Стратегия Elite eFibo Trader

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Elite eFibo Trader: MA crossover with RSI filter and grid averaging.
/// Adds to winning positions on pullbacks using Fibonacci-style scaling.
/// </summary>
public class EliteEfiboTraderStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<int> _atrLength;

	private decimal _prevFast;
	private decimal _prevSlow;
	private decimal _entryPrice;
	private int _addCount;

	public EliteEfiboTraderStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(8).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_fastLength = Param(nameof(FastLength), 10)
			.SetDisplay("Fast MA", "Fast SMA period.", "Indicators");

		_slowLength = Param(nameof(SlowLength), 30)
			.SetDisplay("Slow MA", "Slow SMA period.", "Indicators");

		_rsiLength = Param(nameof(RsiLength), 14)
			.SetDisplay("RSI Length", "RSI filter period.", "Indicators");

		_atrLength = Param(nameof(AtrLength), 14)
			.SetDisplay("ATR Length", "ATR period.", "Indicators");
	}

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

	public int FastLength
	{
		get => _fastLength.Value;
		set => _fastLength.Value = value;
	}

	public int SlowLength
	{
		get => _slowLength.Value;
		set => _slowLength.Value = value;
	}

	public int RsiLength
	{
		get => _rsiLength.Value;
		set => _rsiLength.Value = value;
	}

	public int AtrLength
	{
		get => _atrLength.Value;
		set => _atrLength.Value = value;
	}

	/// <inheritdoc />
	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_prevFast = 0;
		_prevSlow = 0;
		_entryPrice = 0;
		_addCount = 0;
	}

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

		_prevFast = 0;
		_prevSlow = 0;
		_entryPrice = 0;
		_addCount = 0;

		var fast = new SimpleMovingAverage { Length = FastLength };
		var slow = new SimpleMovingAverage { Length = SlowLength };
		var rsi = new RelativeStrengthIndex { Length = RsiLength };
		var atr = new AverageTrueRange { Length = AtrLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fast, slow, rsi, atr, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, decimal fastVal, decimal slowVal, decimal rsiVal, decimal atrVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (_prevFast == 0 || _prevSlow == 0 || atrVal <= 0)
		{
			_prevFast = fastVal;
			_prevSlow = slowVal;
			return;
		}

		var close = candle.ClosePrice;

		// Position management
		if (Position > 0)
		{
			// Take profit or stop
			if (close >= _entryPrice + atrVal * 3m)
			{
				SellMarket();
				_entryPrice = 0;
				_addCount = 0;
			}
			else if (close <= _entryPrice - atrVal * 2m)
			{
				SellMarket();
				_entryPrice = 0;
				_addCount = 0;
			}
			else if (_addCount < 2 && close <= _entryPrice - atrVal * 0.8m && rsiVal < 40)
			{
				// Fibonacci add: buy more on pullback
				_entryPrice = (_entryPrice + close) / 2m;
				_addCount++;
				BuyMarket();
			}
		}
		else if (Position < 0)
		{
			if (close <= _entryPrice - atrVal * 3m)
			{
				BuyMarket();
				_entryPrice = 0;
				_addCount = 0;
			}
			else if (close >= _entryPrice + atrVal * 2m)
			{
				BuyMarket();
				_entryPrice = 0;
				_addCount = 0;
			}
			else if (_addCount < 2 && close >= _entryPrice + atrVal * 0.8m && rsiVal > 60)
			{
				_entryPrice = (_entryPrice + close) / 2m;
				_addCount++;
				SellMarket();
			}
		}

		// Entry: MA crossover with RSI confirmation
		if (Position == 0)
		{
			if (_prevFast <= _prevSlow && fastVal > slowVal && rsiVal > 50)
			{
				_entryPrice = close;
				_addCount = 0;
				BuyMarket();
			}
			else if (_prevFast >= _prevSlow && fastVal < slowVal && rsiVal < 50)
			{
				_entryPrice = close;
				_addCount = 0;
				SellMarket();
			}
		}

