My Line Order

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;

/// <summary>
/// Line order strategy using SMA as dynamic support/resistance levels.
/// </summary>
public class MyLineOrderStrategy : Strategy
{
	private readonly StrategyParam<int> _smaLength;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevClose;
	private decimal _prevSma;
	private bool _hasPrev;

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

	public MyLineOrderStrategy()
	{
		_smaLength = Param(nameof(SmaLength), 14)
			.SetGreaterThanZero()
			.SetDisplay("SMA", "SMA period", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles", "General");
	}

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

	protected override void OnReseted()
	{
		base.OnReseted();
		_prevClose = 0;
		_prevSma = 0;
		_hasPrev = false;
	}

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

		var sma = new SimpleMovingAverage { Length = SmaLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(sma, ProcessCandle)
			.Start();
	}

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

		var close = candle.ClosePrice;

		if (!_hasPrev)
		{
			_prevClose = close;
			_prevSma = sma;
			_hasPrev = true;
			return;
		}

		// Cross above SMA
		if (_prevClose <= _prevSma && close > sma)
		{
			if (Position < 0) BuyMarket();
			if (Position <= 0) BuyMarket();
		}
		// Cross below SMA
		else if (_prevClose >= _prevSma && close < sma)
		{
			if (Position > 0) SellMarket();
			if (Position >= 0) SellMarket();
		}

		_prevClose = close;
		_prevSma = sma;
	}
}

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 SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


class my_line_order_strategy(Strategy):
    def __init__(self):
        super(my_line_order_strategy, self).__init__()
        self._sma_length = self.Param("SmaLength", 14) \
            .SetDisplay("SMA", "SMA period", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Type of candles", "General")
        self._prev_close = 0.0
        self._prev_sma = 0.0
        self._has_prev = False

    @property
    def sma_length(self):
        return self._sma_length.Value

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

    def OnReseted(self):
        super(my_line_order_strategy, self).OnReseted()
        self._prev_close = 0.0
        self._prev_sma = 0.0
        self._has_prev = False

    def OnStarted2(self, time):
        super(my_line_order_strategy, self).OnStarted2(time)
        sma = SimpleMovingAverage()
        sma.Length = self.sma_length
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(sma, self.on_process).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawOwnTrades(area)

    def on_process(self, candle, sma):
        if candle.State != CandleStates.Finished:
            return
        close = candle.ClosePrice
        if not self._has_prev:
            self._prev_close = close
            self._prev_sma = sma
            self._has_prev = True
            return
        # Cross above SMA
        if self._prev_close <= self._prev_sma and close > sma:
            if self.Position < 0:
                self.BuyMarket()
            if self.Position <= 0:
                self.BuyMarket()
        # Cross below SMA
        elif self._prev_close >= self._prev_sma and close < sma:
            if self.Position > 0:
                self.SellMarket()
            if self.Position >= 0:
                self.SellMarket()
        self._prev_close = close
        self._prev_sma = sma

    def CreateClone(self):
        return my_line_order_strategy()