Robot comercial AIS2 20005 (puerto StockSharp)

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// AIS2 Trading Robot: range breakout strategy.
/// Enters on close above/below previous candle range midpoint,
/// uses ATR for trailing stop management.
/// </summary>
public class Ais2TradingRobot20005Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _atrLength;
	private readonly StrategyParam<decimal> _takeFactor;
	private readonly StrategyParam<decimal> _stopFactor;

	private decimal _prevHigh;
	private decimal _prevLow;
	private decimal _prevMid;
	private decimal _entryPrice;
	private decimal _stopPrice;

	public Ais2TradingRobot20005Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

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

		_takeFactor = Param(nameof(TakeFactor), 1.7m)
			.SetDisplay("Take Factor", "ATR multiplier for take profit.", "Risk");

		_stopFactor = Param(nameof(StopFactor), 1.0m)
			.SetDisplay("Stop Factor", "ATR multiplier for stop loss.", "Risk");
	}

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.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();

		_prevHigh = 0;
		_prevLow = 0;
		_prevMid = 0;
		_entryPrice = 0;
		_stopPrice = 0;
	}

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

		_prevHigh = 0;
		_prevLow = 0;
		_prevMid = 0;
		_entryPrice = 0;
		_stopPrice = 0;

		var atr = new AverageTrueRange { Length = AtrLength };

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

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

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

		if (_prevHigh == 0 || atrVal <= 0)
		{
			_prevHigh = candle.HighPrice;
			_prevLow = candle.LowPrice;
			_prevMid = (candle.HighPrice + candle.LowPrice) / 2m;
			return;
		}

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

		// Manage open position
		if (Position > 0)
		{
			// Take profit
			if (close - _entryPrice >= takeDistance)
			{
				SellMarket();
				_entryPrice = 0;
				_stopPrice = 0;
			}
			// Stop loss
			else if (_stopPrice > 0 && close <= _stopPrice)
			{
				SellMarket();
				_entryPrice = 0;
				_stopPrice = 0;
			}
			// Trail stop
			else
			{
				var newStop = close - stopDistance;
				if (newStop > _stopPrice)
					_stopPrice = newStop;
			}
		}
		else if (Position < 0)
		{
			if (_entryPrice - close >= takeDistance)
			{
				BuyMarket();
				_entryPrice = 0;
				_stopPrice = 0;
			}
			else if (_stopPrice > 0 && close >= _stopPrice)
			{
				BuyMarket();
				_entryPrice = 0;
				_stopPrice = 0;
			}
			else
			{
				var newStop = close + stopDistance;
				if (newStop < _stopPrice || _stopPrice == 0)
					_stopPrice = newStop;
			}
		}

		// New entry: breakout above previous high with close above midpoint
		if (Position == 0)
		{
			if (close > _prevHigh && close > _prevMid)
			{
				_entryPrice = close;
				_stopPrice = close - stopDistance;
				BuyMarket();
			}
			else if (close < _prevLow && close < _prevMid)
			{
				_entryPrice = close;
				_stopPrice = close + stopDistance;
				SellMarket();
			}
		}

		_prevHigh = candle.HighPrice;
		_prevLow = candle.LowPrice;
		_prevMid = (candle.HighPrice + candle.LowPrice) / 2m;
	}
}

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 AverageTrueRange

class ais2_trading_robot20005_strategy(Strategy):
    def __init__(self):
        super(ais2_trading_robot20005_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._atr_length = self.Param("AtrLength", 14) \
            .SetDisplay("ATR Length", "ATR period", "Indicators")
        self._take_factor = self.Param("TakeFactor", 1.7) \
            .SetDisplay("Take Factor", "ATR multiplier for take profit", "Risk")
        self._stop_factor = self.Param("StopFactor", 1.0) \
            .SetDisplay("Stop Factor", "ATR multiplier for stop loss", "Risk")

        self._prev_high = 0.0
        self._prev_low = 0.0
        self._prev_mid = 0.0
        self._entry_price = 0.0
        self._stop_price = 0.0

    @property
    def CandleType(self):
        return self._candle_type.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(ais2_trading_robot20005_strategy, self).OnStarted2(time)

        self._prev_high = 0.0
        self._prev_low = 0.0
        self._prev_mid = 0.0
        self._entry_price = 0.0
        self._stop_price = 0.0

        self._atr = AverageTrueRange()
        self._atr.Length = self.AtrLength

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

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

        av = float(atr_val)
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        close = float(candle.ClosePrice)

        if self._prev_high == 0 or av <= 0:
            self._prev_high = high
            self._prev_low = low
            self._prev_mid = (high + low) / 2.0
            return

        take_distance = av * float(self.TakeFactor)
        stop_distance = av * float(self.StopFactor)

        # Manage open position
        if self.Position > 0:
            if close - self._entry_price >= take_distance:
                self.SellMarket()
                self._entry_price = 0.0
                self._stop_price = 0.0
            elif self._stop_price > 0 and close <= self._stop_price:
                self.SellMarket()
                self._entry_price = 0.0
                self._stop_price = 0.0
            else:
                new_stop = close - stop_distance
                if new_stop > self._stop_price:
                    self._stop_price = new_stop
        elif self.Position < 0:
            if self._entry_price - close >= take_distance:
                self.BuyMarket()
                self._entry_price = 0.0
                self._stop_price = 0.0
            elif self._stop_price > 0 and close >= self._stop_price:
                self.BuyMarket()
                self._entry_price = 0.0
                self._stop_price = 0.0
            else:
                new_stop = close + stop_distance
                if new_stop < self._stop_price or self._stop_price == 0:
                    self._stop_price = new_stop

        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_high = high
            self._prev_low = low
            self._prev_mid = (high + low) / 2.0
            return

        # New entry
        if self.Position == 0:
            if close > self._prev_high and close > self._prev_mid:
                self._entry_price = close
                self._stop_price = close - stop_distance
                self.BuyMarket()
            elif close < self._prev_low and close < self._prev_mid:
                self._entry_price = close
                self._stop_price = close + stop_distance
                self.SellMarket()

        self._prev_high = high
        self._prev_low = low
        self._prev_mid = (high + low) / 2.0

    def OnReseted(self):
        super(ais2_trading_robot20005_strategy, self).OnReseted()
        self._prev_high = 0.0
        self._prev_low = 0.0
        self._prev_mid = 0.0
        self._entry_price = 0.0
        self._stop_price = 0.0

    def CreateClone(self):
        return ais2_trading_robot20005_strategy()