MacdPatternTrader 高级策略

using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Conversion of the "MacdPatternTraderAll" expert advisor.
/// Implements six independent MACD based entry patterns, partial exits,
/// adaptive stop-loss and take-profit levels, martingale position sizing and intraday time filtering.
/// </summary>
public class MacdPatternTraderAdvancedMultiPatternStrategy : Strategy
{
	private readonly StrategyParam<int> _macdHistoryLength;
	private readonly StrategyParam<int> _candleHistoryLimit;
	private readonly StrategyParam<decimal> _minPartialVolume;
	private readonly StrategyParam<decimal> _profitThreshold;


	private readonly StrategyParam<bool> _pattern1Enabled;
	private readonly StrategyParam<int> _pattern1StopLossBars;
	private readonly StrategyParam<int> _pattern1TakeProfitBars;
	private readonly StrategyParam<int> _pattern1Offset;
	private readonly StrategyParam<int> _pattern1Slow;
	private readonly StrategyParam<int> _pattern1Fast;
	private readonly StrategyParam<decimal> _pattern1MaxThreshold;
	private readonly StrategyParam<decimal> _pattern1MinThreshold;

	private readonly StrategyParam<bool> _pattern2Enabled;
	private readonly StrategyParam<int> _pattern2StopLossBars;
	private readonly StrategyParam<int> _pattern2TakeProfitBars;
	private readonly StrategyParam<int> _pattern2Offset;
	private readonly StrategyParam<int> _pattern2Slow;
	private readonly StrategyParam<int> _pattern2Fast;
	private readonly StrategyParam<decimal> _pattern2MaxThreshold;
	private readonly StrategyParam<decimal> _pattern2MinThreshold;

	private readonly StrategyParam<bool> _pattern3Enabled;
	private readonly StrategyParam<int> _pattern3StopLossBars;
	private readonly StrategyParam<int> _pattern3TakeProfitBars;
	private readonly StrategyParam<int> _pattern3Offset;
	private readonly StrategyParam<int> _pattern3Slow;
	private readonly StrategyParam<int> _pattern3Fast;
	private readonly StrategyParam<decimal> _pattern3MaxThreshold;
	private readonly StrategyParam<decimal> _pattern3MaxLowThreshold;
	private readonly StrategyParam<decimal> _pattern3MinThreshold;
	private readonly StrategyParam<decimal> _pattern3MinHighThreshold;

	private readonly StrategyParam<bool> _pattern4Enabled;
	private readonly StrategyParam<int> _pattern4StopLossBars;
	private readonly StrategyParam<int> _pattern4TakeProfitBars;
	private readonly StrategyParam<int> _pattern4Offset;
	private readonly StrategyParam<int> _pattern4Slow;
	private readonly StrategyParam<int> _pattern4Fast;
	private readonly StrategyParam<int> _pattern4AdditionalBars;
	private readonly StrategyParam<decimal> _pattern4MaxThreshold;
	private readonly StrategyParam<decimal> _pattern4MaxLowThreshold;
	private readonly StrategyParam<decimal> _pattern4MinThreshold;
	private readonly StrategyParam<decimal> _pattern4MinHighThreshold;

	private readonly StrategyParam<bool> _pattern5Enabled;
	private readonly StrategyParam<int> _pattern5StopLossBars;
	private readonly StrategyParam<int> _pattern5TakeProfitBars;
	private readonly StrategyParam<int> _pattern5Offset;
	private readonly StrategyParam<int> _pattern5Slow;
	private readonly StrategyParam<int> _pattern5Fast;
	private readonly StrategyParam<decimal> _pattern5MaxNeutralThreshold;
	private readonly StrategyParam<decimal> _pattern5MaxThreshold;
	private readonly StrategyParam<decimal> _pattern5MinNeutralThreshold;
	private readonly StrategyParam<decimal> _pattern5MinThreshold;

	private readonly StrategyParam<bool> _pattern6Enabled;
	private readonly StrategyParam<int> _pattern6StopLossBars;
	private readonly StrategyParam<int> _pattern6TakeProfitBars;
	private readonly StrategyParam<int> _pattern6Offset;
	private readonly StrategyParam<int> _pattern6Slow;
	private readonly StrategyParam<int> _pattern6Fast;
	private readonly StrategyParam<decimal> _pattern6MaxThreshold;
	private readonly StrategyParam<decimal> _pattern6MinThreshold;
	private readonly StrategyParam<int> _pattern6MaxBars;
	private readonly StrategyParam<int> _pattern6MinBars;
	private readonly StrategyParam<int> _pattern6TriggerBars;

