Estratégia de Área de Recuperação por Zonas

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>
/// Zone recovery hedging strategy converted from MetaTrader expert advisor.
/// The strategy alternates buy and sell positions around a base price to recover drawdowns.
/// </summary>
public class ZoneRecoveryAreaStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<DataType> _monthlyCandleType;
	private readonly StrategyParam<int> _fastMaLength;
	private readonly StrategyParam<int> _slowMaLength;
	private readonly StrategyParam<decimal> _takeProfitPips;
	private readonly StrategyParam<decimal> _zoneRecoveryPips;
	private readonly StrategyParam<decimal> _initialVolume;
	private readonly StrategyParam<bool> _useVolumeMultiplier;
	private readonly StrategyParam<decimal> _volumeMultiplier;
	private readonly StrategyParam<decimal> _volumeIncrement;
	private readonly StrategyParam<int> _maxTrades;
	private readonly StrategyParam<bool> _useMoneyTakeProfit;
	private readonly StrategyParam<decimal> _moneyTakeProfit;
	private readonly StrategyParam<bool> _usePercentTakeProfit;
	private readonly StrategyParam<decimal> _percentTakeProfit;
	private readonly StrategyParam<bool> _enableTrailing;
	private readonly StrategyParam<decimal> _trailingStartProfit;
	private readonly StrategyParam<decimal> _trailingDrawdown;

	private SimpleMovingAverage _fastMa = null!;
	private SimpleMovingAverage _slowMa = null!;
	private MovingAverageConvergenceDivergenceSignal _monthlyMacd = null!;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _maInitialized;
	private bool _macdReady;
	private decimal _macdMain;
	private decimal _macdSignal;
	private bool _isLongCycle;
	private decimal _cycleBasePrice;
	private int _nextStepIndex;
	private decimal _peakCycleProfit;

	private readonly List<TradeStep> _steps = new();

	/// <summary>
	/// Initializes a new instance of <see cref="ZoneRecoveryAreaStrategy"/>.
	/// </summary>
	public ZoneRecoveryAreaStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Entry Candle", "Timeframe used for entries", "General");

		_monthlyCandleType = Param(nameof(MonthlyCandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Monthly Candle", "Timeframe used for MACD filter", "General");

		_fastMaLength = Param(nameof(FastMaLength), 20)
			.SetGreaterThanZero()
			.SetDisplay("Fast MA", "Fast moving average period", "Trend Filter");

		_slowMaLength = Param(nameof(SlowMaLength), 200)
			.SetGreaterThanZero()
			.SetDisplay("Slow MA", "Slow moving average period", "Trend Filter");

		_takeProfitPips = Param(nameof(TakeProfitPips), 150m)
			.SetGreaterThanZero()
			.SetDisplay("Take Profit (pips)", "Distance to close the cycle in profit", "Risk Management");

		_zoneRecoveryPips = Param(nameof(ZoneRecoveryPips), 50m)
			.SetGreaterThanZero()
			.SetDisplay("Zone Width (pips)", "Distance that triggers hedging trades", "Risk Management");

		_initialVolume = Param(nameof(InitialVolume), 1m)
			.SetGreaterThanZero()
			.SetDisplay("Initial Volume", "Volume of the first trade", "Position Sizing");

		_useVolumeMultiplier = Param(nameof(UseVolumeMultiplier), true)
			.SetDisplay("Use Multiplier", "If true the next trades multiply the previous volume", "Position Sizing");

		_volumeMultiplier = Param(nameof(VolumeMultiplier), 2m)
			.SetGreaterThanZero()
			.SetDisplay("Volume Multiplier", "Factor applied when increasing volume", "Position Sizing");

		_volumeIncrement = Param(nameof(VolumeIncrement), 0.5m)
			.SetGreaterThanZero()
			.SetDisplay("Volume Increment", "Additional volume when multiplier is disabled", "Position Sizing");

		_maxTrades = Param(nameof(MaxTrades), 6)
			.SetGreaterThanZero()
			.SetDisplay("Max Trades", "Maximum number of trades in one cycle", "Risk Management");

