GoldWarrior02b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>
/// Port of the MetaTrader GoldWarrior02b expert advisor adapted for StockSharp.
/// Combines CCI, an impulse gauge and a ZigZag swing detector to trade near the end of 15 minute blocks.
/// </summary>
public class GoldWarrior02bStrategy : Strategy
{
	private readonly StrategyParam<decimal> _baseVolume;
	private readonly StrategyParam<decimal> _stopLossPoints;
	private readonly StrategyParam<decimal> _takeProfitPoints;
	private readonly StrategyParam<decimal> _trailingStopPoints;
	private readonly StrategyParam<decimal> _trailingStepPoints;
	private readonly StrategyParam<int> _impulsePeriod;
	private readonly StrategyParam<int> _zigZagDepth;
	private readonly StrategyParam<decimal> _zigZagDeviation;
	private readonly StrategyParam<int> _zigZagBackstep;
	private readonly StrategyParam<decimal> _profitTarget;
	private readonly StrategyParam<decimal> _impulseSellThreshold;
	private readonly StrategyParam<decimal> _impulseBuyThreshold;
	private readonly StrategyParam<DataType> _candleType;

	private CommodityChannelIndex _cci = null!;
	private ImpulseIndicator _impulse = null!;

	private decimal? _lastZigZag;
	private decimal? _previousZigZag;
	private int _searchDirection;
	private decimal? _currentExtreme;
	private int _barsSinceExtreme;

	private decimal _previousCci;
	private decimal _previousImpulse;
	private bool _hasPreviousCci;
	private bool _hasPreviousImpulse;

	private DateTimeOffset _lastTradeTime;
	private decimal _entryPrice;
	private decimal _trailingStopPrice;
	private bool _trailingActive;
	private decimal _maxPriceSinceEntry;
	private decimal _minPriceSinceEntry;

	/// <summary>
	/// Base trading volume.
	/// </summary>
	public decimal BaseVolume
	{
		get => _baseVolume.Value;
		set => _baseVolume.Value = value;
	}

	/// <summary>
	/// Stop-loss distance expressed in points.
	/// </summary>
	public decimal StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take-profit distance expressed in points.
	/// </summary>
	public decimal TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Trailing stop distance in points.
	/// </summary>
	public decimal TrailingStopPoints
	{
		get => _trailingStopPoints.Value;
		set => _trailingStopPoints.Value = value;
	}

	/// <summary>
	/// Additional offset before activating the trailing stop.
	/// </summary>
	public decimal TrailingStepPoints
	{
		get => _trailingStepPoints.Value;
		set => _trailingStepPoints.Value = value;
	}

	/// <summary>
	/// Period used both for CCI and impulse calculations.
	/// </summary>
	public int ImpulsePeriod
	{
		get => _impulsePeriod.Value;
		set => _impulsePeriod.Value = value;
	}

	/// <summary>
	/// Minimum bars between ZigZag turning points.
	/// </summary>
	public int ZigZagDepth
	{
		get => _zigZagDepth.Value;
		set => _zigZagDepth.Value = value;
	}

	/// <summary>
	/// Minimum price deviation to confirm a new ZigZag swing.
	/// </summary>
	public decimal ZigZagDeviation
	{
		get => _zigZagDeviation.Value;
		set => _zigZagDeviation.Value = value;
	}

	/// <summary>
	/// Minimum number of bars before accepting a new swing.
	/// </summary>
	public int ZigZagBackstep
	{
		get => _zigZagBackstep.Value;
		set => _zigZagBackstep.Value = value;
	}

	/// <summary>
	/// Profit target that forces an early exit from open positions.
	/// </summary>
	public decimal ProfitTarget
	{
		get => _profitTarget.Value;
		set => _profitTarget.Value = value;
	}

	/// <summary>
	/// Threshold applied to the impulse gauge before opening shorts.
	/// </summary>
	public decimal ImpulseSellThreshold
	{
		get => _impulseSellThreshold.Value;
		set => _impulseSellThreshold.Value = value;
	}

	/// <summary>
	/// Threshold applied to the impulse gauge before opening longs.
	/// </summary>
	public decimal ImpulseBuyThreshold
	{
		get => _impulseBuyThreshold.Value;
		set => _impulseBuyThreshold.Value = value;
	}

