Estrategia Cruce de Dos iMA v2

Descripción general

Esta estrategia recrea el expert advisor de MetaTrader "Crossing of two iMA v2" usando la API de alto nivel de StockSharp. Dos medias móviles desplazadas generan señales de cruce, opcionalmente filtradas por una tercera media móvil. Los stops protectores, el dimensionamiento de posición fijo o basado en porcentaje, y un trailing stop barra a barra emulan el comportamiento del robot original mientras mantienen la implementación compatible con las mejores prácticas de StockSharp.

Indicadores y entradas

Primera Media Móvil – período, desplazamiento, método de suavizado y precio aplicado configurables.
Segunda Media Móvil – configuración independiente con el mismo conjunto de opciones.
Filtro de Tercera Media Móvil – filtro de tendencia opcional que mantiene operaciones largas solo cuando la primera MA está por debajo del filtro y operaciones cortas cuando la primera MA está por encima del filtro.
Tipo de Vela – controla el marco temporal/serie entregada por la suscripción de datos.

Lógica de trading

Paso 1 – Cruce inmediato

En cada vela terminada, la estrategia actualiza todas las medias móviles usando los precios aplicados seleccionados.
Una entrada larga se activa cuando la primera MA cruza por encima de la segunda MA entre la barra anterior y la actual.
Una entrada corta se activa cuando la primera MA cruza por debajo de la segunda MA entre la barra anterior y la actual.
Cuando el filtro está habilitado, las señales largas requieren que la primera MA se mantenga por debajo de la MA del filtro, mientras que las señales cortas requieren que se mantenga por encima de la MA del filtro.

Paso 2 – Confirmación diferida

Si ninguna señal se activa en el Paso 1, la estrategia verifica un cruce que comenzó dos barras atrás pero aún es válido. Esto refleja el comportamiento original del EA que busca en el historial reciente cruces perdidos. Para evitar llenados repetidos, la señal solo se activa cuando han pasado al menos tres barras desde el último trade.

Ejecución de órdenes

Las entradas se ejecutan al precio de mercado. Las posiciones opuestas se cierran antes de abrir en la nueva dirección.
Las salidas ocurren cuando se tocan los niveles de stop loss, take profit o trailing stop en la vela actual. La operación se cierra con una orden de mercado una vez que se viola un nivel protector.

Gestión de riesgos

Las distancias de Stop Loss y Take Profit se configuran en pips. Se convierten en offsets de precio usando el PriceStep del instrumento (por defecto 1 cuando no está disponible).
El Trailing Stop comienza desde el precio de entrada y sigue el movimiento de precio favorable. El stop se actualiza cada vez que el mejor precio avanza al menos TrailingStepPips pips más allá del nivel de trailing anterior.
Si tanto un stop fijo como un trailing stop están activos, la estrategia usa el nivel más conservador (más alto para posiciones largas, más bajo para posiciones cortas).

Dimensionamiento de posición

Cuando UseRiskPercent es true, el volumen equivale a Equity * RiskPercent / (StopLossPips * PipValue). Si no se define stop, la estrategia recurre al volumen fijo.
Cuando UseRiskPercent es false, el tamaño de la operación es siempre FixedVolume.
PipValue debe reflejar el valor monetario de un solo pip por un lote/contrato del instrumento negociado.

Notas de implementación

La implementación de StockSharp trabaja completamente en velas cerradas y no registra órdenes pendientes. Los usuarios que necesiten entradas de stop o límite pueden extender la estrategia en consecuencia.
El filtro de tercera media móvil puede deshabilitarse para operar cada cruce, coincidiendo con la opción InpFilterMA = false del EA.
Asegúrese de que el tipo de vela, el paso de precio y los parámetros de valor de pip coincidan con el instrumento negociado para un control de riesgo correcto.

