Estratégia de alerta cruzado TenKijun (ID 3562)

using System;
using System.Collections.Generic;

using Ecng.Common;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Tenkan/Kijun cross strategy based on Ichimoku indicator.
/// Buys when Tenkan crosses above Kijun, sells when Tenkan crosses below Kijun.
/// Uses SMA proxies for Tenkan (short) and Kijun (long) since Ichimoku complex type
/// requires BindEx and special value handling.
/// </summary>
public class TenKijunCrossStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _tenkanPeriod;
	private readonly StrategyParam<int> _kijunPeriod;

	private readonly Queue<decimal> _highsTenkan = new();
	private readonly Queue<decimal> _lowsTenkan = new();
	private readonly Queue<decimal> _highsKijun = new();
	private readonly Queue<decimal> _lowsKijun = new();
	private decimal? _prevTenkan;
	private decimal? _prevKijun;

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

	public int TenkanPeriod
	{
		get => _tenkanPeriod.Value;
		set => _tenkanPeriod.Value = value;
	}

	public int KijunPeriod
	{
		get => _kijunPeriod.Value;
		set => _kijunPeriod.Value = value;
	}

	public TenKijunCrossStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for Ichimoku calculations", "General");

		_tenkanPeriod = Param(nameof(TenkanPeriod), 12)
			.SetGreaterThanZero()
			.SetDisplay("Tenkan Period", "Tenkan-sen conversion line period", "Indicators");

		_kijunPeriod = Param(nameof(KijunPeriod), 34)
			.SetGreaterThanZero()
			.SetDisplay("Kijun Period", "Kijun-sen base line period", "Indicators");
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_prevTenkan = null;
		_prevKijun = null;
		_highsTenkan.Clear();
		_lowsTenkan.Clear();
		_highsKijun.Clear();
		_lowsKijun.Clear();

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawOwnTrades(area);
		}
	}

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

		// Compute Tenkan-sen = (highest high + lowest low) / 2 over TenkanPeriod
		_highsTenkan.Enqueue(candle.HighPrice);
		_lowsTenkan.Enqueue(candle.LowPrice);
		if (_highsTenkan.Count > TenkanPeriod)
		{
			_highsTenkan.Dequeue();
			_lowsTenkan.Dequeue();
		}

		// Compute Kijun-sen = (highest high + lowest low) / 2 over KijunPeriod
		_highsKijun.Enqueue(candle.HighPrice);
		_lowsKijun.Enqueue(candle.LowPrice);
		if (_highsKijun.Count > KijunPeriod)
		{
			_highsKijun.Dequeue();
			_lowsKijun.Dequeue();
		}

		if (_highsTenkan.Count < TenkanPeriod || _highsKijun.Count < KijunPeriod)
			return;

		var highsTenkan = _highsTenkan.ToArray();
		var lowsTenkan = _lowsTenkan.ToArray();
		var highsKijun = _highsKijun.ToArray();
		var lowsKijun = _lowsKijun.ToArray();
		var tenkan = (Max(highsTenkan) + Min(lowsTenkan)) / 2;
		var kijun = (Max(highsKijun) + Min(lowsKijun)) / 2;

		if (_prevTenkan is null || _prevKijun is null)
		{
			_prevTenkan = tenkan;
			_prevKijun = kijun;
			return;
		}

		var volume = Volume;
		if (volume <= 0)
			volume = 1;

		var crossUp = _prevTenkan.Value <= _prevKijun.Value && tenkan > kijun;
		var crossDown = _prevTenkan.Value >= _prevKijun.Value && tenkan < kijun;

		if (crossUp)
		{
			if (Position <= 0)
				BuyMarket(Position < 0 ? Math.Abs(Position) + volume : volume);
		}
		else if (crossDown)
		{
			if (Position >= 0)
				SellMarket(Position > 0 ? Math.Abs(Position) + volume : volume);
		}

		_prevTenkan = tenkan;
		_prevKijun = kijun;
	}

	private static decimal Max(IEnumerable<decimal> values)
	{
		decimal max = decimal.MinValue;

		foreach (var v in values)
			if (v > max) max = v;

		return max;
	}

	private static decimal Min(IEnumerable<decimal> values)
	{
		decimal min = decimal.MaxValue;

		foreach (var v in values)
			if (v < min) min = v;

		return min;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_prevTenkan = null;
		_prevKijun = null;
		_highsTenkan.Clear();
		_lowsTenkan.Clear();
		_highsKijun.Clear();
		_lowsKijun.Clear();

		base.OnReseted();
	}
}

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.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._tenkan_period = self.Param("TenkanPeriod", 12)
        self._kijun_period = self.Param("KijunPeriod", 34)

        self._highs_tenkan = []
        self._lows_tenkan = []
        self._highs_kijun = []
        self._lows_kijun = []
        self._prev_tenkan = None
        self._prev_kijun = None

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

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

    @property
    def TenkanPeriod(self):
        return self._tenkan_period.Value

    @TenkanPeriod.setter
    def TenkanPeriod(self, value):
        self._tenkan_period.Value = value

    @property
    def KijunPeriod(self):
        return self._kijun_period.Value

    @KijunPeriod.setter
    def KijunPeriod(self, value):
        self._kijun_period.Value = value

    def OnReseted(self):
        super(ten_kijun_cross_strategy, self).OnReseted()
        self._highs_tenkan = []
        self._lows_tenkan = []
        self._highs_kijun = []
        self._lows_kijun = []
        self._prev_tenkan = None
        self._prev_kijun = None

    def OnStarted2(self, time):
        super(ten_kijun_cross_strategy, self).OnStarted2(time)
        self._highs_tenkan = []
        self._lows_tenkan = []
        self._highs_kijun = []
        self._lows_kijun = []
        self._prev_tenkan = None
        self._prev_kijun = None

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

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

        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        tenkan_period = self.TenkanPeriod
        kijun_period = self.KijunPeriod

        self._highs_tenkan.append(high)
        self._lows_tenkan.append(low)
        while len(self._highs_tenkan) > tenkan_period:
            self._highs_tenkan.pop(0)
            self._lows_tenkan.pop(0)

        self._highs_kijun.append(high)
        self._lows_kijun.append(low)
        while len(self._highs_kijun) > kijun_period:
            self._highs_kijun.pop(0)
            self._lows_kijun.pop(0)

        if len(self._highs_tenkan) < tenkan_period or len(self._highs_kijun) < kijun_period:
            return

        tenkan = (max(self._highs_tenkan) + min(self._lows_tenkan)) / 2.0
        kijun = (max(self._highs_kijun) + min(self._lows_kijun)) / 2.0

        if self._prev_tenkan is None or self._prev_kijun is None:
            self._prev_tenkan = tenkan
            self._prev_kijun = kijun
            return

        cross_up = self._prev_tenkan <= self._prev_kijun and tenkan > kijun
        cross_down = self._prev_tenkan >= self._prev_kijun and tenkan < kijun

        if cross_up:
            if self.Position <= 0:
                self.BuyMarket()
        elif cross_down:
            if self.Position >= 0:
                self.SellMarket()

        self._prev_tenkan = tenkan
        self._prev_kijun = kijun

    def CreateClone(self):
        return ten_kijun_cross_strategy()