Estratégia Blau Ergodic MDI

using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Blau Ergodic Market Directional Indicator strategy converted from MetaTrader.
/// Uses a triple-smoothed momentum histogram with configurable entry confirmation modes.
/// </summary>
public class BlauErgodicMdiStrategy : Strategy
{
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;
	private readonly StrategyParam<int> _slippagePoints;
	private readonly StrategyParam<bool> _allowLongEntries;
	private readonly StrategyParam<bool> _allowShortEntries;
	private readonly StrategyParam<bool> _allowLongExits;
	private readonly StrategyParam<bool> _allowShortExits;
	private readonly StrategyParam<EntryModes> _entryMode;
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<SmoothingMethods> _smoothingMethod;
	private readonly StrategyParam<int> _primaryLength;
	private readonly StrategyParam<int> _firstSmoothingLength;
	private readonly StrategyParam<int> _secondSmoothingLength;
	private readonly StrategyParam<int> _signalLength;
	private readonly StrategyParam<AppliedPrices> _appliedPrice;
	private readonly StrategyParam<int> _signalBarShift;
	private readonly StrategyParam<int> _phase;

	private IIndicator _priceAverage = null!;
	private IIndicator _firstSmoothing = null!;
	private IIndicator _secondSmoothing = null!;
	private IIndicator _signalSmoothing = null!;

	private decimal[] _histogramBuffer = Array.Empty<decimal>();
	private decimal[] _signalBuffer = Array.Empty<decimal>();
	private int _bufferIndex;
	private int _bufferFilled;
	private decimal _pointValue = 1m;
	private decimal _entryPrice;
	private decimal? _stopPrice;
	private decimal? _takePrice;

	/// <summary>
	/// Initializes a new instance of <see cref="BlauErgodicMdiStrategy"/>.
	/// </summary>
	public BlauErgodicMdiStrategy()
	{
		_stopLossPoints = Param(nameof(StopLossPoints), 1000)
			.SetNotNegative()
			.SetDisplay("Stop Loss", "Stop loss in points", "Risk");

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 2000)
			.SetNotNegative()
			.SetDisplay("Take Profit", "Take profit in points", "Risk");

		_slippagePoints = Param(nameof(SlippagePoints), 10)
			.SetNotNegative()
			.SetDisplay("Slippage", "Maximum slippage in points", "Risk");

		_allowLongEntries = Param(nameof(AllowLongEntries), true)
			.SetDisplay("Allow Long Entries", "Enable opening long positions", "Permissions");

		_allowShortEntries = Param(nameof(AllowShortEntries), true)
			.SetDisplay("Allow Short Entries", "Enable opening short positions", "Permissions");

		_allowLongExits = Param(nameof(AllowLongExits), true)
			.SetDisplay("Allow Long Exits", "Enable closing long positions", "Permissions");

		_allowShortExits = Param(nameof(AllowShortExits), true)
			.SetDisplay("Allow Short Exits", "Enable closing short positions", "Permissions");

		_entryMode = Param(nameof(Mode), EntryModes.Twist)
			.SetDisplay("Entry Mode", "Signal interpretation mode", "Strategy");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Indicator Timeframe", "Timeframe used for calculations", "Data");

		_smoothingMethod = Param(nameof(SmoothingMethod), SmoothingMethods.Exponential)
			.SetDisplay("Smoothing Method", "Type of moving average", "Indicator");

		_primaryLength = Param(nameof(PrimaryLength), 20)
			.SetGreaterThanZero()
			.SetDisplay("Primary Length", "Base smoothing length", "Indicator")
			
			.SetOptimize(5, 60, 1);

		_firstSmoothingLength = Param(nameof(FirstSmoothingLength), 5)
			.SetGreaterThanZero()
			.SetDisplay("Momentum Smoothing", "First smoothing length", "Indicator")
			
			.SetOptimize(2, 20, 1);

		_secondSmoothingLength = Param(nameof(SecondSmoothingLength), 3)
			.SetGreaterThanZero()
			.SetDisplay("Histogram Smoothing", "Second smoothing length", "Indicator")
			