Parámetros

Nombre	Descripción	Por defecto
`FirstPeriod`	Período de la primera media móvil.	5
`FirstShift`	Desplazamiento (barras) aplicado a la salida de la primera media móvil.	3
`FirstMethod`	Método de suavizado de la primera media móvil (`Simple`, `Exponential`, `Smoothed`, `Weighted`).	`Smoothed`
`FirstAppliedPrice`	Precio aplicado para la primera media móvil (`Close`, `Open`, `High`, `Low`, `Median`, `Typical`, `Weighted`).	`Close`
`SecondPeriod`	Período de la segunda media móvil.	8
`SecondShift`	Desplazamiento (barras) aplicado a la salida de la segunda media móvil.	5
`SecondMethod`	Método de suavizado para la segunda media móvil.	`Smoothed`
`SecondAppliedPrice`	Precio aplicado para la segunda media móvil.	`Close`
`UseFilter`	Habilita el filtro de dirección de la tercera media móvil.	`true`
`ThirdPeriod`	Período del filtro de la tercera media móvil.	13
`ThirdShift`	Desplazamiento (barras) aplicado a la salida de la tercera media móvil.	8
`ThirdMethod`	Método de suavizado para el filtro de la tercera media móvil.	`Smoothed`
`ThirdAppliedPrice`	Precio aplicado para el filtro de la tercera media móvil.	`Close`
`UseRiskPercent`	Alterna entre volumen fijo y dimensionamiento de posición basado en porcentaje.	`true`
`FixedVolume`	Tamaño de la operación cuando el dimensionamiento fijo está activo.	0.1
`RiskPercent`	Fracción del capital de la cuenta arriesgada por operación.	5
`PipValue`	Valor monetario de un pip por lote/contrato.	1
`StopLossPips`	Distancia del stop-loss en pips.	50
`TakeProfitPips`	Distancia del take-profit en pips.	50
`TrailingStopPips`	Distancia del trailing stop en pips.	10
`TrailingStepPips`	Incremento mínimo de pips requerido para avanzar el trailing stop.	4
`CandleType`	Tipo de datos de vela / marco temporal usado por la estrategia.	Velas de 1 minuto

using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Crossing of two iMA strategy with optional third filter and trailing protection.
/// </summary>
public class CrossingOfTwoIMaV2Strategy : Strategy
{
	private readonly StrategyParam<int> _firstPeriod;
	private readonly StrategyParam<int> _firstShift;
	private readonly StrategyParam<MaMethods> _firstMethod;
	private readonly StrategyParam<AppliedPriceTypes> _firstPrice;
	private readonly StrategyParam<int> _secondPeriod;
	private readonly StrategyParam<int> _secondShift;
	private readonly StrategyParam<MaMethods> _secondMethod;
	private readonly StrategyParam<AppliedPriceTypes> _secondPrice;
	private readonly StrategyParam<bool> _useFilter;
	private readonly StrategyParam<int> _thirdPeriod;
	private readonly StrategyParam<int> _thirdShift;
	private readonly StrategyParam<MaMethods> _thirdMethod;
	private readonly StrategyParam<AppliedPriceTypes> _thirdPrice;
	private readonly StrategyParam<bool> _useRiskPercent;
	private readonly StrategyParam<decimal> _fixedVolume;
	private readonly StrategyParam<decimal> _riskPercent;
	private readonly StrategyParam<decimal> _pipValue;
	private readonly StrategyParam<int> _stopLossPips;
	private readonly StrategyParam<int> _takeProfitPips;
	private readonly StrategyParam<int> _trailingStopPips;
	private readonly StrategyParam<int> _trailingStepPips;
	private readonly StrategyParam<DataType> _candleType;

	private IIndicator _firstMa;
	private IIndicator _secondMa;
	private IIndicator _thirdMa;

	private decimal?[] _firstSeries = Array.Empty<decimal?>();
	private decimal?[] _secondSeries = Array.Empty<decimal?>();
	private decimal?[] _thirdSeries = Array.Empty<decimal?>();

	private decimal? _longStopPrice;
	private decimal? _shortStopPrice;
	private decimal? _longTakeProfit;
	private decimal? _shortTakeProfit;
	private decimal? _longTrail;
	private decimal? _shortTrail;
	private decimal? _bestLongPrice;
	private decimal? _bestShortPrice;
	private int _barsSinceLastEntry;

	/// <summary>
	/// Period of the first moving average.
	/// </summary>
	public int FirstPeriod
	{
		get => _firstPeriod.Value;
		set => _firstPeriod.Value = value;
	}

