Estratégia MT5 de modelo multimoeda

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Simplified from "Multi Currency Template MT5" MetaTrader expert.
/// Uses candlestick pattern (bearish followed by bullish or vice versa) for entries
/// with simple reversal logic.
/// </summary>
public class MultiCurrencyTemplateMt5Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _lookback;

	private ICandleMessage _prevCandle;

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

	public int Lookback
	{
		get => _lookback.Value;
		set => _lookback.Value = value;
	}

	public MultiCurrencyTemplateMt5Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for signal generation", "General");

		_lookback = Param(nameof(Lookback), 1)
			.SetGreaterThanZero()
			.SetDisplay("Lookback", "Number of prior candles for pattern", "Signals");
	}

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

		_prevCandle = null;

		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;

		if (_prevCandle is null)
		{
			_prevCandle = candle;
			return;
		}

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

		// Buy signal: previous candle was bullish (close > open), current closes below previous open
		// This is a reversal pattern - bearish candle after bullish suggests exhaustion, buy the dip
		var minBody = _prevCandle.OpenPrice * 0.001m;
		var buySignal = candle.ClosePrice < _prevCandle.OpenPrice - minBody && _prevCandle.ClosePrice > _prevCandle.OpenPrice + minBody;
		// Sell signal: previous candle was bearish (close < open), current closes above previous open
		var sellSignal = candle.ClosePrice > _prevCandle.OpenPrice + minBody && _prevCandle.ClosePrice < _prevCandle.OpenPrice - minBody;

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

		_prevCandle = candle;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		_prevCandle = null;

		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 multi_currency_template_mt5_strategy(Strategy):
    def __init__(self):
        super(multi_currency_template_mt5_strategy, self).__init__()

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

        self._prev_open = None
        self._prev_close = None

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

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

    def OnReseted(self):
        super(multi_currency_template_mt5_strategy, self).OnReseted()
        self._prev_open = None
        self._prev_close = None

    def OnStarted2(self, time):
        super(multi_currency_template_mt5_strategy, self).OnStarted2(time)
        self._prev_open = None
        self._prev_close = None

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

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

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

        if self._prev_open is None or self._prev_close is None:
            self._prev_open = open_price
            self._prev_close = close
            return

        min_body = self._prev_open * 0.001

        # Buy: previous candle was bullish (close > open), current closes below previous open
        buy_signal = (close < self._prev_open - min_body and
                      self._prev_close > self._prev_open + min_body)
        # Sell: previous candle was bearish (close < open), current closes above previous open
        sell_signal = (close > self._prev_open + min_body and
                       self._prev_close < self._prev_open - min_body)

        if buy_signal:
            if self.Position <= 0:
                self.BuyMarket()
        elif sell_signal:
            if self.Position >= 0:
                self.SellMarket()

        self._prev_open = open_price
        self._prev_close = close

    def CreateClone(self):
        return multi_currency_template_mt5_strategy()