Стратегия SSB5_123

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>
/// SSB5 123 strategy. Uses triple EMA alignment for 1-2-3 pattern detection.
/// </summary>
public class Ssb5123Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _midPeriod;
	private readonly StrategyParam<int> _slowPeriod;

	private decimal? _prevFast;
	private decimal? _prevMid;

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

	public int FastPeriod
	{
		get => _fastPeriod.Value;
		set => _fastPeriod.Value = value;
	}

	public int MidPeriod
	{
		get => _midPeriod.Value;
		set => _midPeriod.Value = value;
	}

	public int SlowPeriod
	{
		get => _slowPeriod.Value;
		set => _slowPeriod.Value = value;
	}

	public Ssb5123Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");

		_fastPeriod = Param(nameof(FastPeriod), 5)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");

		_midPeriod = Param(nameof(MidPeriod), 12)
			.SetGreaterThanZero()
			.SetDisplay("Mid EMA", "Middle EMA period", "Indicators");

		_slowPeriod = Param(nameof(SlowPeriod), 26)
			.SetGreaterThanZero()
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
	}

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

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

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

		_prevFast = null;
		_prevMid = null;

		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var mid = new ExponentialMovingAverage { Length = MidPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fast, mid, slow, ProcessCandle)
			.Start();

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
		{
			_prevFast = fastVal;
			_prevMid = midVal;
			return;
		}

		if (_prevFast == null || _prevMid == null)
		{
			_prevFast = fastVal;
			_prevMid = midVal;
			return;
		}

		// Fast crosses above mid while both above slow
		if (_prevFast.Value <= _prevMid.Value && fastVal > midVal && midVal > slowVal && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Fast crosses below mid while both below slow
		else if (_prevFast.Value >= _prevMid.Value && fastVal < midVal && midVal < slowVal && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevFast = fastVal;
		_prevMid = midVal;
	}
}

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 ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy


class ssb5123_strategy(Strategy):
    def __init__(self):
        super(ssb5123_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(1))) \
            .SetDisplay("Candle Type", "Timeframe", "General")
        self._fast_period = self.Param("FastPeriod", 5) \
            .SetDisplay("Fast EMA", "Fast EMA period", "Indicators")
        self._mid_period = self.Param("MidPeriod", 12) \
            .SetDisplay("Mid EMA", "Middle EMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 26) \
            .SetDisplay("Slow EMA", "Slow EMA period", "Indicators")

        self._prev_fast = None
        self._prev_mid = None

    @property
    def CandleType(self):
        return self._candle_type.Value
    @property
    def FastPeriod(self):
        return self._fast_period.Value
    @property
    def MidPeriod(self):
        return self._mid_period.Value
    @property
    def SlowPeriod(self):
        return self._slow_period.Value

    def OnReseted(self):
        super(ssb5123_strategy, self).OnReseted()
        self._prev_fast = None
        self._prev_mid = None

    def OnStarted2(self, time):
        super(ssb5123_strategy, self).OnStarted2(time)
        self._prev_fast = None
        self._prev_mid = None

        fast = ExponentialMovingAverage()
        fast.Length = self.FastPeriod
        mid = ExponentialMovingAverage()
        mid.Length = self.MidPeriod
        slow = ExponentialMovingAverage()
        slow.Length = self.SlowPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(fast, mid, slow, self._on_process).Start()

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

    def _on_process(self, candle, fast_value, mid_value, slow_value):
        if candle.State != CandleStates.Finished:
            return
        fv = float(fast_value)
        mv = float(mid_value)
        sv = float(slow_value)
        if self._prev_fast is None or self._prev_mid is None:
            self._prev_fast = fv
            self._prev_mid = mv
            return
        # Fast crosses above mid while both above slow
        if self._prev_fast <= self._prev_mid and fv > mv and mv > sv and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        # Fast crosses below mid while both below slow
        elif self._prev_fast >= self._prev_mid and fv < mv and mv < sv and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
        self._prev_fast = fv
        self._prev_mid = mv

    def CreateClone(self):
        return ssb5123_strategy()