Estrategia RHMP sin engaños (puerto StockSharp)

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Simplified from "Trickerless RHMP" MetaTrader expert.
/// Uses fast/slow EMA crossover for entries.
/// Fast EMA above slow = buy, below = sell.
/// </summary>
public class TrickerlessRhmpStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastMaPeriod;
	private readonly StrategyParam<int> _slowMaPeriod;

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

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

	public int FastMaPeriod
	{
		get => _fastMaPeriod.Value;
		set => _fastMaPeriod.Value = value;
	}

	public int SlowMaPeriod
	{
		get => _slowMaPeriod.Value;
		set => _slowMaPeriod.Value = value;
	}

	public TrickerlessRhmpStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Primary timeframe", "General");

		_fastMaPeriod = Param(nameof(FastMaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("Fast MA", "Fast EMA period", "Indicators");

		_slowMaPeriod = Param(nameof(SlowMaPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("Slow MA", "Slow SMA period (computed manually)", "Indicators");
	}

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

		_prevFast = null;
		_prevSlow = null;

		_fastMa = new ExponentialMovingAverage { Length = FastMaPeriod };
		_slowMa = new ExponentialMovingAverage { Length = SlowMaPeriod };

		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;

		var crossUp = _prevFast.Value <= _prevSlow.Value && fastValue > slowValue;
		var crossDown = _prevFast.Value >= _prevSlow.Value && fastValue < slowValue;

		if (crossUp)
		{
			if (Position <= 0)
				BuyMarket(Position < 0 ? Math.Abs(Position) + volume : volume);
		}
		else if (crossDown)
		{
			if (Position >= 0)
				SellMarket(Position > 0 ? Math.Abs(Position) + volume : volume);
		}

		_prevFast = fastValue;
		_prevSlow = slowValue;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_fastMa = null;
		_slowMa = null;
		_prevFast = null;
		_prevSlow = 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 trickerless_rhmp_strategy(Strategy):
    def __init__(self):
        super(trickerless_rhmp_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._fast_ma_period = self.Param("FastMaPeriod", 20)
        self._slow_ma_period = self.Param("SlowMaPeriod", 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 FastMaPeriod(self):
        return self._fast_ma_period.Value

    @FastMaPeriod.setter
    def FastMaPeriod(self, value):
        self._fast_ma_period.Value = value

    @property
    def SlowMaPeriod(self):
        return self._slow_ma_period.Value

    @SlowMaPeriod.setter
    def SlowMaPeriod(self, value):
        self._slow_ma_period.Value = value

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

    def OnStarted2(self, time):
        super(trickerless_rhmp_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.FastMaPeriod
        slow_ma = ExponentialMovingAverage()
        slow_ma.Length = self.SlowMaPeriod

        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:
            cross_up = self._prev_fast <= self._prev_slow and fast_val > slow_val
            cross_down = self._prev_fast >= self._prev_slow and fast_val < slow_val

            if cross_up and self.Position <= 0:
                self.BuyMarket()
            elif cross_down and self.Position >= 0:
                self.SellMarket()

        self._prev_fast = fast_val
        self._prev_slow = slow_val
        self._has_prev = True

    def CreateClone(self):
        return trickerless_rhmp_strategy()