		_useMoneyTakeProfit = Param(nameof(UseMoneyTakeProfit), false)
			.SetDisplay("Money Take Profit", "Enable profit target in account currency", "Risk Management");

		_moneyTakeProfit = Param(nameof(MoneyTakeProfit), 40m)
			.SetGreaterThanZero()
			.SetDisplay("Take Profit $", "Target profit in account currency", "Risk Management");

		_usePercentTakeProfit = Param(nameof(UsePercentTakeProfit), false)
			.SetDisplay("Percent Take Profit", "Enable profit target based on account balance", "Risk Management");

		_percentTakeProfit = Param(nameof(PercentTakeProfit), 5m)
			.SetGreaterThanZero()
			.SetDisplay("Take Profit %", "Target profit as a percentage of balance", "Risk Management");

		_enableTrailing = Param(nameof(EnableTrailing), true)
			.SetDisplay("Trailing", "Enable trailing profit lock", "Risk Management");

		_trailingStartProfit = Param(nameof(TrailingStartProfit), 40m)
			.SetGreaterThanZero()
			.SetDisplay("Trailing Start", "Profit required before trailing starts", "Risk Management");

		_trailingDrawdown = Param(nameof(TrailingDrawdown), 10m)
			.SetGreaterThanZero()
			.SetDisplay("Trailing Step", "Maximum profit giveback before exit", "Risk Management");
	}

	/// <summary>
	/// Working candle type for entries.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Monthly candle type used for the MACD filter.
	/// </summary>
	public DataType MonthlyCandleType
	{
		get => _monthlyCandleType.Value;
		set => _monthlyCandleType.Value = value;
	}

	/// <summary>
	/// Fast moving average period.
	/// </summary>
	public int FastMaLength
	{
		get => _fastMaLength.Value;
		set => _fastMaLength.Value = value;
	}

	/// <summary>
	/// Slow moving average period.
	/// </summary>
	public int SlowMaLength
	{
		get => _slowMaLength.Value;
		set => _slowMaLength.Value = value;
	}

	/// <summary>
	/// Take profit distance in pips.
	/// </summary>
	public decimal TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Zone width in pips for opening hedging trades.
	/// </summary>
	public decimal ZoneRecoveryPips
	{
		get => _zoneRecoveryPips.Value;
		set => _zoneRecoveryPips.Value = value;
	}

	/// <summary>
	/// Volume of the first trade in a cycle.
	/// </summary>
	public decimal InitialVolume
	{
		get => _initialVolume.Value;
		set => _initialVolume.Value = value;
	}

	/// <summary>
	/// Use multiplicative volume scaling.
	/// </summary>
	public bool UseVolumeMultiplier
	{
		get => _useVolumeMultiplier.Value;
		set => _useVolumeMultiplier.Value = value;
	}

	/// <summary>
	/// Multiplier applied to the previous volume.
	/// </summary>
	public decimal VolumeMultiplier
	{
		get => _volumeMultiplier.Value;
		set => _volumeMultiplier.Value = value;
	}

	/// <summary>
	/// Additional volume added when multiplier is disabled.
	/// </summary>
	public decimal VolumeIncrement
	{
		get => _volumeIncrement.Value;
		set => _volumeIncrement.Value = value;
	}

	/// <summary>
	/// Maximum number of trades per recovery cycle.
	/// </summary>
	public int MaxTrades
	{
		get => _maxTrades.Value;
		set => _maxTrades.Value = value;
	}

	/// <summary>
	/// Enable profit target in account currency.
	/// </summary>
	public bool UseMoneyTakeProfit
	{
		get => _useMoneyTakeProfit.Value;
		set => _useMoneyTakeProfit.Value = value;
	}

	/// <summary>
	/// Profit target in account currency.
	/// </summary>
	public decimal MoneyTakeProfit
	{
		get => _moneyTakeProfit.Value;
		set => _moneyTakeProfit.Value = value;
	}

