Estratégia de Engolfo Simples

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Simple Engulfing strategy: engulfing candlestick pattern with EMA filter.
/// Buys on bullish engulfing above EMA, sells on bearish engulfing below EMA.
/// </summary>
public class SimpleEngulfingStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaPeriod;

	private decimal _prevOpen;
	private decimal _prevClose;
	private bool _hasPrev;

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

	public SimpleEngulfingStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter period", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevOpen = 0;
		_prevClose = 0;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_hasPrev = false;
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ema, ProcessCandle).Start();
	}

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

		if (_hasPrev)
		{
			var prevBearish = _prevClose < _prevOpen;
			var currBullish = candle.ClosePrice > candle.OpenPrice;
			var bullishEngulf = prevBearish && currBullish
				&& candle.OpenPrice <= _prevClose && candle.ClosePrice >= _prevOpen;

			var prevBullish = _prevClose > _prevOpen;
			var currBearish = candle.ClosePrice < candle.OpenPrice;
			var bearishEngulf = prevBullish && currBearish
				&& candle.OpenPrice >= _prevClose && candle.ClosePrice <= _prevOpen;

			if (bullishEngulf && candle.ClosePrice > emaValue && Position <= 0)
				BuyMarket();
			else if (bearishEngulf && candle.ClosePrice < emaValue && Position >= 0)
				SellMarket();
		}

		_prevOpen = candle.OpenPrice;
		_prevClose = candle.ClosePrice;
		_hasPrev = 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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        self._ema_period = self.Param("EmaPeriod", 50)

        self._prev_open = 0.0
        self._prev_close = 0.0
        self._has_prev = False

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

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

    @EmaPeriod.setter
    def EmaPeriod(self, value):
        self._ema_period.Value = value

    def OnReseted(self):
        super(simple_engulfing_strategy, self).OnReseted()
        self._prev_open = 0.0
        self._prev_close = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(simple_engulfing_strategy, self).OnStarted2(time)
        self._has_prev = False

        ema = ExponentialMovingAverage()
        ema.Length = self.EmaPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(ema, self._process_candle).Start()

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

        close = float(candle.ClosePrice)
        open_price = float(candle.OpenPrice)
        ema_val = float(ema_value)

        if self._has_prev:
            prev_bearish = self._prev_close < self._prev_open
            curr_bullish = close > open_price
            bullish_engulf = (prev_bearish and curr_bullish and
                              open_price <= self._prev_close and close >= self._prev_open)

            prev_bullish = self._prev_close > self._prev_open
            curr_bearish = close < open_price
            bearish_engulf = (prev_bullish and curr_bearish and
                              open_price >= self._prev_close and close <= self._prev_open)

            if bullish_engulf and close > ema_val and self.Position <= 0:
                self.BuyMarket()
            elif bearish_engulf and close < ema_val and self.Position >= 0:
                self.SellMarket()

        self._prev_open = open_price
        self._prev_close = close
        self._has_prev = True

    def CreateClone(self):
        return simple_engulfing_strategy()