Стратегия ZigZag Climber

using System;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// ZigZag Climber strategy: Highest/Lowest channel breakout.
/// Buys when close >= highest, sells when close <= lowest.
/// </summary>
public class ZigZagClimberStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _channelPeriod;

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

	public int ChannelPeriod
	{
		get => _channelPeriod.Value;
		set => _channelPeriod.Value = value;
	}

	public ZigZagClimberStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");

		_channelPeriod = Param(nameof(ChannelPeriod), 12)
			.SetGreaterThanZero()
			.SetDisplay("Channel Period", "Highest/Lowest lookback", "Indicators");
	}

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

		var high = new Highest { Length = ChannelPeriod };
		var low = new Lowest { Length = ChannelPeriod };

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

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

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

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		if (candle.ClosePrice >= high && Position <= 0)
		{
			BuyMarket();
		}
		else if (candle.ClosePrice <= low && Position >= 0)
		{
			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 Highest, Lowest
from StockSharp.Algo.Strategies import Strategy


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

        self._channel_period = self.Param("ChannelPeriod", 12) \
            .SetDisplay("Channel Period", "Highest/Lowest lookback", "Indicators")

        self._highest = None
        self._lowest = None

    @property
    def channel_period(self):
        return self._channel_period.Value

    def OnReseted(self):
        super(zig_zag_climber_strategy, self).OnReseted()
        self._highest = None
        self._lowest = None

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

        self._highest = Highest()
        self._highest.Length = self.channel_period
        self._lowest = Lowest()
        self._lowest.Length = self.channel_period

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromMinutes(5)))
        subscription.Bind(self._highest, self._lowest, self._process_candle)
        subscription.Start()

    def _process_candle(self, candle, high_val, low_val):
        if candle.State != CandleStates.Finished:
            return

        if not self._highest.IsFormed or not self._lowest.IsFormed:
            return

        close = float(candle.ClosePrice)
        h = float(high_val)
        l = float(low_val)

        if close >= h and self.Position <= 0:
            self.BuyMarket()
        elif close <= l and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return zig_zag_climber_strategy()