Многослойная стратегия Saucer по Awesome Oscillator

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;
namespace StockSharp.Samples.Strategies;
public class MultiLayerAwesomeOscillatorSaucerStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public MultiLayerAwesomeOscillatorSaucerStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame());
	}
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var fast = new ExponentialMovingAverage { Length = 8 };
		var slow = new ExponentialMovingAverage { Length = 21 };
		var rsi = new RelativeStrengthIndex { Length = 14 };
		var prevF = 0m; var prevS = 0m; var init = false;
		var sub = SubscribeCandles(CandleType);
		sub.Bind(fast, slow, rsi, (c, f, s, r) =>
		{
			if (c.State != CandleStates.Finished || !fast.IsFormed || !slow.IsFormed || !rsi.IsFormed) return;
			if (!init) { prevF = f; prevS = s; init = true; return; }
			if (prevF <= prevS && f > s && r > 45 && Position <= 0) BuyMarket();
			else if (prevF >= prevS && f < s && r < 55 && Position > 0) SellMarket();
			prevF = f; prevS = s;
		}).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, sub); DrawIndicator(area, fast); DrawIndicator(area, slow); DrawOwnTrades(area); }
	}
}

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, RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy

class multi_layer_awesome_oscillator_saucer_strategy(Strategy):
    """
    MultiLayer Awesome Oscillator Saucer: EMA crossover with RSI filter.
    """

    def __init__(self):
        super(multi_layer_awesome_oscillator_saucer_strategy, self).__init__()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))).SetDisplay("Candle Type", "Candles", "General")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._initialized = False

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

    def OnReseted(self):
        super(multi_layer_awesome_oscillator_saucer_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._initialized = False

    def OnStarted2(self, time):
        super(multi_layer_awesome_oscillator_saucer_strategy, self).OnStarted2(time)
        fast = ExponentialMovingAverage()
        fast.Length = 8
        slow = ExponentialMovingAverage()
        slow.Length = 21
        rsi = RelativeStrengthIndex()
        rsi.Length = 14
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast, slow, rsi, self._process_candle).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, fast)
            self.DrawIndicator(area, slow)
            self.DrawOwnTrades(area)

    def _process_candle(self, candle, fast_val, slow_val, rsi_val):
        if candle.State != CandleStates.Finished:
            return
        fast = float(fast_val)
        slow = float(slow_val)
        rsi = float(rsi_val)
        if not self._initialized:
            self._prev_fast = fast
            self._prev_slow = slow
            self._initialized = True
            return
        if self._prev_fast <= self._prev_slow and fast > slow and rsi > 45 and self.Position <= 0:
            self.BuyMarket()
        elif self._prev_fast >= self._prev_slow and fast < slow and rsi < 55 and self.Position > 0:
            self.SellMarket()
        self._prev_fast = fast
        self._prev_slow = slow

    def CreateClone(self):
        return multi_layer_awesome_oscillator_saucer_strategy()