	/// <summary>
	/// Candle type used for calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of the strategy.
	/// </summary>
	public GoldWarrior02bStrategy()
	{
		_baseVolume = Param(nameof(BaseVolume), 0.1m)
		.SetGreaterThanZero()
		.SetDisplay("Volume", "Base trade size", "Trading");

		_stopLossPoints = Param(nameof(StopLossPoints), 100m)
		.SetNotNegative()
		.SetDisplay("Stop Loss", "Stop-loss distance in points", "Risk");

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 150m)
		.SetNotNegative()
		.SetDisplay("Take Profit", "Take-profit distance in points", "Risk");

		_trailingStopPoints = Param(nameof(TrailingStopPoints), 5m)
		.SetNotNegative()
		.SetDisplay("Trailing Stop", "Trailing stop distance in points", "Risk");

		_trailingStepPoints = Param(nameof(TrailingStepPoints), 5m)
		.SetNotNegative()
		.SetDisplay("Trailing Step", "Extra distance before trailing activates", "Risk");

		_impulsePeriod = Param(nameof(ImpulsePeriod), 21)
		.SetGreaterThanZero()
		.SetDisplay("Impulse Period", "Period for CCI and impulse averages", "Indicators");

		_zigZagDepth = Param(nameof(ZigZagDepth), 12)
		.SetGreaterThanZero()
		.SetDisplay("ZigZag Depth", "Minimum bars between swings", "Indicators");

		_zigZagDeviation = Param(nameof(ZigZagDeviation), 5m)
		.SetGreaterThanZero()
		.SetDisplay("ZigZag Deviation", "Required price move in points", "Indicators");

		_zigZagBackstep = Param(nameof(ZigZagBackstep), 3)
		.SetGreaterThanZero()
		.SetDisplay("ZigZag Backstep", "Bars before confirming a new swing", "Indicators");

		_profitTarget = Param(nameof(ProfitTarget), 300m)
		.SetNotNegative()
		.SetDisplay("Profit Target", "Close all profit in account currency", "Risk");

		_impulseSellThreshold = Param(nameof(ImpulseSellThreshold), -30m)
		.SetDisplay("Impulse Sell", "Impulse threshold for shorts", "Indicators");

		_impulseBuyThreshold = Param(nameof(ImpulseBuyThreshold), 30m)
		.SetDisplay("Impulse Buy", "Impulse threshold for longs", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(2).TimeFrame())
		.SetDisplay("Candle Type", "Working timeframe", "General");
	}

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

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

		_cci?.Reset();
		_impulse?.Reset();

		_lastZigZag = null;
		_previousZigZag = null;
		_searchDirection = 1;
		_currentExtreme = null;
		_barsSinceExtreme = 0;

		_previousCci = 0m;
		_previousImpulse = 0m;
		_hasPreviousCci = false;
		_hasPreviousImpulse = false;

		_lastTradeTime = DateTimeOffset.MinValue;
		ResetPositionState();
	}

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

		Volume = BaseVolume;

		_cci = new CommodityChannelIndex { Length = ImpulsePeriod };
		_impulse = new ImpulseIndicator
		{
			Length = ImpulsePeriod,
			PriceStep = GetPriceStep()
		};

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

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

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

	
		_impulse.PriceStep = GetPriceStep();

		if (!_cci.IsFormed || !_impulse.IsFormed)
		{
			_previousCci = cciValue;
			_previousImpulse = impulseValue;
			_hasPreviousCci = true;
			_hasPreviousImpulse = true;
			UpdateZigZag(candle);
			return;
		}

