Estratégia CorrTime

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// CorrTime strategy: Bollinger Bands mean reversion.
/// Buys when close drops below lower BB.
/// Sells when close rises above upper BB.
/// </summary>
public class CorrTimeStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _bbPeriod;
	private readonly StrategyParam<decimal> _bbWidth;

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

	public int BbPeriod
	{
		get => _bbPeriod.Value;
		set => _bbPeriod.Value = value;
	}

	public decimal BbWidth
	{
		get => _bbWidth.Value;
		set => _bbWidth.Value = value;
	}

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

		_bbPeriod = Param(nameof(BbPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("BB Period", "Bollinger Bands period", "Indicators");

		_bbWidth = Param(nameof(BbWidth), 2m)
			.SetDisplay("BB Width", "Bollinger Bands width", "Indicators");
	}

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

		var bb = new BollingerBands { Length = BbPeriod, Width = BbWidth };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(bb, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, IIndicatorValue bbVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var bbv = (BollingerBandsValue)bbVal;
		if (bbv.UpBand is not decimal upper ||
			bbv.LowBand is not decimal lower)
			return;

		var close = candle.ClosePrice;

		if (close < lower && Position <= 0)
			BuyMarket();
		else if (close > upper && 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 BollingerBands
from StockSharp.Algo.Strategies import Strategy

class corr_time_strategy(Strategy):
    """
    Bollinger Bands mean reversion strategy.
    Buys when close drops below lower BB, sells when close rises above upper BB.
    """

    def __init__(self):
        super(corr_time_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._bb_period = self.Param("BbPeriod", 20) \
            .SetDisplay("BB Period", "Bollinger Bands period", "Indicators")
        self._bb_width = self.Param("BbWidth", 2.0) \
            .SetDisplay("BB Width", "Bollinger Bands width", "Indicators")

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

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

        bb = BollingerBands()
        bb.Length = self._bb_period.Value
        bb.Width = self._bb_width.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.BindEx(bb, self.on_process).Start()

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

    def on_process(self, candle, bb_val):
        if candle.State != CandleStates.Finished:
            return

        upper = bb_val.UpBand
        lower = bb_val.LowBand
        if upper is None or lower is None:
            return

        close = float(candle.ClosePrice)
        upper = float(upper)
        lower = float(lower)

        if close < lower and self.Position <= 0:
            self.BuyMarket()
        elif close > upper and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return corr_time_strategy()