Estrategia del programador de operaciones automáticas

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// AutoTrading Scheduler strategy: Momentum indicator crossover.
/// Buys when Momentum crosses above 100, sells when crosses below 100.
/// </summary>
public class AutoTradingSchedulerStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _momentumPeriod;
	private readonly StrategyParam<decimal> _momentumLevel;
	private readonly StrategyParam<int> _signalCooldownCandles;

	private decimal _prevMom;
	private int _candlesSinceTrade;
	private bool _hasPrev;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int MomentumPeriod { get => _momentumPeriod.Value; set => _momentumPeriod.Value = value; }
	public decimal MomentumLevel { get => _momentumLevel.Value; set => _momentumLevel.Value = value; }
	public int SignalCooldownCandles { get => _signalCooldownCandles.Value; set => _signalCooldownCandles.Value = value; }

	public AutoTradingSchedulerStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_momentumPeriod = Param(nameof(MomentumPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("Momentum Period", "Momentum period", "Indicators");
		_momentumLevel = Param(nameof(MomentumLevel), 101m)
			.SetDisplay("Momentum Level", "Momentum threshold", "Signals");
		_signalCooldownCandles = Param(nameof(SignalCooldownCandles), 4)
			.SetGreaterThanZero()
			.SetDisplay("Signal Cooldown", "Bars to wait between trades", "Trading");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevMom = 0;
		_candlesSinceTrade = SignalCooldownCandles;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevMom = 0;
		_candlesSinceTrade = SignalCooldownCandles;
		_hasPrev = false;
		var momentum = new Momentum { Length = MomentumPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(momentum, ProcessCandle).Start();
	}

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

		if (_candlesSinceTrade < SignalCooldownCandles)
			_candlesSinceTrade++;

		if (_hasPrev)
		{
			if (_prevMom < MomentumLevel && momValue >= MomentumLevel && Position <= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				BuyMarket();
				_candlesSinceTrade = 0;
			}
			else if (_prevMom > 200m - MomentumLevel && momValue <= 200m - MomentumLevel && Position >= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				SellMarket();
				_candlesSinceTrade = 0;
			}
		}

		_prevMom = momValue;
		_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 Momentum
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._momentum_period = self.Param("MomentumPeriod", 20)
        self._momentum_level = self.Param("MomentumLevel", 101.0)
        self._signal_cooldown_candles = self.Param("SignalCooldownCandles", 4)

        self._prev_mom = 0.0
        self._candles_since_trade = 4
        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 MomentumPeriod(self):
        return self._momentum_period.Value

    @MomentumPeriod.setter
    def MomentumPeriod(self, value):
        self._momentum_period.Value = value

    @property
    def MomentumLevel(self):
        return self._momentum_level.Value

    @MomentumLevel.setter
    def MomentumLevel(self, value):
        self._momentum_level.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(auto_trading_scheduler_strategy, self).OnReseted()
        self._prev_mom = 0.0
        self._candles_since_trade = self.SignalCooldownCandles
        self._has_prev = False

    def OnStarted2(self, time):
        super(auto_trading_scheduler_strategy, self).OnStarted2(time)
        self._prev_mom = 0.0
        self._candles_since_trade = self.SignalCooldownCandles
        self._has_prev = False

        momentum = Momentum()
        momentum.Length = self.MomentumPeriod

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

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

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

        mom_val = float(mom_value)

        if self._has_prev:
            if self._prev_mom < self.MomentumLevel and mom_val >= self.MomentumLevel and self.Position <= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.BuyMarket()
                self._candles_since_trade = 0
            elif self._prev_mom > (200.0 - self.MomentumLevel) and mom_val <= (200.0 - self.MomentumLevel) and self.Position >= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.SellMarket()
                self._candles_since_trade = 0

        self._prev_mom = mom_val
        self._has_prev = True

    def CreateClone(self):
        return auto_trading_scheduler_strategy()