		UpdateZigZag(candle);

		var hasZigZag = _lastZigZag.HasValue && _previousZigZag.HasValue;
		var zigZagUp = hasZigZag && _lastZigZag.Value > _previousZigZag.Value;
		var zigZagDown = hasZigZag && _lastZigZag.Value < _previousZigZag.Value;

		if (!_hasPreviousCci || !_hasPreviousImpulse)
		{
			_previousCci = cciValue;
			_previousImpulse = impulseValue;
			_hasPreviousCci = true;
			_hasPreviousImpulse = true;
			return;
		}

		var now = candle.CloseTime;
		if ((now - _lastTradeTime).TotalSeconds < 15)
		{
			_previousCci = cciValue;
			_previousImpulse = impulseValue;
			return;
		}

		var sellCondition1 = cciValue < _previousCci && _previousCci > 20m && impulseValue < 0m;
		var sellCondition2 = cciValue > 100m && _previousCci > cciValue;
		var buyCondition1 = cciValue > _previousCci && _previousCci < -20m && impulseValue > 0m;
		var buyCondition2 = cciValue < -100m && _previousCci < cciValue;

		var sellSignal = hasZigZag && zigZagUp && (sellCondition1 || sellCondition2);
		var buySignal = hasZigZag && zigZagDown && (buyCondition1 || buyCondition2);

		if (!hasZigZag || Position != 0)
		{
			sellSignal = false;
			buySignal = false;
		}

		if (Position == 0 && AllowEntryTime(now))
		{
			if (sellSignal)
			OpenShort(candle, BaseVolume);
			else if (buySignal)
			OpenLong(candle, BaseVolume);
		}

		if (Position != 0)
		{
			HandleActivePosition(candle, now);
		}

		_previousCci = cciValue;
		_previousImpulse = impulseValue;
	}

	private void HandleActivePosition(ICandleMessage candle, DateTimeOffset now)
	{
		var step = GetPriceStep();
		var stepPrice = GetStepPrice(step);

		var stopLossDistance = StopLossPoints * step;
		var takeProfitDistance = TakeProfitPoints * step;
		var trailingStopDistance = TrailingStopPoints * step;
		var trailingStepDistance = TrailingStepPoints * step;

		if (Position > 0)
		{
			_maxPriceSinceEntry = Math.Max(_maxPriceSinceEntry, candle.HighPrice);

			if (stopLossDistance > 0m && candle.LowPrice <= _entryPrice - stopLossDistance)
			{
				SellMarket(Position);
				_lastTradeTime = now;
				ResetPositionState();
				return;
			}

			if (takeProfitDistance > 0m && candle.HighPrice >= _entryPrice + takeProfitDistance)
			{
				SellMarket(Position);
				_lastTradeTime = now;
				ResetPositionState();
				return;
			}

			if (trailingStopDistance > 0m)
			{
				var move = candle.ClosePrice - _entryPrice;
				if (move >= trailingStopDistance + trailingStepDistance)
				{
					var newTrail = candle.ClosePrice - trailingStopDistance;
					if (!_trailingActive || newTrail > _trailingStopPrice)
					{
						_trailingStopPrice = newTrail;
						_trailingActive = true;
					}
				}

				if (_trailingActive && candle.LowPrice <= _trailingStopPrice)
				{
					SellMarket(Position);
					_lastTradeTime = now;
					ResetPositionState();
					return;
				}
			}
		}
		else if (Position < 0)
		{
			_minPriceSinceEntry = Math.Min(_minPriceSinceEntry, candle.LowPrice);

			if (stopLossDistance > 0m && candle.HighPrice >= _entryPrice + stopLossDistance)
			{
				BuyMarket(-Position);
				_lastTradeTime = now;
				ResetPositionState();
				return;
			}

			if (takeProfitDistance > 0m && candle.LowPrice <= _entryPrice - takeProfitDistance)
			{
				BuyMarket(-Position);
				_lastTradeTime = now;
				ResetPositionState();
				return;
			}

			if (trailingStopDistance > 0m)
			{
				var move = _entryPrice - candle.ClosePrice;
				if (move >= trailingStopDistance + trailingStepDistance)
				{
					var newTrail = candle.ClosePrice + trailingStopDistance;
					if (!_trailingActive || newTrail < _trailingStopPrice)
					{
						_trailingStopPrice = newTrail;
						_trailingActive = true;
					}
				}

				if (_trailingActive && candle.HighPrice >= _trailingStopPrice)
				{
					BuyMarket(-Position);
					_lastTradeTime = now;
					ResetPositionState();
					return;
				}
			}
		}

		var currentPnL = CalculateOpenPnL(candle.ClosePrice, step, stepPrice);
		if (ProfitTarget > 0m && currentPnL >= ProfitTarget)
		{
			if (Position > 0)
			SellMarket(Position);
			else if (Position < 0)
			BuyMarket(-Position);

