self._prev_ema = 0.0
        self._prev_sma = 0.0
        self._has_prev = False

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

        self._has_prev = False
        ema = ExponentialMovingAverage()
        ema.Length = self._ema_period.Value
        sma = SimpleMovingAverage()
        sma.Length = self._sma_period.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(ema, sma, self._process_candle).Start()

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

        ema_val = float(ema_val)
        sma_val = float(sma_val)

        if not self._has_prev:
            self._prev_ema = ema_val
            self._prev_sma = sma_val
            self._has_prev = True
            return

        if self._prev_ema <= self._prev_sma and ema_val > sma_val and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()

        elif self._prev_ema >= self._prev_sma and ema_val < sma_val and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_ema = ema_val
        self._prev_sma = sma_val

    def CreateClone(self):
        return farhad_crab_strategy()