	/// <summary>
	/// Enable profit target based on account percentage.
	/// </summary>
	public bool UsePercentTakeProfit
	{
		get => _usePercentTakeProfit.Value;
		set => _usePercentTakeProfit.Value = value;
	}

	/// <summary>
	/// Profit target as a percentage of account balance.
	/// </summary>
	public decimal PercentTakeProfit
	{
		get => _percentTakeProfit.Value;
		set => _percentTakeProfit.Value = value;
	}

	/// <summary>
	/// Enable trailing profit lock.
	/// </summary>
	public bool EnableTrailing
	{
		get => _enableTrailing.Value;
		set => _enableTrailing.Value = value;
	}

	/// <summary>
	/// Profit level where trailing begins.
	/// </summary>
	public decimal TrailingStartProfit
	{
		get => _trailingStartProfit.Value;
		set => _trailingStartProfit.Value = value;
	}

	/// <summary>
	/// Allowed drawdown from the peak profit before closing.
	/// </summary>
	public decimal TrailingDrawdown
	{
		get => _trailingDrawdown.Value;
		set => _trailingDrawdown.Value = value;
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		if (Security != null)
		{
			yield return (Security, CandleType);
			yield return (Security, MonthlyCandleType);
		}
	}

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

		_steps.Clear();
		_prevFast = 0m;
		_prevSlow = 0m;
		_maInitialized = false;
		_macdReady = false;
		_macdMain = 0m;
		_macdSignal = 0m;
		_isLongCycle = false;
		_cycleBasePrice = 0m;
		_nextStepIndex = 0;
		_peakCycleProfit = 0m;
	}

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

		_fastMa = new SimpleMovingAverage { Length = FastMaLength };
		_slowMa = new SimpleMovingAverage { Length = SlowMaLength };
		_monthlyMacd = new MovingAverageConvergenceDivergenceSignal
		{
			Macd =
			{
				ShortMa = { Length = 12 },
				LongMa = { Length = 26 }
			},
			SignalMa = { Length = 9 }
		};

		var mainSubscription = SubscribeCandles(CandleType);
		mainSubscription
			.Bind(_fastMa, _slowMa, ProcessMainCandle)
			.Start();

		var monthlySubscription = SubscribeCandles(MonthlyCandleType);
		monthlySubscription
			.Bind(ProcessMonthlyCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, mainSubscription);
			DrawIndicator(area, _fastMa);
			DrawIndicator(area, _slowMa);
			DrawOwnTrades(area);

			// MACD is manually processed so cannot be drawn via DrawIndicator
		}
	}

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

		var macdResult = _monthlyMacd.Process(candle);
		if (macdResult.IsEmpty || !_monthlyMacd.IsFormed)
			return;

		var macd = (MovingAverageConvergenceDivergenceSignalValue)macdResult;
		if (macd.Macd is not decimal macdLine || macd.Signal is not decimal signalLine)
			return;

		_macdMain = macdLine;
		_macdSignal = signalLine;
		_macdReady = true;
	}

	private void ProcessMainCandle(ICandleMessage candle, decimal fastValue, decimal slowValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!_fastMa.IsFormed || !_slowMa.IsFormed || !_macdReady)
		{
			_prevFast = fastValue;
			_prevSlow = slowValue;
			return;
		}

		if (!_maInitialized)
		{
			_prevFast = fastValue;
			_prevSlow = slowValue;
			_maInitialized = true;
			return;
		}

		if (_steps.Count > 0)
		{
			HandleExistingCycle(candle.ClosePrice);
		}
		else
		{
			TryStartCycle(candle.ClosePrice);
		}

		_prevFast = fastValue;
		_prevSlow = slowValue;
	}

	private void TryStartCycle(decimal price)
	{
		var macdBullish = _macdMain > _macdSignal;
		var macdBearish = _macdMain < _macdSignal;

		var bullishSetup = _prevFast < _prevSlow && macdBullish;
		var bearishSetup = _prevFast > _prevSlow && macdBearish;

		if (bullishSetup)
		{
			StartCycle(true, price);
		}
		else if (bearishSetup)
		{
			StartCycle(false, price);
		}
	}

	private void StartCycle(bool isLong, decimal price)
	{
		if (InitialVolume <= 0m)
			return;

