Estratégia Cruzamento de Duas iMA v2

Visão geral

Esta estratégia recria o expert advisor do MetaTrader "Crossing of two iMA v2" usando a API de alto nível do StockSharp. Duas médias móveis deslocadas geram sinais de cruzamento, opcionalmente filtrados por uma terceira média móvel. Stops protetores, dimensionamento de posição fixo ou baseado em porcentagem, e um trailing stop barra a barra emulam o comportamento do robô original enquanto mantêm a implementação compatível com as melhores práticas do StockSharp.

Indicadores e entradas

Primeira Média Móvel – período, deslocamento, método de suavização e preço aplicado configuráveis.
Segunda Média Móvel – configuração independente com o mesmo conjunto de opções.
Filtro de Terceira Média Móvel – filtro de tendência opcional que mantém operações compradas apenas quando a primeira MA está abaixo do filtro e operações vendidas quando a primeira MA está acima do filtro.
Tipo de Candle – controla o período/série entregue pela subscrição de dados.

Lógica de trading

Passo 1 – Cruzamento imediato

Em cada candle terminado, a estratégia atualiza todas as médias móveis usando os preços aplicados selecionados.
Uma entrada comprada é acionada quando a primeira MA cruza acima da segunda MA entre a barra anterior e a atual.
Uma entrada vendida é acionada quando a primeira MA cruza abaixo da segunda MA entre a barra anterior e a atual.
Quando o filtro está habilitado, os sinais comprados requerem que a primeira MA se mantenha abaixo da MA do filtro, enquanto os sinais vendidos requerem que se mantenha acima da MA do filtro.

Passo 2 – Confirmação diferida

Se nenhum sinal for disparado no Passo 1, a estratégia verifica um cruzamento que começou duas barras atrás, mas ainda é válido. Isso reflete o comportamento original do EA que busca no histórico recente por cruzamentos perdidos. Para evitar preenchimentos repetidos, o sinal só se ativa quando pelo menos três barras passaram desde o último trade.

Execução de ordens

As entradas são executadas ao preço de mercado. Posições opostas são fechadas antes de abrir na nova direção.
As saídas ocorrem quando os níveis de stop loss, take profit ou trailing stop são tocados no candle atual. A operação é fechada com uma ordem de mercado assim que um nível protetor é violado.

Gestão de risco

As distâncias de Stop Loss e Take Profit são configuradas em pips. Elas são convertidas em offsets de preço usando o PriceStep do instrumento (padrão 1 quando indisponível).
O Trailing Stop começa a partir do preço de entrada e segue o movimento de preço favorável. O stop é atualizado sempre que o melhor preço avança pelo menos TrailingStepPips pips além do nível de trailing anterior.
Se tanto um stop fixo quanto um trailing stop estiverem ativos, a estratégia usa o nível mais conservador (mais alto para posições compradas, mais baixo para posições vendidas).

Dimensionamento de posição

Quando UseRiskPercent é true, o volume equivale a Equity * RiskPercent / (StopLossPips * PipValue). Se nenhum stop for definido, a estratégia recorre ao volume fixo.
Quando UseRiskPercent é false, o tamanho da operação é sempre FixedVolume.
PipValue deve refletir o valor monetário de um único pip por um lote/contrato do instrumento negociado.

Notas de implementação

A implementação do StockSharp funciona inteiramente em candles fechados e não registra ordens pendentes. Usuários que precisam de entradas de stop ou limite podem estender a estratégia adequadamente.
O filtro de terceira média móvel pode ser desabilitado para negociar cada cruzamento, correspondendo à opção InpFilterMA = false do EA.
Certifique-se de que o tipo de candle, passo de preço e parâmetros de valor de pip correspondam ao instrumento negociado para controle de risco correto.

