Estratégia Neuro Nirvaman

namespace StockSharp.Samples.Strategies;

using System;

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

/// <summary>
/// Neuro Nirvaman strategy (simplified).
/// Uses RSI with EMA trend filter.
/// Buys when RSI oversold and price above EMA, sells when RSI overbought and price below EMA.
/// </summary>
public class NeuroNirvamanStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<decimal> _rsiOversold;
	private readonly StrategyParam<decimal> _rsiOverbought;

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

	public int RsiPeriod
	{
		get => _rsiPeriod.Value;
		set => _rsiPeriod.Value = value;
	}

	public int EmaPeriod
	{
		get => _emaPeriod.Value;
		set => _emaPeriod.Value = value;
	}

	public decimal RsiOversold
	{
		get => _rsiOversold.Value;
		set => _rsiOversold.Value = value;
	}

	public decimal RsiOverbought
	{
		get => _rsiOverbought.Value;
		set => _rsiOverbought.Value = value;
	}

	public NeuroNirvamanStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Source candles", "General");

		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI indicator period", "Indicators");

		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter period", "Indicators");

		_rsiOversold = Param(nameof(RsiOversold), 45m)
			.SetDisplay("RSI Oversold", "RSI oversold level", "Signals");

		_rsiOverbought = Param(nameof(RsiOverbought), 55m)
			.SetDisplay("RSI Overbought", "RSI overbought level", "Signals");

		Volume = 0.1m;
	}

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

		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(rsi, ema, (ICandleMessage candle, decimal rsiValue, decimal emaValue) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				if (rsiValue < RsiOversold && Position <= 0)
				{
					BuyMarket();
				}
				else if (rsiValue > RsiOverbought && Position >= 0)
				{
					SellMarket();
				}
			})
			.Start();

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

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 RelativeStrengthIndex, ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Source candles", "General")
        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI indicator period", "Indicators")
        self._ema_period = self.Param("EmaPeriod", 20) \
            .SetDisplay("EMA Period", "EMA trend filter period", "Indicators")
        self._rsi_oversold = self.Param("RsiOversold", 45.0) \
            .SetDisplay("RSI Oversold", "RSI oversold level", "Signals")
        self._rsi_overbought = self.Param("RsiOverbought", 55.0) \
            .SetDisplay("RSI Overbought", "RSI overbought level", "Signals")

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

    @property
    def RsiPeriod(self):
        return self._rsi_period.Value

    @property
    def EmaPeriod(self):
        return self._ema_period.Value

    @property
    def RsiOversold(self):
        return self._rsi_oversold.Value

    @property
    def RsiOverbought(self):
        return self._rsi_overbought.Value

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

        rsi = RelativeStrengthIndex()
        rsi.Length = self.RsiPeriod

        ema = ExponentialMovingAverage()
        ema.Length = self.EmaPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription \
            .Bind(rsi, ema, self._on_process) \
            .Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, rsi)
            self.DrawIndicator(area, ema)
            self.DrawOwnTrades(area)

    def _on_process(self, candle, rsi_value, ema_value):
        if candle.State != CandleStates.Finished:
            return

        rv = float(rsi_value)

        if rv < float(self.RsiOversold) and self.Position <= 0:
            self.BuyMarket()
        elif rv > float(self.RsiOverbought) and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return neuro_nirvaman_strategy()