		_steps.Clear();
		_isLongCycle = isLong;
		_cycleBasePrice = price;
		_nextStepIndex = 1;
		_peakCycleProfit = 0m;

		ExecuteOrder(isLong, InitialVolume, price);
	}

	private void HandleExistingCycle(decimal price)
	{
		var takeProfitOffset = GetPriceOffset(TakeProfitPips);
		if (takeProfitOffset > 0m)
		{
			if (_isLongCycle && price >= _cycleBasePrice + takeProfitOffset)
			{
				CloseCycle();
				return;
			}

			if (!_isLongCycle && price <= _cycleBasePrice - takeProfitOffset)
			{
				CloseCycle();
				return;
			}
		}

		var cycleProfit = CalculateCycleProfit(price);

		if (UseMoneyTakeProfit && MoneyTakeProfit > 0m && cycleProfit >= MoneyTakeProfit)
		{
			CloseCycle();
			return;
		}

		if (UsePercentTakeProfit && PercentTakeProfit > 0m && TryGetPercentTarget(out var percentTarget) && cycleProfit >= percentTarget)
		{
			CloseCycle();
			return;
		}

		if (EnableTrailing && TrailingStartProfit > 0m && TrailingDrawdown > 0m)
		{
			if (cycleProfit >= TrailingStartProfit)
			{
				_peakCycleProfit = Math.Max(_peakCycleProfit, cycleProfit);
			}

			if (_peakCycleProfit > 0m && cycleProfit <= _peakCycleProfit - TrailingDrawdown)
			{
				CloseCycle();
				return;
			}
		}
		else
		{
			_peakCycleProfit = 0m;
		}

		if (_steps.Count >= MaxTrades)
			return;

		if (!ShouldOpenNextTrade(price))
			return;

		var nextIsBuy = GetNextDirection();
		var volume = GetNextVolume();

		ExecuteOrder(nextIsBuy, volume, price);
		_nextStepIndex++;
	}

	private bool ShouldOpenNextTrade(decimal price)
	{
		var zoneOffset = GetPriceOffset(ZoneRecoveryPips);
		if (zoneOffset <= 0m)
			return false;

		var nextIsBuy = GetNextDirection();

		if (_isLongCycle)
		{
			if (nextIsBuy)
				return price >= _cycleBasePrice;

			return price <= _cycleBasePrice - zoneOffset;
		}

		if (nextIsBuy)
			return price >= _cycleBasePrice + zoneOffset;

		return price <= _cycleBasePrice;
	}

	private bool GetNextDirection()
	{
		var isOddStep = _nextStepIndex % 2 == 1;
		if (_isLongCycle)
			return !isOddStep;

		return isOddStep;
	}

	private decimal GetNextVolume()
	{
		if (_steps.Count == 0)
			return InitialVolume;

		var lastVolume = _steps[^1].Volume;
		decimal nextVolume;

		if (UseVolumeMultiplier)
		{
			nextVolume = lastVolume * VolumeMultiplier;
		}
		else
		{
			nextVolume = lastVolume + VolumeIncrement;
		}

		return nextVolume <= 0m ? InitialVolume : decimal.Round(nextVolume, 6);
	}

	private decimal CalculateCycleProfit(decimal price)
	{
		if (_steps.Count == 0 || Security == null)
			return 0m;

		var priceStep = Security.PriceStep ?? 0m;
		var stepPrice = Security.PriceStep ?? 0m;

		if (priceStep <= 0m || stepPrice <= 0m)
			return 0m;

		decimal pnl = 0m;
		foreach (var step in _steps)
		{
			var diff = price - step.Price;
			var stepsCount = diff / priceStep;
			var direction = step.IsBuy ? 1m : -1m;
			pnl += stepsCount * stepPrice * step.Volume * direction;
		}

