Sistema Contra-Canal Donchain

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>
/// Donchian counter-channel system.
/// Counter-trend: buys when lower channel turns up (reversal from support).
/// Sells when upper channel turns down (reversal from resistance).
/// </summary>
public class DonchainCounterChannelSystemStrategy : Strategy
{
	private readonly StrategyParam<int> _channelPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevHigh;
	private decimal _prevLow;
	private decimal _prevPrevHigh;
	private decimal _prevPrevLow;
	private int _barCount;

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

	public DonchainCounterChannelSystemStrategy()
	{
		_channelPeriod = Param(nameof(ChannelPeriod), 20)
			.SetDisplay("Channel Period", "Donchian channel lookback", "Indicators");

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

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)];
	protected override void OnReseted() { base.OnReseted(); _prevHigh = 0m; _prevLow = 0m; _prevPrevHigh = 0m; _prevPrevLow = 0m; _barCount = 0; }

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

		_barCount = 0;

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

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

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

		_barCount++;

		if (_barCount < 3)
		{
			_prevPrevHigh = _prevHigh;
			_prevPrevLow = _prevLow;
			_prevHigh = highest;
			_prevLow = lowest;
			return;
		}

		// Lower band turning up = support holding = buy signal
		var lowerTurningUp = lowest > _prevLow && _prevLow <= _prevPrevLow;
		// Upper band turning down = resistance holding = sell signal
		var upperTurningDown = highest < _prevHigh && _prevHigh >= _prevPrevHigh;

		if (lowerTurningUp && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		else if (upperTurningDown && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevPrevHigh = _prevHigh;
		_prevPrevLow = _prevLow;
		_prevHigh = highest;
		_prevLow = lowest;
	}
}

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 donchain_counter_channel_system_strategy(Strategy):
    def __init__(self):
        super(donchain_counter_channel_system_strategy, self).__init__()
        self._channel_period = self.Param("ChannelPeriod", 20) \
            .SetDisplay("Channel Period", "Donchian channel lookback", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_high = 0.0
        self._prev_low = 0.0
        self._prev_prev_high = 0.0
        self._prev_prev_low = 0.0
        self._bar_count = 0

    @property
    def channel_period(self):
        return self._channel_period.Value

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

    def OnReseted(self):
        super(donchain_counter_channel_system_strategy, self).OnReseted()
        self._prev_high = 0.0
        self._prev_low = 0.0
        self._prev_prev_high = 0.0
        self._prev_prev_low = 0.0
        self._bar_count = 0

    def OnStarted2(self, time):
        super(donchain_counter_channel_system_strategy, self).OnStarted2(time)
        self._bar_count = 0
        highest = Highest()
        highest.Length = self.channel_period
        lowest = Lowest()
        lowest.Length = self.channel_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(highest, lowest, self.process_candle).Start()

    def process_candle(self, candle, highest, lowest):
        if candle.State != CandleStates.Finished:
            return
        high_val = float(highest)
        low_val = float(lowest)
        self._bar_count += 1
        if self._bar_count < 3:
            self._prev_prev_high = self._prev_high
            self._prev_prev_low = self._prev_low
            self._prev_high = high_val
            self._prev_low = low_val
            return
        lower_turning_up = low_val > self._prev_low and self._prev_low <= self._prev_prev_low
        upper_turning_down = high_val < self._prev_high and self._prev_high >= self._prev_prev_high
        if lower_turning_up and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif upper_turning_down and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_prev_high = self._prev_high
        self._prev_prev_low = self._prev_low
        self._prev_high = high_val
        self._prev_low = low_val

    def CreateClone(self):
        return donchain_counter_channel_system_strategy()