Parâmetros

Nome	Descrição	Padrão
`FirstPeriod`	Período da primeira média móvel.	5
`FirstShift`	Deslocamento (barras) aplicado à saída da primeira média móvel.	3
`FirstMethod`	Método de suavização da primeira média móvel (`Simple`, `Exponential`, `Smoothed`, `Weighted`).	`Smoothed`
`FirstAppliedPrice`	Preço aplicado para a primeira média móvel (`Close`, `Open`, `High`, `Low`, `Median`, `Typical`, `Weighted`).	`Close`
`SecondPeriod`	Período da segunda média móvel.	8
`SecondShift`	Deslocamento (barras) aplicado à saída da segunda média móvel.	5
`SecondMethod`	Método de suavização para a segunda média móvel.	`Smoothed`
`SecondAppliedPrice`	Preço aplicado para a segunda média móvel.	`Close`
`UseFilter`	Habilita o filtro de direção da terceira média móvel.	`true`
`ThirdPeriod`	Período do filtro da terceira média móvel.	13
`ThirdShift`	Deslocamento (barras) aplicado à saída da terceira média móvel.	8
`ThirdMethod`	Método de suavização para o filtro da terceira média móvel.	`Smoothed`
`ThirdAppliedPrice`	Preço aplicado para o filtro da terceira média móvel.	`Close`
`UseRiskPercent`	Alterna entre volume fixo e dimensionamento de posição baseado em porcentagem.	`true`
`FixedVolume`	Tamanho da operação quando o dimensionamento fixo está ativo.	0.1
`RiskPercent`	Fração do capital da conta arriscado por operação.	5
`PipValue`	Valor monetário de um pip por lote/contrato.	1
`StopLossPips`	Distância do stop-loss em pips.	50
`TakeProfitPips`	Distância do take-profit em pips.	50
`TrailingStopPips`	Distância do trailing stop em pips.	10
`TrailingStepPips`	Incremento mínimo de pips necessário para avançar o trailing stop.	4
`CandleType`	Tipo de dado de candle / período usado pela estratégia.	Candles de 1 minuto

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>
/// Crossing of two iMA strategy with optional third filter and trailing protection.
/// </summary>
public class CrossingOfTwoIMaV2Strategy : Strategy
{
	private readonly StrategyParam<int> _firstPeriod;
	private readonly StrategyParam<int> _firstShift;
	private readonly StrategyParam<MaMethods> _firstMethod;
	private readonly StrategyParam<AppliedPriceTypes> _firstPrice;
	private readonly StrategyParam<int> _secondPeriod;
	private readonly StrategyParam<int> _secondShift;
	private readonly StrategyParam<MaMethods> _secondMethod;
	private readonly StrategyParam<AppliedPriceTypes> _secondPrice;
	private readonly StrategyParam<bool> _useFilter;
	private readonly StrategyParam<int> _thirdPeriod;
	private readonly StrategyParam<int> _thirdShift;
	private readonly StrategyParam<MaMethods> _thirdMethod;
	private readonly StrategyParam<AppliedPriceTypes> _thirdPrice;
	private readonly StrategyParam<bool> _useRiskPercent;
	private readonly StrategyParam<decimal> _fixedVolume;
	private readonly StrategyParam<decimal> _riskPercent;
	private readonly StrategyParam<decimal> _pipValue;
	private readonly StrategyParam<int> _stopLossPips;
	private readonly StrategyParam<int> _takeProfitPips;
	private readonly StrategyParam<int> _trailingStopPips;
	private readonly StrategyParam<int> _trailingStepPips;
	private readonly StrategyParam<DataType> _candleType;

	private IIndicator _firstMa;
	private IIndicator _secondMa;
	private IIndicator _thirdMa;

	private decimal?[] _firstSeries = Array.Empty<decimal?>();
	private decimal?[] _secondSeries = Array.Empty<decimal?>();
	private decimal?[] _thirdSeries = Array.Empty<decimal?>();

	private decimal? _longStopPrice;
	private decimal? _shortStopPrice;
	private decimal? _longTakeProfit;
	private decimal? _shortTakeProfit;
	private decimal? _longTrail;
	private decimal? _shortTrail;
	private decimal? _bestLongPrice;
	private decimal? _bestShortPrice;
	private int _barsSinceLastEntry;

	/// <summary>
	/// Period of the first moving average.
	/// </summary>
	public int FirstPeriod
	{
		get => _firstPeriod.Value;
		set => _firstPeriod.Value = value;
	}