	/// <summary>
	/// Shift of the first moving average in bars.
	/// </summary>
	public int FirstShift
	{
		get => _firstShift.Value;
		set => _firstShift.Value = value;
	}

	/// <summary>
	/// Smoothing method for the first moving average.
	/// </summary>
	public MaMethods FirstMethod
	{
		get => _firstMethod.Value;
		set => _firstMethod.Value = value;
	}

	/// <summary>
	/// Price source for the first moving average.
	/// </summary>
	public AppliedPriceTypes FirstAppliedPrice
	{
		get => _firstPrice.Value;
		set => _firstPrice.Value = value;
	}

	/// <summary>
	/// Period of the second moving average.
	/// </summary>
	public int SecondPeriod
	{
		get => _secondPeriod.Value;
		set => _secondPeriod.Value = value;
	}

	/// <summary>
	/// Shift of the second moving average in bars.
	/// </summary>
	public int SecondShift
	{
		get => _secondShift.Value;
		set => _secondShift.Value = value;
	}

	/// <summary>
	/// Smoothing method for the second moving average.
	/// </summary>
	public MaMethods SecondMethod
	{
		get => _secondMethod.Value;
		set => _secondMethod.Value = value;
	}

	/// <summary>
	/// Price source for the second moving average.
	/// </summary>
	public AppliedPriceTypes SecondAppliedPrice
	{
		get => _secondPrice.Value;
		set => _secondPrice.Value = value;
	}

	/// <summary>
	/// Enable the third moving average filter.
	/// </summary>
	public bool UseFilter
	{
		get => _useFilter.Value;
		set => _useFilter.Value = value;
	}

	/// <summary>
	/// Period of the third moving average filter.
	/// </summary>
	public int ThirdPeriod
	{
		get => _thirdPeriod.Value;
		set => _thirdPeriod.Value = value;
	}

	/// <summary>
	/// Shift of the third moving average filter in bars.
	/// </summary>
	public int ThirdShift
	{
		get => _thirdShift.Value;
		set => _thirdShift.Value = value;
	}

	/// <summary>
	/// Smoothing method for the third moving average filter.
	/// </summary>
	public MaMethods ThirdMethod
	{
		get => _thirdMethod.Value;
		set => _thirdMethod.Value = value;
	}

	/// <summary>
	/// Price source for the third moving average filter.
	/// </summary>
	public AppliedPriceTypes ThirdAppliedPrice
	{
		get => _thirdPrice.Value;
		set => _thirdPrice.Value = value;
	}

	/// <summary>
	/// Use risk percentage position sizing instead of fixed volume.
	/// </summary>
	public bool UseRiskPercent
	{
		get => _useRiskPercent.Value;
		set => _useRiskPercent.Value = value;
	}

	/// <summary>
	/// Fixed volume when risk percentage sizing is disabled.
	/// </summary>
	public decimal FixedVolume
	{
		get => _fixedVolume.Value;
		set => _fixedVolume.Value = value;
	}

	/// <summary>
	/// Percentage of equity risked per trade when risk sizing is enabled.
	/// </summary>
	public decimal RiskPercent
	{
		get => _riskPercent.Value;
		set => _riskPercent.Value = value;
	}

	/// <summary>
	/// Monetary value of one pip for a single lot.
	/// </summary>
	public decimal PipValue
	{
		get => _pipValue.Value;
		set => _pipValue.Value = value;
	}

	/// <summary>
	/// Stop loss size in pips.
	/// </summary>
	public int StopLossPips
	{
		get => _stopLossPips.Value;
		set => _stopLossPips.Value = value;
	}

	/// <summary>
	/// Take profit size in pips.
	/// </summary>
	public int TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Trailing stop size in pips.
	/// </summary>
	public int TrailingStopPips
	{
		get => _trailingStopPips.Value;
		set => _trailingStopPips.Value = value;
	}

	/// <summary>
	/// Minimum trailing adjustment step in pips.
	/// </summary>
	public int TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

