Suffic369 Strategy

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>
/// Suffic369 breakout strategy based on fast/slow SMA crossover.
/// Buy when fast SMA crosses above slow SMA, sell when fast crosses below slow.
/// </summary>
public class Suffic369Strategy : Strategy
{
	private readonly StrategyParam<int> _fastMaLength;
	private readonly StrategyParam<int> _slowMaLength;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _hasPrev;

	/// <summary>
	/// Fast SMA length.
	/// </summary>
	public int FastMaLength
	{
		get => _fastMaLength.Value;
		set => _fastMaLength.Value = value;
	}

	/// <summary>
	/// Slow SMA length.
	/// </summary>
	public int SlowMaLength
	{
		get => _slowMaLength.Value;
		set => _slowMaLength.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 <see cref="Suffic369Strategy"/> class.
	/// </summary>
	public Suffic369Strategy()
	{
		_fastMaLength = Param(nameof(FastMaLength), 3)
			.SetDisplay("Fast SMA Length", "Fast moving average period", "Indicators");

		_slowMaLength = Param(nameof(SlowMaLength), 6)
			.SetDisplay("Slow SMA Length", "Slow moving average period", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Primary candle source", "General");
	}

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

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

		_prevFast = 0m;
		_prevSlow = 0m;
		_hasPrev = false;
	}

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

		_hasPrev = false;

		var fastSma = new SimpleMovingAverage { Length = FastMaLength };
		var slowSma = new SimpleMovingAverage { Length = SlowMaLength };

		var subscription = SubscribeCandles(CandleType);

		subscription
			.Bind(fastSma, slowSma, ProcessCandle)
			.Start();
	}

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

		if (!_hasPrev)
		{
			_prevFast = fast;
			_prevSlow = slow;
			_hasPrev = true;
			return;
		}

		// Buy signal: fast SMA crosses above slow SMA
		var longSignal = _prevFast <= _prevSlow && fast > slow;
		// Sell signal: fast SMA crosses below slow SMA
		var shortSignal = _prevFast >= _prevSlow && fast < slow;

		if (Position > 0 && shortSignal)
		{
			SellMarket();
		}
		else if (Position < 0 && longSignal)
		{
			BuyMarket();
		}
		else if (Position == 0)
		{
			if (longSignal)
				BuyMarket();
			else if (shortSignal)
				SellMarket();
		}

		_prevFast = fast;
		_prevSlow = slow;
	}
}

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
from datatype_extensions import *
from indicator_extensions import *

class suffic369_strategy(Strategy):
    """Fast/slow SMA crossover (3/6)."""
    def __init__(self):
        super(suffic369_strategy, self).__init__()
        self._fast_ma_length = self.Param("FastMaLength", 3).SetDisplay("Fast SMA Length", "Fast moving average period", "Indicators")
        self._slow_ma_length = self.Param("SlowMaLength", 6).SetDisplay("Slow SMA Length", "Slow moving average period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))).SetDisplay("Candle Type", "Primary candle source", "General")

    @property
    def CandleType(self): return self._candle_type.Value
    @CandleType.setter
    def CandleType(self, value): self._candle_type.Value = value

    def OnReseted(self):
        super(suffic369_strategy, self).OnReseted()
        self._prev_fast = 0
        self._prev_slow = 0
        self._has_prev = False

    def OnStarted2(self, time):
        super(suffic369_strategy, self).OnStarted2(time)
        self._prev_fast = 0
        self._prev_slow = 0
        self._has_prev = False

        fast_sma = SimpleMovingAverage()
        fast_sma.Length = self._fast_ma_length.Value
        slow_sma = SimpleMovingAverage()
        slow_sma.Length = self._slow_ma_length.Value

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(fast_sma, slow_sma, self.OnProcess).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, sub)
            self.DrawIndicator(area, fast_sma)
            self.DrawIndicator(area, slow_sma)
            self.DrawOwnTrades(area)

    def OnProcess(self, candle, fast, slow):
        if candle.State != CandleStates.Finished:
            return

        if not self._has_prev:
            self._prev_fast = fast
            self._prev_slow = slow
            self._has_prev = True
            return

        long_signal = self._prev_fast <= self._prev_slow and fast > slow
        short_signal = self._prev_fast >= self._prev_slow and fast < slow

        if self.Position > 0 and short_signal:
            self.SellMarket()
        elif self.Position < 0 and long_signal:
            self.BuyMarket()
        elif self.Position == 0:
            if long_signal:
                self.BuyMarket()
            elif short_signal:
                self.SellMarket()

        self._prev_fast = fast
        self._prev_slow = slow

    def CreateClone(self):
        return suffic369_strategy()