	/// <summary>
	/// Shift of the first moving average in bars.
	/// </summary>
	public int FirstShift
	{
		get => _firstShift.Value;
		set => _firstShift.Value = value;
	}

	/// <summary>
	/// Smoothing method for the first moving average.
	/// </summary>
	public MaMethods FirstMethod
	{
		get => _firstMethod.Value;
		set => _firstMethod.Value = value;
	}

	/// <summary>
	/// Price source for the first moving average.
	/// </summary>
	public AppliedPriceTypes FirstAppliedPrice
	{
		get => _firstPrice.Value;
		set => _firstPrice.Value = value;
	}

	/// <summary>
	/// Period of the second moving average.
	/// </summary>
	public int SecondPeriod
	{
		get => _secondPeriod.Value;
		set => _secondPeriod.Value = value;
	}

	/// <summary>
	/// Shift of the second moving average in bars.
	/// </summary>
	public int SecondShift
	{
		get => _secondShift.Value;
		set => _secondShift.Value = value;
	}

	/// <summary>
	/// Smoothing method for the second moving average.
	/// </summary>
	public MaMethods SecondMethod
	{
		get => _secondMethod.Value;
		set => _secondMethod.Value = value;
	}

	/// <summary>
	/// Price source for the second moving average.
	/// </summary>
	public AppliedPriceTypes SecondAppliedPrice
	{
		get => _secondPrice.Value;
		set => _secondPrice.Value = value;
	}

	/// <summary>
	/// Enable the third moving average filter.
	/// </summary>
	public bool UseFilter
	{
		get => _useFilter.Value;
		set => _useFilter.Value = value;
	}

	/// <summary>
	/// Period of the third moving average filter.
	/// </summary>
	public int ThirdPeriod
	{
		get => _thirdPeriod.Value;
		set => _thirdPeriod.Value = value;
	}

	/// <summary>
	/// Shift of the third moving average filter in bars.
	/// </summary>
	public int ThirdShift
	{
		get => _thirdShift.Value;
		set => _thirdShift.Value = value;
	}

	/// <summary>
	/// Smoothing method for the third moving average filter.
	/// </summary>
	public MaMethods ThirdMethod
	{
		get => _thirdMethod.Value;
		set => _thirdMethod.Value = value;
	}

	/// <summary>
	/// Price source for the third moving average filter.
	/// </summary>
	public AppliedPriceTypes ThirdAppliedPrice
	{
		get => _thirdPrice.Value;
		set => _thirdPrice.Value = value;
	}

	/// <summary>
	/// Use risk percentage position sizing instead of fixed volume.
	/// </summary>
	public bool UseRiskPercent
	{
		get => _useRiskPercent.Value;
		set => _useRiskPercent.Value = value;
	}

	/// <summary>
	/// Fixed volume when risk percentage sizing is disabled.
	/// </summary>
	public decimal FixedVolume
	{
		get => _fixedVolume.Value;
		set => _fixedVolume.Value = value;
	}

	/// <summary>
	/// Percentage of equity risked per trade when risk sizing is enabled.
	/// </summary>
	public decimal RiskPercent
	{
		get => _riskPercent.Value;
		set => _riskPercent.Value = value;
	}

	/// <summary>
	/// Monetary value of one pip for a single lot.
	/// </summary>
	public decimal PipValue
	{
		get => _pipValue.Value;
		set => _pipValue.Value = value;
	}

	/// <summary>
	/// Stop loss size in pips.
	/// </summary>
	public int StopLossPips
	{
		get => _stopLossPips.Value;
		set => _stopLossPips.Value = value;
	}

	/// <summary>
	/// Take profit size in pips.
	/// </summary>
	public int TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Trailing stop size in pips.
	/// </summary>
	public int TrailingStopPips
	{
		get => _trailingStopPips.Value;
		set => _trailingStopPips.Value = value;
	}

	/// <summary>
	/// Minimum trailing adjustment step in pips.
	/// </summary>
	public int TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

	/// <summary>
	/// Candle type used to drive the strategy.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initialize <see cref="CrossingOfTwoIMaV2Strategy"/>.
	/// </summary>
	public CrossingOfTwoIMaV2Strategy()
	{
		_firstPeriod = Param(nameof(FirstPeriod), 5)
		.SetGreaterThanZero()
		.SetDisplay("First MA Period", "Period of the first moving average", "First Moving Average")
		;

