Estrategia de Cambio de Rango XD

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>
/// XD-RangeSwitch strategy using Highest/Lowest channel breakouts.
/// Buys on breakout above channel high, sells on breakout below channel low.
/// Uses stop-loss and take-profit for risk management.
/// </summary>
public class XdRangeSwitchStrategy : Strategy
{
	private readonly StrategyParam<int> _channelPeriod;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;

	private Highest _highest;
	private Lowest _lowest;

	private decimal _prevHigh;
	private decimal _prevLow;
	private decimal _entryPrice;
	private int _cooldown;

	/// <summary>
	/// Channel lookback period.
	/// </summary>
	public int ChannelPeriod
	{
		get => _channelPeriod.Value;
		set => _channelPeriod.Value = value;
	}

	/// <summary>
	/// Stop-loss distance in price steps.
	/// </summary>
	public int StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take-profit distance in price steps.
	/// </summary>
	public int TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Initializes strategy parameters.
	/// </summary>
	public XdRangeSwitchStrategy()
	{
		_channelPeriod = Param(nameof(ChannelPeriod), 200)
			.SetGreaterThanZero()
			.SetDisplay("Channel Period", "Lookback for highest/lowest channel", "Indicator");

		_stopLossPoints = Param(nameof(StopLossPoints), 200)
			.SetNotNegative()
			.SetDisplay("Stop Loss", "Stop-loss distance in price steps", "Risk");

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 400)
			.SetNotNegative()
			.SetDisplay("Take Profit", "Take-profit distance in price steps", "Risk");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		yield return (Security, TimeSpan.FromMinutes(5).TimeFrame());
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_highest = null;
		_lowest = null;
		_prevHigh = 0;
		_prevLow = 0;
		_entryPrice = 0;
		_cooldown = 0;
	}

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

		_highest = new Highest { Length = ChannelPeriod };
		_lowest = new Lowest { Length = ChannelPeriod };

		var subscription = SubscribeCandles(TimeSpan.FromMinutes(5).TimeFrame());
		subscription.Bind(_highest, _lowest, ProcessCandle);
		subscription.Start();
	}

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

		if (!_highest.IsFormed || !_lowest.IsFormed)
		{
			_prevHigh = highValue;
			_prevLow = lowValue;
			return;
		}

		if (_cooldown > 0)
		{
			_cooldown--;
			_prevHigh = highValue;
			_prevLow = lowValue;
			return;
		}

		var close = candle.ClosePrice;
		var step = Security?.PriceStep ?? 1m;

		// Check SL/TP
		if (Position > 0 && _entryPrice > 0)
		{
			if (StopLossPoints > 0 && close <= _entryPrice - StopLossPoints * step)
			{
				SellMarket();
				_entryPrice = 0;
				_cooldown = 30;
				_prevHigh = highValue;
				_prevLow = lowValue;
				return;
			}

			if (TakeProfitPoints > 0 && close >= _entryPrice + TakeProfitPoints * step)
			{
				SellMarket();
				_entryPrice = 0;
				_cooldown = 30;
				_prevHigh = highValue;
				_prevLow = lowValue;
				return;
			}
		}
		else if (Position < 0 && _entryPrice > 0)
		{
			if (StopLossPoints > 0 && close >= _entryPrice + StopLossPoints * step)
			{
				BuyMarket();
				_entryPrice = 0;
				_cooldown = 30;
				_prevHigh = highValue;
				_prevLow = lowValue;
				return;
			}

			if (TakeProfitPoints > 0 && close <= _entryPrice - TakeProfitPoints * step)
			{
				BuyMarket();
				_entryPrice = 0;
				_cooldown = 30;
				_prevHigh = highValue;
				_prevLow = lowValue;
				return;
			}
		}

		// Breakout above previous channel high
		if (close > _prevHigh && _prevHigh > 0 && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();

			BuyMarket();
			_entryPrice = close;
			_cooldown = 30;
		}
		// Breakout below previous channel low
		else if (close < _prevLow && _prevLow > 0 && Position >= 0)
		{
			if (Position > 0)
				SellMarket();

			SellMarket();
			_entryPrice = close;
			_cooldown = 30;
		}

		_prevHigh = highValue;
		_prevLow = lowValue;
	}
}

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 Highest, Lowest
from StockSharp.Algo.Strategies import Strategy


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

        self._channel_period = self.Param("ChannelPeriod", 200) \
            .SetDisplay("Channel Period", "Lookback for highest/lowest channel", "Indicator")
        self._stop_loss_points = self.Param("StopLossPoints", 200) \
            .SetDisplay("Stop Loss", "Stop-loss distance in price steps", "Risk")
        self._take_profit_points = self.Param("TakeProfitPoints", 400) \
            .SetDisplay("Take Profit", "Take-profit distance in price steps", "Risk")

        self._highest = None
        self._lowest = None
        self._prev_high = 0.0
        self._prev_low = 0.0
        self._entry_price = 0.0
        self._cooldown = 0

    @property
    def channel_period(self):
        return self._channel_period.Value

    @property
    def stop_loss_points(self):
        return self._stop_loss_points.Value

    @property
    def take_profit_points(self):
        return self._take_profit_points.Value

    def OnReseted(self):
        super(xd_range_switch_strategy, self).OnReseted()
        self._highest = None
        self._lowest = None
        self._prev_high = 0.0
        self._prev_low = 0.0
        self._entry_price = 0.0
        self._cooldown = 0

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

        self._highest = Highest()
        self._highest.Length = self.channel_period
        self._lowest = Lowest()
        self._lowest.Length = self.channel_period

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromMinutes(5)))
        subscription.Bind(self._highest, self._lowest, self._process_candle)
        subscription.Start()

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

        h_val = float(high_value)
        l_val = float(low_value)

        if not self._highest.IsFormed or not self._lowest.IsFormed:
            self._prev_high = h_val
            self._prev_low = l_val
            return

        if self._cooldown > 0:
            self._cooldown -= 1
            self._prev_high = h_val
            self._prev_low = l_val
            return

        close = float(candle.ClosePrice)
        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0

        # Check SL/TP
        if self.Position > 0 and self._entry_price > 0:
            if self.stop_loss_points > 0 and close <= self._entry_price - self.stop_loss_points * step:
                self.SellMarket()
                self._entry_price = 0.0
                self._cooldown = 30
                self._prev_high = h_val
                self._prev_low = l_val
                return
            if self.take_profit_points > 0 and close >= self._entry_price + self.take_profit_points * step:
                self.SellMarket()
                self._entry_price = 0.0
                self._cooldown = 30
                self._prev_high = h_val
                self._prev_low = l_val
                return
        elif self.Position < 0 and self._entry_price > 0:
            if self.stop_loss_points > 0 and close >= self._entry_price + self.stop_loss_points * step:
                self.BuyMarket()
                self._entry_price = 0.0
                self._cooldown = 30
                self._prev_high = h_val
                self._prev_low = l_val
                return
            if self.take_profit_points > 0 and close <= self._entry_price - self.take_profit_points * step:
                self.BuyMarket()
                self._entry_price = 0.0
                self._cooldown = 30
                self._prev_high = h_val
                self._prev_low = l_val
                return

        # Breakout above previous channel high
        if close > self._prev_high and self._prev_high > 0 and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
            self._entry_price = close
            self._cooldown = 30
        # Breakout below previous channel low
        elif close < self._prev_low and self._prev_low > 0 and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
            self._entry_price = close
            self._cooldown = 30

        self._prev_high = h_val
        self._prev_low = l_val

    def CreateClone(self):
        return xd_range_switch_strategy()