Estratégia GoldWarrior02b

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>
/// Gold Warrior Impulse strategy - CCI crossover with EMA trend filter.
/// Buys when CCI crosses above zero while price is above EMA.
/// Sells when CCI crosses below zero while price is below EMA.
/// </summary>
public class GoldWarrior02bImpulseStrategy : Strategy
{
	private readonly StrategyParam<int> _cciPeriod;
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevCci;
	private bool _hasPrev;

	public int CciPeriod { get => _cciPeriod.Value; set => _cciPeriod.Value = value; }
	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public GoldWarrior02bImpulseStrategy()
	{
		_cciPeriod = Param(nameof(CciPeriod), 14)
			.SetDisplay("CCI Period", "CCI lookback", "Indicators");

		_emaPeriod = Param(nameof(EmaPeriod), 21)
			.SetDisplay("EMA Period", "EMA trend filter", "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(); _prevCci = 0m; _hasPrev = false; }

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

		_hasPrev = false;

		var cci = new CommodityChannelIndex { Length = CciPeriod };
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

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

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

		var close = candle.ClosePrice;

		if (!_hasPrev)
		{
			_prevCci = cci;
			_hasPrev = true;
			return;
		}

		// CCI crosses above zero + price above EMA = buy
		if (_prevCci <= 0 && cci > 0 && close > ema && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// CCI crosses below zero + price below EMA = sell
		else if (_prevCci >= 0 && cci < 0 && close < ema && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevCci = cci;
	}
}

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 CommodityChannelIndex, ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

class gold_warrior02b_impulse_strategy(Strategy):
    def __init__(self):
        super(gold_warrior02b_impulse_strategy, self).__init__()
        self._cci_period = self.Param("CciPeriod", 14).SetDisplay("CCI Period", "CCI lookback", "Indicators")
        self._ema_period = self.Param("EmaPeriod", 21).SetDisplay("EMA Period", "EMA trend filter", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_cci = 0.0
        self._has_prev = False
    @property
    def cci_period(self): return self._cci_period.Value
    @property
    def ema_period(self): return self._ema_period.Value
    @property
    def candle_type(self): return self._candle_type.Value
    def OnReseted(self):
        super(gold_warrior02b_impulse_strategy, self).OnReseted()
        self._prev_cci = 0.0
        self._has_prev = False
    def OnStarted2(self, time):
        super(gold_warrior02b_impulse_strategy, self).OnStarted2(time)
        self._has_prev = False
        cci = CommodityChannelIndex()
        cci.Length = self.cci_period
        ema = ExponentialMovingAverage()
        ema.Length = self.ema_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(cci, ema, self.process_candle).Start()
    def process_candle(self, candle, cci, ema):
        if candle.State != CandleStates.Finished:
            return
        close = float(candle.ClosePrice)
        cci_val = float(cci)
        ema_val = float(ema)
        if not self._has_prev:
            self._prev_cci = cci_val
            self._has_prev = True
            return
        if self._prev_cci <= 0 and cci_val > 0 and close > ema_val and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif self._prev_cci >= 0 and cci_val < 0 and close < ema_val and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_cci = cci_val
    def CreateClone(self):
        return gold_warrior02b_impulse_strategy()