			.SetOptimize(2, 20, 1);

		_signalLength = Param(nameof(SignalLength), 8)
			.SetGreaterThanZero()
			.SetDisplay("Signal Length", "Signal line smoothing", "Indicator")
			
			.SetOptimize(2, 30, 1);

		_appliedPrice = Param(nameof(AppliedPrice), AppliedPrices.Close)
			.SetDisplay("Applied Price", "Price source for calculations", "Indicator");

		_signalBarShift = Param(nameof(SignalBarShift), 1)
			.SetNotNegative()
			.SetDisplay("Signal Bar", "Shift of the bar used for signals", "Strategy");

		_phase = Param(nameof(Phase), 15)
			.SetDisplay("Phase", "Reserved smoothing phase parameter", "Indicator");
	}

	/// <summary>
	/// Stop loss distance expressed in instrument points.
	/// </summary>
	public int StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance expressed in instrument points.
	/// </summary>
	public int TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Allowed price slippage in points.
	/// </summary>
	public int SlippagePoints
	{
		get => _slippagePoints.Value;
		set => _slippagePoints.Value = value;
	}

	/// <summary>
	/// Enables opening long positions.
	/// </summary>
	public bool AllowLongEntries
	{
		get => _allowLongEntries.Value;
		set => _allowLongEntries.Value = value;
	}

	/// <summary>
	/// Enables opening short positions.
	/// </summary>
	public bool AllowShortEntries
	{
		get => _allowShortEntries.Value;
		set => _allowShortEntries.Value = value;
	}

	/// <summary>
	/// Enables closing existing long positions on opposite signals.
	/// </summary>
	public bool AllowLongExits
	{
		get => _allowLongExits.Value;
		set => _allowLongExits.Value = value;
	}

	/// <summary>
	/// Enables closing existing short positions on opposite signals.
	/// </summary>
	public bool AllowShortExits
	{
		get => _allowShortExits.Value;
		set => _allowShortExits.Value = value;
	}

	/// <summary>
	/// Selected entry confirmation mode.
	/// </summary>
	public EntryModes Mode
	{
		get => _entryMode.Value;
		set => _entryMode.Value = value;
	}

	/// <summary>
	/// Candle type used for indicator calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Moving average family used for smoothing steps.
	/// </summary>
	public SmoothingMethods SmoothingMethod
	{
		get => _smoothingMethod.Value;
		set => _smoothingMethod.Value = value;
	}

	/// <summary>
	/// Length for the initial smoothing of price.
	/// </summary>
	public int PrimaryLength
	{
		get => _primaryLength.Value;
		set => _primaryLength.Value = value;
	}

	/// <summary>
	/// Length of the first smoothing applied to momentum.
	/// </summary>
	public int FirstSmoothingLength
	{
		get => _firstSmoothingLength.Value;
		set => _firstSmoothingLength.Value = value;
	}

	/// <summary>
	/// Length of the second smoothing forming the histogram.
	/// </summary>
	public int SecondSmoothingLength
	{
		get => _secondSmoothingLength.Value;
		set => _secondSmoothingLength.Value = value;
	}

	/// <summary>
	/// Length of the signal line smoothing.
	/// </summary>
	public int SignalLength
	{
		get => _signalLength.Value;
		set => _signalLength.Value = value;
	}

	/// <summary>
	/// Applied price selection for calculations.
	/// </summary>
	public AppliedPrices AppliedPrice
	{
		get => _appliedPrice.Value;
		set => _appliedPrice.Value = value;
	}

	/// <summary>
	/// Offset of the bar used for signal confirmation.
	/// </summary>
	public int SignalBarShift
	{
		get => _signalBarShift.Value;
		set => _signalBarShift.Value = value;
	}

	/// <summary>
	/// Reserved phase parameter kept for compatibility with the original script.
	/// </summary>
	public int Phase
	{
		get => _phase.Value;
		set => _phase.Value = value;
	}

