Estratégia de energia das ondas EA

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Wave Power strategy using RSI + EMA crossover for entry
/// with grid-like averaging on drawdown.
/// </summary>
public class WavePowerEAStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<decimal> _gridStepPercent;
	private readonly StrategyParam<int> _maxGridOrders;

	private decimal _prevFast;
	private decimal _prevSlow;
	private decimal _entryPrice;
	private int _gridCount;

	public WavePowerEAStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_fastPeriod = Param(nameof(FastPeriod), 5)
			.SetDisplay("Fast EMA", "Fast EMA period.", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 12)
			.SetDisplay("Slow EMA", "Slow EMA period.", "Indicators");

		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetDisplay("RSI Period", "RSI period.", "Indicators");

		_gridStepPercent = Param(nameof(GridStepPercent), 0.5m)
			.SetDisplay("Grid Step %", "Price move % to add to position.", "Grid");

		_maxGridOrders = Param(nameof(MaxGridOrders), 5)
			.SetDisplay("Max Grid Orders", "Maximum averaging orders.", "Grid");
	}

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

	public int FastPeriod
	{
		get => _fastPeriod.Value;
		set => _fastPeriod.Value = value;
	}

	public int SlowPeriod
	{
		get => _slowPeriod.Value;
		set => _slowPeriod.Value = value;
	}

	public int RsiPeriod
	{
		get => _rsiPeriod.Value;
		set => _rsiPeriod.Value = value;
	}

	public decimal GridStepPercent
	{
		get => _gridStepPercent.Value;
		set => _gridStepPercent.Value = value;
	}

	public int MaxGridOrders
	{
		get => _maxGridOrders.Value;
		set => _maxGridOrders.Value = value;
	}

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

		_prevFast = 0;
		_prevSlow = 0;
		_entryPrice = 0;
		_gridCount = 0;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };

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

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

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

		if (_prevFast == 0 || _prevSlow == 0)
		{
			_prevFast = fastVal;
			_prevSlow = slowVal;
			return;
		}

		var close = candle.ClosePrice;
		var bullishCross = _prevFast <= _prevSlow && fastVal > slowVal;
		var bearishCross = _prevFast >= _prevSlow && fastVal < slowVal;

		// Exit on opposite cross
		if (Position > 0 && bearishCross)
		{
			SellMarket();
			_gridCount = 0;
			_entryPrice = 0;
		}
		else if (Position < 0 && bullishCross)
		{
			BuyMarket();
			_gridCount = 0;
			_entryPrice = 0;
		}

		// Grid averaging: add to position if price moved against us
		if (Position > 0 && _entryPrice > 0 && _gridCount < MaxGridOrders)
		{
			var dropPercent = (_entryPrice - close) / _entryPrice * 100;
			if (dropPercent >= GridStepPercent * (_gridCount + 1))
			{
				BuyMarket();
				_gridCount++;
			}
		}
		else if (Position < 0 && _entryPrice > 0 && _gridCount < MaxGridOrders)
		{
			var risePercent = (close - _entryPrice) / _entryPrice * 100;
			if (risePercent >= GridStepPercent * (_gridCount + 1))
			{
				SellMarket();
				_gridCount++;
			}
		}

		// New entry
		if (Position == 0)
		{
			if (bullishCross && rsiVal > 50)
			{
				_entryPrice = close;
				_gridCount = 0;
				BuyMarket();
			}
			else if (bearishCross && rsiVal < 50)
			{
				_entryPrice = close;
				_gridCount = 0;
				SellMarket();
			}
		}

		_prevFast = fastVal;
		_prevSlow = slowVal;
	}
}

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.Strategies import Strategy
from StockSharp.Algo.Indicators import ExponentialMovingAverage, RelativeStrengthIndex

class wave_power_ea_strategy(Strategy):
    def __init__(self):
        super(wave_power_ea_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._fast_period = self.Param("FastPeriod", 5) \
            .SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 12) \
            .SetDisplay("Slow EMA", "Slow EMA period", "Indicators")
        self._rsi_period = self.Param("RsiPeriod", 14) \
            .SetDisplay("RSI Period", "RSI period", "Indicators")
        self._grid_step_percent = self.Param("GridStepPercent", 0.5) \
            .SetDisplay("Grid Step %", "Price move % to add to position", "Grid")
        self._max_grid_orders = self.Param("MaxGridOrders", 5) \
            .SetDisplay("Max Grid Orders", "Maximum averaging orders", "Grid")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0
        self._grid_count = 0

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

    @property
    def FastPeriod(self):
        return self._fast_period.Value

    @property
    def SlowPeriod(self):
        return self._slow_period.Value

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

    @property
    def GridStepPercent(self):
        return self._grid_step_percent.Value

    @property
    def MaxGridOrders(self):
        return self._max_grid_orders.Value

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

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0
        self._grid_count = 0

        self._fast_ema = ExponentialMovingAverage()
        self._fast_ema.Length = self.FastPeriod
        self._slow_ema = ExponentialMovingAverage()
        self._slow_ema.Length = self.SlowPeriod
        self._rsi = RelativeStrengthIndex()
        self._rsi.Length = self.RsiPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self._fast_ema, self._slow_ema, self._rsi, self.ProcessCandle).Start()

    def ProcessCandle(self, candle, fast_val, slow_val, rsi_val):
        if candle.State != CandleStates.Finished:
            return

        fv = float(fast_val)
        sv = float(slow_val)
        rv = float(rsi_val)

        if self._prev_fast == 0 or self._prev_slow == 0:
            self._prev_fast = fv
            self._prev_slow = sv
            return

        close = float(candle.ClosePrice)
        bullish_cross = self._prev_fast <= self._prev_slow and fv > sv
        bearish_cross = self._prev_fast >= self._prev_slow and fv < sv

        # Exit on opposite cross
        if self.Position > 0 and bearish_cross:
            self.SellMarket()
            self._grid_count = 0
            self._entry_price = 0.0
        elif self.Position < 0 and bullish_cross:
            self.BuyMarket()
            self._grid_count = 0
            self._entry_price = 0.0

        # Grid averaging: add to position if price moved against us
        grid_step = float(self.GridStepPercent)
        max_grid = self.MaxGridOrders

        if self.Position > 0 and self._entry_price > 0 and self._grid_count < max_grid:
            drop_percent = (self._entry_price - close) / self._entry_price * 100.0
            if drop_percent >= grid_step * (self._grid_count + 1):
                self.BuyMarket()
                self._grid_count += 1
        elif self.Position < 0 and self._entry_price > 0 and self._grid_count < max_grid:
            rise_percent = (close - self._entry_price) / self._entry_price * 100.0
            if rise_percent >= grid_step * (self._grid_count + 1):
                self.SellMarket()
                self._grid_count += 1

        # New entry
        if self.Position == 0:
            if bullish_cross and rv > 50:
                self._entry_price = close
                self._grid_count = 0
                self.BuyMarket()
            elif bearish_cross and rv < 50:
                self._entry_price = close
                self._grid_count = 0
                self.SellMarket()

        self._prev_fast = fv
        self._prev_slow = sv

    def OnReseted(self):
        super(wave_power_ea_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0
        self._grid_count = 0

    def CreateClone(self):
        return wave_power_ea_strategy()