Color JFATL Digit Duplex戦略

using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Duplex strategy based on two Color JFATL Digit indicators with independent parameters for long and short trades.
/// The long module opens trades when the indicator turns bullish (color 2) and exits when it turns bearish (color 0).
/// The short module mirrors the logic, entering on bearish turns and exiting on bullish turns.
/// Optional stop loss and take profit offsets in price steps are available for each side individually.
/// </summary>
public class ColorJfatlDigitDuplexStrategy : Strategy
{
	private readonly StrategyParam<DataType> _longCandleType;
	private readonly StrategyParam<DataType> _shortCandleType;
	private readonly StrategyParam<int> _longJmaLength;
	private readonly StrategyParam<int> _longJmaPhase;
	private readonly StrategyParam<AppliedPrices> _longAppliedPrice;
	private readonly StrategyParam<int> _longDigit;
	private readonly StrategyParam<int> _longSignalBar;
	private readonly StrategyParam<int> _longStopLossPoints;
	private readonly StrategyParam<int> _longTakeProfitPoints;
	private readonly StrategyParam<bool> _enableLongOpen;
	private readonly StrategyParam<bool> _enableLongClose;

	private readonly StrategyParam<int> _shortJmaLength;
	private readonly StrategyParam<int> _shortJmaPhase;
	private readonly StrategyParam<AppliedPrices> _shortAppliedPrice;
	private readonly StrategyParam<int> _shortDigit;
	private readonly StrategyParam<int> _shortSignalBar;
	private readonly StrategyParam<int> _shortStopLossPoints;
	private readonly StrategyParam<int> _shortTakeProfitPoints;
	private readonly StrategyParam<bool> _enableShortOpen;
	private readonly StrategyParam<bool> _enableShortClose;
	private readonly StrategyParam<int> _fatlPeriod;

	private decimal? _longStopPrice;
	private decimal? _longTakePrice;
	private decimal? _shortStopPrice;
	private decimal? _shortTakePrice;

	public ColorJfatlDigitDuplexStrategy()
	{
		_longCandleType = Param(nameof(LongCandleType), TimeSpan.FromHours(4).TimeFrame())
		.SetDisplay("Long Candle Type", "Timeframe for the long indicator", "General");
		_shortCandleType = Param(nameof(ShortCandleType), TimeSpan.FromHours(4).TimeFrame())
		.SetDisplay("Short Candle Type", "Timeframe for the short indicator", "General");

		_longJmaLength = Param(nameof(LongJmaLength), 5)
		.SetGreaterThanZero()
		.SetDisplay("Long JMA Length", "Period of the Jurik moving average for longs", "Indicator");
		_longJmaPhase = Param(nameof(LongJmaPhase), -100)
		.SetDisplay("Long JMA Phase", "Phase adjustment for the Jurik moving average", "Indicator");
		_longAppliedPrice = Param(nameof(LongAppliedPrice), AppliedPrices.Close)
		.SetDisplay("Long Applied Price", "Price source for the long indicator", "Indicator");
		_longDigit = Param(nameof(LongDigit), 2)
		.SetDisplay("Long Rounding Digits", "Number of digits used to round the indicator", "Indicator");
		_longSignalBar = Param(nameof(LongSignalBar), 1)
		.SetDisplay("Long Signal Bar", "Bar shift used to evaluate long signals", "Indicator");
		_longStopLossPoints = Param(nameof(LongStopLossPoints), 1000)
		.SetDisplay("Long Stop Loss (pts)", "Stop loss distance in price steps for long trades", "Risk");
		_longTakeProfitPoints = Param(nameof(LongTakeProfitPoints), 2000)
		.SetDisplay("Long Take Profit (pts)", "Take profit distance in price steps for long trades", "Risk");
		_enableLongOpen = Param(nameof(EnableLongOpen), true)
		.SetDisplay("Enable Long Entries", "Allow opening new long positions", "Trading");
		_enableLongClose = Param(nameof(EnableLongClose), true)
		.SetDisplay("Enable Long Exits", "Allow closing long positions on signals", "Trading");

		_shortJmaLength = Param(nameof(ShortJmaLength), 5)
		.SetGreaterThanZero()
		.SetDisplay("Short JMA Length", "Period of the Jurik moving average for shorts", "Indicator");
		_shortJmaPhase = Param(nameof(ShortJmaPhase), -100)
		.SetDisplay("Short JMA Phase", "Phase adjustment for the Jurik moving average", "Indicator");
		_shortAppliedPrice = Param(nameof(ShortAppliedPrice), AppliedPrices.Close)
		.SetDisplay("Short Applied Price", "Price source for the short indicator", "Indicator");
		_shortDigit = Param(nameof(ShortDigit), 2)
		.SetDisplay("Short Rounding Digits", "Number of digits used to round the indicator", "Indicator");
		_shortSignalBar = Param(nameof(ShortSignalBar), 1)
		.SetDisplay("Short Signal Bar", "Bar shift used to evaluate short signals", "Indicator");
		_shortStopLossPoints = Param(nameof(ShortStopLossPoints), 1000)
		.SetDisplay("Short Stop Loss (pts)", "Stop loss distance in price steps for short trades", "Risk");
		_shortTakeProfitPoints = Param(nameof(ShortTakeProfitPoints), 2000)
		.SetDisplay("Short Take Profit (pts)", "Take profit distance in price steps for short trades", "Risk");
		_enableShortOpen = Param(nameof(EnableShortOpen), true)
		.SetDisplay("Enable Short Entries", "Allow opening new short positions", "Trading");
		_enableShortClose = Param(nameof(EnableShortClose), true)
		.SetDisplay("Enable Short Exits", "Allow closing short positions on signals", "Trading");

