Estratégia eInTradePanel

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>
/// EInTradePanel strategy. Uses ATR breakout for entries.
/// </summary>
public class EInTradePanelStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _atrPeriod;
	private readonly StrategyParam<decimal> _multiplier;
	private decimal? _prevClose;
	private decimal? _prevAtr;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int AtrPeriod { get => _atrPeriod.Value; set => _atrPeriod.Value = value; }
	public decimal Multiplier { get => _multiplier.Value; set => _multiplier.Value = value; }

	public EInTradePanelStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame()).SetDisplay("Candle Type", "Timeframe", "General");
		_atrPeriod = Param(nameof(AtrPeriod), 14).SetGreaterThanZero().SetDisplay("ATR Period", "ATR lookback", "Indicators");
		_multiplier = Param(nameof(Multiplier), 1.5m).SetDisplay("Multiplier", "ATR multiplier for breakout", "Indicators");
	}

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

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

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevClose = null; _prevAtr = null;
		var atr = new AverageTrueRange { Length = AtrPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(atr, ProcessCandle).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, subscription); DrawIndicator(area, atr); DrawOwnTrades(area); }
	}

	private void ProcessCandle(ICandleMessage candle, decimal atrVal)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!IsFormedAndOnlineAndAllowTrading()) { _prevClose = candle.ClosePrice; _prevAtr = atrVal; return; }
		if (_prevClose == null || _prevAtr == null) { _prevClose = candle.ClosePrice; _prevAtr = atrVal; return; }
		var threshold = _prevAtr.Value * Multiplier;
		var diff = candle.ClosePrice - _prevClose.Value;
		if (diff > threshold && Position <= 0) { if (Position < 0) BuyMarket(); BuyMarket(); }
		else if (diff < -threshold && Position >= 0) { if (Position > 0) SellMarket(); SellMarket(); }
		_prevClose = candle.ClosePrice; _prevAtr = atrVal;
	}
}

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 AverageTrueRange
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._atr_period = self.Param("AtrPeriod", 14) \
            .SetDisplay("ATR Period", "ATR lookback", "Indicators")
        self._multiplier = self.Param("Multiplier", 1.5) \
            .SetDisplay("Multiplier", "ATR multiplier for breakout", "Indicators")

        self._prev_close = None
        self._prev_atr = None

    @property
    def CandleType(self):
        return self._candle_type.Value
    @property
    def AtrPeriod(self):
        return self._atr_period.Value
    @property
    def Multiplier(self):
        return self._multiplier.Value

    def OnReseted(self):
        super(e_in_trade_panel_strategy, self).OnReseted()
        self._prev_close = None
        self._prev_atr = None

    def OnStarted2(self, time):
        super(e_in_trade_panel_strategy, self).OnStarted2(time)
        self._prev_close = None
        self._prev_atr = None

        atr = AverageTrueRange()
        atr.Length = self.AtrPeriod

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

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

    def _on_process(self, candle, atr_value):
        if candle.State != CandleStates.Finished:
            return
        av = float(atr_value)
        close = float(candle.ClosePrice)
        if self._prev_close is None or self._prev_atr is None:
            self._prev_close = close
            self._prev_atr = av
            return
        threshold = self._prev_atr * float(self.Multiplier)
        diff = close - self._prev_close
        if diff > threshold and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif diff < -threshold and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_close = close
        self._prev_atr = av

    def CreateClone(self):
        return e_in_trade_panel_strategy()