Стратегия повторных входов по Chandel Exit

using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Strategy converted from the ChandelExitSign expert advisor with re-entry logic.
/// </summary>
public class ChandelExitReopenStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rangePeriod;
	private readonly StrategyParam<int> _shift;
	private readonly StrategyParam<int> _atrPeriod;
	private readonly StrategyParam<decimal> _atrMultiplier;
	private readonly StrategyParam<int> _signalBar;
	private readonly StrategyParam<decimal> _priceStepPoints;
	private readonly StrategyParam<int> _maxAdditions;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;
	private readonly StrategyParam<bool> _enableBuyEntries;
	private readonly StrategyParam<bool> _enableSellEntries;
	private readonly StrategyParam<bool> _enableBuyExits;
	private readonly StrategyParam<bool> _enableSellExits;

	private readonly List<CandleInfo> _history = new();
	private readonly List<SignalInfo> _signals = new();

	private decimal? _previousUp;
	private decimal? _previousDown;
	private int _direction;

	private int _longAdditions;
	private int _shortAdditions;
	private decimal? _longEntryPrice;
	private decimal? _shortEntryPrice;
	private decimal? _longStopPrice;
	private decimal? _shortStopPrice;
	private decimal? _longTakePrice;
	private decimal? _shortTakePrice;
	private DateTimeOffset? _lastLongAdditionTime;
	private DateTimeOffset? _lastShortAdditionTime;

	/// <summary>
	/// Initializes a new instance of <see cref="ChandelExitReopenStrategy"/>.
	/// </summary>
	public ChandelExitReopenStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles used for signals", "General");

		_rangePeriod = Param(nameof(RangePeriod), 15)
			.SetDisplay("Range Period", "Lookback for highest high and lowest low", "Indicator")
			.SetGreaterThanZero()
			;

		_shift = Param(nameof(Shift), 1)
			.SetDisplay("Shift", "Bars to skip from the most recent data", "Indicator")
			.SetNotNegative()
			;

		_atrPeriod = Param(nameof(AtrPeriod), 14)
			.SetDisplay("ATR Period", "ATR length for volatility filter", "Indicator")
			.SetGreaterThanZero()
			;

		_atrMultiplier = Param(nameof(AtrMultiplier), 4m)
			.SetDisplay("ATR Multiplier", "Multiplier applied to ATR", "Indicator")
			.SetGreaterThanZero()
			;

		_signalBar = Param(nameof(SignalBar), 1)
			.SetDisplay("Signal Bar", "How many bars back to read signals", "Trading")
			.SetNotNegative();

		_priceStepPoints = Param(nameof(PriceStepPoints), 1000m)
			.SetDisplay("Re-entry Distance", "Minimum favorable move in price steps before adding", "Position Management")
			.SetNotNegative()
			;

		_maxAdditions = Param(nameof(MaxAdditions), 1)
			.SetDisplay("Max Additions", "Maximum number of re-entries after the initial position", "Position Management")
			.SetNotNegative();

		_stopLossPoints = Param(nameof(StopLossPoints), 1000)
			.SetDisplay("Stop Loss Points", "Stop-loss distance in price steps", "Risk Management")
			.SetNotNegative();

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 2000)
			.SetDisplay("Take Profit Points", "Take-profit distance in price steps", "Risk Management")
			.SetNotNegative();

		_enableBuyEntries = Param(nameof(EnableBuyEntries), true)
			.SetDisplay("Enable Long Entries", "Allow opening long positions on up signals", "Trading");

		_enableSellEntries = Param(nameof(EnableSellEntries), true)
			.SetDisplay("Enable Short Entries", "Allow opening short positions on down signals", "Trading");

		_enableBuyExits = Param(nameof(EnableBuyExits), true)
			.SetDisplay("Enable Long Exits", "Allow closing long positions on down signals", "Trading");

		_enableSellExits = Param(nameof(EnableSellExits), true)
			.SetDisplay("Enable Short Exits", "Allow closing short positions on up signals", "Trading");
	}