		_fatlPeriod = Param(nameof(FatlPeriod), ColorJfatlDigitIndicator.MaxPeriod)
			.SetRange(1, ColorJfatlDigitIndicator.MaxPeriod)
			.SetDisplay("FATL Period", "Number of bars used for the FATL calculation", "Indicator")
			;
	}

	/// <summary>
	/// Timeframe used for the long-side indicator.
	/// </summary>
	public DataType LongCandleType
	{
		get => _longCandleType.Value;
		set => _longCandleType.Value = value;
	}

	/// <summary>
	/// Timeframe used for the short-side indicator.
	/// </summary>
	public DataType ShortCandleType
	{
		get => _shortCandleType.Value;
		set => _shortCandleType.Value = value;
	}

	/// <summary>
	/// Jurik moving average length for the long indicator.
	/// </summary>
	public int LongJmaLength
	{
		get => _longJmaLength.Value;
		set => _longJmaLength.Value = value;
	}

	/// <summary>
	/// Jurik moving average phase for the long indicator.
	/// </summary>
	public int LongJmaPhase
	{
		get => _longJmaPhase.Value;
		set => _longJmaPhase.Value = value;
	}

	/// <summary>
	/// Applied price for the long indicator.
	/// </summary>
	public AppliedPrices LongAppliedPrice
	{
		get => _longAppliedPrice.Value;
		set => _longAppliedPrice.Value = value;
	}

	/// <summary>
	/// Number of digits used to round the long indicator output.
	/// </summary>
	public int LongDigit
	{
		get => _longDigit.Value;
		set => _longDigit.Value = value;
	}

	/// <summary>
	/// Bar shift used when reading long signals.
	/// </summary>
	public int LongSignalBar
	{
		get => _longSignalBar.Value;
		set => _longSignalBar.Value = value;
	}

	/// <summary>
	/// Stop loss distance for long trades measured in price steps.
	/// </summary>
	public int LongStopLossPoints
	{
		get => _longStopLossPoints.Value;
		set => _longStopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance for long trades measured in price steps.
	/// </summary>
	public int LongTakeProfitPoints
	{
		get => _longTakeProfitPoints.Value;
		set => _longTakeProfitPoints.Value = value;
	}

	/// <summary>
	/// Enable or disable new long entries.
	/// </summary>
	public bool EnableLongOpen
	{
		get => _enableLongOpen.Value;
		set => _enableLongOpen.Value = value;
	}

	/// <summary>
	/// Enable or disable long exits generated by the indicator.
	/// </summary>
	public bool EnableLongClose
	{
		get => _enableLongClose.Value;
		set => _enableLongClose.Value = value;
	}

	/// <summary>
	/// Jurik moving average length for the short indicator.
	/// </summary>
	public int ShortJmaLength
	{
		get => _shortJmaLength.Value;
		set => _shortJmaLength.Value = value;
	}

	/// <summary>
	/// Jurik moving average phase for the short indicator.
	/// </summary>
	public int ShortJmaPhase
	{
		get => _shortJmaPhase.Value;
		set => _shortJmaPhase.Value = value;
	}

	/// <summary>
	/// Applied price for the short indicator.
	/// </summary>
	public AppliedPrices ShortAppliedPrice
	{
		get => _shortAppliedPrice.Value;
		set => _shortAppliedPrice.Value = value;
	}

	/// <summary>
	/// Number of digits used to round the short indicator output.
	/// </summary>
	public int ShortDigit
	{
		get => _shortDigit.Value;
		set => _shortDigit.Value = value;
	}

	/// <summary>
	/// Bar shift used when reading short signals.
	/// </summary>
	public int ShortSignalBar
	{
		get => _shortSignalBar.Value;
		set => _shortSignalBar.Value = value;
	}

	/// <summary>
	/// Stop loss distance for short trades measured in price steps.
	/// </summary>
	public int ShortStopLossPoints
	{
		get => _shortStopLossPoints.Value;
		set => _shortStopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance for short trades measured in price steps.
	/// </summary>
	public int ShortTakeProfitPoints
	{
		get => _shortTakeProfitPoints.Value;
		set => _shortTakeProfitPoints.Value = value;
	}

