Exp T3 TRIX 戦略 (ID 2946)

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// T3 TRIX strategy using TRIX indicator for momentum signals.
/// Trades on TRIX zero-line crossovers.
/// </summary>
public class ExpT3TrixStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _period;

	private decimal? _prevTrix;

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

	public int Period
	{
		get => _period.Value;
		set => _period.Value = value;
	}

	public ExpT3TrixStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_period = Param(nameof(Period), 14)
			.SetGreaterThanZero()
			.SetDisplay("Period", "TRIX period", "Indicators");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevTrix = null;
	}

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

		_prevTrix = null;

		var trix = new Trix { Length = Period };

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

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

		var indArea = CreateChartArea();
		if (indArea != null)
		{
			DrawIndicator(indArea, trix);
		}
	}

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

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevTrix = trixValue;
			return;
		}

		if (_prevTrix == null)
		{
			_prevTrix = trixValue;
			return;
		}

		// TRIX crosses above zero → buy
		if (_prevTrix.Value <= 0 && trixValue > 0)
		{
			if (Position < 0)
				BuyMarket();
			if (Position <= 0)
				BuyMarket();
		}
		// TRIX crosses below zero → sell
		else if (_prevTrix.Value >= 0 && trixValue < 0)
		{
			if (Position > 0)
				SellMarket();
			if (Position >= 0)
				SellMarket();
		}

		_prevTrix = trixValue;
	}
}

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 Trix
from StockSharp.Algo.Strategies import Strategy


class exp_t3_trix_strategy(Strategy):
    def __init__(self):
        super(exp_t3_trix_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._period = self.Param("Period", 14) \
            .SetDisplay("Period", "TRIX period", "Indicators")

        self._prev_trix = None

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

    @property
    def Period(self):
        return self._period.Value

    def OnReseted(self):
        super(exp_t3_trix_strategy, self).OnReseted()
        self._prev_trix = None

    def OnStarted2(self, time):
        super(exp_t3_trix_strategy, self).OnStarted2(time)
        self._prev_trix = None

        trix = Trix()
        trix.Length = self.Period

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(trix, self._on_process).Start()

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

        ind_area = self.CreateChartArea()
        if ind_area is not None:
            self.DrawIndicator(ind_area, trix)

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

        tv = float(trix_value)

        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_trix = tv
            return

        if self._prev_trix is None:
            self._prev_trix = tv
            return

        # TRIX crosses above zero
        if self._prev_trix <= 0 and tv > 0:
            if self.Position < 0:
                self.BuyMarket()
            if self.Position <= 0:
                self.BuyMarket()
        # TRIX crosses below zero
        elif self._prev_trix >= 0 and tv < 0:
            if self.Position > 0:
                self.SellMarket()
            if self.Position >= 0:
                self.SellMarket()

        self._prev_trix = tv

    def CreateClone(self):
        return exp_t3_trix_strategy()