Стратегия OBVious MA

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 ObviousMaStrategy : Strategy
{
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;
	private readonly StrategyParam<DataType> _candleType;

	public int FastLength { get => _fastLength.Value; set => _fastLength.Value = value; }
	public int SlowLength { get => _slowLength.Value; set => _slowLength.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public ObviousMaStrategy()
	{
		_fastLength = Param(nameof(FastLength), 20).SetGreaterThanZero();
		_slowLength = Param(nameof(SlowLength), 50).SetGreaterThanZero();
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame());
	}

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

		var fast = new ExponentialMovingAverage { Length = FastLength };
		var slow = new ExponentialMovingAverage { Length = SlowLength };
		var prevF = 0m;
		var prevS = 0m;
		var init = false;
		var lastSignal = DateTimeOffset.MinValue;
		var cooldown = TimeSpan.FromMinutes(120);

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fast, slow, (candle, f, s) =>
			{
				if (candle.State != CandleStates.Finished || !fast.IsFormed || !slow.IsFormed)
					return;

				if (!init)
				{
					prevF = f;
					prevS = s;
					init = true;
					return;
				}

				if (candle.OpenTime - lastSignal >= cooldown)
				{
					if (prevF <= prevS && f > s && Position <= 0)
					{
						BuyMarket();
						lastSignal = candle.OpenTime;
					}
					else if (prevF >= prevS && f < s && Position > 0)
					{
						SellMarket();
						lastSignal = candle.OpenTime;
					}
				}

				prevF = f;
				prevS = s;
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			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
from StockSharp.Algo.Strategies import Strategy


class obvious_ma_strategy(Strategy):
    def __init__(self):
        super(obvious_ma_strategy, self).__init__()
        self._fast_length = self.Param("FastLength", 20) \
            .SetGreaterThanZero()
        self._slow_length = self.Param("SlowLength", 50) \
            .SetGreaterThanZero()
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5)))
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._initialized = False
        self._last_signal_ticks = 0

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

    @candle_type.setter
    def candle_type(self, value):
        self._candle_type.Value = value

    def OnReseted(self):
        super(obvious_ma_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._initialized = False
        self._last_signal_ticks = 0

    def OnStarted2(self, time):
        super(obvious_ma_strategy, self).OnStarted2(time)
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._initialized = False
        self._last_signal_ticks = 0
        self._fast = ExponentialMovingAverage()
        self._fast.Length = self._fast_length.Value
        self._slow = ExponentialMovingAverage()
        self._slow.Length = self._slow_length.Value
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(self._fast, self._slow, self.OnProcess).Start()

    def OnProcess(self, candle, f, s):
        if candle.State != CandleStates.Finished:
            return
        if not self._fast.IsFormed or not self._slow.IsFormed:
            return
        fv = float(f)
        sv = float(s)
        if not self._initialized:
            self._prev_fast = fv
            self._prev_slow = sv
            self._initialized = True
            return
        cooldown_ticks = TimeSpan.FromMinutes(120).Ticks
        current_ticks = candle.OpenTime.Ticks
        if current_ticks - self._last_signal_ticks >= cooldown_ticks:
            if self._prev_fast <= self._prev_slow and fv > sv and self.Position <= 0:
                self.BuyMarket()
                self._last_signal_ticks = current_ticks
            elif self._prev_fast >= self._prev_slow and fv < sv and self.Position > 0:
                self.SellMarket()
                self._last_signal_ticks = current_ticks
        self._prev_fast = fv
        self._prev_slow = sv

    def CreateClone(self):
        return obvious_ma_strategy()