	private readonly StrategyParam<int> _emaPeriod1;
	private readonly StrategyParam<int> _emaPeriod2;
	private readonly StrategyParam<int> _smaPeriod3;
	private readonly StrategyParam<int> _emaPeriod4;

	private readonly StrategyParam<decimal> _initialVolume;
	private readonly StrategyParam<bool> _useTimeFilter;
	private readonly StrategyParam<TimeSpan> _startTime;
	private readonly StrategyParam<TimeSpan> _stopTime;
	private readonly StrategyParam<bool> _useMartingale;
	private readonly StrategyParam<DataType> _candleType;

	private MovingAverageConvergenceDivergenceSignal _macd1 = null!;
	private MovingAverageConvergenceDivergenceSignal _macd2 = null!;
	private MovingAverageConvergenceDivergenceSignal _macd3 = null!;
	private MovingAverageConvergenceDivergenceSignal _macd4 = null!;
	private MovingAverageConvergenceDivergenceSignal _macd5 = null!;
	private MovingAverageConvergenceDivergenceSignal _macd6 = null!;
	private ExponentialMovingAverage _ema1 = null!;
	private ExponentialMovingAverage _ema2 = null!;
	private SimpleMovingAverage _sma3 = null!;
	private ExponentialMovingAverage _ema4 = null!;

	private readonly List<ICandleMessage> _candles = new();
	private readonly List<decimal> _macd1History = new();
	private readonly List<decimal> _macd2History = new();
	private readonly List<decimal> _macd3History = new();
	private readonly List<decimal> _macd4History = new();
	private readonly List<decimal> _macd5History = new();
	private readonly List<decimal> _macd6History = new();

	private bool _pattern1WasAbove;
	private bool _pattern1WasBelow;

	private bool _pattern2WasPositive;
	private bool _pattern2WasNegative;
	private bool _pattern2SellArmed;
	private bool _pattern2BuyArmed;

	private int _pattern3BarsBup;

	private int _pattern6BarsAbove;
	private int _pattern6BarsBelow;
	private bool _pattern6SellBlocked;
	private bool _pattern6BuyBlocked;
	private bool _pattern6SellReady;
	private bool _pattern6BuyReady;

	private decimal _currentVolume;
	private decimal _longVolume;
	private decimal _shortVolume;
	private decimal _longAveragePrice;
	private decimal _shortAveragePrice;
	private decimal _cycleRealizedPnL;
	private int _longPartialCount;
	private int _shortPartialCount;
	private decimal? _longStop;
	private decimal? _longTake;
	private decimal? _shortStop;
	private decimal? _shortTake;

	/// <summary>
	/// Number of MACD values retained for pattern evaluation.
	/// </summary>
	public int MacdHistoryLength
	{
		get => _macdHistoryLength.Value;
		set => _macdHistoryLength.Value = value;
	}

	/// <summary>
	/// Maximum number of candles stored for pattern detection.
	/// </summary>
	public int CandleHistoryLimit
	{
		get => _candleHistoryLimit.Value;
		set => _candleHistoryLimit.Value = value;
	}

	/// <summary>
	/// Minimum volume traded during partial exits.
	/// </summary>
	public decimal MinPartialVolume
	{
		get => _minPartialVolume.Value;
		set => _minPartialVolume.Value = value;
	}

	/// <summary>
	/// Profit threshold required before partial profit taking.
	/// </summary>
	public decimal ProfitThreshold
	{
		get => _profitThreshold.Value;
		set => _profitThreshold.Value = value;
	}

	/// <summary>
	/// Enable or disable pattern #1.
	/// </summary>
	public bool Pattern1Enabled
	{
		get => _pattern1Enabled.Value;
		set => _pattern1Enabled.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #1 stop-loss search.
	/// </summary>
	public int Pattern1StopLossBars
	{
		get => _pattern1StopLossBars.Value;
		set => _pattern1StopLossBars.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #1 take-profit search.
	/// </summary>
	public int Pattern1TakeProfitBars
	{
		get => _pattern1TakeProfitBars.Value;
		set => _pattern1TakeProfitBars.Value = value;
	}

