MACD Sample Hedging Grid Strategy

namespace StockSharp.Samples.Strategies;

using System;

using Ecng.Common;

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

/// <summary>
/// MACD Sample Hedging Grid: MACD crossover with grid-like position management.
/// </summary>
public class MacdSampleHedgingGridStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;

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

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

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

		var macd = new MovingAverageConvergenceDivergence();

		decimal? prevMacd = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(macd, (candle, macdLine) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				if (prevMacd.HasValue)
				{
					if (prevMacd.Value <= 0 && macdLine > 0 && Position <= 0)
						BuyMarket();
					else if (prevMacd.Value >= 0 && macdLine < 0 && Position >= 0)
						SellMarket();
				}

				prevMacd = macdLine;
			})
			.Start();

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


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

        self._macd = None
        self._prev_macd = None

    def OnReseted(self):
        super(macd_sample_hedging_grid_strategy, self).OnReseted()
        self._macd = None
        self._prev_macd = None

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

        self._macd = MovingAverageConvergenceDivergence()

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        subscription.Bind(self._macd, self._process_candle)
        subscription.Start()

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

        if not self._macd.IsFormed:
            return

        macd_line = float(macd_value)

        if self._prev_macd is not None:
            if self._prev_macd <= 0.0 and macd_line > 0.0 and self.Position <= 0:
                self.BuyMarket()
            elif self._prev_macd >= 0.0 and macd_line < 0.0 and self.Position >= 0:
                self.SellMarket()

        self._prev_macd = macd_line

    def CreateClone(self):
        return macd_sample_hedging_grid_strategy()