Parabolic SAR Límites de Fibonacci

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Parabolic SAR strategy with Fibonacci retracement-based targets.
/// Enters on SAR flip, uses Highest/Lowest range for Fibonacci levels.
/// </summary>
public class ParabolicSarFiboLimitsStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _lookback;

	private decimal _prevSar;
	private bool _hasPrevSar;
	private decimal _entryPrice;

	public ParabolicSarFiboLimitsStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(3).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for analysis.", "General");

		_lookback = Param(nameof(Lookback), 20)
			.SetDisplay("Lookback", "Period for Highest/Lowest range.", "Indicators");
	}

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

	public int Lookback
	{
		get => _lookback.Value;
		set => _lookback.Value = value;
	}

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

		_prevSar = 0;
		_hasPrevSar = false;
		_entryPrice = 0;
	}

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

		_prevSar = 0;
		_hasPrevSar = false;
		_entryPrice = 0;

		var sar = new ParabolicSar();
		var highest = new Highest { Length = Lookback };
		var lowest = new Lowest { Length = Lookback };

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

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

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

		var close = candle.ClosePrice;
		var range = highestValue - lowestValue;

		// SAR flip detection
		var sarBelow = sarValue < close;
		var prevSarBelow = _hasPrevSar && _prevSar < close;

		var sarAbove = sarValue > close;
		var prevSarAbove = _hasPrevSar && _prevSar > close;

		// Fibonacci levels from the range
		var fib382 = lowestValue + range * 0.382m;
		var fib618 = lowestValue + range * 0.618m;

		// Position management
		if (Position > 0)
		{
			// Exit at 61.8% Fibonacci or SAR flip above
			if (close >= fib618 || sarAbove)
			{
				SellMarket();
			}
		}
		else if (Position < 0)
		{
			// Exit at 38.2% Fibonacci or SAR flip below
			if (close <= fib382 || sarBelow)
			{
				BuyMarket();
			}
		}

		// Entry on SAR flip with range confirmation
		if (Position == 0 && _hasPrevSar && range > 0)
		{
			if (sarBelow && !prevSarBelow && close > fib382)
			{
				// SAR flipped below price - bullish
				_entryPrice = close;
				BuyMarket();
			}
			else if (sarAbove && !prevSarAbove && close < fib618)
			{
				// SAR flipped above price - bearish
				_entryPrice = close;
				SellMarket();
			}
		}

		_prevSar = sarValue;
		_hasPrevSar = 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.Indicators import ParabolicSar, Highest, Lowest
from StockSharp.Algo.Strategies import Strategy

class parabolic_sar_fibo_limits_strategy(Strategy):
    def __init__(self):
        super(parabolic_sar_fibo_limits_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(3))).SetDisplay("Candle Type", "Timeframe", "General")
        self._lookback = self.Param("Lookback", 20).SetDisplay("Lookback", "Period for Highest/Lowest range", "Indicators")

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

    def OnReseted(self):
        super(parabolic_sar_fibo_limits_strategy, self).OnReseted()
        self._prev_sar = 0
        self._has_prev_sar = False
        self._entry_price = 0

    def OnStarted2(self, time):
        super(parabolic_sar_fibo_limits_strategy, self).OnStarted2(time)
        self._prev_sar = 0
        self._has_prev_sar = False
        self._entry_price = 0

        sar = ParabolicSar()
        highest = Highest()
        highest.Length = self._lookback.Value
        lowest = Lowest()
        lowest.Length = self._lookback.Value

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(sar, highest, lowest, self.OnProcess).Start()

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

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

        close = candle.ClosePrice
        rng = highest_value - lowest_value

        sar_below = sar_value < close
        prev_sar_below = self._has_prev_sar and self._prev_sar < close
        sar_above = sar_value > close
        prev_sar_above = self._has_prev_sar and self._prev_sar > close

        fib382 = lowest_value + rng * 0.382
        fib618 = lowest_value + rng * 0.618

        if self.Position > 0:
            if close >= fib618 or sar_above:
                self.SellMarket()
        elif self.Position < 0:
            if close <= fib382 or sar_below:
                self.BuyMarket()

        if self.Position == 0 and self._has_prev_sar and rng > 0:
            if sar_below and not prev_sar_below and close > fib382:
                self._entry_price = close
                self.BuyMarket()
            elif sar_above and not prev_sar_above and close < fib618:
                self._entry_price = close
                self.SellMarket()

        self._prev_sar = sar_value
        self._has_prev_sar = True

    def CreateClone(self):
        return parabolic_sar_fibo_limits_strategy()