	/// <summary>
	/// Enable or disable new short entries.
	/// </summary>
	public bool EnableShortOpen
	{
		get => _enableShortOpen.Value;
		set => _enableShortOpen.Value = value;
	}

	/// <summary>
	/// Enable or disable short exits generated by the indicator.
	/// </summary>
	public bool EnableShortClose
	{
		get => _enableShortClose.Value;
		set => _enableShortClose.Value = value;
	}

	/// <summary>
	/// Number of bars required to calculate the FATL component.
	/// </summary>
	public int FatlPeriod
	{
		get => _fatlPeriod.Value;
		set => _fatlPeriod.Value = value;
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, LongCandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_longStopPrice = null;
		_longTakePrice = null;
		_shortStopPrice = null;
		_shortTakePrice = null;
	}

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

		var longIndicator = new ColorJfatlDigitIndicator
		{
			Length = LongJmaLength,
			Phase = LongJmaPhase,
			AppliedPrices = LongAppliedPrice,
			Digit = LongDigit,
			SignalBar = LongSignalBar
		};

		longIndicator.FatlPeriod = FatlPeriod;

		var shortIndicator = new ColorJfatlDigitIndicator
		{
			Length = ShortJmaLength,
			Phase = ShortJmaPhase,
			AppliedPrices = ShortAppliedPrice,
			Digit = ShortDigit,
			SignalBar = ShortSignalBar
		};

		shortIndicator.FatlPeriod = FatlPeriod;

		var longSubscription = SubscribeCandles(LongCandleType);
		longSubscription
		.BindEx(longIndicator, ProcessLongSignal)
		.Start();

		var shortSubscription = SubscribeCandles(ShortCandleType);
		shortSubscription
		.BindEx(shortIndicator, ProcessShortSignal)
		.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, longSubscription);
			DrawIndicator(area, longIndicator);
			DrawIndicator(area, shortIndicator);
			DrawOwnTrades(area);
		}
	}

	private void ProcessLongSignal(ICandleMessage candle, IIndicatorValue indicatorValue)
	{
		if (candle.State != CandleStates.Finished)
		return;

		if (indicatorValue is not ColorJfatlDigitValue value || !value.IsReady)
		return;

		if (CheckLongRisk(candle))
		return;

		var currentColor = value.CurrentColor!.Value;
		var previousColor = value.PreviousColor!.Value;

		if (EnableLongClose && currentColor == 0 && Position > 0)
		{
			CloseCurrentPosition();
			ClearLongRisk();
			return;
		}

		if (EnableLongOpen && currentColor == 2 && previousColor < 2 && Position <= 0)
		{
			OpenLong(candle.ClosePrice);
		}
	}

	private void ProcessShortSignal(ICandleMessage candle, IIndicatorValue indicatorValue)
	{
		if (candle.State != CandleStates.Finished)
		return;

		if (indicatorValue is not ColorJfatlDigitValue value || !value.IsReady)
		return;

		if (CheckShortRisk(candle))
		return;

		var currentColor = value.CurrentColor!.Value;
		var previousColor = value.PreviousColor!.Value;

		if (EnableShortClose && currentColor == 2 && Position < 0)
		{
			CloseCurrentPosition();
			ClearShortRisk();
			return;
		}

		if (EnableShortOpen && currentColor == 0 && previousColor > 0 && Position >= 0)
		{
			OpenShort(candle.ClosePrice);
		}
	}

	private void OpenLong(decimal entryPrice)
	{
		var volume = Volume;
		if (Position < 0)
		volume += Math.Abs(Position);

		if (volume <= 0)
		return;

		BuyMarket();
		SetupLongRisk(entryPrice);
		ClearShortRisk();
	}

	private void OpenShort(decimal entryPrice)
	{
		var volume = Volume;
		if (Position > 0)
		volume += Math.Abs(Position);

		if (volume <= 0)
		return;

		SellMarket();
		SetupShortRisk(entryPrice);
		ClearLongRisk();
	}

	private void SetupLongRisk(decimal entryPrice)
	{
		var step = Security?.PriceStep ?? 1m;
		_longStopPrice = LongStopLossPoints > 0 ? entryPrice - LongStopLossPoints * step : null;
		_longTakePrice = LongTakeProfitPoints > 0 ? entryPrice + LongTakeProfitPoints * step : null;
	}

	private void SetupShortRisk(decimal entryPrice)
	{
		var step = Security?.PriceStep ?? 1m;
		_shortStopPrice = ShortStopLossPoints > 0 ? entryPrice + ShortStopLossPoints * step : null;
		_shortTakePrice = ShortTakeProfitPoints > 0 ? entryPrice - ShortTakeProfitPoints * step : null;
	}

	private bool CheckLongRisk(ICandleMessage candle)
	{
		if (Position <= 0)
		{
			ClearLongRisk();
			return false;
		}