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

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

		_histogramBuffer = Array.Empty<decimal>();
		_signalBuffer = Array.Empty<decimal>();
		_bufferIndex = 0;
		_bufferFilled = 0;
		_entryPrice = 0m;
		_stopPrice = null;
		_takePrice = null;
	}

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

		_pointValue = Security?.PriceStep ?? 1m;
		if (_pointValue <= 0m)
			_pointValue = 1m;

		_priceAverage = CreateMovingAverage(SmoothingMethod, PrimaryLength);
		_firstSmoothing = CreateMovingAverage(SmoothingMethod, FirstSmoothingLength);
		_secondSmoothing = CreateMovingAverage(SmoothingMethod, SecondSmoothingLength);
		_signalSmoothing = CreateMovingAverage(SmoothingMethod, SignalLength);

		InitializeBuffers();

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

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

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

		ApplyRiskManagement(candle);

		var price = SelectPrice(candle);
		var time = candle.CloseTime;

		// Smooth the selected price to match the indicator baseline.
		var baseValue = _priceAverage.Process(new DecimalIndicatorValue(_priceAverage, price, time) { IsFinal = true });
		if (!baseValue.IsFormed)
			return;

		var basePrice = baseValue.ToDecimal();
		var momentum = _pointValue != 0m ? (price - basePrice) / _pointValue : 0m;

		// Apply the first momentum smoothing stage.
		var firstValue = _firstSmoothing.Process(new DecimalIndicatorValue(_firstSmoothing, momentum, time) { IsFinal = true });
		if (!firstValue.IsFormed)
			return;

		var first = firstValue.ToDecimal();

		// Build the histogram with the second smoothing stage.
		var secondValue = _secondSmoothing.Process(new DecimalIndicatorValue(_secondSmoothing, first, time) { IsFinal = true });
		if (!secondValue.IsFormed)
			return;

		var histogram = secondValue.ToDecimal();

		// Smooth the histogram to generate the signal line.
		var signalValue = _signalSmoothing.Process(new DecimalIndicatorValue(_signalSmoothing, histogram, time) { IsFinal = true });
		if (!signalValue.IsFormed)
			return;

		var signal = signalValue.ToDecimal();

		// Store values so that shifted comparisons work like in the MQL version.
		AddToBuffer(histogram, signal);

		if (!TryGetHist(SignalBarShift, out var latestHist) || !TryGetHist(SignalBarShift + 1, out var previousHist))
			return;

		var currentPosition = Position;
		var buySignal = false;
		var sellSignal = false;

		switch (Mode)
		{
			case EntryModes.Breakdown:
			{
				buySignal = latestHist > 0m && previousHist <= 0m;
				sellSignal = latestHist < 0m && previousHist >= 0m;
				break;
			}

			case EntryModes.Twist:
			{
				if (!TryGetHist(SignalBarShift + 2, out var olderHist))
					return;

				buySignal = previousHist < latestHist && olderHist > previousHist;
				sellSignal = previousHist > latestHist && olderHist < previousHist;
				break;
			}

			case EntryModes.CloudTwist:
			{
				if (!TryGetSignal(SignalBarShift, out var latestSignal) || !TryGetSignal(SignalBarShift + 1, out var previousSignal))
					return;

				buySignal = latestHist > latestSignal && previousHist <= previousSignal;
				sellSignal = latestHist < latestSignal && previousHist >= previousSignal;
				break;
			}
		}

		if (buySignal)
		{
			ExecuteBuy(currentPosition, candle.ClosePrice);
		}
		else if (sellSignal)
		{
			ExecuteSell(currentPosition, candle.ClosePrice);
		}
	}

	private void ExecuteBuy(decimal currentPosition, decimal price)
	{
		var volume = 0m;

		if (AllowShortExits && currentPosition < 0m)
			volume += Math.Abs(currentPosition);

		if (AllowLongEntries && (currentPosition <= 0m || (AllowShortExits && currentPosition < 0m)))
			volume += Volume;

