Estratégia de Oscilação MACD 1H EUR/USD

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>
/// 1H EUR/USD style strategy using EMA with RSI confirmation.
/// </summary>
public class OneHourEurUsdStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _rsiPeriod;

	private decimal? _prevRsi;

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

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

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

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

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

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

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

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

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

		_prevRsi = null;

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

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ema, rsi, ProcessCandle)
			.Start();

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevRsi = rsiVal;
			return;
		}

		if (_prevRsi == null)
		{
			_prevRsi = rsiVal;
			return;
		}

		var close = candle.ClosePrice;

		// Price above EMA + RSI crosses 50 up
		if (close > emaVal && _prevRsi.Value <= 50 && rsiVal > 50 && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Price below EMA + RSI crosses 50 down
		else if (close < emaVal && _prevRsi.Value >= 50 && rsiVal < 50 && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevRsi = rsiVal;
	}
}

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, RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._ema_period = self.Param("EmaPeriod", 20) \
            .SetDisplay("EMA Period", "Trend EMA period", "Indicators")
        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI period", "Indicators")

        self._prev_rsi = None

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

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

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

    def OnReseted(self):
        super(one_hour_eur_usd_strategy, self).OnReseted()
        self._prev_rsi = None

    def OnStarted2(self, time):
        super(one_hour_eur_usd_strategy, self).OnStarted2(time)
        self._prev_rsi = None

        ema = ExponentialMovingAverage()
        ema.Length = self.EmaPeriod
        rsi = RelativeStrengthIndex()
        rsi.Length = self.RsiPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(ema, rsi, 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, rsi_value):
        if candle.State != CandleStates.Finished:
            return
        rv = float(rsi_value)
        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_rsi = rv
            return
        if self._prev_rsi is None:
            self._prev_rsi = rv
            return

        close = float(candle.ClosePrice)
        ev = float(ema_value)

        # Price above EMA + RSI crosses 50 up
        if close > ev and self._prev_rsi <= 50 and rv > 50 and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # Price below EMA + RSI crosses 50 down
        elif close < ev and self._prev_rsi >= 50 and rv < 50 and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

        self._prev_rsi = rv

    def CreateClone(self):
        return one_hour_eur_usd_strategy()