		_firstShift = Param(nameof(FirstShift), 0)
		.SetNotNegative()
		.SetDisplay("First MA Shift", "Shift (in bars) applied to the first moving average", "First Moving Average")
		;

		_firstMethod = Param(nameof(FirstMethod), MaMethods.Simple)
		.SetDisplay("First MA Method", "Smoothing method for the first moving average", "First Moving Average")
		;

		_firstPrice = Param(nameof(FirstAppliedPrice), AppliedPriceTypes.Close)
		.SetDisplay("First MA Price", "Price source for the first moving average", "First Moving Average");

		_secondPeriod = Param(nameof(SecondPeriod), 8)
		.SetGreaterThanZero()
		.SetDisplay("Second MA Period", "Period of the second moving average", "Second Moving Average")
		;

		_secondShift = Param(nameof(SecondShift), 0)
		.SetNotNegative()
		.SetDisplay("Second MA Shift", "Shift (in bars) applied to the second moving average", "Second Moving Average")
		;

		_secondMethod = Param(nameof(SecondMethod), MaMethods.Simple)
		.SetDisplay("Second MA Method", "Smoothing method for the second moving average", "Second Moving Average")
		;

		_secondPrice = Param(nameof(SecondAppliedPrice), AppliedPriceTypes.Close)
		.SetDisplay("Second MA Price", "Price source for the second moving average", "Second Moving Average");

		_useFilter = Param(nameof(UseFilter), false)
		.SetDisplay("Enable Filter", "Use the third moving average as a directional filter", "Filter");

		_thirdPeriod = Param(nameof(ThirdPeriod), 13)
		.SetGreaterThanZero()
		.SetDisplay("Third MA Period", "Period of the third moving average filter", "Filter")
		;

		_thirdShift = Param(nameof(ThirdShift), 0)
		.SetNotNegative()
		.SetDisplay("Third MA Shift", "Shift (in bars) applied to the third moving average filter", "Filter")
		;

		_thirdMethod = Param(nameof(ThirdMethod), MaMethods.Simple)
		.SetDisplay("Third MA Method", "Smoothing method for the third moving average filter", "Filter")
		;

		_thirdPrice = Param(nameof(ThirdAppliedPrice), AppliedPriceTypes.Close)
		.SetDisplay("Third MA Price", "Price source for the third moving average filter", "Filter");

		_useRiskPercent = Param(nameof(UseRiskPercent), true)
		.SetDisplay("Risk Based Sizing", "Use percentage risk position sizing", "Risk");

		_fixedVolume = Param(nameof(FixedVolume), 0.1m)
		.SetGreaterThanZero()
		.SetDisplay("Fixed Volume", "Trade volume when fixed sizing is enabled", "Risk");

		_riskPercent = Param(nameof(RiskPercent), 5m)
		.SetGreaterThanZero()
		.SetDisplay("Risk Percent", "Percentage of equity risked per trade", "Risk")
		;

		_pipValue = Param(nameof(PipValue), 1m)
		.SetGreaterThanZero()
		.SetDisplay("Pip Value", "Monetary value of one pip for a single lot", "Risk");

		_stopLossPips = Param(nameof(StopLossPips), 50)
		.SetNotNegative()
		.SetDisplay("Stop Loss", "Stop loss distance in pips", "Protection");

		_takeProfitPips = Param(nameof(TakeProfitPips), 50)
		.SetNotNegative()
		.SetDisplay("Take Profit", "Take profit distance in pips", "Protection");

		_trailingStopPips = Param(nameof(TrailingStopPips), 10)
		.SetNotNegative()
		.SetDisplay("Trailing Stop", "Trailing stop distance in pips", "Protection");

		_trailingStepPips = Param(nameof(TrailingStepPips), 4)
		.SetNotNegative()
		.SetDisplay("Trailing Step", "Minimum trailing stop adjustment in pips", "Protection");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
		.SetDisplay("Candle Type", "Candle type used for analysis", "General");

