Estrategia de dos bandas de cuatro niveles MA

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Two MA with four level bands: trades when fast MA crosses slow MA
/// or its offset bands. Exits on opposite crossover.
/// </summary>
public class TwoMaFourLevelBandsStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _atrLength;
	private readonly StrategyParam<decimal> _bandMultiplier;

	private decimal _prevFast;
	private decimal _prevSlow;
	private decimal _entryPrice;

	public TwoMaFourLevelBandsStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_fastPeriod = Param(nameof(FastPeriod), 14)
			.SetDisplay("Fast MA", "Fast EMA period.", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 180)
			.SetDisplay("Slow MA", "Slow SMA period.", "Indicators");

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

		_bandMultiplier = Param(nameof(BandMultiplier), 1.5m)
			.SetDisplay("Band Mult", "ATR multiplier for offset bands.", "Bands");
	}

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

	public int FastPeriod
	{
		get => _fastPeriod.Value;
		set => _fastPeriod.Value = value;
	}

	public int SlowPeriod
	{
		get => _slowPeriod.Value;
		set => _slowPeriod.Value = value;
	}

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

	public decimal BandMultiplier
	{
		get => _bandMultiplier.Value;
		set => _bandMultiplier.Value = value;
	}

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

		_prevFast = 0;
		_prevSlow = 0;
		_entryPrice = 0;
	}

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

		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new SimpleMovingAverage { Length = SlowPeriod };
		var atr = new AverageTrueRange { Length = AtrLength };

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

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

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

		if (_prevFast == 0 || _prevSlow == 0)
		{
			_prevFast = fastVal;
			_prevSlow = slowVal;
			return;
		}

		var bandOffset = atrVal * BandMultiplier;

		// Check crossovers at multiple band levels
		var bullish = false;
		var bearish = false;

		// Main line cross
		if (_prevFast <= _prevSlow && fastVal > slowVal) bullish = true;
		if (_prevFast >= _prevSlow && fastVal < slowVal) bearish = true;

		// Upper band cross
		if (_prevFast <= _prevSlow + bandOffset && fastVal > slowVal + bandOffset) bullish = true;
		if (_prevFast >= _prevSlow + bandOffset && fastVal < slowVal + bandOffset) bearish = true;

		// Lower band cross
		if (_prevFast <= _prevSlow - bandOffset && fastVal > slowVal - bandOffset) bullish = true;
		if (_prevFast >= _prevSlow - bandOffset && fastVal < slowVal - bandOffset) bearish = true;

		// Upper band 2
		if (_prevFast <= _prevSlow + bandOffset * 2 && fastVal > slowVal + bandOffset * 2) bullish = true;
		if (_prevFast >= _prevSlow + bandOffset * 2 && fastVal < slowVal + bandOffset * 2) bearish = true;

		// Lower band 2
		if (_prevFast <= _prevSlow - bandOffset * 2 && fastVal > slowVal - bandOffset * 2) bullish = true;
		if (_prevFast >= _prevSlow - bandOffset * 2 && fastVal < slowVal - bandOffset * 2) bearish = true;

		// Exit
		if (Position > 0 && bearish)
		{
			SellMarket();
			_entryPrice = 0;
		}
		else if (Position < 0 && bullish)
		{
			BuyMarket();
			_entryPrice = 0;
		}

		// Entry
		if (Position == 0)
		{
			if (bullish)
			{
				_entryPrice = candle.ClosePrice;
				BuyMarket();
			}
			else if (bearish)
			{
				_entryPrice = candle.ClosePrice;
				SellMarket();
			}
		}

		_prevFast = fastVal;
		_prevSlow = slowVal;
	}
}

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, SimpleMovingAverage, AverageTrueRange

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._fast_period = self.Param("FastPeriod", 14) \
            .SetDisplay("Fast MA", "Fast EMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 180) \
            .SetDisplay("Slow MA", "Slow SMA period", "Indicators")
        self._atr_length = self.Param("AtrLength", 14) \
            .SetDisplay("ATR Length", "ATR for band calculation", "Indicators")
        self._band_multiplier = self.Param("BandMultiplier", 1.5) \
            .SetDisplay("Band Mult", "ATR multiplier for offset bands", "Bands")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0

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

    @property
    def FastPeriod(self):
        return self._fast_period.Value

    @property
    def SlowPeriod(self):
        return self._slow_period.Value

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

    @property
    def BandMultiplier(self):
        return self._band_multiplier.Value

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

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0

        self._fast = ExponentialMovingAverage()
        self._fast.Length = self.FastPeriod
        self._slow = SimpleMovingAverage()
        self._slow.Length = self.SlowPeriod
        self._atr = AverageTrueRange()
        self._atr.Length = self.AtrLength

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

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

        fv = float(fast_val)
        sv = float(slow_val)
        av = float(atr_val)

        if self._prev_fast == 0 or self._prev_slow == 0:
            self._prev_fast = fv
            self._prev_slow = sv
            return

        band_offset = av * float(self.BandMultiplier)

        bullish = False
        bearish = False

        # Main line cross
        if self._prev_fast <= self._prev_slow and fv > sv:
            bullish = True
        if self._prev_fast >= self._prev_slow and fv < sv:
            bearish = True

        # Upper band cross
        if self._prev_fast <= self._prev_slow + band_offset and fv > sv + band_offset:
            bullish = True
        if self._prev_fast >= self._prev_slow + band_offset and fv < sv + band_offset:
            bearish = True

        # Lower band cross
        if self._prev_fast <= self._prev_slow - band_offset and fv > sv - band_offset:
            bullish = True
        if self._prev_fast >= self._prev_slow - band_offset and fv < sv - band_offset:
            bearish = True

        # Upper band 2
        if self._prev_fast <= self._prev_slow + band_offset * 2 and fv > sv + band_offset * 2:
            bullish = True
        if self._prev_fast >= self._prev_slow + band_offset * 2 and fv < sv + band_offset * 2:
            bearish = True

        # Lower band 2
        if self._prev_fast <= self._prev_slow - band_offset * 2 and fv > sv - band_offset * 2:
            bullish = True
        if self._prev_fast >= self._prev_slow - band_offset * 2 and fv < sv - band_offset * 2:
            bearish = True

        # Exit
        if self.Position > 0 and bearish:
            self.SellMarket()
            self._entry_price = 0.0
        elif self.Position < 0 and bullish:
            self.BuyMarket()
            self._entry_price = 0.0

        # Entry
        if self.Position == 0:
            if bullish:
                self._entry_price = float(candle.ClosePrice)
                self.BuyMarket()
            elif bearish:
                self._entry_price = float(candle.ClosePrice)
                self.SellMarket()

        self._prev_fast = fv
        self._prev_slow = sv

    def OnReseted(self):
        super(two_ma_four_level_bands_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0

    def CreateClone(self):
        return two_ma_four_level_bands_strategy()