	/// <summary>
	/// Offset used when calculating the stop-loss for pattern #1.
	/// </summary>
	public int Pattern1Offset
	{
		get => _pattern1Offset.Value;
		set => _pattern1Offset.Value = value;
	}

	/// <summary>
	/// Slow EMA length for pattern #1 MACD.
	/// </summary>
	public int Pattern1Slow
	{
		get => _pattern1Slow.Value;
		set => _pattern1Slow.Value = value;
	}

	/// <summary>
	/// Fast EMA length for pattern #1 MACD.
	/// </summary>
	public int Pattern1Fast
	{
		get => _pattern1Fast.Value;
		set => _pattern1Fast.Value = value;
	}

	/// <summary>
	/// Upper MACD threshold for pattern #1.
	/// </summary>
	public decimal Pattern1MaxThreshold
	{
		get => _pattern1MaxThreshold.Value;
		set => _pattern1MaxThreshold.Value = value;
	}

	/// <summary>
	/// Lower MACD threshold for pattern #1.
	/// </summary>
	public decimal Pattern1MinThreshold
	{
		get => _pattern1MinThreshold.Value;
		set => _pattern1MinThreshold.Value = value;
	}

	/// <summary>
	/// Enable or disable pattern #2.
	/// </summary>
	public bool Pattern2Enabled
	{
		get => _pattern2Enabled.Value;
		set => _pattern2Enabled.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #2 stop-loss search.
	/// </summary>
	public int Pattern2StopLossBars
	{
		get => _pattern2StopLossBars.Value;
		set => _pattern2StopLossBars.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #2 take-profit search.
	/// </summary>
	public int Pattern2TakeProfitBars
	{
		get => _pattern2TakeProfitBars.Value;
		set => _pattern2TakeProfitBars.Value = value;
	}

	/// <summary>
	/// Offset used when calculating the stop-loss for pattern #2.
	/// </summary>
	public int Pattern2Offset
	{
		get => _pattern2Offset.Value;
		set => _pattern2Offset.Value = value;
	}

	/// <summary>
	/// Slow EMA length for pattern #2 MACD.
	/// </summary>
	public int Pattern2Slow
	{
		get => _pattern2Slow.Value;
		set => _pattern2Slow.Value = value;
	}

	/// <summary>
	/// Fast EMA length for pattern #2 MACD.
	/// </summary>
	public int Pattern2Fast
	{
		get => _pattern2Fast.Value;
		set => _pattern2Fast.Value = value;
	}

	/// <summary>
	/// Upper MACD threshold for pattern #2.
	/// </summary>
	public decimal Pattern2MaxThreshold
	{
		get => _pattern2MaxThreshold.Value;
		set => _pattern2MaxThreshold.Value = value;
	}

	/// <summary>
	/// Lower MACD threshold for pattern #2.
	/// </summary>
	public decimal Pattern2MinThreshold
	{
		get => _pattern2MinThreshold.Value;
		set => _pattern2MinThreshold.Value = value;
	}

	/// <summary>
	/// Enable or disable pattern #3.
	/// </summary>
	public bool Pattern3Enabled
	{
		get => _pattern3Enabled.Value;
		set => _pattern3Enabled.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #3 stop-loss search.
	/// </summary>
	public int Pattern3StopLossBars
	{
		get => _pattern3StopLossBars.Value;
		set => _pattern3StopLossBars.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #3 take-profit search.
	/// </summary>
	public int Pattern3TakeProfitBars
	{
		get => _pattern3TakeProfitBars.Value;
		set => _pattern3TakeProfitBars.Value = value;
	}

	/// <summary>
	/// Offset used when calculating the stop-loss for pattern #3.
	/// </summary>
	public int Pattern3Offset
	{
		get => _pattern3Offset.Value;
		set => _pattern3Offset.Value = value;
	}

	/// <summary>
	/// Slow EMA length for pattern #3 MACD.
	/// </summary>
	public int Pattern3Slow
	{
		get => _pattern3Slow.Value;
		set => _pattern3Slow.Value = value;
	}

