Стратегия пробоя канала по одной скользящей средней

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// One MA channel breakout strategy.
/// Places an SMA channel around price with configurable offset, trades breakouts.
/// </summary>
public class OneMaChannelBreakoutStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _maPeriod;
	private readonly StrategyParam<decimal> _channelOffset;

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

	public int MaPeriod
	{
		get => _maPeriod.Value;
		set => _maPeriod.Value = value;
	}

	public decimal ChannelOffset
	{
		get => _channelOffset.Value;
		set => _channelOffset.Value = value;
	}

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

		_maPeriod = Param(nameof(MaPeriod), 44)
			.SetGreaterThanZero()
			.SetDisplay("MA Period", "Moving average length", "Indicators");

		_channelOffset = Param(nameof(ChannelOffset), 0.005m)
			.SetGreaterThanZero()
			.SetDisplay("Channel Offset", "Percentage offset for channel", "Indicators");
	}

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

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

		var sma = new SimpleMovingAverage { Length = MaPeriod };

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

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		var upper = maValue * (1 + ChannelOffset);
		var lower = maValue * (1 - ChannelOffset);
		var close = candle.ClosePrice;

		// Bullish breakout above upper channel
		if (close > upper && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Bearish breakdown below lower channel
		else if (close < lower && 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 SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._ma_period = self.Param("MaPeriod", 44) \
            .SetDisplay("MA Period", "Moving average length", "Indicators")
        self._channel_offset = self.Param("ChannelOffset", 0.005) \
            .SetDisplay("Channel Offset", "Percentage offset for channel", "Indicators")

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

    @property
    def MaPeriod(self):
        return self._ma_period.Value

    @property
    def ChannelOffset(self):
        return self._channel_offset.Value

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

        sma = SimpleMovingAverage()
        sma.Length = self.MaPeriod

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

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

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

        mv = float(ma_value)
        offset = float(self.ChannelOffset)
        upper = mv * (1.0 + offset)
        lower = mv * (1.0 - offset)
        close = float(candle.ClosePrice)

        # Bullish breakout above upper channel
        if close > upper and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # Bearish breakdown below lower channel
        elif close < lower and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

    def CreateClone(self):
        return one_ma_channel_breakout_strategy()