Dos MA Otro marco temporal Estrategia de intersección correcta

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Dual moving average crossover strategy.
/// Converted from the "Two MA Other TimeFrame Correct Intersection" MQL5 expert advisor.
/// Uses fast and slow SMA on a single timeframe with crossover signals.
/// </summary>
public class TwoMAOtherTimeFrameCorrectIntersectionStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;

	private ExponentialMovingAverage _fastMa;
	private ExponentialMovingAverage _slowMa;
	private decimal? _prevFast;
	private decimal? _prevSlow;

	/// <summary>
	/// Initializes strategy parameters.
	/// </summary>
	public TwoMAOtherTimeFrameCorrectIntersectionStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
		.SetDisplay("Candle Type", "Primary timeframe used for signal evaluation", "General");

		_fastLength = Param(nameof(FastLength), 20)
		.SetDisplay("Fast MA Length", "Number of bars for the fast moving average", "Indicators")
		.SetGreaterThanZero();

		_slowLength = Param(nameof(SlowLength), 50)
		.SetDisplay("Slow MA Length", "Number of bars for the slow moving average", "Indicators")
		.SetGreaterThanZero();
	}

	/// <summary>
	/// Primary candle type.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Number of bars used by the fast moving average.
	/// </summary>
	public int FastLength
	{
		get => _fastLength.Value;
		set => _fastLength.Value = value;
	}

	/// <summary>
	/// Number of bars used by the slow moving average.
	/// </summary>
	public int SlowLength
	{
		get => _slowLength.Value;
		set => _slowLength.Value = value;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_prevFast = null;
		_prevSlow = null;

		_fastMa = new ExponentialMovingAverage { Length = FastLength };
		_slowMa = new ExponentialMovingAverage { Length = SlowLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
		.Bind(_fastMa, _slowMa, ProcessCandle)
		.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, _fastMa);
			DrawIndicator(area, _slowMa);
			DrawOwnTrades(area);
		}
	}

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

		if (!_fastMa.IsFormed || !_slowMa.IsFormed)
		{
			_prevFast = fastValue;
			_prevSlow = slowValue;
			return;
		}

		if (_prevFast is null || _prevSlow is null)
		{
			_prevFast = fastValue;
			_prevSlow = slowValue;
			return;
		}

		var volume = Volume;
		if (volume <= 0)
			volume = 1;

		// Fast crosses above slow => buy
		if (_prevFast < _prevSlow && fastValue > slowValue)
		{
			if (Position <= 0)
				BuyMarket(Position < 0 ? Math.Abs(Position) + volume : volume);
		}
		// Fast crosses below slow => sell
		else if (_prevFast > _prevSlow && fastValue < slowValue)
		{
			if (Position >= 0)
				SellMarket(Position > 0 ? Math.Abs(Position) + volume : volume);
		}

		_prevFast = fastValue;
		_prevSlow = slowValue;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_prevFast = null;
		_prevSlow = null;
		_fastMa = null;
		_slowMa = null;

		base.OnReseted();
	}
}

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 two_ma_other_time_frame_correct_intersection_strategy(Strategy):
    def __init__(self):
        super(two_ma_other_time_frame_correct_intersection_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._fast_length = self.Param("FastLength", 20)
        self._slow_length = self.Param("SlowLength", 50)

        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 FastLength(self):
        return self._fast_length.Value

    @FastLength.setter
    def FastLength(self, value):
        self._fast_length.Value = value

    @property
    def SlowLength(self):
        return self._slow_length.Value

    @SlowLength.setter
    def SlowLength(self, value):
        self._slow_length.Value = value

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

    def OnStarted2(self, time):
        super(two_ma_other_time_frame_correct_intersection_strategy, self).OnStarted2(time)
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._has_prev = False

        fast_ma = ExponentialMovingAverage()
        fast_ma.Length = self.FastLength
        slow_ma = ExponentialMovingAverage()
        slow_ma.Length = self.SlowLength

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

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

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

        if self._has_prev:
            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
        self._has_prev = True

    def CreateClone(self):
        return two_ma_other_time_frame_correct_intersection_strategy()