	/// <summary>
	/// Fast EMA length for pattern #3 MACD.
	/// </summary>
	public int Pattern3Fast
	{
		get => _pattern3Fast.Value;
		set => _pattern3Fast.Value = value;
	}

	/// <summary>
	/// Upper MACD threshold for pattern #3 trend detection.
	/// </summary>
	public decimal Pattern3MaxThreshold
	{
		get => _pattern3MaxThreshold.Value;
		set => _pattern3MaxThreshold.Value = value;
	}

	/// <summary>
	/// Secondary upper MACD threshold for pattern #3.
	/// </summary>
	public decimal Pattern3MaxLowThreshold
	{
		get => _pattern3MaxLowThreshold.Value;
		set => _pattern3MaxLowThreshold.Value = value;
	}

	/// <summary>
	/// Lower MACD threshold for pattern #3.
	/// </summary>
	public decimal Pattern3MinThreshold
	{
		get => _pattern3MinThreshold.Value;
		set => _pattern3MinThreshold.Value = value;
	}

	/// <summary>
	/// Secondary lower MACD threshold for pattern #3.
	/// </summary>
	public decimal Pattern3MinHighThreshold
	{
		get => _pattern3MinHighThreshold.Value;
		set => _pattern3MinHighThreshold.Value = value;
	}

	/// <summary>
	/// Enable or disable pattern #4.
	/// </summary>
	public bool Pattern4Enabled
	{
		get => _pattern4Enabled.Value;
		set => _pattern4Enabled.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #4 stop-loss search.
	/// </summary>
	public int Pattern4StopLossBars
	{
		get => _pattern4StopLossBars.Value;
		set => _pattern4StopLossBars.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #4 take-profit search.
	/// </summary>
	public int Pattern4TakeProfitBars
	{
		get => _pattern4TakeProfitBars.Value;
		set => _pattern4TakeProfitBars.Value = value;
	}

	/// <summary>
	/// Offset used when calculating the stop-loss for pattern #4.
	/// </summary>
	public int Pattern4Offset
	{
		get => _pattern4Offset.Value;
		set => _pattern4Offset.Value = value;
	}

	/// <summary>
	/// Slow EMA length for pattern #4 MACD.
	/// </summary>
	public int Pattern4Slow
	{
		get => _pattern4Slow.Value;
		set => _pattern4Slow.Value = value;
	}

	/// <summary>
	/// Fast EMA length for pattern #4 MACD.
	/// </summary>
	public int Pattern4Fast
	{
		get => _pattern4Fast.Value;
		set => _pattern4Fast.Value = value;
	}

	/// <summary>
	/// Additional bar counter for pattern #4 (kept for compatibility).
	/// </summary>
	public int Pattern4AdditionalBars
	{
		get => _pattern4AdditionalBars.Value;
		set => _pattern4AdditionalBars.Value = value;
	}

	/// <summary>
	/// Upper MACD threshold for pattern #4.
	/// </summary>
	public decimal Pattern4MaxThreshold
	{
		get => _pattern4MaxThreshold.Value;
		set => _pattern4MaxThreshold.Value = value;
	}

	/// <summary>
	/// Secondary upper MACD threshold for pattern #4.
	/// </summary>
	public decimal Pattern4MaxLowThreshold
	{
		get => _pattern4MaxLowThreshold.Value;
		set => _pattern4MaxLowThreshold.Value = value;
	}

	/// <summary>
	/// Lower MACD threshold for pattern #4.
	/// </summary>
	public decimal Pattern4MinThreshold
	{
		get => _pattern4MinThreshold.Value;
		set => _pattern4MinThreshold.Value = value;
	}

	/// <summary>
	/// Secondary lower MACD threshold for pattern #4.
	/// </summary>
	public decimal Pattern4MinHighThreshold
	{
		get => _pattern4MinHighThreshold.Value;
		set => _pattern4MinHighThreshold.Value = value;
	}

	/// <summary>
	/// Enable or disable pattern #5.
	/// </summary>
	public bool Pattern5Enabled
	{
		get => _pattern5Enabled.Value;
		set => _pattern5Enabled.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #5 stop-loss search.
	/// </summary>
	public int Pattern5StopLossBars
	{
		get => _pattern5StopLossBars.Value;
		set => _pattern5StopLossBars.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #5 take-profit search.
	/// </summary>
	public int Pattern5TakeProfitBars
	{
		get => _pattern5TakeProfitBars.Value;
		set => _pattern5TakeProfitBars.Value = value;
	}

