Estrategia Russian20 Momentum MA

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>
/// Russian20 Momentum MA strategy. Combines SMA filter with momentum confirmation.
/// </summary>
public class Russian20MomentumMaStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _maPeriod;
	private readonly StrategyParam<int> _momPeriod;

	private decimal? _prevMom;

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

	public int MaPeriod
	{
		get => _maPeriod.Value;
		set => _maPeriod.Value = value;
	}

	public int MomPeriod
	{
		get => _momPeriod.Value;
		set => _momPeriod.Value = value;
	}

	public Russian20MomentumMaStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_maPeriod = Param(nameof(MaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("MA Period", "SMA period for trend filter", "Indicators");

		_momPeriod = Param(nameof(MomPeriod), 10)
			.SetGreaterThanZero()
			.SetDisplay("Momentum Period", "Momentum lookback", "Indicators");
	}

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

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

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

		_prevMom = null;

		var sma = new SimpleMovingAverage { Length = MaPeriod };
		var mom = new Momentum { Length = MomPeriod };

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

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevMom = momVal;
			return;
		}

		if (_prevMom == null)
		{
			_prevMom = momVal;
			return;
		}

		var close = candle.ClosePrice;

		// Price above MA + momentum crosses above zero → buy
		if (close > maVal && _prevMom.Value <= 100m && momVal > 100m && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Price below MA + momentum crosses below zero → sell
		else if (close < maVal && _prevMom.Value >= 100m && momVal < 100m && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevMom = momVal;
	}
}

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 SimpleMovingAverage, Momentum
from StockSharp.Algo.Strategies import Strategy


class russian20_momentum_ma_strategy(Strategy):
    def __init__(self):
        super(russian20_momentum_ma_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._ma_period = self.Param("MaPeriod", 20) \
            .SetDisplay("MA Period", "SMA period for trend filter", "Indicators")
        self._mom_period = self.Param("MomPeriod", 10) \
            .SetDisplay("Momentum Period", "Momentum lookback", "Indicators")

        self._prev_mom = None

    @property
    def CandleType(self):
        return self._candle_type.Value
    @property
    def MaPeriod(self):
        return self._ma_period.Value
    @property
    def MomPeriod(self):
        return self._mom_period.Value

    def OnReseted(self):
        super(russian20_momentum_ma_strategy, self).OnReseted()
        self._prev_mom = None

    def OnStarted2(self, time):
        super(russian20_momentum_ma_strategy, self).OnStarted2(time)
        self._prev_mom = None

        sma = SimpleMovingAverage()
        sma.Length = self.MaPeriod
        mom = Momentum()
        mom.Length = self.MomPeriod

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

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

    def _on_process(self, candle, ma_value, mom_value):
        if candle.State != CandleStates.Finished:
            return
        mv = float(ma_value)
        momv = float(mom_value)
        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_mom = momv
            return
        if self._prev_mom is None:
            self._prev_mom = momv
            return
        close = float(candle.ClosePrice)
        # Price above MA + momentum crosses above 100
        if close > mv and self._prev_mom <= 100.0 and momv > 100.0 and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # Price below MA + momentum crosses below 100
        elif close < mv and self._prev_mom >= 100.0 and momv < 100.0 and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_mom = momv

    def CreateClone(self):
        return russian20_momentum_ma_strategy()