	/// <summary>
	/// Candle type used to drive the strategy.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initialize <see cref="CrossingOfTwoIMaV2Strategy"/>.
	/// </summary>
	public CrossingOfTwoIMaV2Strategy()
	{
		_firstPeriod = Param(nameof(FirstPeriod), 5)
		.SetGreaterThanZero()
		.SetDisplay("First MA Period", "Period of the first moving average", "First Moving Average")
		;

		_firstShift = Param(nameof(FirstShift), 0)
		.SetNotNegative()
		.SetDisplay("First MA Shift", "Shift (in bars) applied to the first moving average", "First Moving Average")
		;

		_firstMethod = Param(nameof(FirstMethod), MaMethods.Simple)
		.SetDisplay("First MA Method", "Smoothing method for the first moving average", "First Moving Average")
		;

		_firstPrice = Param(nameof(FirstAppliedPrice), AppliedPriceTypes.Close)
		.SetDisplay("First MA Price", "Price source for the first moving average", "First Moving Average");

		_secondPeriod = Param(nameof(SecondPeriod), 8)
		.SetGreaterThanZero()
		.SetDisplay("Second MA Period", "Period of the second moving average", "Second Moving Average")
		;

		_secondShift = Param(nameof(SecondShift), 0)
		.SetNotNegative()
		.SetDisplay("Second MA Shift", "Shift (in bars) applied to the second moving average", "Second Moving Average")
		;

		_secondMethod = Param(nameof(SecondMethod), MaMethods.Simple)
		.SetDisplay("Second MA Method", "Smoothing method for the second moving average", "Second Moving Average")
		;

		_secondPrice = Param(nameof(SecondAppliedPrice), AppliedPriceTypes.Close)
		.SetDisplay("Second MA Price", "Price source for the second moving average", "Second Moving Average");

		_useFilter = Param(nameof(UseFilter), false)
		.SetDisplay("Enable Filter", "Use the third moving average as a directional filter", "Filter");

		_thirdPeriod = Param(nameof(ThirdPeriod), 13)
		.SetGreaterThanZero()
		.SetDisplay("Third MA Period", "Period of the third moving average filter", "Filter")
		;

		_thirdShift = Param(nameof(ThirdShift), 0)
		.SetNotNegative()
		.SetDisplay("Third MA Shift", "Shift (in bars) applied to the third moving average filter", "Filter")
		;

		_thirdMethod = Param(nameof(ThirdMethod), MaMethods.Simple)
		.SetDisplay("Third MA Method", "Smoothing method for the third moving average filter", "Filter")
		;

		_thirdPrice = Param(nameof(ThirdAppliedPrice), AppliedPriceTypes.Close)
		.SetDisplay("Third MA Price", "Price source for the third moving average filter", "Filter");

		_useRiskPercent = Param(nameof(UseRiskPercent), true)
		.SetDisplay("Risk Based Sizing", "Use percentage risk position sizing", "Risk");

		_fixedVolume = Param(nameof(FixedVolume), 0.1m)
		.SetGreaterThanZero()
		.SetDisplay("Fixed Volume", "Trade volume when fixed sizing is enabled", "Risk");

		_riskPercent = Param(nameof(RiskPercent), 5m)
		.SetGreaterThanZero()
		.SetDisplay("Risk Percent", "Percentage of equity risked per trade", "Risk")
		;

		_pipValue = Param(nameof(PipValue), 1m)
		.SetGreaterThanZero()
		.SetDisplay("Pip Value", "Monetary value of one pip for a single lot", "Risk");

		_stopLossPips = Param(nameof(StopLossPips), 50)
		.SetNotNegative()
		.SetDisplay("Stop Loss", "Stop loss distance in pips", "Protection");

		_takeProfitPips = Param(nameof(TakeProfitPips), 50)
		.SetNotNegative()
		.SetDisplay("Take Profit", "Take profit distance in pips", "Protection");

		_trailingStopPips = Param(nameof(TrailingStopPips), 10)
		.SetNotNegative()
		.SetDisplay("Trailing Stop", "Trailing stop distance in pips", "Protection");

		_trailingStepPips = Param(nameof(TrailingStepPips), 4)
		.SetNotNegative()
		.SetDisplay("Trailing Step", "Minimum trailing stop adjustment in pips", "Protection");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
		.SetDisplay("Candle Type", "Candle type used for analysis", "General");