		if (_longStopPrice is decimal stop && candle.LowPrice <= stop)
		{
			CloseCurrentPosition();
			ClearLongRisk();
			return true;
		}

		if (_longTakePrice is decimal take && candle.HighPrice >= take)
		{
			CloseCurrentPosition();
			ClearLongRisk();
			return true;
		}

		return false;
	}

	private bool CheckShortRisk(ICandleMessage candle)
	{
		if (Position >= 0)
		{
			ClearShortRisk();
			return false;
		}

		if (_shortStopPrice is decimal stop && candle.HighPrice >= stop)
		{
			CloseCurrentPosition();
			ClearShortRisk();
			return true;
		}

		if (_shortTakePrice is decimal take && candle.LowPrice <= take)
		{
			CloseCurrentPosition();
			ClearShortRisk();
			return true;
		}

		return false;
	}

	private void ClearLongRisk()
	{
		_longStopPrice = null;
		_longTakePrice = null;
	}

	private void ClearShortRisk()
	{
		_shortStopPrice = null;
		_shortTakePrice = null;
	}

	private void CloseCurrentPosition()
	{
		if (Position > 0)
			SellMarket();
		else if (Position < 0)
			BuyMarket();
	}

	/// <summary>
	/// Applied price options supported by the Color JFATL Digit indicator.
	/// </summary>
	public enum AppliedPrices
	{
		/// <summary>
		/// Close price of the candle.
		/// </summary>
		Close = 1,

		/// <summary>
		/// Open price of the candle.
		/// </summary>
		Open,

		/// <summary>
		/// High price of the candle.
		/// </summary>
		High,

		/// <summary>
		/// Low price of the candle.
		/// </summary>
		Low,

		/// <summary>
		/// Median price (high + low) / 2.
		/// </summary>
		Median,

		/// <summary>
		/// Typical price (close + high + low) / 3.
		/// </summary>
		Typical,

		/// <summary>
		/// Weighted price (2 * close + high + low) / 4.
		/// </summary>
		Weighted,

		/// <summary>
		/// Average of open and close.
		/// </summary>
		Average,

		/// <summary>
		/// Quarter price (open + close + high + low) / 4.
		/// </summary>
		Quarter,

		/// <summary>
		/// Trend-following price (high for bullish candles, low for bearish candles).
		/// </summary>
		TrendFollow0,

		/// <summary>
		/// Trend-following price using half candle body.
		/// </summary>
		TrendFollow1,

		/// <summary>
		/// Demark price formulation.
		/// </summary>
		Demark
	}

	private sealed class ColorJfatlDigitIndicator : BaseIndicator
	{
			private static readonly decimal[] FatlWeights =
		{
			0.4360409450m, 0.3658689069m, 0.2460452079m, 0.1104506886m,
			-0.0054034585m, -0.0760367731m, -0.0933058722m, -0.0670110374m,
			-0.0190795053m, 0.0259609206m, 0.0502044896m, 0.0477818607m,
			0.0249252327m, -0.0047706151m, -0.0272432537m, -0.0338917071m,
			-0.0244141482m, -0.0055774838m, 0.0128149838m, 0.0226522218m,
			0.0208778257m, 0.0100299086m, -0.0036771622m, -0.0136744850m,
			-0.0160483392m, -0.0108597376m, -0.0016060704m, 0.0069480557m,
			0.0110573605m, 0.0095711419m, 0.0040444064m, -0.0023824623m,
			-0.0067093714m, -0.0072003400m, -0.0047717710m, 0.0005541115m,
			0.0007860160m, 0.0130129076m, 0.0040364019m
		};

		public static int MaxPeriod => FatlWeights.Length;

		public int FatlPeriod { get; set; } = MaxPeriod;

		private readonly List<decimal> _priceBuffer = new();
		private readonly List<IndicatorEntry> _history = new();
		private JurikMovingAverage _jma;
		private decimal? _previousRaw;

		public int Length { get; set; } = 5;
		public int Phase { get; set; } = -100;
		public AppliedPrices AppliedPrices { get; set; } = AppliedPrices.Close;
		public int Digit { get; set; } = 2;
		public int SignalBar { get; set; } = 1;

		protected override IIndicatorValue OnProcess(IIndicatorValue input)
		{
			var candle = input.GetValue<ICandleMessage>();
			if (candle == null || candle.State != CandleStates.Finished)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, input.Time, null, null, null);
			}

			var length = Math.Max(1, Length);
			if (_jma == null)
			{
				_jma = new JurikMovingAverage { Length = length };
			}
			else if (_jma.Length != length)
			{
				_jma.Length = length;
				_jma.Reset();
				_priceBuffer.Clear();
				_history.Clear();
				_previousRaw = null;
			}

			var price = GetPrice(candle);
			_priceBuffer.Add(price);

			var fatlPeriod = Math.Max(1, Math.Min(FatlPeriod, MaxPeriod));

