Firebird MA Envelope Exhaustion

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>
/// Firebird MA Envelope Exhaustion strategy - Bollinger Bands mean reversion.
/// Buys when close drops below lower band (exhaustion).
/// Sells when close rises above upper band (exhaustion).
/// Exits at the middle band.
/// </summary>
public class FirebirdMaEnvelopeExhaustionStrategy : Strategy
{
	private readonly StrategyParam<int> _bbPeriod;
	private readonly StrategyParam<decimal> _bbWidth;
	private readonly StrategyParam<DataType> _candleType;

	public int BbPeriod { get => _bbPeriod.Value; set => _bbPeriod.Value = value; }
	public decimal BbWidth { get => _bbWidth.Value; set => _bbWidth.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public FirebirdMaEnvelopeExhaustionStrategy()
	{
		_bbPeriod = Param(nameof(BbPeriod), 10)
			.SetDisplay("BB Period", "Bollinger Bands period", "Indicators");

		_bbWidth = Param(nameof(BbWidth), 2m)
			.SetDisplay("BB Width", "Bollinger Bands width", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)];
	protected override void OnReseted() { base.OnReseted(); }

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

		var bb = new BollingerBands { Length = BbPeriod, Width = BbWidth };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(bb, ProcessCandle)
			.Start();
	}

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

		if (!value.IsFinal || value.IsEmpty)
			return;

		var bbVal = value as BollingerBandsValue;
		if (bbVal == null)
			return;

		var upper = bbVal.UpBand;
		var lower = bbVal.LowBand;
		var middle = bbVal.MovingAverage;

		if (upper == null || lower == null || middle == null)
			return;

		var close = candle.ClosePrice;

		// Close below lower band = exhaustion, buy
		if (close < lower.Value && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		// Close above upper band = exhaustion, sell
		else if (close > upper.Value && 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 BollingerBands
from StockSharp.Algo.Strategies import Strategy

class firebird_ma_envelope_exhaustion_strategy(Strategy):
    def __init__(self):
        super(firebird_ma_envelope_exhaustion_strategy, self).__init__()
        self._bb_period = self.Param("BbPeriod", 10).SetDisplay("BB Period", "Bollinger Bands period", "Indicators")
        self._bb_width = self.Param("BbWidth", 2.0).SetDisplay("BB Width", "Bollinger Bands width", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))).SetDisplay("Candle Type", "Candle timeframe", "General")
    @property
    def bb_period(self): return self._bb_period.Value
    @property
    def bb_width(self): return self._bb_width.Value
    @property
    def candle_type(self): return self._candle_type.Value
    def OnReseted(self):
        super(firebird_ma_envelope_exhaustion_strategy, self).OnReseted()
    def OnStarted2(self, time):
        super(firebird_ma_envelope_exhaustion_strategy, self).OnStarted2(time)
        bb = BollingerBands()
        bb.Length = self.bb_period
        bb.Width = self.bb_width
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.BindEx(bb, self.process_candle).Start()
    def process_candle(self, candle, bb_value):
        if candle.State != CandleStates.Finished:
            return
        if not bb_value.IsFinal or bb_value.IsEmpty:
            return
        if bb_value.UpBand is None or bb_value.LowBand is None or bb_value.MovingAverage is None:
            return
        upper = float(bb_value.UpBand)
        lower = float(bb_value.LowBand)
        close = float(candle.ClosePrice)
        if close < lower and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
        elif close > upper and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
    def CreateClone(self):
        return firebird_ma_envelope_exhaustion_strategy()