Estrategia de Histograma XRSI DeMarker

namespace StockSharp.Samples.Strategies;

using System;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// XRSI DeMarker Histogram strategy (simplified).
/// Uses RSI combined with momentum to detect reversals.
/// Buys on RSI reversal from oversold, sells on reversal from overbought.
/// </summary>
public class XrsidDeMarkerHistogramStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<int> _smaPeriod;

	private decimal _prevRsi;
	private decimal _prevPrevRsi;
	private bool _initialized;

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

	public int RsiPeriod
	{
		get => _rsiPeriod.Value;
		set => _rsiPeriod.Value = value;
	}

	public int SmaPeriod
	{
		get => _smaPeriod.Value;
		set => _smaPeriod.Value = value;
	}

	public XrsidDeMarkerHistogramStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Source candles", "General");

		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI indicator period", "Indicators");

		_smaPeriod = Param(nameof(SmaPeriod), 5)
			.SetGreaterThanZero()
			.SetDisplay("SMA Period", "Smoothing period", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevRsi = 0m;
		_prevPrevRsi = 0m;
		_initialized = false;
	}

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

		_prevRsi = 0;
		_prevPrevRsi = 0;
		_initialized = false;

		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };
		var sma = new SimpleMovingAverage { Length = SmaPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(rsi, sma, (ICandleMessage candle, decimal rsiValue, decimal smaValue) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!_initialized)
				{
					_prevPrevRsi = rsiValue;
					_prevRsi = rsiValue;
					_initialized = true;
					return;
				}

				if (!IsFormedAndOnlineAndAllowTrading())
				{
					_prevPrevRsi = _prevRsi;
					_prevRsi = rsiValue;
					return;
				}

				// Buy on RSI reversal from oversold (V-bottom)
				var buySignal = _prevPrevRsi > _prevRsi && rsiValue >= _prevRsi && _prevRsi < 35m;
				// Sell on RSI reversal from overbought (inverse V)
				var sellSignal = _prevPrevRsi < _prevRsi && rsiValue <= _prevRsi && _prevRsi > 65m;

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

				_prevPrevRsi = _prevRsi;
				_prevRsi = rsiValue;
			})
			.Start();

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

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 RelativeStrengthIndex, SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


class xrsid_de_marker_histogram_strategy(Strategy):
    def __init__(self):
        super(xrsid_de_marker_histogram_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Source candles", "General")
        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI indicator period", "Indicators")
        self._sma_period = self.Param("SmaPeriod", 5) \
            .SetDisplay("SMA Period", "Smoothing period", "Indicators")

        self._prev_rsi = 0.0
        self._prev_prev_rsi = 0.0
        self._initialized = False

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

    @property
    def RsiPeriod(self):
        return self._rsi_period.Value

    @property
    def SmaPeriod(self):
        return self._sma_period.Value

    def OnReseted(self):
        super(xrsid_de_marker_histogram_strategy, self).OnReseted()
        self._prev_rsi = 0.0
        self._prev_prev_rsi = 0.0
        self._initialized = False

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

        self._prev_rsi = 0.0
        self._prev_prev_rsi = 0.0
        self._initialized = False

        rsi = RelativeStrengthIndex()
        rsi.Length = self.RsiPeriod

        sma = SimpleMovingAverage()
        sma.Length = self.SmaPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription \
            .Bind(rsi, sma, self._on_process) \
            .Start()

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

    def _on_process(self, candle, rsi_value, sma_value):
        if candle.State != CandleStates.Finished:
            return

        rv = float(rsi_value)

        if not self._initialized:
            self._prev_prev_rsi = rv
            self._prev_rsi = rv
            self._initialized = True
            return

        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_prev_rsi = self._prev_rsi
            self._prev_rsi = rv
            return

        buy_signal = self._prev_prev_rsi > self._prev_rsi and rv >= self._prev_rsi and self._prev_rsi < 35.0
        sell_signal = self._prev_prev_rsi < self._prev_rsi and rv <= self._prev_rsi and self._prev_rsi > 65.0

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

        self._prev_prev_rsi = self._prev_rsi
        self._prev_rsi = rv

    def CreateClone(self):
        return xrsid_de_marker_histogram_strategy()