			if (_priceBuffer.Count > MaxPeriod)
			_priceBuffer.RemoveAt(0);

			if (_priceBuffer.Count < fatlPeriod)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, candle.OpenTime, null, null, null);
			}

			decimal fatl = 0m;
			for (var i = 0; i < fatlPeriod; i++)
			{
				var priceIndex = _priceBuffer.Count - 1 - i;
				fatl += FatlWeights[i] * _priceBuffer[priceIndex];
			}

			var jmaValue = _jma.Process(new DecimalIndicatorValue(_jma, fatl, candle.CloseTime) { IsFinal = true });
			var baseValue = jmaValue.ToDecimal();
			var adjusted = ApplyPhase(baseValue);
			var rounded = Round(adjusted);
			var color = CalculateColor(rounded);

			_history.Add(new IndicatorEntry(candle.CloseTime, rounded, color));

			var requiredHistory = Math.Max(5, Math.Max(0, SignalBar) + 3);
			if (_history.Count > requiredHistory)
			_history.RemoveRange(0, _history.Count - requiredHistory);

			var signalBar = Math.Max(0, SignalBar);
			if (_history.Count <= signalBar)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, candle.OpenTime, null, null, null);
			}

			var index = _history.Count - 1 - signalBar;
			var entry = _history[index];
			var prevColor = index > 0 ? _history[index - 1].Color : (int?)null;

			if (prevColor == null)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, candle.OpenTime, null, null, null);
			}

			IsFormed = true;
			return new ColorJfatlDigitValue(this, entry.Time, entry.Value, entry.Color, prevColor.Value);
		}

		private decimal GetPrice(ICandleMessage candle)
		{
			var open = candle.OpenPrice;
			var close = candle.ClosePrice;
			var high = candle.HighPrice;
			var low = candle.LowPrice;

			switch (AppliedPrices)
			{
				case AppliedPrices.Close:
				return close;
				case AppliedPrices.Open:
				return open;
				case AppliedPrices.High:
				return high;
				case AppliedPrices.Low:
				return low;
				case AppliedPrices.Median:
				return (high + low) / 2m;
				case AppliedPrices.Typical:
				return (close + high + low) / 3m;
				case AppliedPrices.Weighted:
				return (2m * close + high + low) / 4m;
				case AppliedPrices.Average:
				return (open + close) / 2m;
				case AppliedPrices.Quarter:
				return (open + close + high + low) / 4m;
				case AppliedPrices.TrendFollow0:
				return close > open ? high : close < open ? low : close;
				case AppliedPrices.TrendFollow1:
				return close > open ? (high + close) / 2m : close < open ? (low + close) / 2m : close;
				case AppliedPrices.Demark:
				var res = high + low + close;
				if (close < open)
				res = (res + low) / 2m;
				else if (close > open)
				res = (res + high) / 2m;
				else
				res = (res + close) / 2m;
				return ((res - low) + (res - high)) / 2m;
				default:
				return close;
			}
		}

		private decimal ApplyPhase(decimal baseValue)
		{
			var phase = Phase;
			if (phase > 100)
			phase = 100;
			else if (phase < -100)
			phase = -100;

			var adjusted = baseValue;
			if (_previousRaw is decimal prev)
			{
				var diff = baseValue - prev;
				adjusted = baseValue + diff * (phase / 100m);
			}

			_previousRaw = baseValue;
			return adjusted;
		}

		private decimal Round(decimal value)
		{
			if (Digit < 0)
			return value;

			return Math.Round(value, Digit, MidpointRounding.AwayFromZero);
		}

		private int CalculateColor(decimal currentValue)
		{
			if (_history.Count == 0)
			return 1;

			var previous = _history[^1];
			var diff = currentValue - previous.Value;
			if (diff > 0m)
			return 2;
			if (diff < 0m)
			return 0;
			return previous.Color;
		}

		public override void Reset()
		{
			base.Reset();
			_priceBuffer.Clear();
			_history.Clear();
			_previousRaw = null;
			_jma?.Reset();
			IsFormed = false;
		}
	}

	private sealed record IndicatorEntry(DateTime Time, decimal Value, int Color);

	private sealed class ColorJfatlDigitValue : BaseIndicatorValue
	{
		public ColorJfatlDigitValue(IIndicator indicator, DateTime time, decimal? value, int? currentColor, int? previousColor)
		: base(indicator, time)
		{
			Value = value;
			CurrentColor = currentColor;
			PreviousColor = previousColor;
		}

		public decimal? Value { get; }
		public int? CurrentColor { get; }
		public int? PreviousColor { get; }
		public bool IsReady => Value.HasValue && CurrentColor.HasValue && PreviousColor.HasValue;

		public override bool IsEmpty { get; set; }
		public override bool IsFinal { get; set; } = true;

		public override T GetValue<T>(Level1Fields? field)
		{
			if (Value.HasValue && typeof(T) == typeof(decimal))
				return (T)(object)Value.Value;
			return default!;
		}

		public override int CompareTo(IIndicatorValue other)
		{
			if (other is ColorJfatlDigitValue o && Value.HasValue && o.Value.HasValue)
				return Value.Value.CompareTo(o.Value.Value);
			return 0;
		}

		public override IEnumerable<object> ToValues()
		{
			yield return Value ?? 0m;
			yield return CurrentColor ?? 0;
			yield return PreviousColor ?? 0;
		}

		public override void FromValues(object[] values) { }
	}
}

import clr
import math

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Decimal
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy
from StockSharp.Algo.Indicators import JurikMovingAverage
from indicator_extensions import *

