Básico Martingale EA 3

namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// Basic Martingale EA 3 strategy: WMA crossover with RSI filter.
/// Buys when WMA fast crosses above slow and RSI below midline, sells on opposite conditions.
/// </summary>
public class BasicMartingaleEa3Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _rsiPeriod;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _hasPrev;

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

	public BasicMartingaleEa3Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_fastPeriod = Param(nameof(FastPeriod), 5)
			.SetGreaterThanZero()
			.SetDisplay("Fast WMA", "Fast WMA period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 15)
			.SetGreaterThanZero()
			.SetDisplay("Slow WMA", "Slow WMA period", "Indicators");
		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI period", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevFast = 0;
		_prevSlow = 0;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_hasPrev = false;
		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fast, slow, rsi, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal fastValue, decimal slowValue, decimal rsiValue)
	{
		if (candle.State != CandleStates.Finished) return;

		if (_hasPrev)
		{
			if (_prevFast <= _prevSlow && fastValue > slowValue && rsiValue < 45 && Position <= 0)
				BuyMarket();
			else if (_prevFast >= _prevSlow && fastValue < slowValue && rsiValue > 55 && Position >= 0)
				SellMarket();
		}
		else
		{
			if (fastValue > slowValue && rsiValue < 45 && Position <= 0)
				BuyMarket();
			else if (fastValue < slowValue && rsiValue > 55 && Position >= 0)
				SellMarket();
		}

		_prevFast = fastValue;
		_prevSlow = slowValue;
		_hasPrev = true;
	}
}

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, RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy


class basic_martingale_ea3_strategy(Strategy):

    def __init__(self):
        super(basic_martingale_ea3_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._fast_period = self.Param("FastPeriod", 5) \
            .SetGreaterThanZero() \
            .SetDisplay("Fast WMA", "Fast WMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 15) \
            .SetGreaterThanZero() \
            .SetDisplay("Slow WMA", "Slow WMA period", "Indicators")
        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetGreaterThanZero() \
            .SetDisplay("RSI Period", "RSI period", "Indicators")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

    @property
    def FastPeriod(self):
        return self._fast_period.Value

    @FastPeriod.setter
    def FastPeriod(self, value):
        self._fast_period.Value = value

    @property
    def SlowPeriod(self):
        return self._slow_period.Value

    @SlowPeriod.setter
    def SlowPeriod(self, value):
        self._slow_period.Value = value

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

    @RsiPeriod.setter
    def RsiPeriod(self, value):
        self._rsi_period.Value = value

    def OnReseted(self):
        super(basic_martingale_ea3_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(basic_martingale_ea3_strategy, self).OnStarted2(time)
        self._has_prev = False

        fast = ExponentialMovingAverage()
        fast.Length = self.FastPeriod
        slow = ExponentialMovingAverage()
        slow.Length = self.SlowPeriod
        rsi = RelativeStrengthIndex()
        rsi.Length = self.RsiPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(fast, slow, rsi, self._process_candle).Start()

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

        fv = float(fast_value)
        sv = float(slow_value)
        rv = float(rsi_value)

        if self._has_prev:
            if self._prev_fast <= self._prev_slow and fv > sv and rv < 45 and self.Position <= 0:
                self.BuyMarket()
            elif self._prev_fast >= self._prev_slow and fv < sv and rv > 55 and self.Position >= 0:
                self.SellMarket()
        else:
            if fv > sv and rv < 45 and self.Position <= 0:
                self.BuyMarket()
            elif fv < sv and rv > 55 and self.Position >= 0:
                self.SellMarket()

        self._prev_fast = fv
        self._prev_slow = sv
        self._has_prev = True

    def CreateClone(self):
        return basic_martingale_ea3_strategy()