メイベワウォ222戦略

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Moving average crossover strategy with price crossing the SMA line.
/// Buys when candle opens below MA and closes above it, sells vice versa.
/// </summary>
public class Maybeawo222Strategy : Strategy
{
	private readonly StrategyParam<int> _movingPeriod;
	private readonly StrategyParam<DataType> _candleType;
	private ExponentialMovingAverage _ema;
	private decimal? _prevClose;
	private decimal? _prevMa;

	public int MovingPeriod
	{
		get => _movingPeriod.Value;
		set => _movingPeriod.Value = value;
	}

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

	public Maybeawo222Strategy()
	{
		_movingPeriod = Param(nameof(MovingPeriod), 20)
			.SetDisplay("MA Period", "Simple moving average period", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Primary candle series", "General");
	}

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

		_ema = new ExponentialMovingAverage { Length = MovingPeriod };
		_prevClose = null;
		_prevMa = null;

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

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

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

		if (!_ema.IsFormed)
		{
			_prevClose = candle.ClosePrice;
			_prevMa = maValue;
			return;
		}

		var close = candle.ClosePrice;
		if (_prevClose is null || _prevMa is null)
		{
			_prevClose = close;
			_prevMa = maValue;
			return;
		}

		// Buy signal: candle crosses MA from below to above
		var buySignal = _prevClose <= _prevMa && close > maValue;
		// Sell signal: candle crosses MA from above to below
		var sellSignal = _prevClose >= _prevMa && close < maValue;

		if (buySignal && Position <= 0)
		{
			BuyMarket(Position < 0 ? Math.Abs(Position) + 1 : 1);
		}
		else if (sellSignal && Position >= 0)
		{
			SellMarket(Position > 0 ? Math.Abs(Position) + 1 : 1);
		}

		_prevClose = close;
		_prevMa = maValue;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_ema = null;
		_prevClose = null;
		_prevMa = null;

		base.OnReseted();
	}
}

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
from StockSharp.Algo.Strategies import Strategy

class maybeawo222_strategy(Strategy):
    """
    EMA crossover: buy when price crosses MA from below, sell from above.
    """

    def __init__(self):
        super(maybeawo222_strategy, self).__init__()
        self._moving_period = self.Param("MovingPeriod", 20).SetDisplay("MA Period", "EMA period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30))).SetDisplay("Candle Type", "Candles", "General")

        self._prev_close = None
        self._prev_ma = None

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

    def OnReseted(self):
        super(maybeawo222_strategy, self).OnReseted()
        self._prev_close = None
        self._prev_ma = None

    def OnStarted2(self, time):
        super(maybeawo222_strategy, self).OnStarted2(time)
        ema = ExponentialMovingAverage()
        ema.Length = self._moving_period.Value
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(ema, self._process_candle).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, ema)
            self.DrawOwnTrades(area)

    def _process_candle(self, candle, ma_val):
        if candle.State != CandleStates.Finished:
            return
        close = float(candle.ClosePrice)
        ma = float(ma_val)
        if self._prev_close is None or self._prev_ma is None:
            self._prev_close = close
            self._prev_ma = ma
            return
        buy_signal = self._prev_close <= self._prev_ma and close > ma
        sell_signal = self._prev_close >= self._prev_ma and close < ma
        if buy_signal and self.Position <= 0:
            self.BuyMarket()
        elif sell_signal and self.Position >= 0:
            self.SellMarket()
        self._prev_close = close
        self._prev_ma = ma

    def CreateClone(self):
        return maybeawo222_strategy()