Estratégia do sistema de anel EA

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Ring System EA strategy: ROC momentum with SMA filter.
/// Buys when ROC is positive and price above SMA, sells when ROC is negative and below SMA.
/// </summary>
public class RingSystemEaStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _smaPeriod;
	private readonly StrategyParam<int> _rocPeriod;
	private bool _wasBullish;
	private bool _hasPrevSignal;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int SmaPeriod { get => _smaPeriod.Value; set => _smaPeriod.Value = value; }
	public int RocPeriod { get => _rocPeriod.Value; set => _rocPeriod.Value = value; }

	public RingSystemEaStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_smaPeriod = Param(nameof(SmaPeriod), 30)
			.SetGreaterThanZero()
			.SetDisplay("SMA Period", "SMA trend filter period", "Indicators");
		_rocPeriod = Param(nameof(RocPeriod), 10)
			.SetGreaterThanZero()
			.SetDisplay("ROC Period", "Rate of Change period", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_wasBullish = false;
		_hasPrevSignal = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_hasPrevSignal = false;
		var sma = new SimpleMovingAverage { Length = SmaPeriod };
		var roc = new RateOfChange { Length = RocPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(sma, roc, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal sma, decimal roc)
	{
		if (candle.State != CandleStates.Finished) return;
		var close = candle.ClosePrice;
		var isBullish = roc > 0 && close > sma;

		if (_hasPrevSignal && isBullish != _wasBullish)
		{
			if (isBullish && Position <= 0)
				BuyMarket();
			else if (!isBullish && roc < 0 && close < sma && Position >= 0)
				SellMarket();
		}

		_wasBullish = isBullish;
		_hasPrevSignal = true;
	}
}

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, RateOfChange
from StockSharp.Algo.Strategies import Strategy


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

        self._sma_period = self.Param("SmaPeriod", 30) \
            .SetDisplay("SMA Period", "SMA trend filter period", "Indicators")
        self._roc_period = self.Param("RocPeriod", 10) \
            .SetDisplay("ROC Period", "Rate of Change period", "Indicators")

        self._sma = None
        self._roc = None
        self._was_bullish = False
        self._has_prev_signal = False

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

    @property
    def roc_period(self):
        return self._roc_period.Value

    def OnReseted(self):
        super(ring_system_ea_strategy, self).OnReseted()
        self._sma = None
        self._roc = None
        self._was_bullish = False
        self._has_prev_signal = False

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

        self._sma = SimpleMovingAverage()
        self._sma.Length = self.sma_period
        self._roc = RateOfChange()
        self._roc.Length = self.roc_period
        self._has_prev_signal = False

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromMinutes(15)))
        subscription.Bind(self._sma, self._roc, self._process_candle)
        subscription.Start()

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

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

        close = float(candle.ClosePrice)
        sma_val = float(sma_value)
        roc_val = float(roc_value)
        is_bullish = roc_val > 0.0 and close > sma_val

        if self._has_prev_signal and is_bullish != self._was_bullish:
            if is_bullish and self.Position <= 0:
                self.BuyMarket()
            elif not is_bullish and roc_val < 0.0 and close < sma_val and self.Position >= 0:
                self.SellMarket()

        self._was_bullish = is_bullish
        self._has_prev_signal = True

    def CreateClone(self):
        return ring_system_ea_strategy()