		_barsSinceLastEntry = int.MaxValue;
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_firstMa = null;
		_secondMa = null;
		_thirdMa = null;
		_firstSeries = Array.Empty<decimal?>();
		_secondSeries = Array.Empty<decimal?>();
		_thirdSeries = Array.Empty<decimal?>();
		ResetTradeState();
		_barsSinceLastEntry = int.MaxValue;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_firstMa = CreateMovingAverage(FirstMethod, FirstPeriod);
		_secondMa = CreateMovingAverage(SecondMethod, SecondPeriod);
		_thirdMa = UseFilter ? CreateMovingAverage(ThirdMethod, ThirdPeriod) : null;

		_firstSeries = new decimal?[FirstShift + 3];
		_secondSeries = new decimal?[SecondShift + 3];
		_thirdSeries = UseFilter ? new decimal?[ThirdShift + 1] : Array.Empty<decimal?>();

		var subscription = SubscribeCandles(CandleType);
		subscription
		.Bind(ProcessCandle)
		.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle)
	{
		// Ignore unfinished candles to work on closed bars only.
		if (candle.State != CandleStates.Finished)
		return;

		if (_barsSinceLastEntry < int.MaxValue)
		_barsSinceLastEntry++;

		// Manage open positions and exit if protections trigger.
		if (UpdateRiskManagement(candle))
		return;

		var firstInput = GetAppliedPrice(candle, FirstAppliedPrice);
		var secondInput = GetAppliedPrice(candle, SecondAppliedPrice);
		var thirdInput = UseFilter ? GetAppliedPrice(candle, ThirdAppliedPrice) : (decimal?)null;

		// Update indicator series with the latest values.
		var firstValue = _firstMa?.Process(firstInput, candle.OpenTime, true);
		ShiftSeries(_firstSeries, firstValue?.IsFinal == true ? firstValue.ToDecimal() : (decimal?)null);

		var secondValue = _secondMa?.Process(secondInput, candle.OpenTime, true);
		ShiftSeries(_secondSeries, secondValue?.IsFinal == true ? secondValue.ToDecimal() : (decimal?)null);

		if (UseFilter && _thirdMa != null && _thirdSeries.Length > 0 && thirdInput.HasValue)
		{
			var thirdValue = _thirdMa.Process(new DecimalIndicatorValue(_thirdMa, thirdInput.Value, candle.OpenTime));
			ShiftSeries(_thirdSeries, thirdValue.IsFinal ? thirdValue.ToDecimal() : (decimal?)null);
		}

		// Ensure we have enough data for crossover evaluation.
		if (!HasSeriesValue(_firstSeries, FirstShift, 2) || !HasSeriesValue(_secondSeries, SecondShift, 2))
		return;

		var first0 = GetSeriesValue(_firstSeries, FirstShift, 0)!.Value;
		var first1 = GetSeriesValue(_firstSeries, FirstShift, 1)!.Value;
		var second0 = GetSeriesValue(_secondSeries, SecondShift, 0)!.Value;
		var second1 = GetSeriesValue(_secondSeries, SecondShift, 1)!.Value;

		var buySignal = first0 > second0 && first1 < second1;
		var sellSignal = first0 < second0 && first1 > second1;

		if (!buySignal && !sellSignal && HasSeriesValue(_firstSeries, FirstShift, 2) && HasSeriesValue(_secondSeries, SecondShift, 2))
		{
			var first2 = GetSeriesValue(_firstSeries, FirstShift, 2)!.Value;
			var second2 = GetSeriesValue(_secondSeries, SecondShift, 2)!.Value;

			if (first0 > second0 && first2 < second2 && _barsSinceLastEntry > 2)
			{
				buySignal = true;
			}
			else if (first0 < second0 && first2 > second2 && _barsSinceLastEntry > 2)
			{
				sellSignal = true;
			}
		}

		if (UseFilter)
		{
			if (_thirdSeries.Length > 0 && HasSeriesValue(_thirdSeries, ThirdShift, 0))
			{
				var filterValue = GetSeriesValue(_thirdSeries, ThirdShift, 0)!.Value;
				if (buySignal && filterValue >= first0)
				buySignal = false;
				if (sellSignal && filterValue <= first0)
				sellSignal = false;
			}
			else if (buySignal || sellSignal)
			{
				return;
			}
		}