	/// <summary>
	/// Candle type used for calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Range length for the Chandelier exit bands.
	/// </summary>
	public int RangePeriod
	{
		get => _rangePeriod.Value;
		set => _rangePeriod.Value = value;
	}

	/// <summary>
	/// Number of the most recent bars skipped before measuring the range.
	/// </summary>
	public int Shift
	{
		get => _shift.Value;
		set => _shift.Value = value;
	}

	/// <summary>
	/// ATR length used in the signal calculation.
	/// </summary>
	public int AtrPeriod
	{
		get => _atrPeriod.Value;
		set => _atrPeriod.Value = value;
	}

	/// <summary>
	/// Multiplier applied to the ATR value.
	/// </summary>
	public decimal AtrMultiplier
	{
		get => _atrMultiplier.Value;
		set => _atrMultiplier.Value = value;
	}

	/// <summary>
	/// Offset of the signal bar relative to the latest finished candle.
	/// </summary>
	public int SignalBar
	{
		get => _signalBar.Value;
		set => _signalBar.Value = value;
	}

	/// <summary>
	/// Required move in price steps before another position add is allowed.
	/// </summary>
	public decimal PriceStepPoints
	{
		get => _priceStepPoints.Value;
		set => _priceStepPoints.Value = value;
	}

	/// <summary>
	/// Maximum number of additional entries after the first fill.
	/// </summary>
	public int MaxAdditions
	{
		get => _maxAdditions.Value;
		set => _maxAdditions.Value = value;
	}

	/// <summary>
	/// Stop-loss distance expressed in price steps.
	/// </summary>
	public int StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take-profit distance expressed in price steps.
	/// </summary>
	public int TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Enables long entries generated by the up buffer.
	/// </summary>
	public bool EnableBuyEntries
	{
		get => _enableBuyEntries.Value;
		set => _enableBuyEntries.Value = value;
	}

	/// <summary>
	/// Enables short entries generated by the down buffer.
	/// </summary>
	public bool EnableSellEntries
	{
		get => _enableSellEntries.Value;
		set => _enableSellEntries.Value = value;
	}

	/// <summary>
	/// Enables long exits on down signals.
	/// </summary>
	public bool EnableBuyExits
	{
		get => _enableBuyExits.Value;
		set => _enableBuyExits.Value = value;
	}

	/// <summary>
	/// Enables short exits on up signals.
	/// </summary>
	public bool EnableSellExits
	{
		get => _enableSellExits.Value;
		set => _enableSellExits.Value = value;
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_history.Clear();
		_signals.Clear();

		_previousUp = null;
		_previousDown = null;
		_direction = 0;

		ResetLongState();
		ResetShortState();
	}

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

		var atr = new AverageTrueRange { Length = AtrPeriod };
		var subscription = SubscribeCandles(CandleType);

		subscription
			.BindEx(atr, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, atr);
			DrawOwnTrades(area);
		}
	}

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

		var atr = atrValue.IsFinal ? atrValue.ToDecimal() : 0m;
		var info = new CandleInfo(candle.OpenTime, candle.HighPrice, candle.LowPrice, candle.ClosePrice, atr);

		_history.Add(info);

		SignalInfo signal;
		if (atrValue.IsFinal)
		{
			signal = CalculateSignal(info);
		}
		else
		{
			signal = SignalInfo.Empty(info.Time);
		}

		_signals.Add(signal);
		TrimCache();

		if (!atrValue.IsFinal)
			return;

		if (_signals.Count <= SignalBar)
			return;

		var signals = _signals.ToArray();
		var targetIndex = signals.Length - 1 - SignalBar;
		if (targetIndex < 0)
			return;

		var targetSignal = signals[targetIndex];
		if (targetSignal is null)
			return;

		var buyOpen = targetSignal.IsUpSignal && EnableBuyEntries;
		var sellOpen = targetSignal.IsDownSignal && EnableSellEntries;
		var buyClose = targetSignal.IsDownSignal && EnableBuyExits;
		var sellClose = targetSignal.IsUpSignal && EnableSellExits;

