Estrategia de volumen adaptable MA2CCI

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// MA2CCI Adaptive Volume strategy - dual EMA crossover with CCI filter.
/// Buys when fast EMA crosses above slow EMA and CCI is above zero.
/// Sells when fast EMA crosses below slow EMA and CCI is below zero.
/// </summary>
public class Ma2CciAdaptiveVolumeStrategy : Strategy
{
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _cciPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _hasPrev;

	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }
	public int CciPeriod { get => _cciPeriod.Value; set => _cciPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public Ma2CciAdaptiveVolumeStrategy()
	{
		_fastPeriod = Param(nameof(FastPeriod), 8)
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 21)
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
		_cciPeriod = Param(nameof(CciPeriod), 14)
			.SetDisplay("CCI Period", "CCI lookback", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)];
	protected override void OnReseted() { base.OnReseted(); _prevFast = 0m; _prevSlow = 0m; _hasPrev = false; }

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

		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var cci = new CommodityChannelIndex { Length = CciPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fast, slow, cci, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal fast, decimal slow, decimal cci)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!_hasPrev) { _prevFast = fast; _prevSlow = slow; _hasPrev = true; return; }

		if (_prevFast <= _prevSlow && fast > slow && cci > 0 && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
		}
		else if (_prevFast >= _prevSlow && fast < slow && cci < 0 && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
		}
		_prevFast = fast; _prevSlow = slow;
	}
}

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, CommodityChannelIndex
from StockSharp.Algo.Strategies import Strategy
class ma2_cci_adaptive_volume_strategy(Strategy):
    def __init__(self):
        super(ma2_cci_adaptive_volume_strategy, self).__init__()
        self._fast_period = self.Param("FastPeriod", 8).SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 21).SetDisplay("Slow EMA", "Slow EMA period", "Indicators")
        self._cci_period = self.Param("CciPeriod", 14).SetDisplay("CCI Period", "CCI lookback", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_fast = 0.0; self._prev_slow = 0.0; self._has_prev = False
    @property
    def fast_period(self): return self._fast_period.Value
    @property
    def slow_period(self): return self._slow_period.Value
    @property
    def cci_period(self): return self._cci_period.Value
    @property
    def candle_type(self): return self._candle_type.Value
    def OnReseted(self):
        super(ma2_cci_adaptive_volume_strategy, self).OnReseted()
        self._prev_fast = 0.0; self._prev_slow = 0.0; self._has_prev = False
    def OnStarted2(self, time):
        super(ma2_cci_adaptive_volume_strategy, self).OnStarted2(time)
        self._has_prev = False
        fast = ExponentialMovingAverage(); fast.Length = self.fast_period
        slow = ExponentialMovingAverage(); slow.Length = self.slow_period
        cci = CommodityChannelIndex(); cci.Length = self.cci_period
        sub = self.SubscribeCandles(self.candle_type)
        sub.Bind(fast, slow, cci, self.process_candle).Start()
    def process_candle(self, candle, fast, slow, cci):
        if candle.State != CandleStates.Finished: return
        f = float(fast); s = float(slow); c = float(cci)
        if not self._has_prev: self._prev_fast = f; self._prev_slow = s; self._has_prev = True; return
        if self._prev_fast <= self._prev_slow and f > s and c > 0 and self.Position <= 0:
            if self.Position < 0: self.BuyMarket()
            self.BuyMarket()
        elif self._prev_fast >= self._prev_slow and f < s and c < 0 and self.Position >= 0:
            if self.Position > 0: self.SellMarket()
            self.SellMarket()
        self._prev_fast = f; self._prev_slow = s
    def CreateClone(self): return ma2_cci_adaptive_volume_strategy()