		if (volume > 0m)
		{
			BuyMarket(volume);
			_entryPrice = price;
			var slDist = StopLossPoints > 0 ? StopLossPoints * _pointValue : 0m;
			var tpDist = TakeProfitPoints > 0 ? TakeProfitPoints * _pointValue : 0m;
			_stopPrice = slDist > 0m ? price - slDist : null;
			_takePrice = tpDist > 0m ? price + tpDist : null;
		}
	}

	private void ExecuteSell(decimal currentPosition, decimal price)
	{
		var volume = 0m;

		if (AllowLongExits && currentPosition > 0m)
			volume += Math.Abs(currentPosition);

		if (AllowShortEntries && (currentPosition >= 0m || (AllowLongExits && currentPosition > 0m)))
			volume += Volume;

		if (volume > 0m)
		{
			SellMarket(volume);
			_entryPrice = price;
			var slDist = StopLossPoints > 0 ? StopLossPoints * _pointValue : 0m;
			var tpDist = TakeProfitPoints > 0 ? TakeProfitPoints * _pointValue : 0m;
			_stopPrice = slDist > 0m ? price + slDist : null;
			_takePrice = tpDist > 0m ? price - tpDist : null;
		}
	}

	private void ApplyRiskManagement(ICandleMessage candle)
	{
		if (Position > 0)
		{
			if (_stopPrice.HasValue && candle.LowPrice <= _stopPrice.Value)
			{
				SellMarket(Position);
				ResetTargets();
				return;
			}
			if (_takePrice.HasValue && candle.HighPrice >= _takePrice.Value)
			{
				SellMarket(Position);
				ResetTargets();
			}
		}
		else if (Position < 0)
		{
			if (_stopPrice.HasValue && candle.HighPrice >= _stopPrice.Value)
			{
				BuyMarket(Math.Abs(Position));
				ResetTargets();
				return;
			}
			if (_takePrice.HasValue && candle.LowPrice <= _takePrice.Value)
			{
				BuyMarket(Math.Abs(Position));
				ResetTargets();
			}
		}
	}

	private void ResetTargets()
	{
		_entryPrice = 0m;
		_stopPrice = null;
		_takePrice = null;
	}

	private void InitializeBuffers()
	{
		var size = Math.Max(3, SignalBarShift + 3);
		_histogramBuffer = new decimal[size];
		_signalBuffer = new decimal[size];
		_bufferIndex = 0;
		_bufferFilled = 0;
	}

	private void AddToBuffer(decimal histogram, decimal signal)
	{
		if (_histogramBuffer.Length == 0)
			return;

		_histogramBuffer[_bufferIndex] = histogram;
		_signalBuffer[_bufferIndex] = signal;
		_bufferIndex = (_bufferIndex + 1) % _histogramBuffer.Length;
		if (_bufferFilled < _histogramBuffer.Length)
			_bufferFilled++;
	}

	private bool TryGetHist(int shift, out decimal value)
	{
		return TryGetBufferedValue(_histogramBuffer, shift, out value);
	}

	private bool TryGetSignal(int shift, out decimal value)
	{
		return TryGetBufferedValue(_signalBuffer, shift, out value);
	}

	private bool TryGetBufferedValue(decimal[] buffer, int shift, out decimal value)
	{
		value = default;

		if (shift < 0 || shift >= _bufferFilled)
			return false;

		var index = _bufferIndex - 1 - shift;
		if (index < 0)
			index += buffer.Length;