		if (((EnableBuyEntries && EnableBuyExits) || (EnableSellEntries && EnableSellExits)) && !buyClose && !sellClose)
		{
			for (var idx = targetIndex - 1; idx >= 0; idx--)
			{
				var previousSignal = signals[idx];
				if (previousSignal is null)
					continue;

				if (!sellClose && EnableSellExits && previousSignal.IsUpSignal)
				{
					sellClose = true;
					break;
				}

				if (!buyClose && EnableBuyExits && previousSignal.IsDownSignal)
				{
					buyClose = true;
					break;
				}
			}
		}

		var step = Security.PriceStep ?? 1m;
		var priceStep = PriceStepPoints * step;

		var longClosed = false;
		var shortClosed = false;

		if (Position > 0m)
		{
			if (_longStopPrice is decimal sl && candle.LowPrice <= sl)
			{
				SellMarket();
				ResetLongState();
				longClosed = true;
				this.LogInfo($"Long stop triggered at {sl:0.########}");
			}
			else if (_longTakePrice is decimal tp && candle.HighPrice >= tp)
			{
				SellMarket();
				ResetLongState();
				longClosed = true;
				this.LogInfo($"Long take profit triggered at {tp:0.########}");
			}
		}

		if (Position < 0m)
		{
			if (_shortStopPrice is decimal sl && candle.HighPrice >= sl)
			{
				BuyMarket();
				ResetShortState();
				shortClosed = true;
				this.LogInfo($"Short stop triggered at {sl:0.########}");
			}
			else if (_shortTakePrice is decimal tp && candle.LowPrice <= tp)
			{
				BuyMarket();
				ResetShortState();
				shortClosed = true;
				this.LogInfo($"Short take profit triggered at {tp:0.########}");
			}
		}

		if (!longClosed && buyClose && Position > 0m)
		{
			SellMarket();
			ResetLongState();
			longClosed = true;
			this.LogInfo($"Long exit on down signal at {candle.ClosePrice:0.########}");
		}

		if (!shortClosed && sellClose && Position < 0m)
		{
			BuyMarket();
			ResetShortState();
			shortClosed = true;
			this.LogInfo($"Short exit on up signal at {candle.ClosePrice:0.########}");
		}

		if (!longClosed && Position > 0m && MaxAdditions > 0 && _longEntryPrice is decimal lastLongPrice && priceStep > 0m && _longAdditions < MaxAdditions)
		{
			if (candle.ClosePrice - lastLongPrice >= priceStep && _lastLongAdditionTime != candle.OpenTime)
			{
				if (Volume > 0m)
				{
					BuyMarket();
					_longAdditions++;
					_longEntryPrice = candle.ClosePrice;
					_lastLongAdditionTime = candle.OpenTime;
					UpdateLongProtection(candle.ClosePrice, step);
					this.LogInfo($"Added to long position at {candle.ClosePrice:0.########} (add #{_longAdditions})");
				}
			}
		}

		if (!shortClosed && Position < 0m && MaxAdditions > 0 && _shortEntryPrice is decimal lastShortPrice && priceStep > 0m && _shortAdditions < MaxAdditions)
		{
			if (lastShortPrice - candle.ClosePrice >= priceStep && _lastShortAdditionTime != candle.OpenTime)
			{
				if (Volume > 0m)
				{
					SellMarket();
					_shortAdditions++;
					_shortEntryPrice = candle.ClosePrice;
					_lastShortAdditionTime = candle.OpenTime;
					UpdateShortProtection(candle.ClosePrice, step);
					this.LogInfo($"Added to short position at {candle.ClosePrice:0.########} (add #{_shortAdditions})");
				}
			}
		}

		if (buyOpen && Position < 0m && !EnableSellExits)
		buyOpen = false;

		if (sellOpen && Position > 0m && !EnableBuyExits)
		sellOpen = false;

		if (buyOpen && Volume > 0m)
		{
			BuyMarket();
			ResetShortState();
			_longAdditions = 0;
			_longEntryPrice = candle.ClosePrice;
			_lastLongAdditionTime = candle.OpenTime;
			UpdateLongProtection(candle.ClosePrice, step);
			this.LogInfo($"Opened long position at {candle.ClosePrice:0.########}");
		}