			_lastTradeTime = now;
			ResetPositionState();
			return;
		}
	}

	private decimal CalculateOpenPnL(decimal closePrice, decimal step, decimal stepPrice)
	{
		if (Position == 0)
		return 0m;

		if (step <= 0m)
		step = 1m;
		if (stepPrice <= 0m)
		stepPrice = step;

		if (Position > 0)
		{
			var diff = closePrice - _entryPrice;
			return diff / step * stepPrice * Position;
		}
		else
		{
			var diff = _entryPrice - closePrice;
			return diff / step * stepPrice * -Position;
		}
	}

	private void OpenLong(ICandleMessage candle, decimal volume)
	{
		BuyMarket(volume);
		_entryPrice = candle.ClosePrice;
		_maxPriceSinceEntry = candle.ClosePrice;
		_minPriceSinceEntry = candle.ClosePrice;
		_trailingActive = false;
		_trailingStopPrice = 0m;
		_lastTradeTime = candle.CloseTime;
	}

	private void OpenShort(ICandleMessage candle, decimal volume)
	{
		SellMarket(volume);
		_entryPrice = candle.ClosePrice;
		_maxPriceSinceEntry = candle.ClosePrice;
		_minPriceSinceEntry = candle.ClosePrice;
		_trailingActive = false;
		_trailingStopPrice = 0m;
		_lastTradeTime = candle.CloseTime;
	}

	private void ResetPositionState()
	{
		_entryPrice = 0m;
		_maxPriceSinceEntry = 0m;
		_minPriceSinceEntry = 0m;
		_trailingActive = false;
		_trailingStopPrice = 0m;
	}

	private bool AllowEntryTime(DateTimeOffset time)
	{
		return true;
	}

	private void UpdateZigZag(ICandleMessage candle)
	{
		var step = GetPriceStep();
		var deviation = ZigZagDeviation * step;
		var minBars = Math.Max(1, Math.Max(ZigZagDepth, ZigZagBackstep));

		if (_currentExtreme is null)
		{
			_currentExtreme = _searchDirection > 0 ? candle.HighPrice : candle.LowPrice;
			_barsSinceExtreme = 0;
			return;
		}

		if (_searchDirection > 0)
		{
			if (candle.HighPrice > _currentExtreme.Value)
			{
				_currentExtreme = candle.HighPrice;
				_barsSinceExtreme = 0;
			}
			else
			{
				_barsSinceExtreme++;
			}

			var drop = _currentExtreme.Value - candle.LowPrice;
			if (drop >= deviation && _barsSinceExtreme >= minBars)
			{
				_previousZigZag = _lastZigZag;
				_lastZigZag = _currentExtreme;
				_searchDirection = -1;
				_currentExtreme = candle.LowPrice;
				_barsSinceExtreme = 0;
			}
		}
		else
		{
			if (candle.LowPrice < _currentExtreme.Value)
			{
				_currentExtreme = candle.LowPrice;
				_barsSinceExtreme = 0;
			}
			else
			{
				_barsSinceExtreme++;
			}

			var rise = candle.HighPrice - _currentExtreme.Value;
			if (rise >= deviation && _barsSinceExtreme >= minBars)
			{
				_previousZigZag = _lastZigZag;
				_lastZigZag = _currentExtreme;
				_searchDirection = 1;
				_currentExtreme = candle.HighPrice;
				_barsSinceExtreme = 0;
			}
		}
	}

	private decimal GetPriceStep()
	{
		var step = Security?.PriceStep ?? 1m;
		return step > 0m ? step : 1m;
	}

	private decimal GetStepPrice(decimal step)
	{
		var stepPrice = step;
		return stepPrice > 0m ? stepPrice : step;
	}

	private sealed class ImpulseIndicator : BaseIndicator
	{
		public int Length { get; set; } = 21;
		public decimal PriceStep { get; set; } = 1m;

		private readonly Queue<decimal> _buffer = new();
		private decimal _sum;

		protected override IIndicatorValue OnProcess(IIndicatorValue input)
		{
			var candle = input.GetValue<ICandleMessage>();
			var step = PriceStep > 0m ? PriceStep : 1m;
			var value = (candle.OpenPrice - candle.ClosePrice) / step;