		return pnl;
	}

	private bool TryGetPercentTarget(out decimal target)
	{
		target = 0m;
		if (Portfolio == null)
			return false;

		var balance = Portfolio.CurrentValue ?? Portfolio.BeginValue ?? 0m;
		if (balance <= 0m)
			return false;

		target = balance * PercentTakeProfit / 100m;
		return true;
	}

	private decimal GetPriceOffset(decimal pips)
	{
		if (Security == null)
			return 0m;

		var priceStep = Security.PriceStep ?? 0m;
		return priceStep <= 0m ? 0m : pips * priceStep;
	}

	private void ExecuteOrder(bool isBuy, decimal volume, decimal price)
	{
		if (volume <= 0m)
			return;

		if (isBuy)
		{
			BuyMarket(volume);
		}
		else
		{
			SellMarket(volume);
		}

		_steps.Add(new TradeStep(isBuy, price, volume));
	}

	private void CloseCycle()
	{
		if (Position > 0m)
		{
			SellMarket(Position);
		}
		else if (Position < 0m)
		{
			BuyMarket(Math.Abs(Position));
		}

		_steps.Clear();
		_nextStepIndex = 0;
		_cycleBasePrice = 0m;
		_peakCycleProfit = 0m;
	}

	private sealed record TradeStep(bool IsBuy, decimal Price, decimal Volume);
}

import clr

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

from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy
from StockSharp.Messages import DataType
from System import TimeSpan, Math


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5)))
        self._fast_ma_length = self.Param("FastMaLength", 20)
        self._slow_ma_length = self.Param("SlowMaLength", 200)
        self._take_profit_pips = self.Param("TakeProfitPips", 150.0)
        self._zone_recovery_pips = self.Param("ZoneRecoveryPips", 50.0)
        self._initial_volume = self.Param("InitialVolume", 1.0)
        self._use_volume_multiplier = self.Param("UseVolumeMultiplier", True)
        self._volume_multiplier = self.Param("VolumeMultiplier", 2.0)
        self._volume_increment = self.Param("VolumeIncrement", 0.5)
        self._max_trades = self.Param("MaxTrades", 6)
        self._enable_trailing = self.Param("EnableTrailing", True)
        self._trailing_start_profit = self.Param("TrailingStartProfit", 40.0)
        self._trailing_drawdown = self.Param("TrailingDrawdown", 10.0)

        self._fast_ma = None
        self._slow_ma = None
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._ma_initialized = False
        self._is_long_cycle = False
        self._cycle_base_price = 0.0
        self._next_step_index = 0
        self._peak_cycle_profit = 0.0
        self._steps = []

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

    @property
    def InitialVolume(self):
        return self._initial_volume.Value

    def OnStarted2(self, time):
        super(zone_recovery_area_strategy, self).OnStarted2(time)

        self._fast_ma = SimpleMovingAverage()
        self._fast_ma.Length = self._fast_ma_length.Value
        self._slow_ma = SimpleMovingAverage()
        self._slow_ma.Length = self._slow_ma_length.Value

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(self._fast_ma, self._slow_ma, self._process_candle).Start()

    def _process_candle(self, candle, fast_val, slow_val):
        fast_value = float(fast_val)
        slow_value = float(slow_val)

        if not self._fast_ma.IsFormed or not self._slow_ma.IsFormed:
            self._prev_fast = fast_value
            self._prev_slow = slow_value
            return

        if not self._ma_initialized:
            self._prev_fast = fast_value
            self._prev_slow = slow_value
            self._ma_initialized = True
            return

        price = float(candle.ClosePrice)

        if len(self._steps) > 0:
            self._handle_existing_cycle(price)
        else:
            self._try_start_cycle(price)

        self._prev_fast = fast_value
        self._prev_slow = slow_value

    def _try_start_cycle(self, price):
        bullish = self._prev_fast < self._prev_slow
        bearish = self._prev_fast > self._prev_slow
        if bullish:
            self._start_cycle(True, price)
        elif bearish:
            self._start_cycle(False, price)

