FiftyFiveMaBarComparisonStrategy

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>
/// 55 MA bar comparison strategy. Compares candle body with MA direction.
/// </summary>
public class FiftyFiveMaBarComparisonStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _maPeriod;

	private decimal? _prevMa;

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

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

	public FiftyFiveMaBarComparisonStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_maPeriod = Param(nameof(MaPeriod), 55)
			.SetGreaterThanZero()
			.SetDisplay("MA Period", "Moving average period", "Indicators");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevMa = null;
	}

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

		_prevMa = null;

		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 maVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevMa = maVal;
			return;
		}

		if (_prevMa == null)
		{
			_prevMa = maVal;
			return;
		}

		var close = candle.ClosePrice;
		var bullishBar = candle.ClosePrice > candle.OpenPrice;
		var bearishBar = candle.ClosePrice < candle.OpenPrice;
		var maRising = maVal > _prevMa.Value;
		var maFalling = maVal < _prevMa.Value;

		_prevMa = maVal;

		// Bullish bar + rising MA + close above MA → buy
		if (bullishBar && maRising && close > maVal && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Bearish bar + falling MA + close below MA → sell
		else if (bearishBar && maFalling && close < maVal && 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 fifty_five_ma_bar_comparison_strategy(Strategy):
    def __init__(self):
        super(fifty_five_ma_bar_comparison_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._ma_period = self.Param("MaPeriod", 55) \
            .SetDisplay("MA Period", "Moving average period", "Indicators")

        self._prev_ma = None

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

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

    def OnReseted(self):
        super(fifty_five_ma_bar_comparison_strategy, self).OnReseted()
        self._prev_ma = None

    def OnStarted2(self, time):
        super(fifty_five_ma_bar_comparison_strategy, self).OnStarted2(time)
        self._prev_ma = None

        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)
        if not self.IsFormedAndOnlineAndAllowTrading():
            self._prev_ma = mv
            return
        if self._prev_ma is None:
            self._prev_ma = mv
            return

        close = float(candle.ClosePrice)
        open_price = float(candle.OpenPrice)
        bullish_bar = close > open_price
        bearish_bar = close < open_price
        ma_rising = mv > self._prev_ma
        ma_falling = mv < self._prev_ma

        self._prev_ma = mv

        # Bullish bar + rising MA + close above MA
        if bullish_bar and ma_rising and close > mv and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # Bearish bar + falling MA + close below MA
        elif bearish_bar and ma_falling and close < mv and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()

    def CreateClone(self):
        return fifty_five_ma_bar_comparison_strategy()