		if (sellOpen && Volume > 0m)
		{
			SellMarket();
			ResetLongState();
			_shortAdditions = 0;
			_shortEntryPrice = candle.ClosePrice;
			_lastShortAdditionTime = candle.OpenTime;
			UpdateShortProtection(candle.ClosePrice, step);
			this.LogInfo($"Opened short position at {candle.ClosePrice:0.########}");
		}
	}

	private void TrimCache()
	{
		var maxItems = Math.Max(RangePeriod + Shift + 5, SignalBar + 5) + 50;
		if (_history.Count <= maxItems)
			return;

		var removeCount = _history.Count - maxItems;
		_history.RemoveRange(0, removeCount);
		_signals.RemoveRange(0, removeCount);
	}

	private SignalInfo CalculateSignal(CandleInfo current)
	{
		var history = _history.ToArray();
		var currentIndex = history.Length - 1;
		var range = RangePeriod;
		var shift = Shift;

		if (range <= 0 || currentIndex - shift < 0)
		return SignalInfo.Empty(current.Time);

		var windowEnd = currentIndex - shift;
		var windowStart = windowEnd - (range - 1);

		if (windowStart < 0 || windowEnd >= history.Length)
		return SignalInfo.Empty(current.Time);

		var highestHigh = decimal.MinValue;
		var lowestLow = decimal.MaxValue;

		for (var i = windowStart; i <= windowEnd; i++)
		{
			var item = history[i];
			if (item is null)
				continue;

			if (item.High > highestHigh)
			highestHigh = item.High;
			if (item.Low < lowestLow)
			lowestLow = item.Low;
		}

		if (highestHigh == decimal.MinValue || lowestLow == decimal.MaxValue)
			return SignalInfo.Empty(current.Time);

		var atr = current.Atr * AtrMultiplier;
		var upperBand = highestHigh - atr;
		var lowerBand = lowestLow + atr;

		decimal up;
		decimal down;

		if (_direction >= 0)
		{
			if (current.Close < upperBand)
			{
				_direction = -1;
				up = lowerBand;
				down = upperBand;
			}
			else
			{
				up = upperBand;
				down = lowerBand;
			}
		}
		else
		{
			if (current.Close > lowerBand)
			{
				_direction = 1;
				down = lowerBand;
				up = upperBand;
			}
			else
			{
				up = lowerBand;
				down = upperBand;
			}
		}

		var isUpSignal = false;
		var isDownSignal = false;

		if (_previousDown is decimal prevDn && _previousUp is decimal prevUp)
		{
			if (prevDn <= prevUp && down > up)
			isUpSignal = true;

			if (prevDn >= prevUp && down < up)
			isDownSignal = true;
		}

		_previousUp = up;
		_previousDown = down;

		return new SignalInfo(current.Time, isUpSignal, isDownSignal, up, down);
	}

	private void UpdateLongProtection(decimal entryPrice, decimal step)
	{
		_longStopPrice = StopLossPoints > 0 ? entryPrice - StopLossPoints * step : null;
		_longTakePrice = TakeProfitPoints > 0 ? entryPrice + TakeProfitPoints * step : null;
	}

	private void UpdateShortProtection(decimal entryPrice, decimal step)
	{
		_shortStopPrice = StopLossPoints > 0 ? entryPrice + StopLossPoints * step : null;
		_shortTakePrice = TakeProfitPoints > 0 ? entryPrice - TakeProfitPoints * step : null;
	}

	private void ResetLongState()
	{
		_longAdditions = 0;
		_longEntryPrice = null;
		_longStopPrice = null;
		_longTakePrice = null;
		_lastLongAdditionTime = null;
	}

	private void ResetShortState()
	{
		_shortAdditions = 0;
		_shortEntryPrice = null;
		_shortStopPrice = null;
		_shortTakePrice = null;
		_lastShortAdditionTime = null;
	}