# FATL weights from the original C# indicator
_FATL_WEIGHTS = [
    0.4360409450, 0.3658689069, 0.2460452079, 0.1104506886,
    -0.0054034585, -0.0760367731, -0.0933058722, -0.0670110374,
    -0.0190795053, 0.0259609206, 0.0502044896, 0.0477818607,
    0.0249252327, -0.0047706151, -0.0272432537, -0.0338917071,
    -0.0244141482, -0.0055774838, 0.0128149838, 0.0226522218,
    0.0208778257, 0.0100299086, -0.0036771622, -0.0136744850,
    -0.0160483392, -0.0108597376, -0.0016060704, 0.0069480557,
    0.0110573605, 0.0095711419, 0.0040444064, -0.0023824623,
    -0.0067093714, -0.0072003400, -0.0047717710, 0.0005541115,
    0.0007860160, 0.0130129076, 0.0040364019,
]
_MAX_FATL_PERIOD = len(_FATL_WEIGHTS)

class _ColorJfatlDigitState(object):
    """Internal JFATL Digit indicator calculator."""

    def __init__(self, jma_length, jma_phase, applied_price, digit, signal_bar, fatl_period):
        self._jma_length = jma_length
        self._jma_phase = max(-100, min(100, jma_phase))
        self._applied_price = applied_price  # 1=Close,2=Open,3=High,4=Low,5=Med,6=Typ,7=Wt
        self._digit = digit
        self._signal_bar = max(0, signal_bar)
        self._fatl_period = max(1, min(fatl_period, _MAX_FATL_PERIOD))

        self._jma = JurikMovingAverage()
        self._jma.Length = max(1, jma_length)
        self._price_buffer = []
        self._history = []  # list of (value, color)
        self._previous_raw = None

    def process(self, candle):
        price = self._get_price(candle)
        self._price_buffer.append(price)
        if len(self._price_buffer) > _MAX_FATL_PERIOD:
            self._price_buffer.pop(0)

        if len(self._price_buffer) < self._fatl_period:
            return None

        fatl = 0.0
        for i in range(self._fatl_period):
            pi = len(self._price_buffer) - 1 - i
            fatl += _FATL_WEIGHTS[i] * self._price_buffer[pi]

        jma_val = process_float(self._jma, Decimal(fatl), candle.ServerTime, True)
        base_value = float(jma_val.Value)
        adjusted = self._apply_phase(base_value)
        rounded = round(adjusted, max(0, self._digit))
        color = self._calc_color(rounded)

        self._history.append((rounded, color))
        required = max(5, self._signal_bar + 3)
        if len(self._history) > required:
            self._history = self._history[-required:]

        if len(self._history) <= self._signal_bar:
            return None

        index = len(self._history) - 1 - self._signal_bar
        if index < 1:
            return None

        entry = self._history[index]
        prev_entry = self._history[index - 1]

        return (entry[0], entry[1], prev_entry[1])

    def _get_price(self, candle):
        c = float(candle.ClosePrice)
        o = float(candle.OpenPrice)
        h = float(candle.HighPrice)
        lo = float(candle.LowPrice)
        p = self._applied_price
        if p == 2:
            return o
        if p == 3:
            return h
        if p == 4:
            return lo
        if p == 5:
            return (h + lo) / 2.0
        if p == 6:
            return (c + h + lo) / 3.0
        if p == 7:
            return (2.0 * c + h + lo) / 4.0
        return c

    def _apply_phase(self, base_value):
        adjusted = base_value
        if self._previous_raw is not None:
            diff = base_value - self._previous_raw
            adjusted = base_value + diff * (self._jma_phase / 100.0)
        self._previous_raw = base_value
        return adjusted

    def _calc_color(self, current_value):
        if len(self._history) == 0:
            return 1
        prev_value = self._history[-1][0]
        diff = current_value - prev_value
        if diff > 0:
            return 2
        if diff < 0:
            return 0
        return self._history[-1][1]

class color_jfatl_digit_duplex_strategy(Strategy):
    """Duplex strategy using two Color JFATL Digit indicators for independent long/short logic."""