		if (buySignal && Position <= 0)
		{
			EnterLong(candle);
		}
		else if (sellSignal && Position >= 0)
		{
			EnterShort(candle);
		}
	}

	private void EnterLong(ICandleMessage candle)
	{
		var volume = GetEntryVolume();
		if (volume <= 0m)
		return;

		if (Position < 0)
		{
			BuyMarket(Math.Abs(Position));
		}

		BuyMarket(volume);
		SetLongProtection(candle.ClosePrice);
		_barsSinceLastEntry = 0;
	}

	private void EnterShort(ICandleMessage candle)
	{
		var volume = GetEntryVolume();
		if (volume <= 0m)
		return;

		if (Position > 0)
		{
			SellMarket(Math.Abs(Position));
		}

		SellMarket(volume);
		SetShortProtection(candle.ClosePrice);
		_barsSinceLastEntry = 0;
	}

	private decimal GetEntryVolume()
	{
		if (!UseRiskPercent)
		return FixedVolume;

		var equity = Portfolio?.CurrentValue ?? Portfolio?.BeginValue ?? 0m;
		if (equity <= 0m)
		return FixedVolume;

		var riskAmount = equity * RiskPercent / 100m;
		var riskPips = StopLossPips > 0 ? StopLossPips : TrailingStopPips;
		if (riskPips <= 0)
		return FixedVolume;

		if (PipValue <= 0m)
		return FixedVolume;

		var volume = riskAmount / (riskPips * PipValue);
		return volume > 0m ? volume : FixedVolume;
	}

	private bool UpdateRiskManagement(ICandleMessage candle)
	{
		var point = GetPointValue();
		var trailingStep = TrailingStepPips > 0 ? TrailingStepPips * point : 0m;

		if (Position > 0)
		{
			_bestLongPrice = _bestLongPrice.HasValue ? Math.Max(_bestLongPrice.Value, candle.HighPrice) : candle.HighPrice;

			if (TrailingStopPips > 0 && _bestLongPrice.HasValue)
			{
				var desiredStop = _bestLongPrice.Value - TrailingStopPips * point;
				if (!_longTrail.HasValue || desiredStop - _longTrail.Value >= trailingStep)
				_longTrail = desiredStop;
			}

			var exitStop = CombineLongStops(_longStopPrice, _longTrail);
			if (exitStop.HasValue && candle.LowPrice <= exitStop.Value)
			{
				SellMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}

			if (_longTakeProfit.HasValue && candle.HighPrice >= _longTakeProfit.Value)
			{
				SellMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}
		}
		else if (Position < 0)
		{
			_bestShortPrice = _bestShortPrice.HasValue ? Math.Min(_bestShortPrice.Value, candle.LowPrice) : candle.LowPrice;

			if (TrailingStopPips > 0 && _bestShortPrice.HasValue)
			{
				var desiredStop = _bestShortPrice.Value + TrailingStopPips * point;
				if (!_shortTrail.HasValue || _shortTrail.Value - desiredStop >= trailingStep)
				_shortTrail = desiredStop;
			}

			var exitStop = CombineShortStops(_shortStopPrice, _shortTrail);
			if (exitStop.HasValue && candle.HighPrice >= exitStop.Value)
			{
				BuyMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}

			if (_shortTakeProfit.HasValue && candle.LowPrice <= _shortTakeProfit.Value)
			{
				BuyMarket(Math.Abs(Position));
				ResetTradeState();
				return true;
			}
		}
		else
		{
			ResetTradeState();
		}

		return false;
	}

	private void SetLongProtection(decimal entryPrice)
	{
		var point = GetPointValue();
		_longStopPrice = StopLossPips > 0 ? entryPrice - StopLossPips * point : null;
		_longTakeProfit = TakeProfitPips > 0 ? entryPrice + TakeProfitPips * point : null;
		_longTrail = TrailingStopPips > 0 ? entryPrice - TrailingStopPips * point : null;
		_bestLongPrice = entryPrice;
		_shortStopPrice = null;
		_shortTakeProfit = null;
		_shortTrail = null;
		_bestShortPrice = null;
	}