    def _start_cycle(self, is_long, price):
        vol = self.InitialVolume
        if vol <= 0:
            return
        self._steps = []
        self._is_long_cycle = is_long
        self._cycle_base_price = price
        self._next_step_index = 1
        self._peak_cycle_profit = 0.0
        self._execute_order(is_long, vol, price)

    def _handle_existing_cycle(self, price):
        tp_offset = self._get_price_offset(self._take_profit_pips.Value)
        if tp_offset > 0:
            if self._is_long_cycle and price >= self._cycle_base_price + tp_offset:
                self._close_cycle()
                return
            if not self._is_long_cycle and price <= self._cycle_base_price - tp_offset:
                self._close_cycle()
                return

        cycle_profit = self._calculate_cycle_profit(price)

        if self._enable_trailing.Value and self._trailing_start_profit.Value > 0 and self._trailing_drawdown.Value > 0:
            if cycle_profit >= self._trailing_start_profit.Value:
                self._peak_cycle_profit = max(self._peak_cycle_profit, cycle_profit)
            if self._peak_cycle_profit > 0 and cycle_profit <= self._peak_cycle_profit - self._trailing_drawdown.Value:
                self._close_cycle()
                return

        if len(self._steps) >= self._max_trades.Value:
            return
        if not self._should_open_next(price):
            return

        next_buy = self._get_next_direction()
        volume = self._get_next_volume()
        self._execute_order(next_buy, volume, price)
        self._next_step_index += 1

    def _should_open_next(self, price):
        zone_offset = self._get_price_offset(self._zone_recovery_pips.Value)
        if zone_offset <= 0:
            return False
        next_buy = self._get_next_direction()
        if self._is_long_cycle:
            return price >= self._cycle_base_price if next_buy else price <= self._cycle_base_price - zone_offset
        else:
            return price >= self._cycle_base_price + zone_offset if next_buy else price <= self._cycle_base_price

    def _get_next_direction(self):
        is_odd = self._next_step_index % 2 == 1
        return not is_odd if self._is_long_cycle else is_odd

    def _get_next_volume(self):
        if len(self._steps) == 0:
            return self.InitialVolume
        last_vol = self._steps[-1][2]
        if self._use_volume_multiplier.Value:
            nv = last_vol * self._volume_multiplier.Value
        else:
            nv = last_vol + self._volume_increment.Value
        return nv if nv > 0 else self.InitialVolume

    def _calculate_cycle_profit(self, price):
        if len(self._steps) == 0 or self.Security is None:
            return 0.0
        ps = float(self.Security.PriceStep) if self.Security.PriceStep is not None else 0.0
        if ps <= 0:
            return 0.0
        pnl = 0.0
        for is_buy, step_price, vol in self._steps:
            diff = price - step_price
            steps_count = diff / ps
            direction = 1.0 if is_buy else -1.0
            pnl += steps_count * ps * vol * direction
        return pnl

    def _get_price_offset(self, pips):
        if self.Security is None:
            return 0.0
        ps = float(self.Security.PriceStep) if self.Security.PriceStep is not None else 0.0
        return pips * ps if ps > 0 else 0.0

    def _execute_order(self, is_buy, volume, price):
        if volume <= 0:
            return
        if is_buy:
            self.BuyMarket(volume)
        else:
            self.SellMarket(volume)
        self._steps.append((is_buy, price, volume))

    def _close_cycle(self):
        if self.Position > 0:
            self.SellMarket(self.Position)
        elif self.Position < 0:
            self.BuyMarket(abs(self.Position))
        self._steps = []
        self._next_step_index = 0
        self._cycle_base_price = 0.0
        self._peak_cycle_profit = 0.0

    def OnReseted(self):
        super(zone_recovery_area_strategy, self).OnReseted()
        self._steps = []
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._ma_initialized = False
        self._is_long_cycle = False
        self._cycle_base_price = 0.0
        self._next_step_index = 0
        self._peak_cycle_profit = 0.0

    def CreateClone(self):
        return zone_recovery_area_strategy()