Estrategia de 21 horas

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Time-based breakout strategy. At start hour, detects breakout direction from previous candle range.
/// At stop hour, closes all positions.
/// </summary>
public class TwentyOneHourStrategy : Strategy
{
	private readonly StrategyParam<int> _startHour;
	private readonly StrategyParam<int> _stopHour;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevHigh;
	private decimal _prevLow;
	private bool _hasPrev;
	private bool _tradedToday;
	private int _lastTradeDay;

	public TwentyOneHourStrategy()
	{
		_startHour = Param(nameof(StartHour), 10)
			.SetDisplay("Start Hour", "Hour to look for breakout entries.", "Schedule");

		_stopHour = Param(nameof(StopHour), 22)
			.SetDisplay("Stop Hour", "Hour to close positions.", "Schedule");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candles used for time tracking.", "General");
	}

	public int StartHour
	{
		get => _startHour.Value;
		set => _startHour.Value = value;
	}

	public int StopHour
	{
		get => _stopHour.Value;
		set => _stopHour.Value = value;
	}

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

	/// <inheritdoc />
	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_prevHigh = 0;
		_prevLow = 0;
		_hasPrev = false;
		_tradedToday = false;
		_lastTradeDay = -1;
	}

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

		_prevHigh = 0;
		_prevLow = 0;
		_hasPrev = false;
		_tradedToday = false;
		_lastTradeDay = -1;

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

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

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

		var hour = candle.OpenTime.Hour;
		var day = candle.OpenTime.DayOfYear;

		// Reset daily flag
		if (day != _lastTradeDay)
		{
			_tradedToday = false;
			_lastTradeDay = day;
		}

		// Close at stop hour
		if (hour >= StopHour && Position != 0)
		{
			if (Position > 0)
				SellMarket();
			else
				BuyMarket();
		}

		// Entry at start hour window
		if (hour >= StartHour && hour < StopHour && !_tradedToday && _hasPrev && Position == 0)
		{
			if (candle.ClosePrice > _prevHigh)
			{
				BuyMarket();
				_tradedToday = true;
			}
			else if (candle.ClosePrice < _prevLow)
			{
				SellMarket();
				_tradedToday = true;
			}
		}

		_prevHigh = candle.HighPrice;
		_prevLow = candle.LowPrice;
		_hasPrev = true;
	}
}

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.Strategies import Strategy

class twenty_one_hour_strategy(Strategy):
    """Time-based breakout: enter on breakout from previous candle range, close at stop hour."""
    def __init__(self):
        super(twenty_one_hour_strategy, self).__init__()
        self._start_hour = self.Param("StartHour", 10).SetDisplay("Start Hour", "Hour to look for breakout entries", "Schedule")
        self._stop_hour = self.Param("StopHour", 22).SetDisplay("Stop Hour", "Hour to close positions", "Schedule")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))).SetDisplay("Candle Type", "Timeframe", "General")

    @property
    def CandleType(self): return self._candle_type.Value
    @CandleType.setter
    def CandleType(self, value): self._candle_type.Value = value

    def OnReseted(self):
        super(twenty_one_hour_strategy, self).OnReseted()
        self._prev_high = 0
        self._prev_low = 0
        self._has_prev = False
        self._traded_today = False
        self._last_trade_day = -1

    def OnStarted2(self, time):
        super(twenty_one_hour_strategy, self).OnStarted2(time)
        self._prev_high = 0
        self._prev_low = 0
        self._has_prev = False
        self._traded_today = False
        self._last_trade_day = -1

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(self.OnProcess).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, sub)
            self.DrawOwnTrades(area)

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

        hour = candle.OpenTime.Hour
        day = candle.OpenTime.DayOfYear

        # Reset daily flag
        if day != self._last_trade_day:
            self._traded_today = False
            self._last_trade_day = day

        # Close at stop hour
        start_h = self._start_hour.Value
        stop_h = self._stop_hour.Value

        if hour >= stop_h and self.Position != 0:
            if self.Position > 0:
                self.SellMarket()
            else:
                self.BuyMarket()

        # Entry at start hour window
        if hour >= start_h and hour < stop_h and not self._traded_today and self._has_prev and self.Position == 0:
            close = float(candle.ClosePrice)
            if close > self._prev_high:
                self.BuyMarket()
                self._traded_today = True
            elif close < self._prev_low:
                self.SellMarket()
                self._traded_today = True

        self._prev_high = float(candle.HighPrice)
        self._prev_low = float(candle.LowPrice)
        self._has_prev = True

    def CreateClone(self):
        return twenty_one_hour_strategy()