			_buffer.Enqueue(value);
			_sum += value;

			if (_buffer.Count > Length)
			_sum -= _buffer.Dequeue();

			if (_buffer.Count < Length)
			{
				IsFormed = false;
				return new DecimalIndicatorValue(this, 0m, input.Time);
			}

			IsFormed = true;
			var average = _sum / Length;
			return new DecimalIndicatorValue(this, average, input.Time);
		}

		public override void Reset()
		{
			base.Reset();
			_buffer.Clear();
			_sum = 0m;
		}
	}
}

import clr

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

from StockSharp.Algo.Indicators import CommodityChannelIndex, CandleIndicatorValue
from StockSharp.Algo.Strategies import Strategy
from StockSharp.Messages import DataType, CandleStates
from System import TimeSpan, Math
from indicator_extensions import *

class gold_warrior02b_strategy(Strategy):
    def __init__(self):
        super(gold_warrior02b_strategy, self).__init__()

        self._base_volume = self.Param("BaseVolume", 0.1)
        self._stop_loss_points = self.Param("StopLossPoints", 100.0)
        self._take_profit_points = self.Param("TakeProfitPoints", 150.0)
        self._trailing_stop_points = self.Param("TrailingStopPoints", 5.0)
        self._trailing_step_points = self.Param("TrailingStepPoints", 5.0)
        self._impulse_period = self.Param("ImpulsePeriod", 21)
        self._zig_zag_depth = self.Param("ZigZagDepth", 12)
        self._zig_zag_deviation = self.Param("ZigZagDeviation", 5.0)
        self._zig_zag_backstep = self.Param("ZigZagBackstep", 3)
        self._profit_target = self.Param("ProfitTarget", 300.0)
        self._impulse_sell_threshold = self.Param("ImpulseSellThreshold", -30.0)
        self._impulse_buy_threshold = self.Param("ImpulseBuyThreshold", 30.0)
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(2)))

        self._cci = None

        # Impulse indicator state (inline SMA of (open-close)/step)
        self._impulse_buffer = []
        self._impulse_sum = 0.0
        self._impulse_formed = False

        # ZigZag state
        self._last_zigzag = None
        self._previous_zigzag = None
        self._search_direction = 1
        self._current_extreme = None
        self._bars_since_extreme = 0

        # Previous indicator values
        self._previous_cci = 0.0
        self._previous_impulse = 0.0
        self._has_previous_cci = False
        self._has_previous_impulse = False

        # Position management
        self._last_trade_time = None
        self._entry_price = 0.0
        self._trailing_stop_price = 0.0
        self._trailing_active = False
        self._max_price_since_entry = 0.0
        self._min_price_since_entry = 0.0

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

    def OnStarted2(self, time):
        super(gold_warrior02b_strategy, self).OnStarted2(time)

        self._cci = CommodityChannelIndex()
        self._cci.Length = self._impulse_period.Value

        self._impulse_buffer = []
        self._impulse_sum = 0.0
        self._impulse_formed = False

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(self._process_candle).Start()

    def _get_price_step(self):
        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0
        return step if step > 0 else 1.0

    def _compute_impulse(self, candle):
        step = self._get_price_step()
        value = (float(candle.OpenPrice) - float(candle.ClosePrice)) / step

        self._impulse_buffer.append(value)
        self._impulse_sum += value

        length = self._impulse_period.Value
        if len(self._impulse_buffer) > length:
            self._impulse_sum -= self._impulse_buffer.pop(0)

        if len(self._impulse_buffer) < length:
            self._impulse_formed = False
            return 0.0

        self._impulse_formed = True
        return self._impulse_sum / length

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

        civ = CandleIndicatorValue(self._cci, candle)
        civ.IsFinal = True
        cci_result = self._cci.Process(civ)
        cci_value = float(cci_result.Value) if not cci_result.IsEmpty else 0.0
        impulse_value = self._compute_impulse(candle)