	/// <summary>
	/// Offset used when calculating the stop-loss for pattern #5.
	/// </summary>
	public int Pattern5Offset
	{
		get => _pattern5Offset.Value;
		set => _pattern5Offset.Value = value;
	}

	/// <summary>
	/// Slow EMA length for pattern #5 MACD.
	/// </summary>
	public int Pattern5Slow
	{
		get => _pattern5Slow.Value;
		set => _pattern5Slow.Value = value;
	}

	/// <summary>
	/// Fast EMA length for pattern #5 MACD.
	/// </summary>
	public int Pattern5Fast
	{
		get => _pattern5Fast.Value;
		set => _pattern5Fast.Value = value;
	}

	/// <summary>
	/// Neutral upper MACD threshold for pattern #5.
	/// </summary>
	public decimal Pattern5MaxNeutralThreshold
	{
		get => _pattern5MaxNeutralThreshold.Value;
		set => _pattern5MaxNeutralThreshold.Value = value;
	}

	/// <summary>
	/// Upper MACD threshold for pattern #5.
	/// </summary>
	public decimal Pattern5MaxThreshold
	{
		get => _pattern5MaxThreshold.Value;
		set => _pattern5MaxThreshold.Value = value;
	}

	/// <summary>
	/// Neutral lower MACD threshold for pattern #5.
	/// </summary>
	public decimal Pattern5MinNeutralThreshold
	{
		get => _pattern5MinNeutralThreshold.Value;
		set => _pattern5MinNeutralThreshold.Value = value;
	}

	/// <summary>
	/// Lower MACD threshold for pattern #5.
	/// </summary>
	public decimal Pattern5MinThreshold
	{
		get => _pattern5MinThreshold.Value;
		set => _pattern5MinThreshold.Value = value;
	}

	/// <summary>
	/// Enable or disable pattern #6.
	/// </summary>
	public bool Pattern6Enabled
	{
		get => _pattern6Enabled.Value;
		set => _pattern6Enabled.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #6 stop-loss search.
	/// </summary>
	public int Pattern6StopLossBars
	{
		get => _pattern6StopLossBars.Value;
		set => _pattern6StopLossBars.Value = value;
	}

	/// <summary>
	/// Number of bars for the pattern #6 take-profit search.
	/// </summary>
	public int Pattern6TakeProfitBars
	{
		get => _pattern6TakeProfitBars.Value;
		set => _pattern6TakeProfitBars.Value = value;
	}

	/// <summary>
	/// Offset used when calculating the stop-loss for pattern #6.
	/// </summary>
	public int Pattern6Offset
	{
		get => _pattern6Offset.Value;
		set => _pattern6Offset.Value = value;
	}

	/// <summary>
	/// Slow EMA length for pattern #6 MACD.
	/// </summary>
	public int Pattern6Slow
	{
		get => _pattern6Slow.Value;
		set => _pattern6Slow.Value = value;
	}

	/// <summary>
	/// Fast EMA length for pattern #6 MACD.
	/// </summary>
	public int Pattern6Fast
	{
		get => _pattern6Fast.Value;
		set => _pattern6Fast.Value = value;
	}

	/// <summary>
	/// Upper MACD threshold for pattern #6.
	/// </summary>
	public decimal Pattern6MaxThreshold
	{
		get => _pattern6MaxThreshold.Value;
		set => _pattern6MaxThreshold.Value = value;
	}

	/// <summary>
	/// Lower MACD threshold for pattern #6.
	/// </summary>
	public decimal Pattern6MinThreshold
	{
		get => _pattern6MinThreshold.Value;
		set => _pattern6MinThreshold.Value = value;
	}

	/// <summary>
	/// Maximum number of bars above/below the threshold before blocking pattern #6 signals.
	/// </summary>
	public int Pattern6MaxBars
	{
		get => _pattern6MaxBars.Value;
		set => _pattern6MaxBars.Value = value;
	}

