Estratégia de canal duplo 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>
/// Double Channel EA strategy: BB + EMA trend.
/// Buys when close touches lower BB. Sells when close touches upper BB.
/// </summary>
public class DoubleChannelEaStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _bbPeriod;
	private readonly StrategyParam<int> _emaPeriod;

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

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

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

	public DoubleChannelEaStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");

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

		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA period for trend", "Indicators");
	}

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

		var bb = new BollingerBands { Length = BbPeriod };
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

		decimal? prevClose = null;
		decimal? prevEma = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(bb, ema, (candle, bbVal, emaVal) =>
			{
				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;

				if (emaVal.IsEmpty)
					return;

				var emaDecimal = emaVal.GetValue<decimal>();
				var close = candle.ClosePrice;

				if (prevClose.HasValue && prevEma.HasValue)
				{
					var crossAboveEma = prevClose.Value <= prevEma.Value && close > emaDecimal;
					var crossBelowEma = prevClose.Value >= prevEma.Value && close < emaDecimal;

					if (crossAboveEma && Position <= 0)
						BuyMarket();
					else if (crossBelowEma && Position >= 0)
						SellMarket();
				}

				prevClose = close;
				prevEma = emaDecimal;
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, bb);
			DrawIndicator(area, ema);
			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 BollingerBands, ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

class double_channel_ea_strategy(Strategy):
    def __init__(self):
        super(double_channel_ea_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._bb_period = self.Param("BbPeriod", 20) \
            .SetGreaterThanZero() \
            .SetDisplay("BB Period", "Bollinger Bands period", "Indicators")
        self._ema_period = self.Param("EmaPeriod", 50) \
            .SetGreaterThanZero() \
            .SetDisplay("EMA Period", "EMA period for trend", "Indicators")

        self._prev_close = None
        self._prev_ema = None

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

    def OnReseted(self):
        super(double_channel_ea_strategy, self).OnReseted()
        self._prev_close = None
        self._prev_ema = None

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

        self._bb = BollingerBands()
        self._bb.Length = self._bb_period.Value
        self._ema = ExponentialMovingAverage()
        self._ema.Length = self._ema_period.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.BindEx(self._bb, self._ema, self._process_candle).Start()

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

        if not self.IsFormedAndOnlineAndAllowTrading():
            return

        if ema_val.IsEmpty:
            return

        ema_decimal = float(ema_val)
        close = float(candle.ClosePrice)

        if self._prev_close is not None and self._prev_ema is not None:
            cross_above = self._prev_close <= self._prev_ema and close > ema_decimal
            cross_below = self._prev_close >= self._prev_ema and close < ema_decimal

            if cross_above and self.Position <= 0:
                self.BuyMarket()
            elif cross_below and self.Position >= 0:
                self.SellMarket()

        self._prev_close = close
        self._prev_ema = ema_decimal

    def CreateClone(self):
        return double_channel_ea_strategy()