        if not self._cci.IsFormed or not self._impulse_formed:
            self._previous_cci = cci_value
            self._previous_impulse = impulse_value
            self._has_previous_cci = True
            self._has_previous_impulse = True
            self._update_zigzag(candle)
            return

        self._update_zigzag(candle)

        has_zigzag = self._last_zigzag is not None and self._previous_zigzag is not None
        zigzag_up = has_zigzag and self._last_zigzag > self._previous_zigzag
        zigzag_down = has_zigzag and self._last_zigzag < self._previous_zigzag

        if not self._has_previous_cci or not self._has_previous_impulse:
            self._previous_cci = cci_value
            self._previous_impulse = impulse_value
            self._has_previous_cci = True
            self._has_previous_impulse = True
            return

        now = candle.CloseTime
        if self._last_trade_time is not None and (now - self._last_trade_time).TotalSeconds < 15:
            self._previous_cci = cci_value
            self._previous_impulse = impulse_value
            return

        sell_condition1 = cci_value < self._previous_cci and self._previous_cci > 20.0 and impulse_value < 0.0
        sell_condition2 = cci_value > 100.0 and self._previous_cci > cci_value
        buy_condition1 = cci_value > self._previous_cci and self._previous_cci < -20.0 and impulse_value > 0.0
        buy_condition2 = cci_value < -100.0 and self._previous_cci < cci_value

        sell_signal = has_zigzag and zigzag_up and (sell_condition1 or sell_condition2)
        buy_signal = has_zigzag and zigzag_down and (buy_condition1 or buy_condition2)

        if not has_zigzag or self.Position != 0:
            sell_signal = False
            buy_signal = False

        if self.Position == 0:
            if sell_signal:
                self._open_short(candle)
            elif buy_signal:
                self._open_long(candle)

        if self.Position != 0:
            self._handle_active_position(candle, now)

        self._previous_cci = cci_value
        self._previous_impulse = impulse_value

    def _handle_active_position(self, candle, now):
        step = self._get_price_step()

        sl_dist = self._stop_loss_points.Value * step
        tp_dist = self._take_profit_points.Value * step
        trail_dist = self._trailing_stop_points.Value * step
        trail_step_dist = self._trailing_step_points.Value * step

        if self.Position > 0:
            self._max_price_since_entry = max(self._max_price_since_entry, float(candle.HighPrice))

            if sl_dist > 0 and float(candle.LowPrice) <= self._entry_price - sl_dist:
                self.SellMarket(self.Position)
                self._last_trade_time = now
                self._reset_position_state()
                return

            if tp_dist > 0 and float(candle.HighPrice) >= self._entry_price + tp_dist:
                self.SellMarket(self.Position)
                self._last_trade_time = now
                self._reset_position_state()
                return

            if trail_dist > 0:
                move = float(candle.ClosePrice) - self._entry_price
                if move >= trail_dist + trail_step_dist:
                    new_trail = float(candle.ClosePrice) - trail_dist
                    if not self._trailing_active or new_trail > self._trailing_stop_price:
                        self._trailing_stop_price = new_trail
                        self._trailing_active = True

                if self._trailing_active and float(candle.LowPrice) <= self._trailing_stop_price:
                    self.SellMarket(self.Position)
                    self._last_trade_time = now
                    self._reset_position_state()
                    return

        elif self.Position < 0:
            self._min_price_since_entry = min(self._min_price_since_entry, float(candle.LowPrice))

            if sl_dist > 0 and float(candle.HighPrice) >= self._entry_price + sl_dist:
                self.BuyMarket(abs(self.Position))
                self._last_trade_time = now
                self._reset_position_state()
                return

            if tp_dist > 0 and float(candle.LowPrice) <= self._entry_price - tp_dist:
                self.BuyMarket(abs(self.Position))
                self._last_trade_time = now
                self._reset_position_state()
                return

            if trail_dist > 0:
                move = self._entry_price - float(candle.ClosePrice)
                if move >= trail_dist + trail_step_dist:
                    new_trail = float(candle.ClosePrice) + trail_dist
                    if not self._trailing_active or new_trail < self._trailing_stop_price:
                        self._trailing_stop_price = new_trail
                        self._trailing_active = True

