Стратегия E TurboFx

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>
/// Reversal candle pattern strategy with EMA filter.
/// </summary>
public class ETurboFxStrategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private int _bearCount;
	private int _bullCount;
	private decimal _prevBody;
	private bool _hasPrev;

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

	public ETurboFxStrategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter period", "Parameters");

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

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

	protected override void OnReseted()
	{
		base.OnReseted();
		_bearCount = 0;
		_bullCount = 0;
		_prevBody = 0;
		_hasPrev = false;
	}

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

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

		SubscribeCandles(CandleType)
			.Bind(ema, ProcessCandle)
			.Start();
	}

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

		var body = Math.Abs(candle.ClosePrice - candle.OpenPrice);

		if (candle.ClosePrice < candle.OpenPrice)
		{
			_bearCount++;
			if (_hasPrev && body > _prevBody)
				_bearCount = Math.Min(_bearCount, 10);
			else
				_bearCount = 1;

			_bullCount = 0;
		}
		else if (candle.ClosePrice > candle.OpenPrice)
		{
			_bullCount++;
			if (_hasPrev && body > _prevBody)
				_bullCount = Math.Min(_bullCount, 10);
			else
				_bullCount = 1;

			_bearCount = 0;
		}
		else
		{
			_bearCount = 0;
			_bullCount = 0;
		}

		_prevBody = body;
		_hasPrev = true;

		// Buy reversal after 3 bearish candles when price above EMA
		if (_bearCount >= 3 && candle.ClosePrice > emaVal && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
		}
		// Sell reversal after 3 bullish candles when price below EMA
		else if (_bullCount >= 3 && candle.ClosePrice < emaVal && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
		}
	}
}

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 e_turbo_fx_strategy(Strategy):
    def __init__(self):
        super(e_turbo_fx_strategy, self).__init__()
        self._ema_period = self.Param("EmaPeriod", 20) \
            .SetDisplay("EMA Period", "EMA trend filter period", "Parameters")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candle type", "General")
        self._bear_count = 0
        self._bull_count = 0
        self._prev_body = 0.0
        self._has_prev = False
    @property
    def ema_period(self):
        return self._ema_period.Value
    @property
    def candle_type(self):
        return self._candle_type.Value
    def OnReseted(self):
        super(e_turbo_fx_strategy, self).OnReseted()
        self._bear_count = 0
        self._bull_count = 0
        self._prev_body = 0.0
        self._has_prev = False
    def OnStarted2(self, time):
        super(e_turbo_fx_strategy, self).OnStarted2(time)
        ema = ExponentialMovingAverage()
        ema.Length = self.ema_period
        self.SubscribeCandles(self.candle_type).Bind(ema, self.process_candle).Start()
    def process_candle(self, candle, ema_val):
        if candle.State != CandleStates.Finished:
            return
        body = abs(float(candle.ClosePrice) - float(candle.OpenPrice))
        if float(candle.ClosePrice) < float(candle.OpenPrice):
            self._bear_count += 1
            if self._has_prev and body > self._prev_body:
                self._bear_count = min(self._bear_count, 10)
            else:
                self._bear_count = 1
            self._bull_count = 0
        elif float(candle.ClosePrice) > float(candle.OpenPrice):
            self._bull_count += 1
            if self._has_prev and body > self._prev_body:
                self._bull_count = min(self._bull_count, 10)
            else:
                self._bull_count = 1
            self._bear_count = 0
        else:
            self._bear_count = 0
            self._bull_count = 0
        self._prev_body = body
        self._has_prev = True
        ev = float(ema_val)
        close = float(candle.ClosePrice)
        if self._bear_count >= 3 and close > ev and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif self._bull_count >= 3 and close < ev and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
    def CreateClone(self):
        return e_turbo_fx_strategy()