Ichimoku Price Action Strategy

namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// Ichimoku Price Action strategy: EMA trend with price action confirmation.
/// Buys on bullish candle above EMA, sells on bearish candle below EMA.
/// </summary>
public class IchimokuPriceActionStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _signalCooldownCandles;

	private ICandleMessage _prevCandle;
	private int _candlesSinceTrade;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public int SignalCooldownCandles { get => _signalCooldownCandles.Value; set => _signalCooldownCandles.Value = value; }

	public IchimokuPriceActionStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter", "Indicators");
		_signalCooldownCandles = Param(nameof(SignalCooldownCandles), 6)
			.SetGreaterThanZero()
			.SetDisplay("Signal Cooldown", "Bars to wait between trades", "Trading");
	}

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

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevCandle = null;
		_candlesSinceTrade = SignalCooldownCandles;
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ema, ProcessCandle).Start();
	}

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

		if (_candlesSinceTrade < SignalCooldownCandles)
			_candlesSinceTrade++;

		if (_prevCandle != null)
		{
			var prevBearish = _prevCandle.ClosePrice < _prevCandle.OpenPrice;
			var currBullish = candle.ClosePrice > candle.OpenPrice;
			var prevBullish = _prevCandle.ClosePrice > _prevCandle.OpenPrice;
			var currBearish = candle.ClosePrice < candle.OpenPrice;
			var bullishBreakout = candle.ClosePrice > _prevCandle.HighPrice;
			var bearishBreakout = candle.ClosePrice < _prevCandle.LowPrice;

			if (prevBearish && currBullish && bullishBreakout && candle.ClosePrice > emaValue && Position <= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				BuyMarket();
				_candlesSinceTrade = 0;
			}
			else if (prevBullish && currBearish && bearishBreakout && candle.ClosePrice < emaValue && Position >= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				SellMarket();
				_candlesSinceTrade = 0;
			}
		}

		_prevCandle = candle;
	}
}

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 ichimoku_price_action_strategy(Strategy):
    def __init__(self):
        super(ichimoku_price_action_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._ema_period = self.Param("EmaPeriod", 50)
        self._signal_cooldown_candles = self.Param("SignalCooldownCandles", 6)

        self._prev_candle = None
        self._candles_since_trade = 6

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

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

    @property
    def EmaPeriod(self):
        return self._ema_period.Value

    @EmaPeriod.setter
    def EmaPeriod(self, value):
        self._ema_period.Value = value

    @property
    def SignalCooldownCandles(self):
        return self._signal_cooldown_candles.Value

    @SignalCooldownCandles.setter
    def SignalCooldownCandles(self, value):
        self._signal_cooldown_candles.Value = value

    def OnReseted(self):
        super(ichimoku_price_action_strategy, self).OnReseted()
        self._prev_candle = None
        self._candles_since_trade = self.SignalCooldownCandles

    def OnStarted2(self, time):
        super(ichimoku_price_action_strategy, self).OnStarted2(time)
        self._prev_candle = None
        self._candles_since_trade = self.SignalCooldownCandles

        ema = ExponentialMovingAverage()
        ema.Length = self.EmaPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(ema, self._process_candle).Start()

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

        if self._candles_since_trade < self.SignalCooldownCandles:
            self._candles_since_trade += 1

        if self._prev_candle is not None:
            prev_bearish = float(self._prev_candle.ClosePrice) < float(self._prev_candle.OpenPrice)
            curr_bullish = float(candle.ClosePrice) > float(candle.OpenPrice)
            prev_bullish = float(self._prev_candle.ClosePrice) > float(self._prev_candle.OpenPrice)
            curr_bearish = float(candle.ClosePrice) < float(candle.OpenPrice)
            bullish_breakout = float(candle.ClosePrice) > float(self._prev_candle.HighPrice)
            bearish_breakout = float(candle.ClosePrice) < float(self._prev_candle.LowPrice)
            ema_val = float(ema_value)

            if prev_bearish and curr_bullish and bullish_breakout and float(candle.ClosePrice) > ema_val and self.Position <= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.BuyMarket()
                self._candles_since_trade = 0
            elif prev_bullish and curr_bearish and bearish_breakout and float(candle.ClosePrice) < ema_val and self.Position >= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.SellMarket()
                self._candles_since_trade = 0

        self._prev_candle = candle

    def CreateClone(self):
        return ichimoku_price_action_strategy()