		value = buffer[index];
		return true;
	}

	private decimal SelectPrice(ICandleMessage candle)
	{
		return AppliedPrice switch
		{
			AppliedPrices.Open => candle.OpenPrice,
			AppliedPrices.High => candle.HighPrice,
			AppliedPrices.Low => candle.LowPrice,
			AppliedPrices.Median => (candle.HighPrice + candle.LowPrice) / 2m,
			AppliedPrices.Typical => (candle.ClosePrice + candle.HighPrice + candle.LowPrice) / 3m,
			AppliedPrices.Weighted => (2m * candle.ClosePrice + candle.HighPrice + candle.LowPrice) / 4m,
			AppliedPrices.Simple => (candle.OpenPrice + candle.ClosePrice) / 2m,
			AppliedPrices.Quarter => (candle.OpenPrice + candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 4m,
			AppliedPrices.TrendFollow0 => candle.ClosePrice > candle.OpenPrice ? candle.HighPrice : candle.ClosePrice < candle.OpenPrice ? candle.LowPrice : candle.ClosePrice,
			AppliedPrices.TrendFollow1 => candle.ClosePrice > candle.OpenPrice ? (candle.HighPrice + candle.ClosePrice) / 2m : candle.ClosePrice < candle.OpenPrice ? (candle.LowPrice + candle.ClosePrice) / 2m : candle.ClosePrice,
			_ => candle.ClosePrice,
		};
	}

	private static IIndicator CreateMovingAverage(SmoothingMethods method, int length)
	{
		return method switch
		{
			SmoothingMethods.Simple => new SimpleMovingAverage { Length = length },
			SmoothingMethods.Smoothed => new SmoothedMovingAverage { Length = length },
			SmoothingMethods.Weighted => new WeightedMovingAverage { Length = length },
			_ => new ExponentialMovingAverage { Length = length },
		};
	}

	/// <summary>
	/// Entry confirmation modes replicated from the original expert advisor.
	/// </summary>
	public enum EntryModes
	{
		/// <summary>
		/// Histogram breaks above or below the zero line.
		/// </summary>
		Breakdown,

		/// <summary>
		/// Histogram changes slope direction.
		/// </summary>
		Twist,

		/// <summary>
		/// Histogram crosses the signal line.
		/// </summary>
		CloudTwist
	}

	/// <summary>
	/// Supported smoothing families.
	/// </summary>
	public enum SmoothingMethods
	{
		/// <summary>
		/// Exponential moving average.
		/// </summary>
		Exponential,

		/// <summary>
		/// Simple moving average.
		/// </summary>
		Simple,

		/// <summary>
		/// Smoothed (RMA) moving average.
		/// </summary>
		Smoothed,

		/// <summary>
		/// Weighted moving average.
		/// </summary>
		Weighted
	}

	/// <summary>
	/// Applied price sources identical to the MetaTrader version.
	/// </summary>
	public enum AppliedPrices
	{
		/// <summary>
		/// Close price.
		/// </summary>
		Close,

		/// <summary>
		/// Open price.
		/// </summary>
		Open,

		/// <summary>
		/// High price.
		/// </summary>
		High,

		/// <summary>
		/// Low price.
		/// </summary>
		Low,

		/// <summary>
		/// Median price (high + low) / 2.
		/// </summary>
		Median,

		/// <summary>
		/// Typical price (close + high + low) / 3.
		/// </summary>
		Typical,

		/// <summary>
		/// Weighted price (2 * close + high + low) / 4.
		/// </summary>
		Weighted,

		/// <summary>
		/// Simple price (open + close) / 2.
		/// </summary>
		Simple,

		/// <summary>
		/// Quarted price (open + high + low + close) / 4.
		/// </summary>
		Quarter,

		/// <summary>
		/// Trend-following price using candle extremes.
		/// </summary>
		TrendFollow0,

		/// <summary>
		/// Half-trend-following price.
		/// </summary>
		TrendFollow1
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Math, Decimal
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import (
    SimpleMovingAverage,
    ExponentialMovingAverage,
    SmoothedMovingAverage,
    WeightedMovingAverage,
)
from StockSharp.Algo.Strategies import Strategy
from indicator_extensions import *

class blau_ergodic_mdi_strategy(Strategy):
    MODE_BREAKDOWN = 0
    MODE_TWIST = 1
    MODE_CLOUD_TWIST = 2
    SMOOTH_EMA = 0
    SMOOTH_SMA = 1
    SMOOTH_SMMA = 2
    SMOOTH_WMA = 3
    AP_CLOSE = 0
    AP_OPEN = 1
    AP_HIGH = 2
    AP_LOW = 3
    AP_MEDIAN = 4
    AP_TYPICAL = 5
    AP_WEIGHTED = 6
    AP_SIMPLE = 7
    AP_QUARTER = 8
    AP_TREND0 = 9
    AP_TREND1 = 10

