Стратегия «Фиксация equity по проценту»

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>
/// Equity percent lock strategy (simplified).
/// Trades using momentum and closes when profit target hit.
/// </summary>
public class EquityPercentLockStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _momentumLength;

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

	public int MomentumLength
	{
		get => _momentumLength.Value;
		set => _momentumLength.Value = value;
	}

	public EquityPercentLockStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candles", "General");

		_momentumLength = Param(nameof(MomentumLength), 10)
			.SetGreaterThanZero()
			.SetDisplay("Momentum Length", "Momentum period", "Indicators");
	}

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

		var momentum = new Momentum { Length = MomentumLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(momentum, (ICandleMessage candle, decimal momValue) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				if (momValue > 0 && Position <= 0)
				{
					BuyMarket();
				}
				else if (momValue < 0 && Position >= 0)
				{
					SellMarket();
				}
			})
			.Start();

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


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Candles", "General")
        self._momentum_length = self.Param("MomentumLength", 10) \
            .SetDisplay("Momentum Length", "Momentum period", "Indicators")

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

    @property
    def MomentumLength(self):
        return self._momentum_length.Value

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

        momentum = Momentum()
        momentum.Length = self.MomentumLength

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(momentum, self._on_process).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawOwnTrades(area)

    def _on_process(self, candle, mom_value):
        if candle.State != CandleStates.Finished:
            return
        mv = float(mom_value)
        if mv > 0 and self.Position <= 0:
            self.BuyMarket()
        elif mv < 0 and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return equity_percent_lock_strategy()