Estratégia SilverTrend Duplex

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// SilverTrend Duplex strategy (simplified). Uses ATR channel breakout.
/// </summary>
public class SilverTrendDuplexStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _atrLength;
	private readonly StrategyParam<int> _emaLength;

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

	public int AtrLength
	{
		get => _atrLength.Value;
		set => _atrLength.Value = value;
	}

	public int EmaLength
	{
		get => _emaLength.Value;
		set => _emaLength.Value = value;
	}

	public SilverTrendDuplexStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candles", "General");

		_atrLength = Param(nameof(AtrLength), 10)
			.SetGreaterThanZero()
			.SetDisplay("ATR Length", "ATR period", "Indicators");

		_emaLength = Param(nameof(EmaLength), 21)
			.SetGreaterThanZero()
			.SetDisplay("EMA Length", "EMA trend", "Indicators");
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var ema = new ExponentialMovingAverage { Length = EmaLength };

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

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var close = candle.ClosePrice;
				var range = candle.HighPrice - candle.LowPrice;
				if (range <= 0m)
					return;

				if (close > emaValue + range * 1.5m && Position <= 0)
					BuyMarket();
				else if (close < emaValue - range * 1.5m && Position >= 0)
					SellMarket();
			})
			.Start();

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


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candles", "General")
        self._atr_length = self.Param("AtrLength", 10) \
            .SetDisplay("ATR Length", "ATR period", "Indicators")
        self._ema_length = self.Param("EmaLength", 21) \
            .SetDisplay("EMA Length", "EMA trend", "Indicators")

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

    @property
    def AtrLength(self):
        return self._atr_length.Value

    @property
    def EmaLength(self):
        return self._ema_length.Value

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

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

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

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

    def _on_process(self, candle, ema_value):
        if candle.State != CandleStates.Finished:
            return
        close = float(candle.ClosePrice)
        ev = float(ema_value)
        rng = float(candle.HighPrice) - float(candle.LowPrice)
        if rng <= 0:
            return
        if close > ev + rng * 1.5 and self.Position <= 0:
            self.BuyMarket()
        elif close < ev - rng * 1.5 and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return silver_trend_duplex_strategy()