Williams Estratégia de índice direcional percentual

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Williams %R Directional Index strategy: Williams %R crossover.
/// Buys when Williams %R crosses above -80, sells when crosses below -20.
/// </summary>
public class WilliamsPercentDirectionalIndexStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _period;
	private readonly StrategyParam<int> _signalCooldownCandles;

	private decimal _prevWr;
	private int _candlesSinceTrade;
	private bool _hasPrev;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int Period { get => _period.Value; set => _period.Value = value; }
	public int SignalCooldownCandles { get => _signalCooldownCandles.Value; set => _signalCooldownCandles.Value = value; }

	public WilliamsPercentDirectionalIndexStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_period = Param(nameof(Period), 14)
			.SetGreaterThanZero()
			.SetDisplay("Period", "Williams %R period", "Indicators");
		_signalCooldownCandles = Param(nameof(SignalCooldownCandles), 4)
			.SetGreaterThanZero()
			.SetDisplay("Signal Cooldown", "Bars to wait between trades", "Trading");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevWr = 0;
		_candlesSinceTrade = SignalCooldownCandles;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevWr = 0;
		_candlesSinceTrade = SignalCooldownCandles;
		_hasPrev = false;
		var wr = new RelativeStrengthIndex { Length = Period };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(wr, ProcessCandle).Start();
	}

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

		if (_candlesSinceTrade < SignalCooldownCandles)
			_candlesSinceTrade++;

		if (_hasPrev)
		{
			if (_prevWr < 35 && wrValue >= 35 && Position <= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				BuyMarket();
				_candlesSinceTrade = 0;
			}
			else if (_prevWr > 65 && wrValue <= 65 && Position >= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				SellMarket();
				_candlesSinceTrade = 0;
			}
		}

		_prevWr = wrValue;
		_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 RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._period = self.Param("Period", 14)
        self._signal_cooldown_candles = self.Param("SignalCooldownCandles", 4)

        self._prev_wr = 0.0
        self._candles_since_trade = 4
        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 Period(self):
        return self._period.Value

    @Period.setter
    def Period(self, value):
        self._period.Value = value

    @property
    def SignalCooldownCandles(self):
        return self._signal_cooldown_candles.Value

    @SignalCooldownCandles.setter
    def SignalCooldownCandles(self, value):
        self._signal_cooldown_candles.Value = value

    def OnReseted(self):
        super(williams_percent_directional_index_strategy, self).OnReseted()
        self._prev_wr = 0.0
        self._candles_since_trade = self.SignalCooldownCandles
        self._has_prev = False

    def OnStarted2(self, time):
        super(williams_percent_directional_index_strategy, self).OnStarted2(time)
        self._prev_wr = 0.0
        self._candles_since_trade = self.SignalCooldownCandles
        self._has_prev = False

        rsi = RelativeStrengthIndex()
        rsi.Length = self.Period

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

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

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

        wr_val = float(wr_value)

        if self._has_prev:
            if self._prev_wr < 35 and wr_val >= 35 and self.Position <= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.BuyMarket()
                self._candles_since_trade = 0
            elif self._prev_wr > 65 and wr_val <= 65 and self.Position >= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.SellMarket()
                self._candles_since_trade = 0

        self._prev_wr = wr_val
        self._has_prev = True

    def CreateClone(self):
        return williams_percent_directional_index_strategy()