	private sealed record CandleInfo(DateTimeOffset Time, decimal High, decimal Low, decimal Close, decimal Atr);

	private sealed record SignalInfo(DateTimeOffset Time, bool IsUpSignal, bool IsDownSignal, decimal Up, decimal Down)
	{
		public static SignalInfo Empty(DateTimeOffset time) => new(time, false, false, 0m, 0m);
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates, Unit, UnitTypes
from StockSharp.Algo.Indicators import AverageTrueRange
from StockSharp.Algo.Strategies import Strategy


class chandel_exit_reopen_strategy(Strategy):
    def __init__(self):
        super(chandel_exit_reopen_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4)))
        self._range_period = self.Param("RangePeriod", 15)
        self._shift = self.Param("Shift", 1)
        self._atr_period = self.Param("AtrPeriod", 14)
        self._atr_multiplier = self.Param("AtrMultiplier", 4.0)
        self._signal_bar = self.Param("SignalBar", 1)
        self._price_step_points = self.Param("PriceStepPoints", 1000.0)
        self._max_additions = self.Param("MaxAdditions", 1)
        self._stop_loss_points = self.Param("StopLossPoints", 1000)
        self._take_profit_points = self.Param("TakeProfitPoints", 2000)
        self._enable_buy_entries = self.Param("EnableBuyEntries", True)
        self._enable_sell_entries = self.Param("EnableSellEntries", True)
        self._enable_buy_exits = self.Param("EnableBuyExits", True)
        self._enable_sell_exits = self.Param("EnableSellExits", True)

        self._history = []
        self._signals = []
        self._previous_up = None
        self._previous_down = None
        self._direction = 0

        self._long_additions = 0
        self._short_additions = 0
        self._long_entry_price = None
        self._short_entry_price = None
        self._long_stop_price = None
        self._short_stop_price = None
        self._long_take_price = None
        self._short_take_price = None
        self._last_long_addition_time = None
        self._last_short_addition_time = None

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

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

    @property
    def RangePeriod(self):
        return self._range_period.Value

    @RangePeriod.setter
    def RangePeriod(self, value):
        self._range_period.Value = value

    @property
    def Shift(self):
        return self._shift.Value

    @Shift.setter
    def Shift(self, value):
        self._shift.Value = value

    @property
    def AtrPeriod(self):
        return self._atr_period.Value

    @AtrPeriod.setter
    def AtrPeriod(self, value):
        self._atr_period.Value = value

    @property
    def AtrMultiplier(self):
        return self._atr_multiplier.Value

    @AtrMultiplier.setter
    def AtrMultiplier(self, value):
        self._atr_multiplier.Value = value

    @property
    def SignalBar(self):
        return self._signal_bar.Value

    @SignalBar.setter
    def SignalBar(self, value):
        self._signal_bar.Value = value

    @property
    def PriceStepPoints(self):
        return self._price_step_points.Value

    @PriceStepPoints.setter
    def PriceStepPoints(self, value):
        self._price_step_points.Value = value

    @property
    def MaxAdditions(self):
        return self._max_additions.Value

    @MaxAdditions.setter
    def MaxAdditions(self, value):
        self._max_additions.Value = value

    @property
    def StopLossPoints(self):
        return self._stop_loss_points.Value

    @StopLossPoints.setter
    def StopLossPoints(self, value):
        self._stop_loss_points.Value = value

    @property
    def TakeProfitPoints(self):
        return self._take_profit_points.Value

    @TakeProfitPoints.setter
    def TakeProfitPoints(self, value):
        self._take_profit_points.Value = value

    @property
    def EnableBuyEntries(self):
        return self._enable_buy_entries.Value

    @EnableBuyEntries.setter
    def EnableBuyEntries(self, value):
        self._enable_buy_entries.Value = value

    @property
    def EnableSellEntries(self):
        return self._enable_sell_entries.Value

    @EnableSellEntries.setter
    def EnableSellEntries(self, value):
        self._enable_sell_entries.Value = value

    @property
    def EnableBuyExits(self):
        return self._enable_buy_exits.Value

