Стратегия Heiken Ashi без теней

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Strategy trading Heiken Ashi candle color changes.
/// Buys when HA turns bullish, sells when HA turns bearish.
/// </summary>
public class HeikenAshiNoWickStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevHaOpen;
	private decimal _prevHaClose;
	private bool _prevIsBull;
	private bool _hasPrev;

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

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

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevHaOpen = 0;
		_prevHaClose = 0;
		_prevIsBull = false;
		_hasPrev = false;
	}

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

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

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

		decimal haOpen;
		decimal haClose;

		if (_prevHaOpen == 0 && _prevHaClose == 0)
		{
			haOpen = (candle.OpenPrice + candle.ClosePrice) / 2m;
			haClose = (candle.OpenPrice + candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 4m;
		}
		else
		{
			haOpen = (_prevHaOpen + _prevHaClose) / 2m;
			haClose = (candle.OpenPrice + candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 4m;
		}

		var isBull = haClose > haOpen;

		if (_hasPrev)
		{
			// Buy on bearish -> bullish transition
			if (isBull && !_prevIsBull && Position <= 0)
			{
				if (Position < 0) BuyMarket();
				BuyMarket();
			}
			// Sell on bullish -> bearish transition
			else if (!isBull && _prevIsBull && Position >= 0)
			{
				if (Position > 0) SellMarket();
				SellMarket();
			}
		}

		_prevHaOpen = haOpen;
		_prevHaClose = haClose;
		_prevIsBull = isBull;
		_hasPrev = true;
	}
}

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.Strategies import Strategy


class heiken_ashi_no_wick_strategy(Strategy):

    def __init__(self):
        super(heiken_ashi_no_wick_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Type of candles", "General")

        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._prev_is_bull = False
        self._has_prev = False

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

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

    def OnStarted2(self, time):
        super(heiken_ashi_no_wick_strategy, self).OnStarted2(time)

        self.SubscribeCandles(self.CandleType) \
            .Bind(self.ProcessCandle) \
            .Start()

    def ProcessCandle(self, candle):
        if candle.State != CandleStates.Finished:
            return

        o = float(candle.OpenPrice)
        h = float(candle.HighPrice)
        l = float(candle.LowPrice)
        c = float(candle.ClosePrice)

        if self._prev_ha_open == 0.0 and self._prev_ha_close == 0.0:
            ha_open = (o + c) / 2.0
            ha_close = (o + h + l + c) / 4.0
        else:
            ha_open = (self._prev_ha_open + self._prev_ha_close) / 2.0
            ha_close = (o + h + l + c) / 4.0

        is_bull = ha_close > ha_open

        if self._has_prev:
            if is_bull and not self._prev_is_bull and self.Position <= 0:
                if self.Position < 0:
                    self.BuyMarket()
                self.BuyMarket()
            elif not is_bull and self._prev_is_bull and self.Position >= 0:
                if self.Position > 0:
                    self.SellMarket()
                self.SellMarket()

        self._prev_ha_open = ha_open
        self._prev_ha_close = ha_close
        self._prev_is_bull = is_bull
        self._has_prev = True

    def OnReseted(self):
        super(heiken_ashi_no_wick_strategy, self).OnReseted()
        self._prev_ha_open = 0.0
        self._prev_ha_close = 0.0
        self._prev_is_bull = False
        self._has_prev = False

    def CreateClone(self):
        return heiken_ashi_no_wick_strategy()