Estratégia TwoPerBar Ron

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>
/// Two Per Bar Ron strategy - momentum-based direction with EMA confirmation.
/// Buys when momentum crosses above zero and close is above EMA.
/// Sells when momentum crosses below zero and close is below EMA.
/// </summary>
public class TwoPerBarRonStrategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _momentumPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevMom;
	private bool _hasPrev;

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

	public TwoPerBarRonStrategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetDisplay("EMA Period", "EMA trend filter", "Indicators");

		_momentumPeriod = Param(nameof(MomentumPeriod), 10)
			.SetDisplay("Momentum Period", "Momentum 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(); _prevMom = 0m; _hasPrev = false; }

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

		_hasPrev = false;

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var mom = new Momentum { Length = MomentumPeriod };

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

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

		var close = candle.ClosePrice;

		if (!_hasPrev)
		{
			_prevMom = mom;
			_hasPrev = true;
			return;
		}

		if (_prevMom <= 0 && mom > 0 && close > ema && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		else if (_prevMom >= 0 && mom < 0 && close < ema && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevMom = mom;
	}
}

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 ExponentialMovingAverage, Momentum
from StockSharp.Algo.Strategies import Strategy
class two_per_bar_ron_strategy(Strategy):
    def __init__(self):
        super(two_per_bar_ron_strategy, self).__init__()
        self._ema_period = self.Param("EmaPeriod", 20).SetDisplay("EMA Period", "EMA trend filter", "Indicators")
        self._momentum_period = self.Param("MomentumPeriod", 10).SetDisplay("Momentum Period", "Momentum lookback", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_mom = 0.0; self._has_prev = False
    @property
    def ema_period(self): return self._ema_period.Value
    @property
    def momentum_period(self): return self._momentum_period.Value
    @property
    def candle_type(self): return self._candle_type.Value
    def OnReseted(self):
        super(two_per_bar_ron_strategy, self).OnReseted()
        self._prev_mom = 0.0; self._has_prev = False
    def OnStarted2(self, time):
        super(two_per_bar_ron_strategy, self).OnStarted2(time)
        self._has_prev = False
        ema = ExponentialMovingAverage(); ema.Length = self.ema_period
        mom = Momentum(); mom.Length = self.momentum_period
        sub = self.SubscribeCandles(self.candle_type)
        sub.Bind(ema, mom, self.process_candle).Start()
    def process_candle(self, candle, ema, mom):
        if candle.State != CandleStates.Finished: return
        close = float(candle.ClosePrice); ema_val = float(ema); mom_val = float(mom)
        if not self._has_prev: self._prev_mom = mom_val; self._has_prev = True; return
        if self._prev_mom <= 0 and mom_val > 0 and close > ema_val and self.Position <= 0:
            if self.Position < 0: self.BuyMarket()
            self.BuyMarket()
        elif self._prev_mom >= 0 and mom_val < 0 and close < ema_val and self.Position >= 0:
            if self.Position > 0: self.SellMarket()
            self.SellMarket()
        self._prev_mom = mom_val
    def CreateClone(self): return two_per_bar_ron_strategy()