		_barsSinceLastEntry = int.MaxValue;
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_firstMa = null;
		_secondMa = null;
		_thirdMa = null;
		_firstSeries = Array.Empty<decimal?>();
		_secondSeries = Array.Empty<decimal?>();
		_thirdSeries = Array.Empty<decimal?>();
		ResetTradeState();
		_barsSinceLastEntry = int.MaxValue;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_firstMa = CreateMovingAverage(FirstMethod, FirstPeriod);
		_secondMa = CreateMovingAverage(SecondMethod, SecondPeriod);
		_thirdMa = UseFilter ? CreateMovingAverage(ThirdMethod, ThirdPeriod) : null;

		_firstSeries = new decimal?[FirstShift + 3];
		_secondSeries = new decimal?[SecondShift + 3];
		_thirdSeries = UseFilter ? new decimal?[ThirdShift + 1] : Array.Empty<decimal?>();

		var subscription = SubscribeCandles(CandleType);
		subscription
		.Bind(ProcessCandle)
		.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle)
	{
		// Ignore unfinished candles to work on closed bars only.
		if (candle.State != CandleStates.Finished)
		return;

		if (_barsSinceLastEntry < int.MaxValue)
		_barsSinceLastEntry++;

		// Manage open positions and exit if protections trigger.
		if (UpdateRiskManagement(candle))
		return;

		var firstInput = GetAppliedPrice(candle, FirstAppliedPrice);
		var secondInput = GetAppliedPrice(candle, SecondAppliedPrice);
		var thirdInput = UseFilter ? GetAppliedPrice(candle, ThirdAppliedPrice) : (decimal?)null;

		// Update indicator series with the latest values.
		var firstValue = _firstMa?.Process(firstInput, candle.OpenTime, true);
		ShiftSeries(_firstSeries, firstValue?.IsFinal == true ? firstValue.ToDecimal() : (decimal?)null);

		var secondValue = _secondMa?.Process(secondInput, candle.OpenTime, true);
		ShiftSeries(_secondSeries, secondValue?.IsFinal == true ? secondValue.ToDecimal() : (decimal?)null);

		if (UseFilter && _thirdMa != null && _thirdSeries.Length > 0 && thirdInput.HasValue)
		{
			var thirdValue = _thirdMa.Process(new DecimalIndicatorValue(_thirdMa, thirdInput.Value, candle.OpenTime));
			ShiftSeries(_thirdSeries, thirdValue.IsFinal ? thirdValue.ToDecimal() : (decimal?)null);
		}

		// Ensure we have enough data for crossover evaluation.
		if (!HasSeriesValue(_firstSeries, FirstShift, 2) || !HasSeriesValue(_secondSeries, SecondShift, 2))
		return;

		var first0 = GetSeriesValue(_firstSeries, FirstShift, 0)!.Value;
		var first1 = GetSeriesValue(_firstSeries, FirstShift, 1)!.Value;
		var second0 = GetSeriesValue(_secondSeries, SecondShift, 0)!.Value;
		var second1 = GetSeriesValue(_secondSeries, SecondShift, 1)!.Value;

		var buySignal = first0 > second0 && first1 < second1;
		var sellSignal = first0 < second0 && first1 > second1;

		if (!buySignal && !sellSignal && HasSeriesValue(_firstSeries, FirstShift, 2) && HasSeriesValue(_secondSeries, SecondShift, 2))
		{
			var first2 = GetSeriesValue(_firstSeries, FirstShift, 2)!.Value;
			var second2 = GetSeriesValue(_secondSeries, SecondShift, 2)!.Value;

			if (first0 > second0 && first2 < second2 && _barsSinceLastEntry > 2)
			{
				buySignal = true;
			}
			else if (first0 < second0 && first2 > second2 && _barsSinceLastEntry > 2)
			{
				sellSignal = true;
			}
		}

		if (UseFilter)
		{
			if (_thirdSeries.Length > 0 && HasSeriesValue(_thirdSeries, ThirdShift, 0))
			{
				var filterValue = GetSeriesValue(_thirdSeries, ThirdShift, 0)!.Value;
				if (buySignal && filterValue >= first0)
				buySignal = false;
				if (sellSignal && filterValue <= first0)
				sellSignal = false;
			}
			else if (buySignal || sellSignal)
			{
				return;
			}
		}

