XP Trade Manager Grid (C#)

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 "XP Trade Manager Grid" MetaTrader expert.
/// Uses RSI for entry direction with grid-style position management.
/// </summary>
public class XpTradeManagerGridStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<decimal> _rsiUpper;
	private readonly StrategyParam<decimal> _rsiLower;

	private RelativeStrengthIndex _rsi;
	private decimal? _prevRsi;

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.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 XpTradeManagerGridStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for signal generation", "General");

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

		_rsiUpper = Param(nameof(RsiUpper), 70m)
			.SetDisplay("RSI Upper", "RSI threshold for sell", "Signals");

		_rsiLower = Param(nameof(RsiLower), 30m)
			.SetDisplay("RSI Lower", "RSI threshold for buy", "Signals");
	}

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

		_prevRsi = null;
		_rsi = new RelativeStrengthIndex { Length = RsiPeriod };

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

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

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

		if (!_rsi.IsFormed)
		{
			_prevRsi = rsiValue;
			return;
		}

		if (_prevRsi is null)
		{
			_prevRsi = rsiValue;
			return;
		}

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

		// RSI crosses below oversold -> buy
		var crossDown = _prevRsi.Value > RsiLower && rsiValue <= RsiLower;
		// RSI crosses above overbought -> sell
		var crossUp = _prevRsi.Value < RsiUpper && rsiValue >= RsiUpper;

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

		_prevRsi = rsiValue;
	}

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

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._rsi_period = self.Param("RsiPeriod", 14)
        self._rsi_upper = self.Param("RsiUpper", 70.0)
        self._rsi_lower = self.Param("RsiLower", 30.0)

        self._prev_rsi = None

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.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(xp_trade_manager_grid_strategy, self).OnReseted()
        self._prev_rsi = None

    def OnStarted2(self, time):
        super(xp_trade_manager_grid_strategy, self).OnStarted2(time)
        self._prev_rsi = None

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

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

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

        rsi_val = float(rsi_value)

        if self._prev_rsi is None:
            self._prev_rsi = rsi_val
            return

        rsi_lower = float(self.RsiLower)
        rsi_upper = float(self.RsiUpper)

        # RSI crosses below oversold -> buy
        cross_down = self._prev_rsi > rsi_lower and rsi_val <= rsi_lower
        # RSI crosses above overbought -> sell
        cross_up = self._prev_rsi < rsi_upper and rsi_val >= rsi_upper

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

        self._prev_rsi = rsi_val

    def CreateClone(self):
        return xp_trade_manager_grid_strategy()