Estratégia de Túnel Seguro FxNode

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>
/// Simplified conversion of the FxNode Safe Tunnel EA.
/// Uses Highest/Lowest channel (tunnel) with ATR-based stops.
/// Buys near the lower boundary and sells near the upper boundary.
/// </summary>
public class FxNodeSafeTunnelStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _channelPeriod;
	private readonly StrategyParam<int> _atrPeriod;
	private readonly StrategyParam<decimal> _touchPct;

	private decimal _entryPrice;
	private int _cooldown;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int ChannelPeriod { get => _channelPeriod.Value; set => _channelPeriod.Value = value; }
	public int AtrPeriod { get => _atrPeriod.Value; set => _atrPeriod.Value = value; }
	public decimal TouchPct { get => _touchPct.Value; set => _touchPct.Value = value; }

	public FxNodeSafeTunnelStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_channelPeriod = Param(nameof(ChannelPeriod), 100)
			.SetGreaterThanZero()
			.SetDisplay("Channel Period", "Lookback for Highest/Lowest channel", "Indicator");

		_atrPeriod = Param(nameof(AtrPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("ATR Period", "ATR lookback for stops", "Indicator");

		_touchPct = Param(nameof(TouchPct), 0.02m)
			.SetDisplay("Touch %", "How close price must be to channel boundary (0-1)", "Indicator");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		yield return (Security, CandleType);
	}

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

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

		_entryPrice = 0;

		var highest = new Highest { Length = ChannelPeriod };
		var lowest = new Lowest { Length = ChannelPeriod };
		var atr = new AverageTrueRange { Length = AtrPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(highest, lowest, atr, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, decimal high, decimal low, decimal atrVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (_cooldown > 0)
		{
			_cooldown--;
			return;
		}

		var channelWidth = high - low;
		if (channelWidth <= 0)
			return;

		var touchZone = channelWidth * TouchPct;
		var close = candle.ClosePrice;

		// Check stop/take for active positions
		if (Position > 0)
		{
			// Exit long: price near upper channel or stop loss
			if (close >= high - touchZone || (_entryPrice > 0 && close < _entryPrice - atrVal * 2))
			{
				SellMarket();
				_entryPrice = 0;
				_cooldown = 10;
				return;
			}
		}
		else if (Position < 0)
		{
			// Exit short: price near lower channel or stop loss
			if (close <= low + touchZone || (_entryPrice > 0 && close > _entryPrice + atrVal * 2))
			{
				BuyMarket();
				_entryPrice = 0;
				_cooldown = 10;
				return;
			}
		}

		// Entry signals
		if (Position <= 0 && close <= low + touchZone)
		{
			// Price near lower boundary - buy
			if (Position < 0) BuyMarket(); // close short first
			BuyMarket();
			_entryPrice = close;
			_cooldown = 10;
		}
		else if (Position >= 0 && close >= high - touchZone)
		{
			// Price near upper boundary - sell
			if (Position > 0) SellMarket(); // close long first
			SellMarket();
			_entryPrice = close;
			_cooldown = 10;
		}
	}
}

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 Highest, Lowest, AverageTrueRange
from StockSharp.Algo.Strategies import Strategy


class fx_node_safe_tunnel_strategy(Strategy):
    def __init__(self):
        super(fx_node_safe_tunnel_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._channel_period = self.Param("ChannelPeriod", 100) \
            .SetGreaterThanZero() \
            .SetDisplay("Channel Period", "Lookback for Highest/Lowest channel", "Indicator")
        self._atr_period = self.Param("AtrPeriod", 14) \
            .SetGreaterThanZero() \
            .SetDisplay("ATR Period", "ATR lookback for stops", "Indicator")
        self._touch_pct = self.Param("TouchPct", 0.02) \
            .SetDisplay("Touch %", "How close price must be to channel boundary (0-1)", "Indicator")
        self._entry_price = 0.0
        self._cooldown = 0

    @property
    def candle_type(self):
        return self._candle_type.Value
    @property
    def channel_period(self):
        return self._channel_period.Value
    @property
    def atr_period(self):
        return self._atr_period.Value
    @property
    def touch_pct(self):
        return self._touch_pct.Value

    def OnReseted(self):
        super(fx_node_safe_tunnel_strategy, self).OnReseted()
        self._entry_price = 0.0
        self._cooldown = 0

    def OnStarted2(self, time):
        super(fx_node_safe_tunnel_strategy, self).OnStarted2(time)
        self._entry_price = 0.0

        highest = Highest()
        highest.Length = self.channel_period
        lowest = Lowest()
        lowest.Length = self.channel_period
        atr = AverageTrueRange()
        atr.Length = self.atr_period

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(highest, lowest, atr, self.process_candle).Start()

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

    def process_candle(self, candle, high, low, atr_val):
        if candle.State != CandleStates.Finished:
            return

        if self._cooldown > 0:
            self._cooldown -= 1
            return

        high = float(high)
        low = float(low)
        atr_val = float(atr_val)
        channel_width = high - low
        if channel_width <= 0:
            return

        touch_zone = channel_width * float(self.touch_pct)
        close = float(candle.ClosePrice)

        if self.Position > 0:
            if close >= high - touch_zone or (self._entry_price > 0 and close < self._entry_price - atr_val * 2):
                self.SellMarket()
                self._entry_price = 0.0
                self._cooldown = 10
                return
        elif self.Position < 0:
            if close <= low + touch_zone or (self._entry_price > 0 and close > self._entry_price + atr_val * 2):
                self.BuyMarket()
                self._entry_price = 0.0
                self._cooldown = 10
                return

        if self.Position <= 0 and close <= low + touch_zone:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
            self._entry_price = close
            self._cooldown = 10
        elif self.Position >= 0 and close >= high - touch_zone:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
            self._entry_price = close
            self._cooldown = 10

    def CreateClone(self):
        return fx_node_safe_tunnel_strategy()