Estratégia de grade semanal RangeEA

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Range based grid strategy that detects the trading range from recent price action
/// and places buy/sell limit orders at grid levels within the range.
/// Buys at lower grid levels, sells at upper grid levels.
/// </summary>
public class RangeWeeklyGridStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rangePeriod;
	private readonly StrategyParam<int> _gridLevels;

	private decimal _rangeHigh;
	private decimal _rangeLow;
	private bool _rangeSet;
	private decimal _entryPrice;
	private DateTimeOffset _lastTradeTime;

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

	public int RangePeriod
	{
		get => _rangePeriod.Value;
		set => _rangePeriod.Value = value;
	}

	public int GridLevels
	{
		get => _gridLevels.Value;
		set => _gridLevels.Value = value;
	}

	public RangeWeeklyGridStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Primary candle type", "General");

		_rangePeriod = Param(nameof(RangePeriod), 100)
			.SetDisplay("Range Period", "Number of candles to determine range", "Logic");

		_gridLevels = Param(nameof(GridLevels), 5)
			.SetDisplay("Grid Levels", "Number of grid levels within the range", "Logic");
	}

	protected override void OnReseted()
	{
		base.OnReseted();
		_rangeHigh = 0;
		_rangeLow = 0;
		_rangeSet = false;
		_entryPrice = 0;
		_lastTradeTime = default;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var highest = new Highest { Length = RangePeriod };
		var lowest = new Lowest { Length = RangePeriod };

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

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

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

		if (highestValue <= 0 || lowestValue <= 0 || highestValue <= lowestValue)
			return;

		_rangeHigh = highestValue;
		_rangeLow = lowestValue;
		_rangeSet = true;

		if (!_rangeSet)
			return;

		var range = _rangeHigh - _rangeLow;
		if (range <= 0)
			return;

		// Cooldown: at least 1 day between trades
		if (_lastTradeTime != default && candle.CloseTime - _lastTradeTime < TimeSpan.FromDays(1))
			return;

		var gridStep = range / (GridLevels + 1);
		var close = candle.ClosePrice;
		var mid = (_rangeHigh + _rangeLow) / 2;

		// Buy when price is in lower portion of range
		if (close <= _rangeLow + gridStep && Position <= 0)
		{
			BuyMarket();
			_entryPrice = close;
			_lastTradeTime = candle.CloseTime;
		}
		// Sell when price is in upper portion of range
		else if (close >= _rangeHigh - gridStep && Position >= 0)
		{
			SellMarket();
			_entryPrice = close;
			_lastTradeTime = candle.CloseTime;
		}
		// Take profit at mid-range
		else if (Position > 0 && close >= mid)
		{
			SellMarket();
			_lastTradeTime = candle.CloseTime;
		}
		else if (Position < 0 && close <= mid)
		{
			BuyMarket();
			_lastTradeTime = candle.CloseTime;
		}
	}
}

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 Highest, Lowest
from StockSharp.Algo.Strategies import Strategy

class range_weekly_grid_strategy(Strategy):
    def __init__(self):
        super(range_weekly_grid_strategy, self).__init__()
        self._range_period = self.Param("RangePeriod", 100).SetDisplay("Range Period", "Candles to determine range", "Logic")
        self._grid_levels = self.Param("GridLevels", 5).SetDisplay("Grid Levels", "Grid levels within range", "Logic")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))).SetDisplay("Candle Type", "Primary candle type", "General")

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

    def OnStarted2(self, time):
        super(range_weekly_grid_strategy, self).OnStarted2(time)

        highest = Highest()
        highest.Length = self._range_period.Value
        lowest = Lowest()
        lowest.Length = self._range_period.Value

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(highest, lowest, self.OnProcess).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, sub)
            self.DrawOwnTrades(area)

    def OnProcess(self, candle, highest_val, lowest_val):
        if candle.State != CandleStates.Finished:
            return
        if highest_val <= 0 or lowest_val <= 0 or highest_val <= lowest_val:
            return

        rng = highest_val - lowest_val
        if rng <= 0:
            return

        grid_step = rng / (self._grid_levels.Value + 1)
        close = candle.ClosePrice
        mid = (highest_val + lowest_val) / 2.0

        if close <= lowest_val + grid_step and self.Position <= 0:
            self.BuyMarket()
        elif close >= highest_val - grid_step and self.Position >= 0:
            self.SellMarket()
        elif self.Position > 0 and close >= mid:
            self.SellMarket()
        elif self.Position < 0 and close <= mid:
            self.BuyMarket()

    def CreateClone(self):
        return range_weekly_grid_strategy()