Estratégia do Testador

namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// Testinator strategy: RSI-based entry with EMA trend filter.
/// Buys when RSI rises above threshold and price is above EMA.
/// Sells when RSI drops below threshold and price is below EMA.
/// </summary>
public class TestinatorStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<decimal> _rsiBuyLevel;
	private readonly StrategyParam<decimal> _rsiSellLevel;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int RsiPeriod { get => _rsiPeriod.Value; set => _rsiPeriod.Value = value; }
	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public decimal RsiBuyLevel { get => _rsiBuyLevel.Value; set => _rsiBuyLevel.Value = value; }
	public decimal RsiSellLevel { get => _rsiSellLevel.Value; set => _rsiSellLevel.Value = value; }

	public TestinatorStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI period", "Indicators");
		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter period", "Indicators");
		_rsiBuyLevel = Param(nameof(RsiBuyLevel), 55m)
			.SetDisplay("RSI Buy Level", "RSI threshold for buy signal", "Signals");
		_rsiSellLevel = Param(nameof(RsiSellLevel), 45m)
			.SetDisplay("RSI Sell Level", "RSI threshold for sell signal", "Signals");
	}

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

		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

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

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(rsi, ema, (candle, rsiVal, emaVal) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				var close = candle.ClosePrice;

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

					if (crossUp && rsiVal > RsiBuyLevel && Position <= 0)
						BuyMarket();
					else if (crossDown && rsiVal < RsiSellLevel && Position >= 0)
						SellMarket();
				}

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

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


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

        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI period", "Indicators")
        self._ema_period = self.Param("EmaPeriod", 50) \
            .SetDisplay("EMA Period", "EMA trend filter period", "Indicators")
        self._rsi_buy_level = self.Param("RsiBuyLevel", 55.0) \
            .SetDisplay("RSI Buy Level", "RSI threshold for buy signal", "Signals")
        self._rsi_sell_level = self.Param("RsiSellLevel", 45.0) \
            .SetDisplay("RSI Sell Level", "RSI threshold for sell signal", "Signals")

        self._rsi = None
        self._ema = None
        self._prev_close = None
        self._prev_ema = None

    @property
    def rsi_period(self):
        return self._rsi_period.Value

    @property
    def ema_period(self):
        return self._ema_period.Value

    @property
    def rsi_buy_level(self):
        return self._rsi_buy_level.Value

    @property
    def rsi_sell_level(self):
        return self._rsi_sell_level.Value

    def OnReseted(self):
        super(testinator_strategy, self).OnReseted()
        self._rsi = None
        self._ema = None
        self._prev_close = None
        self._prev_ema = None

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

        self._rsi = RelativeStrengthIndex()
        self._rsi.Length = self.rsi_period
        self._ema = ExponentialMovingAverage()
        self._ema.Length = self.ema_period

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        subscription.Bind(self._rsi, self._ema, self._process_candle)
        subscription.Start()

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

        if not self._rsi.IsFormed or not self._ema.IsFormed:
            return

        close = float(candle.ClosePrice)
        rsi_val = float(rsi_value)
        ema_val = float(ema_value)

        if self._prev_close is not None and self._prev_ema is not None:
            cross_up = self._prev_close <= self._prev_ema and close > ema_val
            cross_down = self._prev_close >= self._prev_ema and close < ema_val

            if cross_up and rsi_val > self.rsi_buy_level and self.Position <= 0:
                self.BuyMarket()
            elif cross_down and rsi_val < self.rsi_sell_level and self.Position >= 0:
                self.SellMarket()

        self._prev_close = close
        self._prev_ema = ema_val

    def CreateClone(self):
        return testinator_strategy()