Стратегия Hercules

using System;



using StockSharp.Algo.Indicators;

using StockSharp.Algo.Strategies;

using StockSharp.BusinessEntities;

using StockSharp.Messages;



namespace StockSharp.Samples.Strategies;



public class HerculesStrategy : Strategy

{

	private readonly StrategyParam<int> _rsiPeriod;

	private readonly StrategyParam<DataType> _candleType;



	private decimal _prevRsi; private bool _hasPrev;

	private int _cooldown;



	public int RsiPeriod { get => _rsiPeriod.Value; set => _rsiPeriod.Value = value; }

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



	public HerculesStrategy()

	{

		_rsiPeriod = Param(nameof(RsiPeriod), 14).SetDisplay("RSI Period", "RSI lookback", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");

	}



	/// <inheritdoc />

	protected override void OnReseted()

	{

		base.OnReseted();

		_prevRsi = default;

		_hasPrev = default;

		_cooldown = default;

	}



	/// <inheritdoc />

	protected override void OnStarted2(DateTime time)

	{

		base.OnStarted2(time);

		_hasPrev = false;

		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };

		var subscription = SubscribeCandles(CandleType);

		subscription.Bind(rsi, ProcessCandle).Start();

	}



	private void ProcessCandle(ICandleMessage candle, decimal rsi)

	{

		if (candle.State != CandleStates.Finished) return;

		if (!IsFormedAndOnlineAndAllowTrading()) return;

		if (!_hasPrev) { _prevRsi = rsi; _hasPrev = true; return; }

		if (_cooldown > 0)

		{

			_cooldown--;

			_prevRsi = rsi;

			return;

		}



		if (_prevRsi <= 30 && rsi > 30 && Position <= 0)

		{

			var volume = Volume + Math.Abs(Position);

			BuyMarket(volume);

			_cooldown = 2;

		}

		else if (_prevRsi >= 70 && rsi < 70 && Position >= 0)

		{

			var volume = Volume + Math.Abs(Position);

			SellMarket(volume);

			_cooldown = 2;

		}

		_prevRsi = rsi;

	}

}

import clr
clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")
from System import TimeSpan, Math
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import RelativeStrengthIndex
from StockSharp.Algo.Strategies import Strategy

class hercules_strategy(Strategy):
    def __init__(self):
        super(hercules_strategy, self).__init__()
        self._rsi_period = self.Param("RsiPeriod", 14).SetDisplay("RSI Period", "RSI lookback", "Indicators")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(15))).SetDisplay("Candle Type", "Candle timeframe", "General")
        self._prev_rsi = 0.0; self._has_prev = False; self._cooldown = 0

    @property
    def rsi_period(self): return self._rsi_period.Value
    @property
    def candle_type(self): return self._candle_type.Value

    def OnReseted(self):
        super(hercules_strategy, self).OnReseted()
        self._prev_rsi = 0.0; self._has_prev = False; self._cooldown = 0

    def OnStarted2(self, time):
        super(hercules_strategy, self).OnStarted2(time)
        self._has_prev = False; self._cooldown = 0
        rsi = RelativeStrengthIndex(); rsi.Length = self.rsi_period
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(rsi, self.process_candle).Start()

    def process_candle(self, candle, rsi):
        if candle.State != CandleStates.Finished: return
        if not self.IsFormedAndOnlineAndAllowTrading(): return
        rsi_val = float(rsi)
        if not self._has_prev:
            self._prev_rsi = rsi_val; self._has_prev = True; return
        if self._cooldown > 0:
            self._cooldown -= 1; self._prev_rsi = rsi_val; return
        if self._prev_rsi <= 30 and rsi_val > 30 and self.Position <= 0:
            volume = self.Volume + abs(self.Position)
            self.BuyMarket(volume); self._cooldown = 2
        elif self._prev_rsi >= 70 and rsi_val < 70 and self.Position >= 0:
            volume = self.Volume + abs(self.Position)
            self.SellMarket(volume); self._cooldown = 2
        self._prev_rsi = rsi_val

    def CreateClone(self): return hercules_strategy()