Estratégia MTrendLine Strategy

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Trend line strategy using linear regression slope for direction.
/// Enters long when slope is positive and price is above regression, short otherwise.
/// </summary>
public class MTrendLineStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _regressionLength;

	private decimal _prevSlope;
	private bool _hasPrev;

	public MTrendLineStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe for analysis.", "General");

		_regressionLength = Param(nameof(RegressionLength), 20)
			.SetDisplay("Regression Length", "Length of the linear regression.", "Indicators");
	}

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

	public int RegressionLength
	{
		get => _regressionLength.Value;
		set => _regressionLength.Value = value;
	}

	/// <inheritdoc />
	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_prevSlope = 0;
		_hasPrev = false;
	}

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

		_prevSlope = 0;
		_hasPrev = false;

		var lr = new LinearReg { Length = RegressionLength };
		var ema = new ExponentialMovingAverage { Length = RegressionLength };

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

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

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

		// Compute slope as difference between LR and EMA
		var slope = lrValue - emaValue;

		if (!_hasPrev)
		{
			_prevSlope = slope;
			_hasPrev = true;
			return;
		}

		var close = candle.ClosePrice;

		// Exit conditions
		if (Position > 0 && slope < 0 && _prevSlope >= 0)
		{
			SellMarket();
		}
		else if (Position < 0 && slope > 0 && _prevSlope <= 0)
		{
			BuyMarket();
		}

		// Entry conditions
		if (Position == 0)
		{
			if (slope > 0 && _prevSlope <= 0 && close > lrValue)
			{
				BuyMarket();
			}
			else if (slope < 0 && _prevSlope >= 0 && close < lrValue)
			{
				SellMarket();
			}
		}

		_prevSlope = slope;
	}
}

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 LinearReg, ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy

class m_trend_line_strategy(Strategy):
    """
    Trend line strategy using linear regression slope for direction.
    """

    def __init__(self):
        super(m_trend_line_strategy, self).__init__()
        self._regression_length = self.Param("RegressionLength", 20) \
            .SetDisplay("Regression Length", "Linear regression length", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) \
            .SetDisplay("Candle Type", "Timeframe", "General")

        self._prev_slope = 0.0
        self._has_prev = False

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

    def OnReseted(self):
        super(m_trend_line_strategy, self).OnReseted()
        self._prev_slope = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(m_trend_line_strategy, self).OnStarted2(time)
        lr = LinearReg()
        lr.Length = self._regression_length.Value
        ema = ExponentialMovingAverage()
        ema.Length = self._regression_length.Value
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(lr, ema, self._process_candle).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, lr)
            self.DrawIndicator(area, ema)
            self.DrawOwnTrades(area)

    def _process_candle(self, candle, lr_val, ema_val):
        if candle.State != CandleStates.Finished:
            return
        lr = float(lr_val)
        ema = float(ema_val)
        slope = lr - ema
        if not self._has_prev:
            self._prev_slope = slope
            self._has_prev = True
            return
        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_slope = slope
            return
        close = float(candle.ClosePrice)
        if self.Position > 0 and slope < 0 and self._prev_slope >= 0:
            self.SellMarket()
        elif self.Position < 0 and slope > 0 and self._prev_slope <= 0:
            self.BuyMarket()
        if self.Position == 0:
            if slope > 0 and self._prev_slope <= 0 and close > lr:
                self.BuyMarket()
            elif slope < 0 and self._prev_slope >= 0 and close < lr:
                self.SellMarket()
        self._prev_slope = slope

    def CreateClone(self):
        return m_trend_line_strategy()