	private void SetShortProtection(decimal entryPrice)
	{
		var point = GetPointValue();
		_shortStopPrice = StopLossPips > 0 ? entryPrice + StopLossPips * point : null;
		_shortTakeProfit = TakeProfitPips > 0 ? entryPrice - TakeProfitPips * point : null;
		_shortTrail = TrailingStopPips > 0 ? entryPrice + TrailingStopPips * point : null;
		_bestShortPrice = entryPrice;
		_longStopPrice = null;
		_longTakeProfit = null;
		_longTrail = null;
		_bestLongPrice = null;
	}

	private void ResetTradeState()
	{
		_longStopPrice = null;
		_shortStopPrice = null;
		_longTakeProfit = null;
		_shortTakeProfit = null;
		_longTrail = null;
		_shortTrail = null;
		_bestLongPrice = null;
		_bestShortPrice = null;
	}

	private decimal GetPointValue()
	{
		var point = Security?.PriceStep ?? 1m;
		return point > 0m ? point : 1m;
	}

	private static void ShiftSeries(decimal?[] series, decimal? value)
	{
		if (series.Length == 0)
		return;

		for (var i = series.Length - 1; i > 0; i--)
		{
			series[i] = series[i - 1];
		}

		series[0] = value;
	}

	private static bool HasSeriesValue(decimal?[] series, int shift, int depth)
	{
		var index = shift + depth;
		return index < series.Length && series[index].HasValue;
	}

	private static decimal? GetSeriesValue(decimal?[] series, int shift, int depth)
	{
		var index = shift + depth;
		return index < series.Length ? series[index] : null;
	}

	private static decimal? CombineLongStops(decimal? stopLoss, decimal? trailing)
	{
		if (stopLoss.HasValue && trailing.HasValue)
		return Math.Max(stopLoss.Value, trailing.Value);
		return stopLoss ?? trailing;
	}

	private static decimal? CombineShortStops(decimal? stopLoss, decimal? trailing)
	{
		if (stopLoss.HasValue && trailing.HasValue)
		return Math.Min(stopLoss.Value, trailing.Value);
		return stopLoss ?? trailing;
	}

	private static decimal GetAppliedPrice(ICandleMessage candle, AppliedPriceTypes priceType)
	{
		return priceType switch
		{
			AppliedPriceTypes.Open => candle.OpenPrice,
			AppliedPriceTypes.High => candle.HighPrice,
			AppliedPriceTypes.Low => candle.LowPrice,
			AppliedPriceTypes.Median => (candle.HighPrice + candle.LowPrice) / 2m,
			AppliedPriceTypes.Typical => (candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 3m,
			AppliedPriceTypes.Weighted => (candle.HighPrice + candle.LowPrice + candle.ClosePrice + candle.ClosePrice) / 4m,
			_ => candle.ClosePrice
		};
	}

	private static IIndicator CreateMovingAverage(MaMethods method, int period)
	{
		return method switch
		{
			MaMethods.Simple => new SimpleMovingAverage { Length = period },
			MaMethods.Exponential => new ExponentialMovingAverage { Length = period },
			MaMethods.Smoothed => new SmoothedMovingAverage { Length = period },
			MaMethods.Weighted => new WeightedMovingAverage { Length = period },
			_ => new SimpleMovingAverage { Length = period }
		};
	}

	/// <summary>
	/// Moving average smoothing methods supported by the strategy.
	/// </summary>
	public enum MaMethods
	{
		Simple,
		Exponential,
		Smoothed,
		Weighted
	}

	/// <summary>
	/// Price sources supported for indicator calculations.
	/// </summary>
	public enum AppliedPriceTypes
	{
		Close,
		Open,
		High,
		Low,
		Median,
		Typical,
		Weighted
	}
}

