Nasdaq Day and Night Breakdown

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;
namespace StockSharp.Samples.Strategies;
public class NasdaqDayAndNightBreakdownStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public NasdaqDayAndNightBreakdownStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame());
	}
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var fast = new ExponentialMovingAverage { Length = 14 };
		var slow = new ExponentialMovingAverage { Length = 40 };
		var rsi = new RelativeStrengthIndex { Length = 14 };
		var prevF = 0m; var prevS = 0m; var init = false;
		var lastSignal = DateTimeOffset.MinValue;
		var cooldown = TimeSpan.FromMinutes(120);
		var sub = SubscribeCandles(CandleType);
		sub.Bind(fast, slow, rsi, (c, f, s, r) =>
		{
			if (c.State != CandleStates.Finished || !fast.IsFormed || !slow.IsFormed || !rsi.IsFormed) return;
			if (!init) { prevF = f; prevS = s; init = true; return; }
			if (c.OpenTime - lastSignal >= cooldown)
			{
				if (prevF <= prevS && f > s && r > 50 && Position <= 0) { BuyMarket(); lastSignal = c.OpenTime; }
				else if (prevF >= prevS && f < s && r < 50 && Position > 0) { SellMarket(); lastSignal = c.OpenTime; }
			}
			prevF = f; prevS = s;
		}).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, sub); DrawIndicator(area, fast); DrawIndicator(area, slow); DrawOwnTrades(area); }
	}
}

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 ExponentialMovingAverage, RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *
from indicator_extensions import *

class nasdaq_day_and_night_breakdown_strategy(Strategy):
    def __init__(self):
        super(nasdaq_day_and_night_breakdown_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", tf(5)) \
            .SetDisplay("Candle type", "Primary timeframe.", "General")

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

    def OnReseted(self):
        super(nasdaq_day_and_night_breakdown_strategy, self).OnReseted()
        self._prev_f = 0
        self._prev_s = 0
        self._init = False
        self._last_signal = None
        self._cooldown = TimeSpan.FromMinutes(120)

    def OnStarted2(self, time):
        super(nasdaq_day_and_night_breakdown_strategy, self).OnStarted2(time)
        self._prev_f = 0
        self._prev_s = 0
        self._init = False
        self._last_signal = None
        self._cooldown = TimeSpan.FromMinutes(120)

        fast = ExponentialMovingAverage()
        fast.Length = 14
        slow = ExponentialMovingAverage()
        slow.Length = 40
        rsi = RelativeStrengthIndex()
        rsi.Length = 14

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(fast, slow, rsi, self.OnProcess).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, sub)
            self.DrawIndicator(area, fast)
            self.DrawIndicator(area, slow)
            self.DrawOwnTrades(area)

    def OnProcess(self, candle, f, s, r):
        if candle.State != CandleStates.Finished:
            return
        if not self._init:
            self._prev_f = f
            self._prev_s = s
            self._init = True
            return
        if self._last_signal is not None and (candle.OpenTime - self._last_signal) < self._cooldown:
            pass
        else:
            if self._prev_f <= self._prev_s and f > s and r > 50 and self.Position <= 0:
                self.BuyMarket()
                self._last_signal = candle.OpenTime
            elif self._prev_f >= self._prev_s and f < s and r < 50 and self.Position > 0:
                self.SellMarket()
                self._last_signal = candle.OpenTime
        self._prev_f = f
        self._prev_s = s

    def CreateClone(self):
        return nasdaq_day_and_night_breakdown_strategy()