MultiMartinStrategy

namespace StockSharp.Samples.Strategies;

using System;

using Ecng.Common;

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

/// <summary>
/// Multi Martin reversal strategy: alternates long/short based on EMA crossover.
/// Buys when EMA fast crosses above slow, sells on cross below.
/// </summary>
public class MultiMartinStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;

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

	public int FastPeriod
	{
		get => _fastPeriod.Value;
		set => _fastPeriod.Value = value;
	}

	public int SlowPeriod
	{
		get => _slowPeriod.Value;
		set => _slowPeriod.Value = value;
	}

	public MultiMartinStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");

		_fastPeriod = Param(nameof(FastPeriod), 8)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 21)
			.SetGreaterThanZero()
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
	}

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

		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };

		decimal? prevFast = null;
		decimal? prevSlow = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fast, slow, (candle, fastVal, slowVal) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				if (prevFast.HasValue && prevSlow.HasValue)
				{
					if (prevFast.Value <= prevSlow.Value && fastVal > slowVal && Position <= 0)
						BuyMarket();
					else if (prevFast.Value >= prevSlow.Value && fastVal < slowVal && Position >= 0)
						SellMarket();
				}

				prevFast = fastVal;
				prevSlow = slowVal;
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, fast);
			DrawIndicator(area, slow);
			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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._fast_period = self.Param("FastPeriod", 8) \
            .SetGreaterThanZero() \
            .SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 21) \
            .SetGreaterThanZero() \
            .SetDisplay("Slow EMA", "Slow EMA period", "Indicators")

        self._prev_fast = None
        self._prev_slow = None

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

    def OnReseted(self):
        super(multi_martin_strategy, self).OnReseted()
        self._prev_fast = None
        self._prev_slow = None

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

        self._fast_ind = ExponentialMovingAverage()
        self._fast_ind.Length = self._fast_period.Value
        self._slow_ind = ExponentialMovingAverage()
        self._slow_ind.Length = self._slow_period.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(self._fast_ind, self._slow_ind, self._process_candle).Start()

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

        if not self.IsFormedAndOnlineAndAllowTrading():
            return

        fast_val = float(fast_value)
        slow_val = float(slow_value)

        if self._prev_fast is not None and self._prev_slow is not None:
            if self._prev_fast <= self._prev_slow and fast_val > slow_val and self.Position <= 0:
                self.BuyMarket()
            elif self._prev_fast >= self._prev_slow and fast_val < slow_val and self.Position >= 0:
                self.SellMarket()

        self._prev_fast = fast_val
        self._prev_slow = slow_val

    def CreateClone(self):
        return multi_martin_strategy()