    @EnableBuyExits.setter
    def EnableBuyExits(self, value):
        self._enable_buy_exits.Value = value

    @property
    def EnableSellExits(self):
        return self._enable_sell_exits.Value

    @EnableSellExits.setter
    def EnableSellExits(self, value):
        self._enable_sell_exits.Value = value

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

        self._history = []
        self._signals = []
        self._previous_up = None
        self._previous_down = None
        self._direction = 0
        self._reset_long_state()
        self._reset_short_state()

        atr = AverageTrueRange()
        atr.Length = self.AtrPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.BindEx(atr, self.ProcessCandle).Start()

        self.StartProtection(
            Unit(2000.0, UnitTypes.Absolute),
            Unit(1000.0, UnitTypes.Absolute))

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

        atr = float(atr_value) if atr_value.IsFinal else 0.0
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        close = float(candle.ClosePrice)
        open_time = candle.OpenTime

        info = (open_time, high, low, close, atr)
        self._history.append(info)

        if atr_value.IsFinal:
            signal = self._calculate_signal(info)
        else:
            signal = (open_time, False, False, 0.0, 0.0)

        self._signals.append(signal)
        self._trim_cache()

        if not atr_value.IsFinal:
            return

        sb = int(self.SignalBar)
        if len(self._signals) <= sb:
            return

        target_index = len(self._signals) - 1 - sb
        if target_index < 0:
            return

        target_signal = self._signals[target_index]
        is_up_signal = target_signal[1]
        is_down_signal = target_signal[2]

        buy_open = is_up_signal and self.EnableBuyEntries
        sell_open = is_down_signal and self.EnableSellEntries
        buy_close = is_down_signal and self.EnableBuyExits
        sell_close = is_up_signal and self.EnableSellExits

        if ((self.EnableBuyEntries and self.EnableBuyExits) or (self.EnableSellEntries and self.EnableSellExits)) and not buy_close and not sell_close:
            for idx in range(target_index - 1, -1, -1):
                prev_signal = self._signals[idx]
                if not sell_close and self.EnableSellExits and prev_signal[1]:
                    sell_close = True
                    break
                if not buy_close and self.EnableBuyExits and prev_signal[2]:
                    buy_close = True
                    break

        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0
        price_step_dist = float(self.PriceStepPoints) * step

        long_closed = False
        short_closed = False

        if self.Position > 0:
            if self._long_stop_price is not None and low <= self._long_stop_price:
                self.SellMarket()
                self._reset_long_state()
                long_closed = True
            elif self._long_take_price is not None and high >= self._long_take_price:
                self.SellMarket()
                self._reset_long_state()
                long_closed = True

        if self.Position < 0:
            if self._short_stop_price is not None and high >= self._short_stop_price:
                self.BuyMarket()
                self._reset_short_state()
                short_closed = True
            elif self._short_take_price is not None and low <= self._short_take_price:
                self.BuyMarket()
                self._reset_short_state()
                short_closed = True

        if not long_closed and buy_close and self.Position > 0:
            self.SellMarket()
            self._reset_long_state()
            long_closed = True

        if not short_closed and sell_close and self.Position < 0:
            self.BuyMarket()
            self._reset_short_state()
            short_closed = True

        if not long_closed and self.Position > 0 and self.MaxAdditions > 0 and self._long_entry_price is not None and price_step_dist > 0.0 and self._long_additions < self.MaxAdditions:
            if close - self._long_entry_price >= price_step_dist and self._last_long_addition_time != open_time:
                self.BuyMarket()
                self._long_additions += 1
                self._long_entry_price = close
                self._last_long_addition_time = open_time
                self._update_long_protection(close, step)

        if not short_closed and self.Position < 0 and self.MaxAdditions > 0 and self._short_entry_price is not None and price_step_dist > 0.0 and self._short_additions < self.MaxAdditions:
            if self._short_entry_price - close >= price_step_dist and self._last_short_addition_time != open_time:
                self.SellMarket()
                self._short_additions += 1
                self._short_entry_price = close
                self._last_short_addition_time = open_time
                self._update_short_protection(close, step)

