Estrategia sencilla

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Simple: Weighted MA crosses Simple MA crossover strategy.
/// Trades direction changes when fast WMA crosses slow SMA.
/// </summary>
public class SimpleStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;
	private readonly StrategyParam<int> _atrLength;

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

	public SimpleStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_fastLength = Param(nameof(FastLength), 50)
			.SetDisplay("Fast WMA", "Fast weighted moving average period.", "Indicators");

		_slowLength = Param(nameof(SlowLength), 200)
			.SetDisplay("Slow SMA", "Slow simple moving average period.", "Indicators");

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

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

	public int FastLength
	{
		get => _fastLength.Value;
		set => _fastLength.Value = value;
	}

	public int SlowLength
	{
		get => _slowLength.Value;
		set => _slowLength.Value = value;
	}

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

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

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

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

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

		var fast = new WeightedMovingAverage { Length = FastLength };
		var slow = new SimpleMovingAverage { Length = SlowLength };
		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 || atrVal <= 0)
		{
			_prevFast = fastVal;
			_prevSlow = slowVal;
			return;
		}

		var close = candle.ClosePrice;

		// Exit management
		if (Position > 0)
		{
			if (close <= _entryPrice - atrVal * 2m || close >= _entryPrice + atrVal * 3m)
			{
				SellMarket();
				_entryPrice = 0;
			}
			else if (fastVal < slowVal)
			{
				SellMarket();
				_entryPrice = 0;
			}
		}
		else if (Position < 0)
		{
			if (close >= _entryPrice + atrVal * 2m || close <= _entryPrice - atrVal * 3m)
			{
				BuyMarket();
				_entryPrice = 0;
			}
			else if (fastVal > slowVal)
			{
				BuyMarket();
				_entryPrice = 0;
			}
		}

		// Entry: WMA/SMA crossover
		if (Position == 0)
		{
			if (_prevFast <= _prevSlow && fastVal > slowVal)
			{
				_entryPrice = close;
				BuyMarket();
			}
			else if (_prevFast >= _prevSlow && fastVal < slowVal)
			{
				_entryPrice = close;
				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 WeightedMovingAverage, SimpleMovingAverage, AverageTrueRange

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe.", "General")
        self._fast_length = self.Param("FastLength", 50) \
            .SetDisplay("Fast WMA", "Fast weighted moving average period.", "Indicators")
        self._slow_length = self.Param("SlowLength", 200) \
            .SetDisplay("Slow SMA", "Slow simple moving average period.", "Indicators")
        self._atr_length = self.Param("AtrLength", 14) \
            .SetDisplay("ATR Length", "ATR period for stops.", "Indicators")

        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 FastLength(self):
        return self._fast_length.Value

    @property
    def SlowLength(self):
        return self._slow_length.Value

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

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

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

        self._fast = WeightedMovingAverage()
        self._fast.Length = self.FastLength
        self._slow = SimpleMovingAverage()
        self._slow.Length = self.SlowLength
        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 or av <= 0:
            self._prev_fast = fv
            self._prev_slow = sv
            return

        close = float(candle.ClosePrice)

        # Exit management
        if self.Position > 0:
            if close <= self._entry_price - av * 2.0 or close >= self._entry_price + av * 3.0:
                self.SellMarket()
                self._entry_price = 0.0
            elif fv < sv:
                self.SellMarket()
                self._entry_price = 0.0
        elif self.Position < 0:
            if close >= self._entry_price + av * 2.0 or close <= self._entry_price - av * 3.0:
                self.BuyMarket()
                self._entry_price = 0.0
            elif fv > sv:
                self.BuyMarket()
                self._entry_price = 0.0

        # Entry: WMA/SMA crossover
        if self.Position == 0:
            if self._prev_fast <= self._prev_slow and fv > sv:
                self._entry_price = close
                self.BuyMarket()
            elif self._prev_fast >= self._prev_slow and fv < sv:
                self._entry_price = close
                self.SellMarket()

        self._prev_fast = fv
        self._prev_slow = sv

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

    def CreateClone(self):
        return simple_strategy()