Estratégia AbsolutelyNoLag Lwma Digit MMRec

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Double WMA crossover strategy with money management recovery.
/// Uses fast and slow weighted moving averages and trades on crossovers.
/// </summary>
public class AbsolutelyNoLagLwmaDigitMmRecStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;

	private int _prevSignal;

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

	public int FastLength
	{
		get => _fastLength.Value;
		set => _fastLength.Value = value;
	}

	public int SlowLength
	{
		get => _slowLength.Value;
		set => _slowLength.Value = value;
	}

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

		_fastLength = Param(nameof(FastLength), 5)
			.SetGreaterThanZero()
			.SetDisplay("Fast Length", "Fast WMA period", "Indicators");

		_slowLength = Param(nameof(SlowLength), 14)
			.SetGreaterThanZero()
			.SetDisplay("Slow Length", "Slow WMA period", "Indicators");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevSignal = 0;
	}

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

		_prevSignal = 0;

		var fastWma = new WeightedMovingAverage { Length = FastLength };
		var slowWma = new WeightedMovingAverage { Length = SlowLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fastWma, slowWma, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, decimal fastVal, decimal slowVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var signal = fastVal > slowVal ? 1 : fastVal < slowVal ? -1 : _prevSignal;

		if (signal == _prevSignal)
			return;

		var oldSignal = _prevSignal;
		_prevSignal = signal;

		if (signal == 1 && oldSignal <= 0)
		{
			if (Position < 0)
				BuyMarket();
			if (Position <= 0)
				BuyMarket();
		}
		else if (signal == -1 && oldSignal >= 0)
		{
			if (Position > 0)
				SellMarket();
			if (Position >= 0)
				SellMarket();
		}
	}
}

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 WeightedMovingAverage
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._fast_length = self.Param("FastLength", 5) \
            .SetDisplay("Fast Length", "Fast WMA period", "Indicators")
        self._slow_length = self.Param("SlowLength", 14) \
            .SetDisplay("Slow Length", "Slow WMA period", "Indicators")

        self._prev_signal = 0

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

    @property
    def FastLength(self):
        return self._fast_length.Value

    @property
    def SlowLength(self):
        return self._slow_length.Value

    def OnReseted(self):
        super(absolutely_no_lag_lwma_digit_mm_rec_strategy, self).OnReseted()
        self._prev_signal = 0

    def OnStarted2(self, time):
        super(absolutely_no_lag_lwma_digit_mm_rec_strategy, self).OnStarted2(time)
        self._prev_signal = 0

        fast_wma = WeightedMovingAverage()
        fast_wma.Length = self.FastLength
        slow_wma = WeightedMovingAverage()
        slow_wma.Length = self.SlowLength

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

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, fast_wma)
            self.DrawIndicator(area, slow_wma)
            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 fv > sv:
            signal = 1
        elif fv < sv:
            signal = -1
        else:
            signal = self._prev_signal
        if signal == self._prev_signal:
            return
        old_signal = self._prev_signal
        self._prev_signal = signal
        if signal == 1 and old_signal <= 0:
            if self.Position < 0:
                self.BuyMarket()
            if self.Position <= 0:
                self.BuyMarket()
        elif signal == -1 and old_signal >= 0:
            if self.Position > 0:
                self.SellMarket()
            if self.Position >= 0:
                self.SellMarket()

    def CreateClone(self):
        return absolutely_no_lag_lwma_digit_mm_rec_strategy()