Estrategia de Trading IStochastic

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>
/// Stochastic Oscillator-based strategy with zone filtering.
/// Goes long when %K crosses above %D in the oversold zone, short when %K crosses below %D in overbought zone.
/// </summary>
public class IStochasticTradingStrategy : Strategy
{
	private readonly StrategyParam<int> _kPeriod;
	private readonly StrategyParam<int> _dPeriod;
	private readonly StrategyParam<decimal> _zoneBuy;
	private readonly StrategyParam<decimal> _zoneSell;
	private readonly StrategyParam<DataType> _candleType;

	private decimal? _prevK;
	private decimal? _prevD;

	/// <summary>
	/// %K period.
	/// </summary>
	public int KPeriod
	{
		get => _kPeriod.Value;
		set => _kPeriod.Value = value;
	}

	/// <summary>
	/// %D smoothing period.
	/// </summary>
	public int DPeriod
	{
		get => _dPeriod.Value;
		set => _dPeriod.Value = value;
	}

	/// <summary>
	/// Buy zone threshold (oversold).
	/// </summary>
	public decimal ZoneBuy
	{
		get => _zoneBuy.Value;
		set => _zoneBuy.Value = value;
	}

	/// <summary>
	/// Sell zone threshold (overbought).
	/// </summary>
	public decimal ZoneSell
	{
		get => _zoneSell.Value;
		set => _zoneSell.Value = value;
	}

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

	/// <summary>
	/// Initializes a new instance of the strategy.
	/// </summary>
	public IStochasticTradingStrategy()
	{
		_kPeriod = Param(nameof(KPeriod), 5)
			.SetGreaterThanZero()
			.SetDisplay("K Period", "Number of bars for %K", "Indicators");

		_dPeriod = Param(nameof(DPeriod), 3)
			.SetGreaterThanZero()
			.SetDisplay("D Period", "Smoothing period for %D", "Indicators");

		_zoneBuy = Param(nameof(ZoneBuy), 30m)
			.SetRange(0m, 100m)
			.SetDisplay("Buy Zone", "Upper boundary for bullish confirmation", "Signals");

		_zoneSell = Param(nameof(ZoneSell), 70m)
			.SetRange(0m, 100m)
			.SetDisplay("Sell Zone", "Lower boundary for bearish confirmation", "Signals");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Primary timeframe for the strategy", "General");
	}

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

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

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

		_prevK = null;
		_prevD = null;

		var stochastic = new StochasticOscillator();
		stochastic.K.Length = KPeriod;
		stochastic.D.Length = DPeriod;

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

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

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

		if (!stochasticValue.IsFinal)
			return;

		var stoch = (StochasticOscillatorValue)stochasticValue;

		if (stoch.K is not decimal kValue || stoch.D is not decimal dValue)
			return;

		if (_prevK is decimal prevK && _prevD is decimal prevD)
		{
			var crossedUp = prevK <= prevD && kValue > dValue;
			var crossedDown = prevK >= prevD && kValue < dValue;

			if (crossedUp && dValue < ZoneBuy && Position <= 0)
			{
				BuyMarket();
			}
			else if (crossedDown && dValue > ZoneSell && Position >= 0)
			{
				SellMarket();
			}
		}

		_prevK = kValue;
		_prevD = dValue;
	}
}

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.Strategies import Strategy
from StockSharp.Algo.Indicators import StochasticOscillator


class i_stochastic_trading_strategy(Strategy):
    """Stochastic crossover strategy with oversold/overbought zone filtering."""

    def __init__(self):
        super(i_stochastic_trading_strategy, self).__init__()

        self._k_period = self.Param("KPeriod", 5) \
            .SetGreaterThanZero() \
            .SetDisplay("K Period", "Number of bars for %K", "Indicators")
        self._d_period = self.Param("DPeriod", 3) \
            .SetGreaterThanZero() \
            .SetDisplay("D Period", "Smoothing period for %D", "Indicators")
        self._zone_buy = self.Param("ZoneBuy", 30.0) \
            .SetDisplay("Buy Zone", "Upper boundary for bullish confirmation", "Signals")
        self._zone_sell = self.Param("ZoneSell", 70.0) \
            .SetDisplay("Sell Zone", "Lower boundary for bearish confirmation", "Signals")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Primary timeframe", "General")

        self._prev_k = None
        self._prev_d = None

    @property
    def KPeriod(self):
        return self._k_period.Value
    @property
    def DPeriod(self):
        return self._d_period.Value
    @property
    def ZoneBuy(self):
        return self._zone_buy.Value
    @property
    def ZoneSell(self):
        return self._zone_sell.Value
    @property
    def CandleType(self):
        return self._candle_type.Value

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

        self._prev_k = None
        self._prev_d = None

        stoch = StochasticOscillator()
        stoch.K.Length = self.KPeriod
        stoch.D.Length = self.DPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.BindEx(stoch, self.process_candle).Start()

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

    def process_candle(self, candle, stoch_value):
        if candle.State != CandleStates.Finished:
            return

        if not stoch_value.IsFinal:
            return

        k_val = stoch_value.K
        d_val = stoch_value.D

        if k_val is None or d_val is None:
            return

        k = float(k_val)
        d = float(d_val)

        if self._prev_k is not None and self._prev_d is not None:
            crossed_up = self._prev_k <= self._prev_d and k > d
            crossed_down = self._prev_k >= self._prev_d and k < d

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

        self._prev_k = k
        self._prev_d = d

    def OnReseted(self):
        super(i_stochastic_trading_strategy, self).OnReseted()
        self._prev_k = None
        self._prev_d = None

    def CreateClone(self):
        return i_stochastic_trading_strategy()