Xbug Free Strategy

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>
/// Counter-trend strategy. Buys after price drops below SMA, exits when price returns to SMA.
/// </summary>
public class XbugFreeStrategy : Strategy
{
	private readonly StrategyParam<int> _maPeriod;
	private readonly StrategyParam<DataType> _candleType;

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

	public XbugFreeStrategy()
	{
		_maPeriod = Param(nameof(MaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("MA Period", "SMA period", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles", "General");
	}

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

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var sma = new SimpleMovingAverage { Length = MaPeriod };
		var atr = new StandardDeviation { Length = 14 };
		SubscribeCandles(CandleType).Bind(sma, atr, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal sma, decimal atr)
	{
		if (candle.State != CandleStates.Finished) return;
		if (atr <= 0) return;

		var close = candle.ClosePrice;

		// Counter-trend: buy when price drops below SMA by 1 ATR
		if (close < sma - atr && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
		}
		// Counter-trend: sell when price rises above SMA by 1 ATR
		else if (close > sma + atr && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
		}
		// Exit long at SMA
		else if (Position > 0 && close >= sma)
			SellMarket();
		// Exit short at SMA
		else if (Position < 0 && close <= sma)
			BuyMarket();
	}
}

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, StandardDeviation
from StockSharp.Algo.Strategies import Strategy


class xbug_free_strategy(Strategy):
    def __init__(self):
        super(xbug_free_strategy, self).__init__()
        self._ma_period = self.Param("MaPeriod", 20) \
            .SetDisplay("MA Period", "SMA period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Type of candles", "General")

    @property
    def ma_period(self):
        return self._ma_period.Value

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

    def OnStarted2(self, time):
        super(xbug_free_strategy, self).OnStarted2(time)
        sma = SimpleMovingAverage()
        sma.Length = self.ma_period
        atr = StandardDeviation()
        atr.Length = 14
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(sma, atr, self.on_process).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawOwnTrades(area)

    def on_process(self, candle, sma, atr):
        if candle.State != CandleStates.Finished:
            return
        if atr <= 0:
            return
        close = candle.ClosePrice
        # Counter-trend: buy when price drops below SMA by 1 ATR
        if close < sma - atr and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # Counter-trend: sell when price rises above SMA by 1 ATR
        elif close > sma + atr and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        # Exit long at SMA
        elif self.Position > 0 and close >= sma:
            self.SellMarket()
        # Exit short at SMA
        elif self.Position < 0 and close <= sma:
            self.BuyMarket()

    def CreateClone(self):
        return xbug_free_strategy()