    def __init__(self):
        super(blau_ergodic_mdi_strategy, self).__init__()
        self._stop_loss_points = self.Param("StopLossPoints", 1000)
        self._take_profit_points = self.Param("TakeProfitPoints", 2000)
        self._slippage_points = self.Param("SlippagePoints", 10)
        self._allow_long_entries = self.Param("AllowLongEntries", True)
        self._allow_short_entries = self.Param("AllowShortEntries", True)
        self._allow_long_exits = self.Param("AllowLongExits", True)
        self._allow_short_exits = self.Param("AllowShortExits", True)
        self._entry_mode = self.Param("Mode", self.MODE_TWIST)
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4)))
        self._smoothing_method = self.Param("SmoothingMethod", self.SMOOTH_EMA)
        self._primary_length = self.Param("PrimaryLength", 20)
        self._first_smoothing_length = self.Param("FirstSmoothingLength", 5)
        self._second_smoothing_length = self.Param("SecondSmoothingLength", 3)
        self._signal_length = self.Param("SignalLength", 8)
        self._applied_price = self.Param("AppliedPrice", self.AP_CLOSE)
        self._signal_bar_shift = self.Param("SignalBarShift", 1)
        self._phase = self.Param("Phase", 15)
        self._price_average = None
        self._first_smoothing = None
        self._second_smoothing = None
        self._signal_smoothing = None
        self._histogram_buffer = []
        self._signal_buffer = []
        self._buffer_index = 0
        self._buffer_filled = 0
        self._point_value = 1.0
        self._entry_price = 0.0
        self._stop_price = None
        self._take_price = None

    @property
    def StopLossPoints(self):
        return self._stop_loss_points.Value

    @property
    def TakeProfitPoints(self):
        return self._take_profit_points.Value

    @property
    def AllowLongEntries(self):
        return self._allow_long_entries.Value

    @property
    def AllowShortEntries(self):
        return self._allow_short_entries.Value

    @property
    def AllowLongExits(self):
        return self._allow_long_exits.Value

    @property
    def AllowShortExits(self):
        return self._allow_short_exits.Value

    @property
    def Mode(self):
        return self._entry_mode.Value

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

    @property
    def SmoothingMethod(self):
        return self._smoothing_method.Value

    @property
    def PrimaryLength(self):
        return self._primary_length.Value

    @property
    def FirstSmoothingLength(self):
        return self._first_smoothing_length.Value

    @property
    def SecondSmoothingLength(self):
        return self._second_smoothing_length.Value

    @property
    def SignalLength(self):
        return self._signal_length.Value

    @property
    def AppliedPrice(self):
        return self._applied_price.Value

    @property
    def SignalBarShift(self):
        return self._signal_bar_shift.Value

    @property
    def Phase(self):
        return self._phase.Value

    def OnStarted2(self, time):
        super(blau_ergodic_mdi_strategy, self).OnStarted2(time)
        sec = self.Security
        self._point_value = float(sec.PriceStep) if sec is not None and sec.PriceStep is not None and float(sec.PriceStep) > 0 else 1.0
        self._price_average = self._create_ma(self.SmoothingMethod, self.PrimaryLength)
        self._first_smoothing = self._create_ma(self.SmoothingMethod, self.FirstSmoothingLength)
        self._second_smoothing = self._create_ma(self.SmoothingMethod, self.SecondSmoothingLength)
        self._signal_smoothing = self._create_ma(self.SmoothingMethod, self.SignalLength)
        self._initialize_buffers()
        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self._process_candle).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawOwnTrades(area)

    def _process_candle(self, candle):
        if candle.State != CandleStates.Finished:
            return
        self._apply_risk_management(candle)
        price = self._select_price(candle)
        t = candle.ServerTime

        base_val = process_float(self._price_average, Decimal(float(price)), t, True)
        if not self._price_average.IsFormed:
            return
        base_price = float(base_val.Value)
        momentum = (float(price) - base_price) / self._point_value if self._point_value != 0 else 0.0