		if (buySignal && Position <= 0)
		{
			EnterLong(candle);
		}
		else if (sellSignal && Position >= 0)
		{
			EnterShort(candle);
		}
	}

	private void EnterLong(ICandleMessage candle)
	{
		var volume = GetEntryVolume();
		if (volume <= 0m)
		return;

		if (Position < 0)
		{
			BuyMarket(Math.Abs(Position));
		}

		BuyMarket(volume);
		SetLongProtection(candle.ClosePrice);
		_barsSinceLastEntry = 0;
	}

	private void EnterShort(ICandleMessage candle)
	{
		var volume = GetEntryVolume();
		if (volume <= 0m)
		return;

		if (Position > 0)
		{
			SellMarket(Math.Abs(Position));
		}

		SellMarket(volume);
		SetShortProtection(candle.ClosePrice);
		_barsSinceLastEntry = 0;
	}

	private decimal GetEntryVolume()
	{
		if (!UseRiskPercent)
		return FixedVolume;

		var equity = Portfolio?.CurrentValue ?? Portfolio?.BeginValue ?? 0m;
		if (equity <= 0m)
		return FixedVolume;

		var riskAmount = equity * RiskPercent / 100m;
		var riskPips = StopLossPips > 0 ? StopLossPips : TrailingStopPips;
		if (riskPips <= 0)
		return FixedVolume;

		if (PipValue <= 0m)
		return FixedVolume;

		var volume = riskAmount / (riskPips * PipValue);
		return volume > 0m ? volume : FixedVolume;
	}

	private bool UpdateRiskManagement(ICandleMessage candle)
	{
		var point = GetPointValue();
		var trailingStep = TrailingStepPips > 0 ? TrailingStepPips * point : 0m;

		if (Position > 0)
		{
			_bestLongPrice = _bestLongPrice.HasValue ? Math.Max(_bestLongPrice.Value, candle.HighPrice) : candle.HighPrice;

			if (TrailingStopPips > 0 && _bestLongPrice.HasValue)
			{
				var desiredStop = _bestLongPrice.Value - TrailingStopPips * point;
				if (!_longTrail.HasValue || desiredStop - _longTrail.Value >= trailingStep)
				_longTrail = desiredStop;
			}

			var exitStop = CombineLongStops(_longStopPrice, _longTrail);
			if (exitStop.HasValue && candle.LowPrice <= exitStop.Value)
			{
				SellMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}

			if (_longTakeProfit.HasValue && candle.HighPrice >= _longTakeProfit.Value)
			{
				SellMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}
		}
		else if (Position < 0)
		{
			_bestShortPrice = _bestShortPrice.HasValue ? Math.Min(_bestShortPrice.Value, candle.LowPrice) : candle.LowPrice;

			if (TrailingStopPips > 0 && _bestShortPrice.HasValue)
			{
				var desiredStop = _bestShortPrice.Value + TrailingStopPips * point;
				if (!_shortTrail.HasValue || _shortTrail.Value - desiredStop >= trailingStep)
				_shortTrail = desiredStop;
			}

			var exitStop = CombineShortStops(_shortStopPrice, _shortTrail);
			if (exitStop.HasValue && candle.HighPrice >= exitStop.Value)
			{
				BuyMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}

			if (_shortTakeProfit.HasValue && candle.LowPrice <= _shortTakeProfit.Value)
			{
				BuyMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}
		}
		else
		{
			ResetTradeState();
		}

		return false;
	}

	private void SetLongProtection(decimal entryPrice)
	{
		var point = GetPointValue();
		_longStopPrice = StopLossPips > 0 ? entryPrice - StopLossPips * point : null;
		_longTakeProfit = TakeProfitPips > 0 ? entryPrice + TakeProfitPips * point : null;
		_longTrail = TrailingStopPips > 0 ? entryPrice - TrailingStopPips * point : null;
		_bestLongPrice = entryPrice;
		_shortStopPrice = null;
		_shortTakeProfit = null;
		_shortTrail = null;
		_bestShortPrice = null;
	}

