Estrategia de cuadrícula de cobertura de casilleros

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Grid strategy that opens positions at regular price intervals.
/// Uses ATR to determine grid spacing and reverses direction on profit targets.
/// </summary>
public class LockerHedgingGridStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _atrLength;
	private readonly StrategyParam<decimal> _gridMultiplier;

	private decimal _gridLevel;
	private decimal _entryPrice;
	private bool _initialized;

	public LockerHedgingGridStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for analysis.", "General");

		_atrLength = Param(nameof(AtrLength), 14)
			.SetDisplay("ATR Length", "Period for ATR calculation.", "Indicators");

		_gridMultiplier = Param(nameof(GridMultiplier), 1.5m)
			.SetDisplay("Grid Multiplier", "ATR multiplier for grid spacing.", "Grid");
	}

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

	public int AtrLength
	{
		get => _atrLength.Value;
		set => _atrLength.Value = value;
	}

	public decimal GridMultiplier
	{
		get => _gridMultiplier.Value;
		set => _gridMultiplier.Value = value;
	}

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

		_gridLevel = 0;
		_entryPrice = 0;
		_initialized = false;
	}

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

		_gridLevel = 0;
		_entryPrice = 0;
		_initialized = false;

		var atr = new AverageTrueRange { Length = AtrLength };

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

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

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

		if (atrValue <= 0)
			return;

		var close = candle.ClosePrice;
		var gridStep = atrValue * GridMultiplier;

		if (!_initialized)
		{
			_gridLevel = close;
			_initialized = true;
			return;
		}

		// Grid logic: trade when price moves a full grid step
		if (Position == 0)
		{
			if (close >= _gridLevel + gridStep)
			{
				// Price moved up a grid step - buy
				_entryPrice = close;
				_gridLevel = close;
				BuyMarket();
			}
			else if (close <= _gridLevel - gridStep)
			{
				// Price moved down a grid step - sell
				_entryPrice = close;
				_gridLevel = close;
				SellMarket();
			}
		}
		else if (Position > 0)
		{
			if (close >= _entryPrice + gridStep)
			{
				// Take profit
				SellMarket();
				_gridLevel = close;
			}
			else if (close <= _entryPrice - gridStep * 2)
			{
				// Stop-loss at 2x grid step
				SellMarket();
				_gridLevel = close;
			}
		}
		else if (Position < 0)
		{
			if (close <= _entryPrice - gridStep)
			{
				// Take profit
				BuyMarket();
				_gridLevel = close;
			}
			else if (close >= _entryPrice + gridStep * 2)
			{
				// Stop-loss at 2x grid step
				BuyMarket();
				_gridLevel = close;
			}
		}
	}
}

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 AverageTrueRange
from StockSharp.Algo.Strategies import Strategy

class locker_hedging_grid_strategy(Strategy):
    """
    Grid strategy using ATR for grid spacing.
    Opens positions at grid steps, exits at TP/SL distances.
    """

    def __init__(self):
        super(locker_hedging_grid_strategy, self).__init__()
        self._atr_length = self.Param("AtrLength", 14) \
            .SetDisplay("ATR Length", "Period for ATR", "Indicators")
        self._grid_multiplier = self.Param("GridMultiplier", 1.5) \
            .SetDisplay("Grid Multiplier", "ATR multiplier for grid spacing", "Grid")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Timeframe for analysis", "General")

        self._grid_level = 0.0
        self._entry_price = 0.0
        self._initialized = False

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

    def OnReseted(self):
        super(locker_hedging_grid_strategy, self).OnReseted()
        self._grid_level = 0.0
        self._entry_price = 0.0
        self._initialized = False

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

        atr = AverageTrueRange()
        atr.Length = self._atr_length.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(atr, self._process_candle).Start()

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

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

        atr = float(atr_val)
        if atr <= 0:
            return

        close = float(candle.ClosePrice)
        grid_step = atr * self._grid_multiplier.Value

        if not self._initialized:
            self._grid_level = close
            self._initialized = True
            return

        if self.Position == 0:
            if close >= self._grid_level + grid_step:
                self._entry_price = close
                self._grid_level = close
                self.BuyMarket()
            elif close <= self._grid_level - grid_step:
                self._entry_price = close
                self._grid_level = close
                self.SellMarket()
        elif self.Position > 0:
            if close >= self._entry_price + grid_step:
                self.SellMarket()
                self._grid_level = close
            elif close <= self._entry_price - grid_step * 2:
                self.SellMarket()
                self._grid_level = close
        elif self.Position < 0:
            if close <= self._entry_price - grid_step:
                self.BuyMarket()
                self._grid_level = close
            elif close >= self._entry_price + grid_step * 2:
                self.BuyMarket()
                self._grid_level = close

    def CreateClone(self):
        return locker_hedging_grid_strategy()