        first_val = process_float(self._first_smoothing, Decimal(momentum), t, True)
        if not self._first_smoothing.IsFormed:
            return

        second_val = process_float(self._second_smoothing, Decimal(float(first_val.Value)), t, True)
        if not self._second_smoothing.IsFormed:
            return
        histogram = float(second_val.Value)

        signal_val = process_float(self._signal_smoothing, Decimal(histogram), t, True)
        if not self._signal_smoothing.IsFormed:
            return
        signal = float(signal_val.Value)
        self._add_to_buffer(histogram, signal)
        shift = self.SignalBarShift
        latest_hist = self._try_get_hist(shift)
        prev_hist = self._try_get_hist(shift + 1)
        if latest_hist is None or prev_hist is None:
            return
        pos = float(self.Position)
        buy_signal = False
        sell_signal = False
        mode = self.Mode
        if mode == self.MODE_BREAKDOWN:
            buy_signal = latest_hist > 0 and prev_hist <= 0
            sell_signal = latest_hist < 0 and prev_hist >= 0
        elif mode == self.MODE_TWIST:
            older_hist = self._try_get_hist(shift + 2)
            if older_hist is None:
                return
            buy_signal = prev_hist < latest_hist and older_hist > prev_hist
            sell_signal = prev_hist > latest_hist and older_hist < prev_hist
        elif mode == self.MODE_CLOUD_TWIST:
            latest_sig = self._try_get_signal(shift)
            prev_sig = self._try_get_signal(shift + 1)
            if latest_sig is None or prev_sig is None:
                return
            buy_signal = latest_hist > latest_sig and prev_hist <= prev_sig
            sell_signal = latest_hist < latest_sig and prev_hist >= prev_sig
        if buy_signal:
            self._execute_buy(pos, float(candle.ClosePrice))
        elif sell_signal:
            self._execute_sell(pos, float(candle.ClosePrice))

    def _execute_buy(self, current_pos, price):
        volume = 0.0
        if self.AllowShortExits and current_pos < 0:
            volume += abs(current_pos)
        if self.AllowLongEntries and (current_pos <= 0 or (self.AllowShortExits and current_pos < 0)):
            volume += float(self.Volume)
        if volume > 0:
            self.BuyMarket(volume)
            self._entry_price = price
            sl_dist = self.StopLossPoints * self._point_value if self.StopLossPoints > 0 else 0.0
            tp_dist = self.TakeProfitPoints * self._point_value if self.TakeProfitPoints > 0 else 0.0
            self._stop_price = price - sl_dist if sl_dist > 0 else None
            self._take_price = price + tp_dist if tp_dist > 0 else None

    def _execute_sell(self, current_pos, price):
        volume = 0.0
        if self.AllowLongExits and current_pos > 0:
            volume += abs(current_pos)
        if self.AllowShortEntries and (current_pos >= 0 or (self.AllowLongExits and current_pos > 0)):
            volume += float(self.Volume)
        if volume > 0:
            self.SellMarket(volume)
            self._entry_price = price
            sl_dist = self.StopLossPoints * self._point_value if self.StopLossPoints > 0 else 0.0
            tp_dist = self.TakeProfitPoints * self._point_value if self.TakeProfitPoints > 0 else 0.0
            self._stop_price = price + sl_dist if sl_dist > 0 else None
            self._take_price = price - tp_dist if tp_dist > 0 else None

    def _apply_risk_management(self, candle):
        pos = float(self.Position)
        if pos > 0:
            if self._stop_price is not None and float(candle.LowPrice) <= self._stop_price:
                self.SellMarket(pos)
                self._reset_targets()
                return
            if self._take_price is not None and float(candle.HighPrice) >= self._take_price:
                self.SellMarket(pos)
                self._reset_targets()
        elif pos < 0:
            if self._stop_price is not None and float(candle.HighPrice) >= self._stop_price:
                self.BuyMarket(abs(pos))
                self._reset_targets()
                return
            if self._take_price is not None and float(candle.LowPrice) <= self._take_price:
                self.BuyMarket(abs(pos))
                self._reset_targets()

