Exp CandlesticksBW Tm戦略

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Bill Williams Candlesticks BW strategy (simplified).
/// Uses candle body direction with SMA trend filter.
/// </summary>
public class ExpCandlesticksBwTimeStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _smaLength;

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

	public int SmaLength
	{
		get => _smaLength.Value;
		set => _smaLength.Value = value;
	}

	public ExpCandlesticksBwTimeStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candles", "General");

		_smaLength = Param(nameof(SmaLength), 34)
			.SetGreaterThanZero()
			.SetDisplay("SMA Length", "Bill Williams median line proxy", "Indicators");
	}

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

		var sma = new SimpleMovingAverage { Length = SmaLength };

		int bullCount = 0, bearCount = 0;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(sma, (ICandleMessage candle, decimal smaValue) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var isBullish = candle.ClosePrice > candle.OpenPrice;
				var isBearish = candle.ClosePrice < candle.OpenPrice;

				if (isBullish)
				{
					bullCount++;
					bearCount = 0;
				}
				else if (isBearish)
				{
					bearCount++;
					bullCount = 0;
				}

				// 3 consecutive bullish candles above SMA
				if (bullCount >= 3 && candle.ClosePrice > smaValue && Position <= 0)
				{
					BuyMarket();
					bullCount = 0;
				}
				// 3 consecutive bearish candles below SMA
				else if (bearCount >= 3 && candle.ClosePrice < smaValue && Position >= 0)
				{
					SellMarket();
					bearCount = 0;
				}
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, sma);
			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 SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class exp_candlesticks_bw_time_strategy(Strategy):
    """
    Bill Williams Candlesticks BW strategy (simplified).
    Uses candle body direction with SMA trend filter.
    Buys after 3 consecutive bullish candles above SMA, sells after 3 bearish below SMA.
    """

    def __init__(self):
        super(exp_candlesticks_bw_time_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Candles", "General")
        self._sma_length = self.Param("SmaLength", 34) \
            .SetDisplay("SMA Length", "Bill Williams median line proxy", "Indicators")

        self._bull_count = 0
        self._bear_count = 0

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

    def OnReseted(self):
        super(exp_candlesticks_bw_time_strategy, self).OnReseted()
        self._bull_count = 0
        self._bear_count = 0

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

        self._bull_count = 0
        self._bear_count = 0

        sma = SimpleMovingAverage()
        sma.Length = self._sma_length.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(sma, self._process_candle).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, sma)
            self.DrawOwnTrades(area)

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

        close = float(candle.ClosePrice)
        open_p = float(candle.OpenPrice)
        sma_val = float(sma_val)

        is_bullish = close > open_p
        is_bearish = close < open_p

        if is_bullish:
            self._bull_count += 1
            self._bear_count = 0
        elif is_bearish:
            self._bear_count += 1
            self._bull_count = 0

        if self._bull_count >= 3 and close > sma_val and self.Position <= 0:
            self.BuyMarket()
            self._bull_count = 0
        elif self._bear_count >= 3 and close < sma_val and self.Position >= 0:
            self.SellMarket()
            self._bear_count = 0

    def CreateClone(self):
        return exp_candlesticks_bw_time_strategy()