Расширенная стратегия Ишимоку

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

public class EnhancedIchimokuCloudStrategy : Strategy
{
	private readonly StrategyParam<int> _fastEmaPeriod;
	private readonly StrategyParam<int> _slowEmaPeriod;
	private readonly StrategyParam<DataType> _candleType;
	private decimal _prevFastEma;
	private decimal _prevSlowEma;

	public int FastEmaPeriod { get => _fastEmaPeriod.Value; set => _fastEmaPeriod.Value = value; }
	public int SlowEmaPeriod { get => _slowEmaPeriod.Value; set => _slowEmaPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public EnhancedIchimokuCloudStrategy()
	{
		_fastEmaPeriod = Param(nameof(FastEmaPeriod), 120)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");
		_slowEmaPeriod = Param(nameof(SlowEmaPeriod), 450)
			.SetGreaterThanZero()
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(1).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	protected override void OnReseted()
	{
		base.OnReseted();
		_prevFastEma = 0m;
		_prevSlowEma = 0m;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var fastEma = new ExponentialMovingAverage { Length = FastEmaPeriod };
		var slowEma = new ExponentialMovingAverage { Length = SlowEmaPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fastEma, slowEma, ProcessCandle).Start();
		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, fastEma);
			DrawIndicator(area, slowEma);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal fastEmaValue, decimal slowEmaValue)
	{
		if (candle.State != CandleStates.Finished) return;
		if (_prevFastEma == 0m || _prevSlowEma == 0m)
		{
			_prevFastEma = fastEmaValue;
			_prevSlowEma = slowEmaValue;
			return;
		}
		if (_prevFastEma <= _prevSlowEma && fastEmaValue > slowEmaValue && Position <= 0)
			BuyMarket();
		else if (_prevFastEma >= _prevSlowEma && fastEmaValue < slowEmaValue && Position >= 0)
			SellMarket();
		_prevFastEma = fastEmaValue;
		_prevSlowEma = slowEmaValue;
	}
}

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
from StockSharp.Algo.Strategies import Strategy

class enhanced_ichimoku_cloud_strategy(Strategy):
    """
    EMA crossover strategy.
    Uses fast and slow EMA to generate entry/exit signals.
    """

    def __init__(self):
        super(enhanced_ichimoku_cloud_strategy, self).__init__()
        self._fast_ema_period = self.Param("FastEmaPeriod", 120) \
            .SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
        self._slow_ema_period = self.Param("SlowEmaPeriod", 450) \
            .SetDisplay("Slow EMA", "Slow EMA period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(1))) \
            .SetDisplay("Candle Type", "Candle type for strategy", "General")

        self._prev_fast_ema = 0.0
        self._prev_slow_ema = 0.0

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


    def OnReseted(self):
        super(enhanced_ichimoku_cloud_strategy, self).OnReseted()
        self._prev_fast_ema = 0.0
        self._prev_slow_ema = 0.0
    def OnStarted2(self, time):
        super(enhanced_ichimoku_cloud_strategy, self).OnStarted2(time)

        fast_ema = ExponentialMovingAverage()
        fast_ema.Length = self._fast_ema_period.Value
        slow_ema = ExponentialMovingAverage()
        slow_ema.Length = self._slow_ema_period.Value

        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast_ema, slow_ema, self.on_process).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, fast_ema)
            self.DrawIndicator(area, slow_ema)
            self.DrawOwnTrades(area)

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

        fast_v = float(fast_val)
        slow_v = float(slow_val)

        if self._prev_fast_ema == 0.0 or self._prev_slow_ema == 0.0:
            self._prev_fast_ema = fast_v
            self._prev_slow_ema = slow_v
            return

        if self._prev_fast_ema <= self._prev_slow_ema and fast_v > slow_v and self.Position <= 0:
            self.BuyMarket()
        elif self._prev_fast_ema >= self._prev_slow_ema and fast_v < slow_v and self.Position >= 0:
            self.SellMarket()

        self._prev_fast_ema = fast_v
        self._prev_slow_ema = slow_v

    def CreateClone(self):
        return enhanced_ichimoku_cloud_strategy()