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
from StockSharp.Messages import DataType, CandleStates, Unit, UnitTypes
from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class crossing_of_two_i_ma_v2_strategy(Strategy):
    """
    Crossing of two MA strategy with optional third MA filter and trailing stop.
    Uses SMA crossover with protection-based stop loss and take profit.
    """

    def __init__(self):
        super(crossing_of_two_i_ma_v2_strategy, self).__init__()
        self._first_period = self.Param("FirstPeriod", 5) \
            .SetDisplay("First MA Period", "Period of the first moving average", "First MA")
        self._second_period = self.Param("SecondPeriod", 8) \
            .SetDisplay("Second MA Period", "Period of the second moving average", "Second MA")
        self._use_filter = self.Param("UseFilter", False) \
            .SetDisplay("Enable Filter", "Use the third moving average as directional filter", "Filter")
        self._third_period = self.Param("ThirdPeriod", 13) \
            .SetDisplay("Third MA Period", "Period of the third moving average filter", "Filter")
        self._stop_loss_pips = self.Param("StopLossPips", 50) \
            .SetDisplay("Stop Loss", "Stop loss distance in pips", "Protection")
        self._take_profit_pips = self.Param("TakeProfitPips", 50) \
            .SetDisplay("Take Profit", "Take profit distance in pips", "Protection")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))) \
            .SetDisplay("Candle Type", "Candle type used for analysis", "General")

        self._prev_first = 0.0
        self._prev_second = 0.0
        self._entry_price = 0.0

    @property
    def candle_type(self):
        return self._candle_type.Value

    def OnReseted(self):
        super(crossing_of_two_i_ma_v2_strategy, self).OnReseted()
        self._prev_first = 0.0
        self._prev_second = 0.0
        self._entry_price = 0.0

    def OnStarted2(self, time):
        super(crossing_of_two_i_ma_v2_strategy, self).OnStarted2(time)

        first_ma = SimpleMovingAverage()
        first_ma.Length = self._first_period.Value
        second_ma = SimpleMovingAverage()
        second_ma.Length = self._second_period.Value

        if self._use_filter.Value:
            third_ma = SimpleMovingAverage()
            third_ma.Length = self._third_period.Value
            subscription = self.SubscribeCandles(self.candle_type)
            subscription.Bind(first_ma, second_ma, third_ma, self.on_process_filtered).Start()
        else:
            subscription = self.SubscribeCandles(self.candle_type)
            subscription.Bind(first_ma, second_ma, self.on_process).Start()

        step = 1.0
        if self.Security is not None and self.Security.PriceStep is not None:
            step = float(self.Security.PriceStep)
        if step <= 0:
            step = 1.0

        sl_pips = self._stop_loss_pips.Value
        tp_pips = self._take_profit_pips.Value
        if sl_pips > 0 or tp_pips > 0:
            tp_unit = Unit(float(tp_pips * step), UnitTypes.Absolute) if tp_pips > 0 else None
            sl_unit = Unit(float(sl_pips * step), UnitTypes.Absolute) if sl_pips > 0 else None
            if tp_unit is not None or sl_unit is not None:
                self.StartProtection(tp_unit, sl_unit)

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawOwnTrades(area)

    def on_process(self, candle, first_val, second_val):
        if candle.State != CandleStates.Finished:
            return

        first_val = float(first_val)
        second_val = float(second_val)

        if self._prev_first == 0.0 or self._prev_second == 0.0:
            self._prev_first = first_val
            self._prev_second = second_val
            return

        buy_signal = first_val > second_val and self._prev_first < self._prev_second
        sell_signal = first_val < second_val and self._prev_first > self._prev_second

        if buy_signal and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif sell_signal and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_first = first_val
        self._prev_second = second_val

    def on_process_filtered(self, candle, first_val, second_val, third_val):
        if candle.State != CandleStates.Finished:
            return

        first_val = float(first_val)
        second_val = float(second_val)
        third_val = float(third_val)

        if self._prev_first == 0.0 or self._prev_second == 0.0:
            self._prev_first = first_val
            self._prev_second = second_val
            return

        buy_signal = first_val > second_val and self._prev_first < self._prev_second
        sell_signal = first_val < second_val and self._prev_first > self._prev_second

        if buy_signal and third_val < first_val:
            buy_signal = False
        if sell_signal and third_val > first_val:
            sell_signal = False

        if buy_signal and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif sell_signal and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_first = first_val
        self._prev_second = second_val

    def CreateClone(self):
        return crossing_of_two_i_ma_v2_strategy()