        if buy_open and self.Position < 0 and not self.EnableSellExits:
            buy_open = False

        if sell_open and self.Position > 0 and not self.EnableBuyExits:
            sell_open = False

        if buy_open:
            self.BuyMarket()
            self._reset_short_state()
            self._long_additions = 0
            self._long_entry_price = close
            self._last_long_addition_time = open_time
            self._update_long_protection(close, step)

        if sell_open:
            self.SellMarket()
            self._reset_long_state()
            self._short_additions = 0
            self._short_entry_price = close
            self._last_short_addition_time = open_time
            self._update_short_protection(close, step)

    def _trim_cache(self):
        max_items = max(int(self.RangePeriod) + int(self.Shift) + 5, int(self.SignalBar) + 5) + 50
        if len(self._history) <= max_items:
            return
        remove_count = len(self._history) - max_items
        self._history = self._history[remove_count:]
        self._signals = self._signals[remove_count:]

    def _calculate_signal(self, current):
        current_time, current_high, current_low, current_close, current_atr = current
        history = list(self._history)
        current_index = len(history) - 1
        range_period = int(self.RangePeriod)
        shift = int(self.Shift)

        if range_period <= 0 or current_index - shift < 0:
            return (current_time, False, False, 0.0, 0.0)

        window_end = current_index - shift
        window_start = window_end - (range_period - 1)

        if window_start < 0 or window_end >= len(history):
            return (current_time, False, False, 0.0, 0.0)

        highest_high = -1e18
        lowest_low = 1e18

        for i in range(window_start, window_end + 1):
            item = history[i]
            if item[1] > highest_high:
                highest_high = item[1]
            if item[2] < lowest_low:
                lowest_low = item[2]

        if highest_high < -1e17 or lowest_low > 1e17:
            return (current_time, False, False, 0.0, 0.0)

        atr_adj = current_atr * float(self.AtrMultiplier)
        upper_band = highest_high - atr_adj
        lower_band = lowest_low + atr_adj

        if self._direction >= 0:
            if current_close < upper_band:
                self._direction = -1
                up = lower_band
                down = upper_band
            else:
                up = upper_band
                down = lower_band
        else:
            if current_close > lower_band:
                self._direction = 1
                down = lower_band
                up = upper_band
            else:
                up = lower_band
                down = upper_band

        is_up_signal = False
        is_down_signal = False

        if self._previous_down is not None and self._previous_up is not None:
            if self._previous_down <= self._previous_up and down > up:
                is_up_signal = True
            if self._previous_down >= self._previous_up and down < up:
                is_down_signal = True

        self._previous_up = up
        self._previous_down = down

        return (current_time, is_up_signal, is_down_signal, up, down)

    def _update_long_protection(self, entry_price, step):
        sl = int(self.StopLossPoints)
        tp = int(self.TakeProfitPoints)
        self._long_stop_price = entry_price - sl * step if sl > 0 else None
        self._long_take_price = entry_price + tp * step if tp > 0 else None

    def _update_short_protection(self, entry_price, step):
        sl = int(self.StopLossPoints)
        tp = int(self.TakeProfitPoints)
        self._short_stop_price = entry_price + sl * step if sl > 0 else None
        self._short_take_price = entry_price - tp * step if tp > 0 else None

    def _reset_long_state(self):
        self._long_additions = 0
        self._long_entry_price = None
        self._long_stop_price = None
        self._long_take_price = None
        self._last_long_addition_time = None

    def _reset_short_state(self):
        self._short_additions = 0
        self._short_entry_price = None
        self._short_stop_price = None
        self._short_take_price = None
        self._last_short_addition_time = None

    def OnReseted(self):
        super(chandel_exit_reopen_strategy, self).OnReseted()
        self._history = []
        self._signals = []
        self._previous_up = None
        self._previous_down = None
        self._direction = 0
        self._reset_long_state()
        self._reset_short_state()

    def CreateClone(self):
        return chandel_exit_reopen_strategy()