Robot comercial AIS1 (MQL/8700 Conversión)

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// AIS1 breakout strategy with ATR-based stops and trailing.
/// Trades breakouts above/below EMA with ATR-based risk management.
/// </summary>
public class Ais1TradingRobotStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaLength;
	private readonly StrategyParam<int> _atrLength;
	private readonly StrategyParam<decimal> _takeFactor;
	private readonly StrategyParam<decimal> _stopFactor;

	private decimal _entryPrice;

	public Ais1TradingRobotStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for analysis.", "General");

		_emaLength = Param(nameof(EmaLength), 50)
			.SetDisplay("EMA Length", "Period for trend EMA.", "Indicators");

		_atrLength = Param(nameof(AtrLength), 20)
			.SetDisplay("ATR Length", "Period for ATR.", "Indicators");

		_takeFactor = Param(nameof(TakeFactor), 3.0m)
			.SetDisplay("Take Factor", "ATR multiplier for take profit.", "Risk");

		_stopFactor = Param(nameof(StopFactor), 1.5m)
			.SetDisplay("Stop Factor", "ATR multiplier for stop loss.", "Risk");
	}

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

	public int EmaLength
	{
		get => _emaLength.Value;
		set => _emaLength.Value = value;
	}

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

	public decimal TakeFactor
	{
		get => _takeFactor.Value;
		set => _takeFactor.Value = value;
	}

	public decimal StopFactor
	{
		get => _stopFactor.Value;
		set => _stopFactor.Value = value;
	}

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

		_entryPrice = 0;
	}

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

		_entryPrice = 0;

		var ema = new ExponentialMovingAverage { Length = EmaLength };
		var atr = new AverageTrueRange { Length = AtrLength };

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

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

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

		if (atrValue <= 0)
			return;

		var close = candle.ClosePrice;
		var takeDistance = atrValue * TakeFactor;
		var stopDistance = atrValue * StopFactor;

		// Position management with ATR-based stops
		if (Position > 0)
		{
			if (_entryPrice > 0)
			{
				if (close >= _entryPrice + takeDistance || close <= _entryPrice - stopDistance)
				{
					SellMarket();
				}
			}
		}
		else if (Position < 0)
		{
			if (_entryPrice > 0)
			{
				if (close <= _entryPrice - takeDistance || close >= _entryPrice + stopDistance)
				{
					BuyMarket();
				}
			}
		}

		// Entry: breakout above/below EMA
		if (Position == 0)
		{
			if (close > emaValue + atrValue * 1.5m)
			{
				_entryPrice = close;
				BuyMarket();
			}
			else if (close < emaValue - atrValue * 1.5m)
			{
				_entryPrice = close;
				SellMarket();
			}
		}
	}
}

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
from StockSharp.Algo.Indicators import ExponentialMovingAverage, AverageTrueRange

class ais1_trading_robot_strategy(Strategy):
    def __init__(self):
        super(ais1_trading_robot_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe for analysis", "General")
        self._ema_length = self.Param("EmaLength", 50) \
            .SetDisplay("EMA Length", "Period for trend EMA", "Indicators")
        self._atr_length = self.Param("AtrLength", 20) \
            .SetDisplay("ATR Length", "Period for ATR", "Indicators")
        self._take_factor = self.Param("TakeFactor", 3.0) \
            .SetDisplay("Take Factor", "ATR multiplier for take profit", "Risk")
        self._stop_factor = self.Param("StopFactor", 1.5) \
            .SetDisplay("Stop Factor", "ATR multiplier for stop loss", "Risk")

        self._entry_price = 0.0

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

    @property
    def EmaLength(self):
        return self._ema_length.Value

    @property
    def AtrLength(self):
        return self._atr_length.Value

    @property
    def TakeFactor(self):
        return self._take_factor.Value

    @property
    def StopFactor(self):
        return self._stop_factor.Value

    def OnStarted2(self, time):
        super(ais1_trading_robot_strategy, self).OnStarted2(time)

        self._entry_price = 0.0

        self._ema = ExponentialMovingAverage()
        self._ema.Length = self.EmaLength
        self._atr = AverageTrueRange()
        self._atr.Length = self.AtrLength

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self._ema, self._atr, self.ProcessCandle).Start()

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

        ema_val = float(ema_value)
        atr_val = float(atr_value)

        if atr_val <= 0:
            return

        close = float(candle.ClosePrice)
        take_distance = atr_val * float(self.TakeFactor)
        stop_distance = atr_val * float(self.StopFactor)

        # Position management with ATR-based stops
        if self.Position > 0:
            if self._entry_price > 0:
                if close >= self._entry_price + take_distance or close <= self._entry_price - stop_distance:
                    self.SellMarket()
        elif self.Position < 0:
            if self._entry_price > 0:
                if close <= self._entry_price - take_distance or close >= self._entry_price + stop_distance:
                    self.BuyMarket()

        # Entry: breakout above/below EMA
        if self.Position == 0:
            if close > ema_val + atr_val * 1.5:
                self._entry_price = close
                self.BuyMarket()
            elif close < ema_val - atr_val * 1.5:
                self._entry_price = close
                self.SellMarket()

    def OnReseted(self):
        super(ais1_trading_robot_strategy, self).OnReseted()
        self._entry_price = 0.0

    def CreateClone(self):
        return ais1_trading_robot_strategy()