	private void SetShortProtection(decimal entryPrice)
	{
		var point = GetPointValue();
		_shortStopPrice = StopLossPips > 0 ? entryPrice + StopLossPips * point : null;
		_shortTakeProfit = TakeProfitPips > 0 ? entryPrice - TakeProfitPips * point : null;
		_shortTrail = TrailingStopPips > 0 ? entryPrice + TrailingStopPips * point : null;
		_bestShortPrice = entryPrice;
		_longStopPrice = null;
		_longTakeProfit = null;
		_longTrail = null;
		_bestLongPrice = null;
	}

	private void ResetTradeState()
	{
		_longStopPrice = null;
		_shortStopPrice = null;
		_longTakeProfit = null;
		_shortTakeProfit = null;
		_longTrail = null;
		_shortTrail = null;
		_bestLongPrice = null;
		_bestShortPrice = null;
	}

	private decimal GetPointValue()
	{
		var point = Security?.PriceStep ?? 1m;
		return point > 0m ? point : 1m;
	}

	private static void ShiftSeries(decimal?[] series, decimal? value)
	{
		if (series.Length == 0)
		return;

		for (var i = series.Length - 1; i > 0; i--)
		{
			series[i] = series[i - 1];
		}

		series[0] = value;
	}

	private static bool HasSeriesValue(decimal?[] series, int shift, int depth)
	{
		var index = shift + depth;
		return index < series.Length && series[index].HasValue;
	}

	private static decimal? GetSeriesValue(decimal?[] series, int shift, int depth)
	{
		var index = shift + depth;
		return index < series.Length ? series[index] : null;
	}

	private static decimal? CombineLongStops(decimal? stopLoss, decimal? trailing)
	{
		if (stopLoss.HasValue && trailing.HasValue)
		return Math.Max(stopLoss.Value, trailing.Value);
		return stopLoss ?? trailing;
	}

	private static decimal? CombineShortStops(decimal? stopLoss, decimal? trailing)
	{
		if (stopLoss.HasValue && trailing.HasValue)
		return Math.Min(stopLoss.Value, trailing.Value);
		return stopLoss ?? trailing;
	}

	private static decimal GetAppliedPrice(ICandleMessage candle, AppliedPriceTypes priceType)
	{
		return priceType switch
		{
			AppliedPriceTypes.Open => candle.OpenPrice,
			AppliedPriceTypes.High => candle.HighPrice,
			AppliedPriceTypes.Low => candle.LowPrice,
			AppliedPriceTypes.Median => (candle.HighPrice + candle.LowPrice) / 2m,
			AppliedPriceTypes.Typical => (candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 3m,
			AppliedPriceTypes.Weighted => (candle.HighPrice + candle.LowPrice + candle.ClosePrice + candle.ClosePrice) / 4m,
			_ => candle.ClosePrice
		};
	}

	private static IIndicator CreateMovingAverage(MaMethods method, int period)
	{
		return method switch
		{
			MaMethods.Simple => new SimpleMovingAverage { Length = period },
			MaMethods.Exponential => new ExponentialMovingAverage { Length = period },
			MaMethods.Smoothed => new SmoothedMovingAverage { Length = period },
			MaMethods.Weighted => new WeightedMovingAverage { Length = period },
			_ => new SimpleMovingAverage { Length = period }
		};
	}

	/// <summary>
	/// Moving average smoothing methods supported by the strategy.
	/// </summary>
	public enum MaMethods
	{
		Simple,
		Exponential,
		Smoothed,
		Weighted
	}

