Estratégia Sail System EA

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Sail System EA strategy: Momentum + SMA crossover trend.
/// Buys when close crosses above SMA and momentum confirms.
/// Sells when close crosses below SMA and momentum confirms.
/// </summary>
public class SailSystemEaStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _smaPeriod;
	private readonly StrategyParam<int> _momPeriod;

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

	public int SmaPeriod
	{
		get => _smaPeriod.Value;
		set => _smaPeriod.Value = value;
	}

	public int MomPeriod
	{
		get => _momPeriod.Value;
		set => _momPeriod.Value = value;
	}

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

		_smaPeriod = Param(nameof(SmaPeriod), 30)
			.SetGreaterThanZero()
			.SetDisplay("SMA Period", "SMA period", "Indicators");

		_momPeriod = Param(nameof(MomPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("Momentum", "Momentum period", "Indicators");
	}

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

		var sma = new SimpleMovingAverage { Length = SmaPeriod };
		var mom = new Momentum { Length = MomPeriod };

		decimal? prevClose = null;
		decimal? prevSma = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(sma, mom, (candle, smaVal, momVal) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var close = candle.ClosePrice;

				if (prevClose.HasValue && prevSma.HasValue)
				{
					var crossUp = prevClose.Value <= prevSma.Value && close > smaVal;
					var crossDown = prevClose.Value >= prevSma.Value && close < smaVal;

					if (crossUp && momVal > 100m && Position <= 0)
						BuyMarket();
					else if (crossDown && momVal < 100m && Position >= 0)
						SellMarket();
				}

				prevClose = close;
				prevSma = smaVal;
			})
			.Start();

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

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 SimpleMovingAverage, Momentum
from StockSharp.Algo.Strategies import Strategy


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

        self._sma_period = self.Param("SmaPeriod", 30) \
            .SetDisplay("SMA Period", "SMA period", "Indicators")
        self._mom_period = self.Param("MomPeriod", 20) \
            .SetDisplay("Momentum", "Momentum period", "Indicators")

        self._sma = None
        self._mom = None
        self._prev_close = None
        self._prev_sma = None

    @property
    def sma_period(self):
        return self._sma_period.Value

    @property
    def mom_period(self):
        return self._mom_period.Value

    def OnReseted(self):
        super(sail_system_ea_strategy, self).OnReseted()
        self._sma = None
        self._mom = None
        self._prev_close = None
        self._prev_sma = None

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

        self._sma = SimpleMovingAverage()
        self._sma.Length = self.sma_period
        self._mom = Momentum()
        self._mom.Length = self.mom_period

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromHours(1)))
        subscription.Bind(self._sma, self._mom, self._process_candle)
        subscription.Start()

    def _process_candle(self, candle, sma_value, mom_value):
        if candle.State != CandleStates.Finished:
            return

        if not self._sma.IsFormed or not self._mom.IsFormed:
            return

        close = float(candle.ClosePrice)
        sma_val = float(sma_value)
        mom_val = float(mom_value)

        if self._prev_close is not None and self._prev_sma is not None:
            cross_up = self._prev_close <= self._prev_sma and close > sma_val
            cross_down = self._prev_close >= self._prev_sma and close < sma_val

            if cross_up and mom_val > 100.0 and self.Position <= 0:
                self.BuyMarket()
            elif cross_down and mom_val < 100.0 and self.Position >= 0:
                self.SellMarket()

        self._prev_close = close
        self._prev_sma = sma_val

    def CreateClone(self):
        return sail_system_ea_strategy()