                if self._trailing_active and float(candle.HighPrice) >= self._trailing_stop_price:
                    self.BuyMarket(abs(self.Position))
                    self._last_trade_time = now
                    self._reset_position_state()
                    return

        current_pnl = self._calculate_open_pnl(float(candle.ClosePrice), step)
        if self._profit_target.Value > 0 and current_pnl >= self._profit_target.Value:
            if self.Position > 0:
                self.SellMarket(self.Position)
            elif self.Position < 0:
                self.BuyMarket(abs(self.Position))
            self._last_trade_time = now
            self._reset_position_state()

    def _calculate_open_pnl(self, close_price, step):
        if self.Position == 0:
            return 0.0
        if step <= 0:
            step = 1.0
        if self.Position > 0:
            diff = close_price - self._entry_price
            return diff / step * step * self.Position
        else:
            diff = self._entry_price - close_price
            return diff / step * step * abs(self.Position)

    def _open_long(self, candle):
        self.BuyMarket(self._base_volume.Value)
        self._entry_price = float(candle.ClosePrice)
        self._max_price_since_entry = float(candle.ClosePrice)
        self._min_price_since_entry = float(candle.ClosePrice)
        self._trailing_active = False
        self._trailing_stop_price = 0.0
        self._last_trade_time = candle.CloseTime

    def _open_short(self, candle):
        self.SellMarket(self._base_volume.Value)
        self._entry_price = float(candle.ClosePrice)
        self._max_price_since_entry = float(candle.ClosePrice)
        self._min_price_since_entry = float(candle.ClosePrice)
        self._trailing_active = False
        self._trailing_stop_price = 0.0
        self._last_trade_time = candle.CloseTime

    def _reset_position_state(self):
        self._entry_price = 0.0
        self._max_price_since_entry = 0.0
        self._min_price_since_entry = 0.0
        self._trailing_active = False
        self._trailing_stop_price = 0.0

    def _update_zigzag(self, candle):
        step = self._get_price_step()
        deviation = self._zig_zag_deviation.Value * step
        min_bars = max(1, max(self._zig_zag_depth.Value, self._zig_zag_backstep.Value))

        if self._current_extreme is None:
            self._current_extreme = float(candle.HighPrice) if self._search_direction > 0 else float(candle.LowPrice)
            self._bars_since_extreme = 0
            return

        if self._search_direction > 0:
            if float(candle.HighPrice) > self._current_extreme:
                self._current_extreme = float(candle.HighPrice)
                self._bars_since_extreme = 0
            else:
                self._bars_since_extreme += 1

            drop = self._current_extreme - float(candle.LowPrice)
            if drop >= deviation and self._bars_since_extreme >= min_bars:
                self._previous_zigzag = self._last_zigzag
                self._last_zigzag = self._current_extreme
                self._search_direction = -1
                self._current_extreme = float(candle.LowPrice)
                self._bars_since_extreme = 0
        else:
            if float(candle.LowPrice) < self._current_extreme:
                self._current_extreme = float(candle.LowPrice)
                self._bars_since_extreme = 0
            else:
                self._bars_since_extreme += 1

            rise = float(candle.HighPrice) - self._current_extreme
            if rise >= deviation and self._bars_since_extreme >= min_bars:
                self._previous_zigzag = self._last_zigzag
                self._last_zigzag = self._current_extreme
                self._search_direction = 1
                self._current_extreme = float(candle.HighPrice)
                self._bars_since_extreme = 0

    def OnReseted(self):
        super(gold_warrior02b_strategy, self).OnReseted()
        self._cci = None
        self._impulse_buffer = []
        self._impulse_sum = 0.0
        self._impulse_formed = False
        self._last_zigzag = None
        self._previous_zigzag = None
        self._search_direction = 1
        self._current_extreme = None
        self._bars_since_extreme = 0
        self._previous_cci = 0.0
        self._previous_impulse = 0.0
        self._has_previous_cci = False
        self._has_previous_impulse = False
        self._last_trade_time = None
        self._reset_position_state()

    def CreateClone(self):
        return gold_warrior02b_strategy()