Стратегия Tipu MACD EA

namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Tipu MACD EA strategy: MACD signal line crossover.
/// Buys when MACD crosses above signal, sells when crosses below.
/// </summary>
public class TipuMacdEaStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _signalPeriod;
	private readonly StrategyParam<int> _signalCooldownCandles;

	private decimal _prevMacd;
	private decimal _prevSignal;
	private int _candlesSinceTrade;
	private bool _hasPrev;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }
	public int SignalPeriod { get => _signalPeriod.Value; set => _signalPeriod.Value = value; }
	public int SignalCooldownCandles { get => _signalCooldownCandles.Value; set => _signalCooldownCandles.Value = value; }

	public TipuMacdEaStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_fastPeriod = Param(nameof(FastPeriod), 12)
			.SetGreaterThanZero()
			.SetDisplay("MACD Fast", "MACD fast EMA period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 26)
			.SetGreaterThanZero()
			.SetDisplay("MACD Slow", "MACD slow EMA period", "Indicators");
		_signalPeriod = Param(nameof(SignalPeriod), 9)
			.SetGreaterThanZero()
			.SetDisplay("Signal Period", "MACD signal period", "Indicators");
		_signalCooldownCandles = Param(nameof(SignalCooldownCandles), 4)
			.SetGreaterThanZero()
			.SetDisplay("Signal Cooldown", "Bars to wait between trades", "Trading");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevMacd = 0;
		_prevSignal = 0;
		_candlesSinceTrade = SignalCooldownCandles;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevMacd = 0;
		_prevSignal = 0;
		_candlesSinceTrade = SignalCooldownCandles;
		_hasPrev = false;
		var macd = new MovingAverageConvergenceDivergenceSignal
		{
			Macd = { ShortMa = { Length = FastPeriod }, LongMa = { Length = SlowPeriod } },
			SignalMa = { Length = SignalPeriod }
		};
		var subscription = SubscribeCandles(CandleType);
		subscription.BindEx(macd, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, IIndicatorValue macdValue)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!macdValue.IsFinal) return;

		if (_candlesSinceTrade < SignalCooldownCandles)
			_candlesSinceTrade++;

		if (macdValue is not MovingAverageConvergenceDivergenceSignalValue typed) return;
		if (typed.Macd is not decimal macdMain || typed.Signal is not decimal signal) return;

		if (_hasPrev)
		{
			if (_prevMacd <= _prevSignal && macdMain > signal && Position <= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				BuyMarket();
				_candlesSinceTrade = 0;
			}
			else if (_prevMacd >= _prevSignal && macdMain < signal && Position >= 0 && _candlesSinceTrade >= SignalCooldownCandles)
			{
				SellMarket();
				_candlesSinceTrade = 0;
			}
		}

		_prevMacd = macdMain;
		_prevSignal = signal;
		_hasPrev = true;
	}
}

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 MovingAverageConvergenceDivergenceSignal
from StockSharp.Algo.Strategies import Strategy

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._fast_period = self.Param("FastPeriod", 12)
        self._slow_period = self.Param("SlowPeriod", 26)
        self._signal_period = self.Param("SignalPeriod", 9)
        self._signal_cooldown_candles = self.Param("SignalCooldownCandles", 4)

        self._prev_macd = 0.0
        self._prev_signal = 0.0
        self._candles_since_trade = 4
        self._has_prev = False

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

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

    @property
    def FastPeriod(self):
        return self._fast_period.Value

    @FastPeriod.setter
    def FastPeriod(self, value):
        self._fast_period.Value = value

    @property
    def SlowPeriod(self):
        return self._slow_period.Value

    @SlowPeriod.setter
    def SlowPeriod(self, value):
        self._slow_period.Value = value

    @property
    def SignalPeriod(self):
        return self._signal_period.Value

    @SignalPeriod.setter
    def SignalPeriod(self, value):
        self._signal_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(tipu_macd_ea_strategy, self).OnReseted()
        self._prev_macd = 0.0
        self._prev_signal = 0.0
        self._candles_since_trade = self.SignalCooldownCandles
        self._has_prev = False

    def OnStarted2(self, time):
        super(tipu_macd_ea_strategy, self).OnStarted2(time)
        self._prev_macd = 0.0
        self._prev_signal = 0.0
        self._candles_since_trade = self.SignalCooldownCandles
        self._has_prev = False

        macd = MovingAverageConvergenceDivergenceSignal()
        macd.Macd.ShortMa.Length = self.FastPeriod
        macd.Macd.LongMa.Length = self.SlowPeriod
        macd.SignalMa.Length = self.SignalPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.BindEx(macd, self._process_candle).Start()

    def _process_candle(self, candle, macd_value):
        if candle.State != CandleStates.Finished:
            return
        if not macd_value.IsFinal:
            return

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

        if macd_value.Macd is None or macd_value.Signal is None:
            return
        macd_main = float(macd_value.Macd)
        signal = float(macd_value.Signal)

        if self._has_prev:
            if self._prev_macd <= self._prev_signal and macd_main > signal and self.Position <= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.BuyMarket()
                self._candles_since_trade = 0
            elif self._prev_macd >= self._prev_signal and macd_main < signal and self.Position >= 0 and self._candles_since_trade >= self.SignalCooldownCandles:
                self.SellMarket()
                self._candles_since_trade = 0

        self._prev_macd = macd_main
        self._prev_signal = signal
        self._has_prev = True

    def CreateClone(self):
        return tipu_macd_ea_strategy()