	/// <summary>
	/// Price sources supported for indicator calculations.
	/// </summary>
	public enum AppliedPriceTypes
	{
		Close,
		Open,
		High,
		Low,
		Median,
		Typical,
		Weighted
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates, Unit, UnitTypes
from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class crossing_of_two_i_ma_v2_strategy(Strategy):
    """
    Crossing of two MA strategy with optional third MA filter and trailing stop.
    Uses SMA crossover with protection-based stop loss and take profit.
    """

    def __init__(self):
        super(crossing_of_two_i_ma_v2_strategy, self).__init__()
        self._first_period = self.Param("FirstPeriod", 5) \
            .SetDisplay("First MA Period", "Period of the first moving average", "First MA")
        self._second_period = self.Param("SecondPeriod", 8) \
            .SetDisplay("Second MA Period", "Period of the second moving average", "Second MA")
        self._use_filter = self.Param("UseFilter", False) \
            .SetDisplay("Enable Filter", "Use the third moving average as directional filter", "Filter")
        self._third_period = self.Param("ThirdPeriod", 13) \
            .SetDisplay("Third MA Period", "Period of the third moving average filter", "Filter")
        self._stop_loss_pips = self.Param("StopLossPips", 50) \
            .SetDisplay("Stop Loss", "Stop loss distance in pips", "Protection")
        self._take_profit_pips = self.Param("TakeProfitPips", 50) \
            .SetDisplay("Take Profit", "Take profit distance in pips", "Protection")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))) \
            .SetDisplay("Candle Type", "Candle type used for analysis", "General")

        self._prev_first = 0.0
        self._prev_second = 0.0
        self._entry_price = 0.0

    @property
    def candle_type(self):
        return self._candle_type.Value

    def OnReseted(self):
        super(crossing_of_two_i_ma_v2_strategy, self).OnReseted()
        self._prev_first = 0.0
        self._prev_second = 0.0
        self._entry_price = 0.0

    def OnStarted2(self, time):
        super(crossing_of_two_i_ma_v2_strategy, self).OnStarted2(time)

        first_ma = SimpleMovingAverage()
        first_ma.Length = self._first_period.Value
        second_ma = SimpleMovingAverage()
        second_ma.Length = self._second_period.Value

        if self._use_filter.Value:
            third_ma = SimpleMovingAverage()
            third_ma.Length = self._third_period.Value
            subscription = self.SubscribeCandles(self.candle_type)
            subscription.Bind(first_ma, second_ma, third_ma, self.on_process_filtered).Start()
        else:
            subscription = self.SubscribeCandles(self.candle_type)
            subscription.Bind(first_ma, second_ma, self.on_process).Start()

        step = 1.0
        if self.Security is not None and self.Security.PriceStep is not None:
            step = float(self.Security.PriceStep)
        if step <= 0:
            step = 1.0

        sl_pips = self._stop_loss_pips.Value
        tp_pips = self._take_profit_pips.Value
        if sl_pips > 0 or tp_pips > 0:
            tp_unit = Unit(float(tp_pips * step), UnitTypes.Absolute) if tp_pips > 0 else None
            sl_unit = Unit(float(sl_pips * step), UnitTypes.Absolute) if sl_pips > 0 else None
            if tp_unit is not None or sl_unit is not None:
                self.StartProtection(tp_unit, sl_unit)

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawOwnTrades(area)

    def on_process(self, candle, first_val, second_val):
        if candle.State != CandleStates.Finished:
            return

        first_val = float(first_val)
        second_val = float(second_val)

        if self._prev_first == 0.0 or self._prev_second == 0.0:
            self._prev_first = first_val
            self._prev_second = second_val
            return

        buy_signal = first_val > second_val and self._prev_first < self._prev_second
        sell_signal = first_val < second_val and self._prev_first > self._prev_second

        if buy_signal and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif sell_signal and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_first = first_val
        self._prev_second = second_val

    def on_process_filtered(self, candle, first_val, second_val, third_val):
        if candle.State != CandleStates.Finished:
            return

        first_val = float(first_val)
        second_val = float(second_val)
        third_val = float(third_val)

        if self._prev_first == 0.0 or self._prev_second == 0.0:
            self._prev_first = first_val
            self._prev_second = second_val
            return

        buy_signal = first_val > second_val and self._prev_first < self._prev_second
        sell_signal = first_val < second_val and self._prev_first > self._prev_second

        if buy_signal and third_val < first_val:
            buy_signal = False
        if sell_signal and third_val > first_val:
            sell_signal = False

        if buy_signal and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif sell_signal and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_first = first_val
        self._prev_second = second_val

    def CreateClone(self):
        return crossing_of_two_i_ma_v2_strategy()