Estratégia de compra por impulso MA Break

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// MA Break Impulse Buy strategy: EMA crossover with volume surge.
/// Buys on EMA cross up with above-average volume, sells on EMA cross down.
/// </summary>
public class MABreakImpulseBuyStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaPeriod;

	private decimal _prevClose;
	private decimal _prevEma;
	private decimal _prevVolume;
	private bool _hasPrev;

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

	public MABreakImpulseBuyStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA period", "Indicators");
	}

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

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevClose = 0;
		_prevEma = 0;
		_prevVolume = 0;
		_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 volumeUp = candle.TotalVolume > _prevVolume;

			if (_prevClose <= _prevEma && candle.ClosePrice > emaValue && volumeUp && Position <= 0)
				BuyMarket();
			else if (_prevClose >= _prevEma && candle.ClosePrice < emaValue && Position >= 0)
				SellMarket();
		}

		_prevClose = candle.ClosePrice;
		_prevEma = emaValue;
		_prevVolume = candle.TotalVolume;
		_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 ma_break_impulse_buy_strategy(Strategy):
    def __init__(self):
        super(ma_break_impulse_buy_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._ema_period = self.Param("EmaPeriod", 50)

        self._prev_close = 0.0
        self._prev_ema = 0.0
        self._prev_volume = 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(ma_break_impulse_buy_strategy, self).OnReseted()
        self._prev_close = 0.0
        self._prev_ema = 0.0
        self._prev_volume = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(ma_break_impulse_buy_strategy, self).OnStarted2(time)
        self._prev_close = 0.0
        self._prev_ema = 0.0
        self._prev_volume = 0.0
        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)
        ema_val = float(ema_value)
        volume = float(candle.TotalVolume)

        if self._has_prev:
            volume_up = volume > self._prev_volume

            if self._prev_close <= self._prev_ema and close > ema_val and volume_up and self.Position <= 0:
                self.BuyMarket()
            elif self._prev_close >= self._prev_ema and close < ema_val and self.Position >= 0:
                self.SellMarket()

        self._prev_close = close
        self._prev_ema = ema_val
        self._prev_volume = volume
        self._has_prev = True

    def CreateClone(self):
        return ma_break_impulse_buy_strategy()