Hans123Trader RangeEstrategia de ruptura

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Hans123 breakout strategy. Builds a range from recent highest/lowest prices
/// and enters on breakout above range high or below range low.
/// </summary>
public class Hans123TraderRangeBreakoutStrategy : Strategy
{
	private readonly StrategyParam<int> _rangeLength;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _entryPrice;
	private decimal _prevHighest;
	private decimal _prevLowest;

	public Hans123TraderRangeBreakoutStrategy()
	{
		_rangeLength = Param(nameof(RangeLength), 20)
			.SetDisplay("Range Length", "Number of candles used to compute the breakout range.", "Breakout");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle series for range detection.", "General");
	}

	public int RangeLength
	{
		get => _rangeLength.Value;
		set => _rangeLength.Value = value;
	}

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

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

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

		_entryPrice = 0;
		_prevHighest = 0;
		_prevLowest = 0;
	}

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

		_entryPrice = 0;
		_prevHighest = 0;
		_prevLowest = 0;

		var highest = new Highest { Length = RangeLength };
		var lowest = new Lowest { Length = RangeLength };

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

		StartProtection(
			takeProfit: new Unit(2, UnitTypes.Percent),
			stopLoss: new Unit(1, UnitTypes.Percent)
		);

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

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

		if (highestValue <= 0 || lowestValue <= 0)
		{
			_prevHighest = highestValue;
			_prevLowest = lowestValue;
			return;
		}

		// Entry on breakout using previous levels
		if (Position == 0 && _prevHighest > 0 && _prevLowest > 0)
		{
			if (candle.ClosePrice > _prevHighest)
			{
				BuyMarket();
				_entryPrice = candle.ClosePrice;
			}
			else if (candle.ClosePrice < _prevLowest)
			{
				SellMarket();
				_entryPrice = candle.ClosePrice;
			}
		}

		_prevHighest = highestValue;
		_prevLowest = lowestValue;
	}
}

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, Unit, UnitTypes
from StockSharp.Algo.Strategies import Strategy
from StockSharp.Algo.Indicators import Highest, Lowest

class hans123_trader_range_breakout_strategy(Strategy):
    def __init__(self):
        super(hans123_trader_range_breakout_strategy, self).__init__()

        self._range_length = self.Param("RangeLength", 20) \
            .SetDisplay("Range Length", "Number of candles used to compute the breakout range", "Breakout")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Candle series for range detection", "General")

        self._entry_price = 0.0
        self._stop_price = 0.0
        self._prev_highest = 0.0
        self._prev_lowest = 0.0

    @property
    def RangeLength(self):
        return self._range_length.Value

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

    def OnStarted2(self, time):
        super(hans123_trader_range_breakout_strategy, self).OnStarted2(time)

        self._entry_price = 0.0
        self._stop_price = 0.0
        self._prev_highest = 0.0
        self._prev_lowest = 0.0

        self._highest = Highest()
        self._highest.Length = self.RangeLength
        self._lowest = Lowest()
        self._lowest.Length = self.RangeLength

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self._highest, self._lowest, self.ProcessCandle).Start()

        self.StartProtection(
            Unit(2, UnitTypes.Percent),
            Unit(1, UnitTypes.Percent)
        )

    def ProcessCandle(self, candle, highest_value, lowest_value):
        if candle.State != CandleStates.Finished:
            return

        hv = float(highest_value)
        lv = float(lowest_value)

        if hv <= 0 or lv <= 0:
            self._prev_highest = hv
            self._prev_lowest = lv
            return

        # Entry on breakout using previous levels
        if self.Position == 0 and self._prev_highest > 0 and self._prev_lowest > 0:
            close = float(candle.ClosePrice)
            if close > self._prev_highest:
                self.BuyMarket()
                self._entry_price = close
            elif close < self._prev_lowest:
                self.SellMarket()
                self._entry_price = close

        self._prev_highest = hv
        self._prev_lowest = lv

    def OnReseted(self):
        super(hans123_trader_range_breakout_strategy, self).OnReseted()
        self._entry_price = 0.0
        self._stop_price = 0.0
        self._prev_highest = 0.0
        self._prev_lowest = 0.0

    def CreateClone(self):
        return hans123_trader_range_breakout_strategy()