Estrategia de cuadrícula Turbo Scaler

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 "Turbo Scaler Grid" MetaTrader expert.
/// Uses EMA crossover with RSI confirmation for scalping entries.
/// </summary>
public class TurboScalerGridStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<decimal> _rsiUpper;
	private readonly StrategyParam<decimal> _rsiLower;

	private ExponentialMovingAverage _fastEma;
	private ExponentialMovingAverage _slowEma;
	private RelativeStrengthIndex _rsi;
	private decimal? _prevFast;
	private decimal? _prevSlow;

	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 decimal RsiUpper
	{
		get => _rsiUpper.Value;
		set => _rsiUpper.Value = value;
	}

	public decimal RsiLower
	{
		get => _rsiLower.Value;
		set => _rsiLower.Value = value;
	}

	public TurboScalerGridStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for scalping", "General");

		_fastPeriod = Param(nameof(FastPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 34)
			.SetGreaterThanZero()
			.SetDisplay("Slow SMA", "Slow SMA period (computed manually)", "Indicators");

		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI period for confirmation", "Indicators");

		_rsiUpper = Param(nameof(RsiUpper), 60m)
			.SetDisplay("RSI Upper", "RSI level for buy confirmation", "Signals");

		_rsiLower = Param(nameof(RsiLower), 40m)
			.SetDisplay("RSI Lower", "RSI level for sell confirmation", "Signals");
	}

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

		_prevFast = null;
		_prevSlow = null;

		_fastEma = new ExponentialMovingAverage { Length = FastPeriod };
		_slowEma = new ExponentialMovingAverage { Length = SlowPeriod };
		_rsi = new RelativeStrengthIndex { Length = RsiPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_fastEma, _slowEma, _rsi, ProcessCandle)
			.Start();

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

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

		if (!_fastEma.IsFormed || !_slowEma.IsFormed || !_rsi.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 && rsiValue > RsiUpper)
		{
			if (Position <= 0)
				BuyMarket(Position < 0 ? Math.Abs(Position) + volume : volume);
		}
		else if (crossDown && rsiValue < RsiLower)
		{
			if (Position >= 0)
				SellMarket(Position > 0 ? Math.Abs(Position) + volume : volume);
		}

		_prevFast = fastValue;
		_prevSlow = slowValue;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_fastEma = null;
		_slowEma = null;
		_rsi = 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, RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._fast_period = self.Param("FastPeriod", 14)
        self._slow_period = self.Param("SlowPeriod", 34)
        self._rsi_period = self.Param("RsiPeriod", 14)
        self._rsi_upper = self.Param("RsiUpper", 60.0)
        self._rsi_lower = self.Param("RsiLower", 40.0)

        self._prev_fast = None
        self._prev_slow = None

    @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

    @property
    def RsiUpper(self):
        return self._rsi_upper.Value

    @RsiUpper.setter
    def RsiUpper(self, value):
        self._rsi_upper.Value = value

    @property
    def RsiLower(self):
        return self._rsi_lower.Value

    @RsiLower.setter
    def RsiLower(self, value):
        self._rsi_lower.Value = value

    def OnReseted(self):
        super(turbo_scaler_grid_strategy, self).OnReseted()
        self._prev_fast = None
        self._prev_slow = None

    def OnStarted2(self, time):
        super(turbo_scaler_grid_strategy, self).OnStarted2(time)
        self._prev_fast = None
        self._prev_slow = None

        fast_ema = ExponentialMovingAverage()
        fast_ema.Length = self.FastPeriod
        slow_ema = ExponentialMovingAverage()
        slow_ema.Length = self.SlowPeriod
        rsi = RelativeStrengthIndex()
        rsi.Length = self.RsiPeriod

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

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

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

        if self._prev_fast is None or self._prev_slow is None:
            self._prev_fast = fast_val
            self._prev_slow = slow_val
            return

        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 rsi_val > float(self.RsiUpper):
            if self.Position <= 0:
                self.BuyMarket()
        elif cross_down and rsi_val < float(self.RsiLower):
            if self.Position >= 0:
                self.SellMarket()

        self._prev_fast = fast_val
        self._prev_slow = slow_val

    def CreateClone(self):
        return turbo_scaler_grid_strategy()