    def __init__(self):
        super(color_jfatl_digit_duplex_strategy, self).__init__()

        self._long_candle_type = self.Param("LongCandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Long Candle Type", "Timeframe for the long indicator", "General")
        self._short_candle_type = self.Param("ShortCandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Short Candle Type", "Timeframe for the short indicator", "General")
        self._long_jma_length = self.Param("LongJmaLength", 5) \
            .SetGreaterThanZero() \
            .SetDisplay("Long JMA Length", "Period of JMA for longs", "Indicator")
        self._long_jma_phase = self.Param("LongJmaPhase", -100) \
            .SetDisplay("Long JMA Phase", "Phase adjustment for JMA", "Indicator")
        # 1=Close,2=Open,3=High,4=Low,5=Med,6=Typ,7=Wt
        self._long_applied_price = self.Param("LongAppliedPrice", 1) \
            .SetDisplay("Long Applied Price", "Price source for the long indicator", "Indicator")
        self._long_digit = self.Param("LongDigit", 2) \
            .SetDisplay("Long Rounding Digits", "Digits used to round the indicator", "Indicator")
        self._long_signal_bar = self.Param("LongSignalBar", 1) \
            .SetDisplay("Long Signal Bar", "Bar shift for long signals", "Indicator")
        self._long_stop_loss_points = self.Param("LongStopLossPoints", 1000) \
            .SetDisplay("Long Stop Loss (pts)", "Stop loss for long trades", "Risk")
        self._long_take_profit_points = self.Param("LongTakeProfitPoints", 2000) \
            .SetDisplay("Long Take Profit (pts)", "Take profit for long trades", "Risk")
        self._enable_long_open = self.Param("EnableLongOpen", True) \
            .SetDisplay("Enable Long Entries", "Allow opening long positions", "Trading")
        self._enable_long_close = self.Param("EnableLongClose", True) \
            .SetDisplay("Enable Long Exits", "Allow closing long on signals", "Trading")

        self._short_jma_length = self.Param("ShortJmaLength", 5) \
            .SetGreaterThanZero() \
            .SetDisplay("Short JMA Length", "Period of JMA for shorts", "Indicator")
        self._short_jma_phase = self.Param("ShortJmaPhase", -100) \
            .SetDisplay("Short JMA Phase", "Phase adjustment for JMA", "Indicator")
        self._short_applied_price = self.Param("ShortAppliedPrice", 1) \
            .SetDisplay("Short Applied Price", "Price source for the short indicator", "Indicator")
        self._short_digit = self.Param("ShortDigit", 2) \
            .SetDisplay("Short Rounding Digits", "Digits used to round the indicator", "Indicator")
        self._short_signal_bar = self.Param("ShortSignalBar", 1) \
            .SetDisplay("Short Signal Bar", "Bar shift for short signals", "Indicator")
        self._short_stop_loss_points = self.Param("ShortStopLossPoints", 1000) \
            .SetDisplay("Short Stop Loss (pts)", "Stop loss for short trades", "Risk")
        self._short_take_profit_points = self.Param("ShortTakeProfitPoints", 2000) \
            .SetDisplay("Short Take Profit (pts)", "Take profit for short trades", "Risk")
        self._enable_short_open = self.Param("EnableShortOpen", True) \
            .SetDisplay("Enable Short Entries", "Allow opening short positions", "Trading")
        self._enable_short_close = self.Param("EnableShortClose", True) \
            .SetDisplay("Enable Short Exits", "Allow closing short on signals", "Trading")
        self._fatl_period = self.Param("FatlPeriod", _MAX_FATL_PERIOD) \
            .SetDisplay("FATL Period", "Number of bars for the FATL calculation", "Indicator")

        self._long_stop_price = None
        self._long_take_price = None
        self._short_stop_price = None
        self._short_take_price = None

    @property
    def LongCandleType(self):
        return self._long_candle_type.Value
    @property
    def ShortCandleType(self):
        return self._short_candle_type.Value
    @property
    def LongJmaLength(self):
        return int(self._long_jma_length.Value)
    @property
    def LongJmaPhase(self):
        return int(self._long_jma_phase.Value)
    @property
    def LongAppliedPrice(self):
        return int(self._long_applied_price.Value)
    @property
    def LongDigit(self):
        return int(self._long_digit.Value)
    @property
    def LongSignalBar(self):
        return int(self._long_signal_bar.Value)
    @property
    def LongStopLossPoints(self):
        return int(self._long_stop_loss_points.Value)
    @property
    def LongTakeProfitPoints(self):
        return int(self._long_take_profit_points.Value)
    @property
    def EnableLongOpen(self):
        return self._enable_long_open.Value
    @property
    def EnableLongClose(self):
        return self._enable_long_close.Value
    @property
    def ShortJmaLength(self):
        return int(self._short_jma_length.Value)
    @property
    def ShortJmaPhase(self):
        return int(self._short_jma_phase.Value)
    @property
    def ShortAppliedPrice(self):
        return int(self._short_applied_price.Value)
    @property
    def ShortDigit(self):
        return int(self._short_digit.Value)
    @property
    def ShortSignalBar(self):
        return int(self._short_signal_bar.Value)
    @property
    def ShortStopLossPoints(self):
        return int(self._short_stop_loss_points.Value)
    @property
    def ShortTakeProfitPoints(self):
        return int(self._short_take_profit_points.Value)
    @property
    def EnableShortOpen(self):
        return self._enable_short_open.Value
    @property
    def EnableShortClose(self):
        return self._enable_short_close.Value
    @property
    def FatlPeriod(self):
        return int(self._fatl_period.Value)