    def _reset_targets(self):
        self._entry_price = 0.0
        self._stop_price = None
        self._take_price = None

    def _initialize_buffers(self):
        size = max(3, self.SignalBarShift + 3)
        self._histogram_buffer = [0.0] * size
        self._signal_buffer = [0.0] * size
        self._buffer_index = 0
        self._buffer_filled = 0

    def _add_to_buffer(self, histogram, signal):
        if len(self._histogram_buffer) == 0:
            return
        self._histogram_buffer[self._buffer_index] = histogram
        self._signal_buffer[self._buffer_index] = signal
        self._buffer_index = (self._buffer_index + 1) % len(self._histogram_buffer)
        if self._buffer_filled < len(self._histogram_buffer):
            self._buffer_filled += 1

    def _try_get_hist(self, shift):
        return self._try_get_buffered(self._histogram_buffer, shift)

    def _try_get_signal(self, shift):
        return self._try_get_buffered(self._signal_buffer, shift)

    def _try_get_buffered(self, buf, shift):
        if shift < 0 or shift >= self._buffer_filled:
            return None
        idx = self._buffer_index - 1 - shift
        if idx < 0:
            idx += len(buf)
        return buf[idx]

    def _select_price(self, candle):
        ap = self.AppliedPrice
        if ap == self.AP_OPEN:
            return candle.OpenPrice
        elif ap == self.AP_HIGH:
            return candle.HighPrice
        elif ap == self.AP_LOW:
            return candle.LowPrice
        elif ap == self.AP_MEDIAN:
            return (float(candle.HighPrice) + float(candle.LowPrice)) / 2.0
        elif ap == self.AP_TYPICAL:
            return (float(candle.ClosePrice) + float(candle.HighPrice) + float(candle.LowPrice)) / 3.0
        elif ap == self.AP_WEIGHTED:
            return (2.0 * float(candle.ClosePrice) + float(candle.HighPrice) + float(candle.LowPrice)) / 4.0
        elif ap == self.AP_SIMPLE:
            return (float(candle.OpenPrice) + float(candle.ClosePrice)) / 2.0
        elif ap == self.AP_QUARTER:
            return (float(candle.OpenPrice) + float(candle.HighPrice) + float(candle.LowPrice) + float(candle.ClosePrice)) / 4.0
        elif ap == self.AP_TREND0:
            if float(candle.ClosePrice) > float(candle.OpenPrice):
                return candle.HighPrice
            elif float(candle.ClosePrice) < float(candle.OpenPrice):
                return candle.LowPrice
            else:
                return candle.ClosePrice
        elif ap == self.AP_TREND1:
            if float(candle.ClosePrice) > float(candle.OpenPrice):
                return (float(candle.HighPrice) + float(candle.ClosePrice)) / 2.0
            elif float(candle.ClosePrice) < float(candle.OpenPrice):
                return (float(candle.LowPrice) + float(candle.ClosePrice)) / 2.0
            else:
                return candle.ClosePrice
        else:
            return candle.ClosePrice

    def _create_ma(self, method, length):
        if method == self.SMOOTH_SMA:
            ma = SimpleMovingAverage()
            ma.Length = length
            return ma
        elif method == self.SMOOTH_SMMA:
            ma = SmoothedMovingAverage()
            ma.Length = length
            return ma
        elif method == self.SMOOTH_WMA:
            ma = WeightedMovingAverage()
            ma.Length = length
            return ma
        else:
            ma = ExponentialMovingAverage()
            ma.Length = length
            return ma

    def OnReseted(self):
        super(blau_ergodic_mdi_strategy, self).OnReseted()
        self._histogram_buffer = []
        self._signal_buffer = []
        self._buffer_index = 0
        self._buffer_filled = 0
        self._entry_price = 0.0
        self._stop_price = None
        self._take_price = None

    def CreateClone(self):
        return blau_ergodic_mdi_strategy()