		_prevFast = fastVal;
		_prevSlow = slowVal;
	}
}

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.Strategies import Strategy
from StockSharp.Algo.Indicators import SimpleMovingAverage, RelativeStrengthIndex, AverageTrueRange

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(8))) \
            .SetDisplay("Candle Type", "Timeframe.", "General")
        self._fast_length = self.Param("FastLength", 10) \
            .SetDisplay("Fast MA", "Fast SMA period.", "Indicators")
        self._slow_length = self.Param("SlowLength", 30) \
            .SetDisplay("Slow MA", "Slow SMA period.", "Indicators")
        self._rsi_length = self.Param("RsiLength", 14) \
            .SetDisplay("RSI Length", "RSI filter period.", "Indicators")
        self._atr_length = self.Param("AtrLength", 14) \
            .SetDisplay("ATR Length", "ATR period.", "Indicators")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0
        self._add_count = 0

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

    @property
    def FastLength(self):
        return self._fast_length.Value

    @property
    def SlowLength(self):
        return self._slow_length.Value

    @property
    def RsiLength(self):
        return self._rsi_length.Value

    @property
    def AtrLength(self):
        return self._atr_length.Value

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

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0
        self._add_count = 0

        self._fast = SimpleMovingAverage()
        self._fast.Length = self.FastLength
        self._slow = SimpleMovingAverage()
        self._slow.Length = self.SlowLength
        self._rsi = RelativeStrengthIndex()
        self._rsi.Length = self.RsiLength
        self._atr = AverageTrueRange()
        self._atr.Length = self.AtrLength

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self._fast, self._slow, self._rsi, self._atr, self.ProcessCandle).Start()

    def ProcessCandle(self, candle, fast_val, slow_val, rsi_val, atr_val):
        if candle.State != CandleStates.Finished:
            return

        fv = float(fast_val)
        sv = float(slow_val)
        rv = float(rsi_val)
        av = float(atr_val)

        if self._prev_fast == 0 or self._prev_slow == 0 or av <= 0:
            self._prev_fast = fv
            self._prev_slow = sv
            return

        close = float(candle.ClosePrice)

        # Position management
        if self.Position > 0:
            # Take profit or stop
            if close >= self._entry_price + av * 3.0:
                self.SellMarket()
                self._entry_price = 0.0
                self._add_count = 0
            elif close <= self._entry_price - av * 2.0:
                self.SellMarket()
                self._entry_price = 0.0
                self._add_count = 0
            elif self._add_count < 2 and close <= self._entry_price - av * 0.8 and rv < 40:
                # Fibonacci add: buy more on pullback
                self._entry_price = (self._entry_price + close) / 2.0
                self._add_count += 1
                self.BuyMarket()
        elif self.Position < 0:
            if close <= self._entry_price - av * 3.0:
                self.BuyMarket()
                self._entry_price = 0.0
                self._add_count = 0
            elif close >= self._entry_price + av * 2.0:
                self.BuyMarket()
                self._entry_price = 0.0
                self._add_count = 0
            elif self._add_count < 2 and close >= self._entry_price + av * 0.8 and rv > 60:
                self._entry_price = (self._entry_price + close) / 2.0
                self._add_count += 1
                self.SellMarket()

        # Entry: MA crossover with RSI confirmation
        if self.Position == 0:
            if self._prev_fast <= self._prev_slow and fv > sv and rv > 50:
                self._entry_price = close
                self._add_count = 0
                self.BuyMarket()
            elif self._prev_fast >= self._prev_slow and fv < sv and rv < 50:
                self._entry_price = close
                self._add_count = 0
                self.SellMarket()

        self._prev_fast = fv
        self._prev_slow = sv

    def OnReseted(self):
        super(elite_efibo_trader_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._entry_price = 0.0
        self._add_count = 0

    def CreateClone(self):
        return elite_efibo_trader_strategy()