Vela japonesa Stochastic Estrategia de confirmación

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Candlestick + Stochastic strategy.
/// Buys on bullish engulfing with low stochastic, sells on bearish engulfing with high stochastic.
/// </summary>
public class CandlestickStochasticStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _stochPeriod;
	private readonly StrategyParam<decimal> _stochLow;
	private readonly StrategyParam<decimal> _stochHigh;
	private readonly StrategyParam<int> _signalCooldownCandles;

	private ICandleMessage _prevCandle;
	private int _candlesSinceTrade;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int StochPeriod { get => _stochPeriod.Value; set => _stochPeriod.Value = value; }
	public decimal StochLow { get => _stochLow.Value; set => _stochLow.Value = value; }
	public decimal StochHigh { get => _stochHigh.Value; set => _stochHigh.Value = value; }
	public int SignalCooldownCandles { get => _signalCooldownCandles.Value; set => _signalCooldownCandles.Value = value; }

	public CandlestickStochasticStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_stochPeriod = Param(nameof(StochPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("Stoch Period", "Stochastic K period", "Indicators");
		_stochLow = Param(nameof(StochLow), 40m)
			.SetDisplay("Stoch Low", "Stochastic oversold level", "Signals");
		_stochHigh = Param(nameof(StochHigh), 60m)
			.SetDisplay("Stoch High", "Stochastic overbought level", "Signals");
		_signalCooldownCandles = Param(nameof(SignalCooldownCandles), 4)
			.SetGreaterThanZero()
			.SetDisplay("Signal Cooldown", "Bars to wait between trades", "Trading");
	}

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

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevCandle = null;
		_candlesSinceTrade = SignalCooldownCandles;
		var rsi = new RelativeStrengthIndex { Length = StochPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(rsi, ProcessCandle).Start();
	}

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

		if (_candlesSinceTrade < SignalCooldownCandles)
			_candlesSinceTrade++;

		if (_prevCandle != null)
		{
			var bullishEngulf = _prevCandle.OpenPrice > _prevCandle.ClosePrice &&
								candle.ClosePrice > candle.OpenPrice &&
								candle.ClosePrice > _prevCandle.OpenPrice &&
								candle.OpenPrice < _prevCandle.ClosePrice;

			var bearishEngulf = _prevCandle.ClosePrice > _prevCandle.OpenPrice &&
								candle.OpenPrice > candle.ClosePrice &&
								candle.OpenPrice > _prevCandle.ClosePrice &&
								candle.ClosePrice < _prevCandle.OpenPrice;

			if (bullishEngulf && stochValue < StochLow && Position <= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				BuyMarket();
				_candlesSinceTrade = 0;
			}
			else if (bearishEngulf && stochValue > StochHigh && Position >= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				SellMarket();
				_candlesSinceTrade = 0;
			}
		}

		_prevCandle = candle;
	}
}

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 RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        self._stoch_period = self.Param("StochPeriod", 14)
        self._stoch_low = self.Param("StochLow", 40.0)
        self._stoch_high = self.Param("StochHigh", 60.0)
        self._signal_cooldown_candles = self.Param("SignalCooldownCandles", 4)

        self._prev_candle = None
        self._candles_since_trade = 4

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

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

    @property
    def StochPeriod(self):
        return self._stoch_period.Value

    @StochPeriod.setter
    def StochPeriod(self, value):
        self._stoch_period.Value = value

    @property
    def StochLow(self):
        return self._stoch_low.Value

    @StochLow.setter
    def StochLow(self, value):
        self._stoch_low.Value = value

    @property
    def StochHigh(self):
        return self._stoch_high.Value

    @StochHigh.setter
    def StochHigh(self, value):
        self._stoch_high.Value = value

    @property
    def SignalCooldownCandles(self):
        return self._signal_cooldown_candles.Value

    @SignalCooldownCandles.setter
    def SignalCooldownCandles(self, value):
        self._signal_cooldown_candles.Value = value

    def OnReseted(self):
        super(candlestick_stochastic_strategy, self).OnReseted()
        self._prev_candle = None
        self._candles_since_trade = self.SignalCooldownCandles

    def OnStarted2(self, time):
        super(candlestick_stochastic_strategy, self).OnStarted2(time)
        self._prev_candle = None
        self._candles_since_trade = self.SignalCooldownCandles

        rsi = RelativeStrengthIndex()
        rsi.Length = self.StochPeriod

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

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

        if self._candles_since_trade < self.SignalCooldownCandles:
            self._candles_since_trade += 1

        stoch_val = float(stoch_value)

        if self._prev_candle is not None:
            bullish_engulf = (float(self._prev_candle.OpenPrice) > float(self._prev_candle.ClosePrice) and
                              float(candle.ClosePrice) > float(candle.OpenPrice) and
                              float(candle.ClosePrice) > float(self._prev_candle.OpenPrice) and
                              float(candle.OpenPrice) < float(self._prev_candle.ClosePrice))

            bearish_engulf = (float(self._prev_candle.ClosePrice) > float(self._prev_candle.OpenPrice) and
                              float(candle.OpenPrice) > float(candle.ClosePrice) and
                              float(candle.OpenPrice) > float(self._prev_candle.ClosePrice) and
                              float(candle.ClosePrice) < float(self._prev_candle.OpenPrice))

            if bullish_engulf and stoch_val < self.StochLow and self.Position <= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.BuyMarket()
                self._candles_since_trade = 0
            elif bearish_engulf and stoch_val > self.StochHigh and self.Position >= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.SellMarket()
                self._candles_since_trade = 0

        self._prev_candle = candle

    def CreateClone(self):
        return candlestick_stochastic_strategy()