Estrategia direccional MA suavizada

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Smoothed MA directional strategy. Goes long when price is above the MA, short when below.
/// </summary>
public class SmoothedMaDirectionalStrategy : Strategy
{
	private readonly StrategyParam<int> _maPeriod;
	private readonly StrategyParam<DataType> _candleType;

	public SmoothedMaDirectionalStrategy()
	{
		_maPeriod = Param(nameof(MaPeriod), 12)
			.SetDisplay("MA Period", "Number of bars for the moving average.", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Time frame used for price analysis.", "General");
	}

	public int MaPeriod
	{
		get => _maPeriod.Value;
		set => _maPeriod.Value = value;
	}

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

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var ma = new SimpleMovingAverage { Length = MaPeriod };

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

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

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

		var closePrice = candle.ClosePrice;

		if (closePrice > maValue && Position <= 0)
		{
			// Price above MA - go long
			if (Position < 0)
				BuyMarket(); // Close short
			BuyMarket(); // Open long
		}
		else if (closePrice < maValue && Position >= 0)
		{
			// Price below MA - go short
			if (Position > 0)
				SellMarket(); // Close long
			SellMarket(); // Open short
		}
	}
}

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 SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class smoothed_ma_directional_strategy(Strategy):
    def __init__(self):
        super(smoothed_ma_directional_strategy, self).__init__()
        self._ma_period = self.Param("MaPeriod", 12).SetDisplay("MA Period", "Number of bars for MA", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))).SetDisplay("Candle Type", "Time frame", "General")

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

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

        ma = SimpleMovingAverage()
        ma.Length = self._ma_period.Value

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

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

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

        close = float(candle.ClosePrice)

        if close > ma_val and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif close < ma_val and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

    def CreateClone(self):
        return smoothed_ma_directional_strategy()