Estratégia Especialista ADC PL Stoch

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Expert ADC PL Stoch strategy: Dark Cloud Cover and Piercing Line patterns
/// with Stochastic oscillator confirmation for entries and exits.
/// </summary>
public class ExpertAdcPlStochStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _stochPeriod;
	private readonly StrategyParam<decimal> _longThreshold;
	private readonly StrategyParam<decimal> _shortThreshold;
	private readonly StrategyParam<int> _signalCooldownCandles;

	private readonly List<ICandleMessage> _candles = new();
	private decimal _prevSignal;
	private int _candlesSinceTrade;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int StochPeriod { get => _stochPeriod.Value; set => _stochPeriod.Value = value; }
	public decimal LongThreshold { get => _longThreshold.Value; set => _longThreshold.Value = value; }
	public decimal ShortThreshold { get => _shortThreshold.Value; set => _shortThreshold.Value = value; }
	public int SignalCooldownCandles { get => _signalCooldownCandles.Value; set => _signalCooldownCandles.Value = value; }

	public ExpertAdcPlStochStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_stochPeriod = Param(nameof(StochPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("Stoch Period", "Stochastic period", "Indicators");
		_longThreshold = Param(nameof(LongThreshold), 30m)
			.SetDisplay("Long Threshold", "Stochastic below this for long", "Signals");
		_shortThreshold = Param(nameof(ShortThreshold), 70m)
			.SetDisplay("Short Threshold", "Stochastic above this for short", "Signals");
		_signalCooldownCandles = Param(nameof(SignalCooldownCandles), 6)
			.SetGreaterThanZero()
			.SetDisplay("Signal Cooldown", "Bars to wait between trades", "Trading");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_candles.Clear();
		_prevSignal = 0m;
		_candlesSinceTrade = SignalCooldownCandles;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_candles.Clear();
		_candlesSinceTrade = SignalCooldownCandles;
		var stoch = new StochasticOscillator { K = { Length = StochPeriod }, D = { Length = 3 } };
		var subscription = SubscribeCandles(CandleType);
		subscription.BindEx(stoch, ProcessCandle).Start();

		StartProtection(
			takeProfit: new Unit(2, UnitTypes.Percent),
			stopLoss: new Unit(1, UnitTypes.Percent)
		);
	}

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

		if (_candlesSinceTrade < SignalCooldownCandles)
			_candlesSinceTrade++;

		var stochTyped = stochValue as StochasticOscillatorValue;
		if (stochTyped?.K is not decimal kValue) return;

		_candles.Add(candle);
		if (_candles.Count > 10)
			_candles.RemoveAt(0);

		if (_candles.Count >= 2)
		{
			var curr = _candles[^1];
			var prev = _candles[^2];

			// Piercing Line: bearish prev + bullish curr that closes above prev midpoint
			var isPiercing = prev.OpenPrice > prev.ClosePrice
				&& curr.ClosePrice > curr.OpenPrice
				&& curr.OpenPrice < prev.LowPrice
				&& curr.ClosePrice > (prev.OpenPrice + prev.ClosePrice) / 2m;

			// Dark Cloud Cover: bullish prev + bearish curr that closes below prev midpoint
			var isDarkCloud = prev.ClosePrice > prev.OpenPrice
				&& curr.OpenPrice > curr.ClosePrice
				&& curr.OpenPrice > prev.HighPrice
				&& curr.ClosePrice < (prev.OpenPrice + prev.ClosePrice) / 2m;

			if (isPiercing && kValue < LongThreshold && Position == 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				BuyMarket();
				_candlesSinceTrade = 0;
			}
			else if (isDarkCloud && kValue > ShortThreshold && Position == 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				SellMarket();
				_candlesSinceTrade = 0;
			}
		}

		_prevSignal = kValue;
	}
}

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, Unit, UnitTypes
from StockSharp.Algo.Indicators import StochasticOscillator
from StockSharp.Algo.Strategies import Strategy


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

        self._stoch_period = self.Param("StochPeriod", 14) \
            .SetDisplay("Stoch Period", "Stochastic period", "Indicators")
        self._long_threshold = self.Param("LongThreshold", 30.0) \
            .SetDisplay("Long Threshold", "Stochastic below this for long", "Signals")
        self._short_threshold = self.Param("ShortThreshold", 70.0) \
            .SetDisplay("Short Threshold", "Stochastic above this for short", "Signals")
        self._signal_cooldown = self.Param("SignalCooldownCandles", 6) \
            .SetDisplay("Signal Cooldown", "Bars to wait between trades", "Trading")

        self._stoch = None
        self._candles = []
        self._candles_since_trade = 0

    @property
    def stoch_period(self):
        return self._stoch_period.Value

    @property
    def long_threshold(self):
        return self._long_threshold.Value

    @property
    def short_threshold(self):
        return self._short_threshold.Value

    @property
    def signal_cooldown(self):
        return self._signal_cooldown.Value

    def OnReseted(self):
        super(expert_adc_pl_stoch_strategy, self).OnReseted()
        self._stoch = None
        self._candles = []
        self._candles_since_trade = self.signal_cooldown

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

        self._stoch = StochasticOscillator()
        self._stoch.K.Length = self.stoch_period
        self._stoch.D.Length = 3
        self._candles = []
        self._candles_since_trade = self.signal_cooldown

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromMinutes(5)))
        subscription.BindEx(self._stoch, self._process_candle)
        subscription.Start()

        self.StartProtection(takeProfit=Unit(2, UnitTypes.Percent), stopLoss=Unit(1, UnitTypes.Percent))

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

        if self._candles_since_trade < self.signal_cooldown:
            self._candles_since_trade += 1

        k_value = float(stoch_value.K)

        self._candles.append(candle)
        if len(self._candles) > 10:
            self._candles.pop(0)

        if len(self._candles) >= 2:
            curr = self._candles[-1]
            prev = self._candles[-2]

            is_piercing = (float(prev.OpenPrice) > float(prev.ClosePrice)
                and float(curr.ClosePrice) > float(curr.OpenPrice)
                and float(curr.OpenPrice) < float(prev.LowPrice)
                and float(curr.ClosePrice) > (float(prev.OpenPrice) + float(prev.ClosePrice)) / 2.0)

            is_dark_cloud = (float(prev.ClosePrice) > float(prev.OpenPrice)
                and float(curr.OpenPrice) > float(curr.ClosePrice)
                and float(curr.OpenPrice) > float(prev.HighPrice)
                and float(curr.ClosePrice) < (float(prev.OpenPrice) + float(prev.ClosePrice)) / 2.0)

            if is_piercing and k_value < self.long_threshold and self.Position == 0 and self._candles_since_trade >= self.signal_cooldown:
                self.BuyMarket()
                self._candles_since_trade = 0
            elif is_dark_cloud and k_value > self.short_threshold and self.Position == 0 and self._candles_since_trade >= self.signal_cooldown:
                self.SellMarket()
                self._candles_since_trade = 0

    def CreateClone(self):
        return expert_adc_pl_stoch_strategy()