Estratégia de Oscilador Exp 2XMA Ichimoku

namespace StockSharp.Samples.Strategies;

using System;

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

/// <summary>
/// Exp 2XMA Ichimoku Oscillator strategy (simplified).
/// Uses two SMAs of different periods as a crossover oscillator.
/// Buys when fast SMA crosses above slow SMA, sells when fast crosses below.
/// </summary>
public class Exp2XmaIchimokuOscillatorStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;

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

	public int FastPeriod
	{
		get => _fastPeriod.Value;
		set => _fastPeriod.Value = value;
	}

	public int SlowPeriod
	{
		get => _slowPeriod.Value;
		set => _slowPeriod.Value = value;
	}

	public Exp2XmaIchimokuOscillatorStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Source candles", "General");

		_fastPeriod = Param(nameof(FastPeriod), 5)
			.SetGreaterThanZero()
			.SetDisplay("Fast Period", "Fast moving average length", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("Slow Period", "Slow moving average length", "Indicators");
	}

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

		var fastMa = new ExponentialMovingAverage { Length = FastPeriod };
		var slowMa = new ExponentialMovingAverage { Length = SlowPeriod };

		decimal prevFast = 0, prevSlow = 0;
		bool prevInitialized = false;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fastMa, slowMa, (ICandleMessage candle, decimal fastValue, decimal slowValue) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
				{
					prevFast = fastValue;
					prevSlow = slowValue;
					prevInitialized = true;
					return;
				}

				if (!prevInitialized)
				{
					prevFast = fastValue;
					prevSlow = slowValue;
					prevInitialized = true;
					return;
				}

				// Buy on bullish crossover
				if (prevFast <= prevSlow && fastValue > slowValue && Position <= 0)
				{
					BuyMarket();
				}
				// Sell on bearish crossover
				else if (prevFast >= prevSlow && fastValue < slowValue && Position >= 0)
				{
					SellMarket();
				}

				prevFast = fastValue;
				prevSlow = slowValue;
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, fastMa);
			DrawIndicator(area, slowMa);
			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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


class exp2_xma_ichimoku_oscillator_strategy(Strategy):
    def __init__(self):
        super(exp2_xma_ichimoku_oscillator_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Source candles", "General")
        self._fast_period = self.Param("FastPeriod", 5) \
            .SetDisplay("Fast Period", "Fast moving average length", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 20) \
            .SetDisplay("Slow Period", "Slow moving average length", "Indicators")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._prev_initialized = False

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

    @property
    def FastPeriod(self):
        return self._fast_period.Value

    @property
    def SlowPeriod(self):
        return self._slow_period.Value

    def OnReseted(self):
        super(exp2_xma_ichimoku_oscillator_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._prev_initialized = False

    def OnStarted2(self, time):
        super(exp2_xma_ichimoku_oscillator_strategy, self).OnStarted2(time)

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._prev_initialized = False

        fast_ma = ExponentialMovingAverage()
        fast_ma.Length = self.FastPeriod

        slow_ma = ExponentialMovingAverage()
        slow_ma.Length = self.SlowPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription \
            .Bind(fast_ma, slow_ma, self._on_process) \
            .Start()

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

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

        fv = float(fast_value)
        sv = float(slow_value)

        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_fast = fv
            self._prev_slow = sv
            self._prev_initialized = True
            return

        if not self._prev_initialized:
            self._prev_fast = fv
            self._prev_slow = sv
            self._prev_initialized = True
            return

        if self._prev_fast <= self._prev_slow and fv > sv and self.Position <= 0:
            self.BuyMarket()
        elif self._prev_fast >= self._prev_slow and fv < sv and self.Position >= 0:
            self.SellMarket()

        self._prev_fast = fv
        self._prev_slow = sv

    def CreateClone(self):
        return exp2_xma_ichimoku_oscillator_strategy()