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

        self._long_stop_price = None
        self._long_take_price = None
        self._short_stop_price = None
        self._short_take_price = None

        self._long_state = _ColorJfatlDigitState(
            self.LongJmaLength, self.LongJmaPhase, self.LongAppliedPrice,
            self.LongDigit, self.LongSignalBar, self.FatlPeriod
        )
        self._short_state = _ColorJfatlDigitState(
            self.ShortJmaLength, self.ShortJmaPhase, self.ShortAppliedPrice,
            self.ShortDigit, self.ShortSignalBar, self.FatlPeriod
        )

        long_sub = self.SubscribeCandles(self.LongCandleType)
        long_sub.Bind(self._process_long).Start()

        short_sub = self.SubscribeCandles(self.ShortCandleType)
        short_sub.Bind(self._process_short).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, long_sub)
            self.DrawOwnTrades(area)

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

        if self._check_long_risk(candle):
            return

        result = self._long_state.process(candle)
        if result is None:
            return

        value, current_color, previous_color = result

        if self.EnableLongClose and current_color == 0 and self.Position > 0:
            self._close_position()
            self._clear_long_risk()
            return

        if self.EnableLongOpen and current_color == 2 and previous_color < 2 and self.Position <= 0:
            self._open_long(float(candle.ClosePrice))

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

        if self._check_short_risk(candle):
            return

        result = self._short_state.process(candle)
        if result is None:
            return

        value, current_color, previous_color = result

        if self.EnableShortClose and current_color == 2 and self.Position < 0:
            self._close_position()
            self._clear_short_risk()
            return

        if self.EnableShortOpen and current_color == 0 and previous_color > 0 and self.Position >= 0:
            self._open_short(float(candle.ClosePrice))

    def _open_long(self, entry_price):
        self.BuyMarket()
        self._setup_long_risk(entry_price)
        self._clear_short_risk()

    def _open_short(self, entry_price):
        self.SellMarket()
        self._setup_short_risk(entry_price)
        self._clear_long_risk()

    def _setup_long_risk(self, entry_price):
        sec = self.Security
        step = float(sec.PriceStep) if sec is not None and sec.PriceStep is not None and float(sec.PriceStep) > 0 else 1.0
        self._long_stop_price = entry_price - self.LongStopLossPoints * step if self.LongStopLossPoints > 0 else None
        self._long_take_price = entry_price + self.LongTakeProfitPoints * step if self.LongTakeProfitPoints > 0 else None

    def _setup_short_risk(self, entry_price):
        sec = self.Security
        step = float(sec.PriceStep) if sec is not None and sec.PriceStep is not None and float(sec.PriceStep) > 0 else 1.0
        self._short_stop_price = entry_price + self.ShortStopLossPoints * step if self.ShortStopLossPoints > 0 else None
        self._short_take_price = entry_price - self.ShortTakeProfitPoints * step if self.ShortTakeProfitPoints > 0 else None

    def _check_long_risk(self, candle):
        if self.Position <= 0:
            self._clear_long_risk()
            return False
        h = float(candle.HighPrice)
        lo = float(candle.LowPrice)
        if self._long_stop_price is not None and lo <= self._long_stop_price:
            self._close_position()
            self._clear_long_risk()
            return True
        if self._long_take_price is not None and h >= self._long_take_price:
            self._close_position()
            self._clear_long_risk()
            return True
        return False

    def _check_short_risk(self, candle):
        if self.Position >= 0:
            self._clear_short_risk()
            return False
        h = float(candle.HighPrice)
        lo = float(candle.LowPrice)
        if self._short_stop_price is not None and h >= self._short_stop_price:
            self._close_position()
            self._clear_short_risk()
            return True
        if self._short_take_price is not None and lo <= self._short_take_price:
            self._close_position()
            self._clear_short_risk()
            return True
        return False

    def _clear_long_risk(self):
        self._long_stop_price = None
        self._long_take_price = None

    def _clear_short_risk(self):
        self._short_stop_price = None
        self._short_take_price = None

    def _close_position(self):
        if self.Position > 0:
            self.SellMarket()
        elif self.Position < 0:
            self.BuyMarket()

    def OnReseted(self):
        super(color_jfatl_digit_duplex_strategy, self).OnReseted()
        self._long_stop_price = None
        self._long_take_price = None
        self._short_stop_price = None
        self._short_take_price = None

    def CreateClone(self):
        return color_jfatl_digit_duplex_strategy()