5min RSI Estratégia Qualificada

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>
/// 5-minute RSI qualified strategy.
/// Counts consecutive candles in RSI extreme zones.
/// Buys after sustained oversold, sells after sustained overbought.
/// </summary>
public class FiveMinRsiQualifiedStrategy : Strategy
{
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<int> _qualificationLength;
	private readonly StrategyParam<decimal> _upperThreshold;
	private readonly StrategyParam<decimal> _lowerThreshold;
	private readonly StrategyParam<DataType> _candleType;

	private int _overboughtCount;
	private int _oversoldCount;

	public int RsiPeriod { get => _rsiPeriod.Value; set => _rsiPeriod.Value = value; }
	public int QualificationLength { get => _qualificationLength.Value; set => _qualificationLength.Value = value; }
	public decimal UpperThreshold { get => _upperThreshold.Value; set => _upperThreshold.Value = value; }
	public decimal LowerThreshold { get => _lowerThreshold.Value; set => _lowerThreshold.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public FiveMinRsiQualifiedStrategy()
	{
		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetDisplay("RSI Period", "RSI lookback", "Indicators");

		_qualificationLength = Param(nameof(QualificationLength), 3)
			.SetDisplay("Qual Length", "Consecutive candles in extreme zone", "Indicators");

		_upperThreshold = Param(nameof(UpperThreshold), 65m)
			.SetDisplay("Upper", "RSI overbought threshold", "Indicators");

		_lowerThreshold = Param(nameof(LowerThreshold), 35m)
			.SetDisplay("Lower", "RSI oversold threshold", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_overboughtCount = 0;
		_oversoldCount = 0;
	}

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

		_overboughtCount = 0;
		_oversoldCount = 0;

		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };

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

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

		// Track consecutive overbought candles
		if (rsiValue >= UpperThreshold)
			_overboughtCount++;
		else
			_overboughtCount = 0;

		// Track consecutive oversold candles
		if (rsiValue <= LowerThreshold)
			_oversoldCount++;
		else
			_oversoldCount = 0;

		// After qualified oversold period, buy (contrarian)
		if (_oversoldCount >= QualificationLength && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
			_oversoldCount = 0;
		}
		// After qualified overbought period, sell (contrarian)
		else if (_overboughtCount >= QualificationLength && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
			_overboughtCount = 0;
		}
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy


class five_min_rsi_qualified_strategy(Strategy):
    """5-minute RSI qualified strategy.
    Counts consecutive candles in RSI extreme zones.
    Buys after sustained oversold, sells after sustained overbought."""

    def __init__(self):
        super(five_min_rsi_qualified_strategy, self).__init__()

        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI lookback", "Indicators")
        self._qualification_length = self.Param("QualificationLength", 3) \
            .SetDisplay("Qual Length", "Consecutive candles in extreme zone", "Indicators")
        self._upper_threshold = self.Param("UpperThreshold", 65.0) \
            .SetDisplay("Upper", "RSI overbought threshold", "Indicators")
        self._lower_threshold = self.Param("LowerThreshold", 35.0) \
            .SetDisplay("Lower", "RSI oversold threshold", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")

        self._overbought_count = 0
        self._oversold_count = 0

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

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

    @property
    def RsiPeriod(self):
        return self._rsi_period.Value

    @property
    def QualificationLength(self):
        return self._qualification_length.Value

    @property
    def UpperThreshold(self):
        return self._upper_threshold.Value

    @property
    def LowerThreshold(self):
        return self._lower_threshold.Value

    def OnReseted(self):
        super(five_min_rsi_qualified_strategy, self).OnReseted()
        self._overbought_count = 0
        self._oversold_count = 0

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

        self._overbought_count = 0
        self._oversold_count = 0

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

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

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

        rsi_val = float(rsi_value)
        upper = float(self.UpperThreshold)
        lower = float(self.LowerThreshold)
        qual = int(self.QualificationLength)

        # Track consecutive overbought candles
        if rsi_val >= upper:
            self._overbought_count += 1
        else:
            self._overbought_count = 0

        # Track consecutive oversold candles
        if rsi_val <= lower:
            self._oversold_count += 1
        else:
            self._oversold_count = 0

        # After qualified oversold period, buy (contrarian)
        if self._oversold_count >= qual and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
            self._oversold_count = 0
        # After qualified overbought period, sell (contrarian)
        elif self._overbought_count >= qual and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
            self._overbought_count = 0

    def CreateClone(self):
        return five_min_rsi_qualified_strategy()