	/// <summary>
	/// Minimum number of bars above/below the threshold before pattern #6 can reset.
	/// </summary>
	public int Pattern6MinBars
	{
		get => _pattern6MinBars.Value;
		set => _pattern6MinBars.Value = value;
	}

	/// <summary>
	/// Number of bars required before pattern #6 can trigger after crossing the threshold.
	/// </summary>
	public int Pattern6TriggerBars
	{
		get => _pattern6TriggerBars.Value;
		set => _pattern6TriggerBars.Value = value;
	}

	/// <summary>
	/// EMA period used by the position manager (first EMA).
	/// </summary>
	public int EmaPeriod1
	{
		get => _emaPeriod1.Value;
		set => _emaPeriod1.Value = value;
	}

	/// <summary>
	/// EMA period used by the position manager (second EMA).
	/// </summary>
	public int EmaPeriod2
	{
		get => _emaPeriod2.Value;
		set => _emaPeriod2.Value = value;
	}

	/// <summary>
	/// SMA period used by the position manager.
	/// </summary>
	public int SmaPeriod3
	{
		get => _smaPeriod3.Value;
		set => _smaPeriod3.Value = value;
	}

	/// <summary>
	/// EMA period used in the hybrid average for the position manager.
	/// </summary>
	public int EmaPeriod4
	{
		get => _emaPeriod4.Value;
		set => _emaPeriod4.Value = value;
	}

	/// <summary>
	/// Base volume for new entries.
	/// </summary>
	public decimal InitialVolume
	{
		get => _initialVolume.Value;
		set => _initialVolume.Value = value;
	}

	/// <summary>
	/// Flag indicating whether the trading window filter is active.
	/// </summary>
	public bool UseTimeFilter
	{
		get => _useTimeFilter.Value;
		set => _useTimeFilter.Value = value;
	}

	/// <summary>
	/// Start time of the trading window.
	/// </summary>
	public TimeSpan StartTime
	{
		get => _startTime.Value;
		set => _startTime.Value = value;
	}

	/// <summary>
	/// End time of the trading window.
	/// </summary>
	public TimeSpan StopTime
	{
		get => _stopTime.Value;
		set => _stopTime.Value = value;
	}

	/// <summary>
	/// Enable or disable martingale volume adjustment.
	/// </summary>
	public bool UseMartingale
	{
		get => _useMartingale.Value;
		set => _useMartingale.Value = value;
	}

	/// <summary>
	/// Candle type used by the strategy.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Constructor.
	/// </summary>
	public MacdPatternTraderAdvancedMultiPatternStrategy()
	{
		_macdHistoryLength = Param(nameof(MacdHistoryLength), 3)
		.SetGreaterThanZero()
		.SetDisplay("MACD History Length", "Number of MACD values retained for pattern evaluation", "General")
		;

		_candleHistoryLimit = Param(nameof(CandleHistoryLimit), 1000)
		.SetGreaterThanZero()
		.SetDisplay("Candle History Limit", "Maximum number of candles stored for pattern detection", "General")
		;

		_minPartialVolume = Param(nameof(MinPartialVolume), 0.01m)
		.SetGreaterThanZero()
		.SetDisplay("Min Partial Volume", "Minimum volume traded during partial exits", "Money Management")
		;

		_profitThreshold = Param(nameof(ProfitThreshold), 5m)
		.SetGreaterThanZero()
		.SetDisplay("Profit Threshold", "Profit threshold required before partial profit taking", "Money Management")
		;

		_pattern1Enabled = Param(nameof(Pattern1Enabled), true)
			.SetDisplay("Pattern 1", "Enable first MACD pattern", "Patterns");
		_pattern1StopLossBars = Param(nameof(Pattern1StopLossBars), 22)
			.SetGreaterThanZero()
			.SetDisplay("P1 Stop Bars", "Bars used for stop-loss search", "Pattern 1");
		_pattern1TakeProfitBars = Param(nameof(Pattern1TakeProfitBars), 32)
			.SetGreaterThanZero()
			.SetDisplay("P1 Take Bars", "Bars used for take-profit search", "Pattern 1");
		_pattern1Offset = Param(nameof(Pattern1Offset), 40)
			.SetGreaterThanZero()
			.SetDisplay("P1 Offset", "Stop-loss offset in points", "Pattern 1");
		_pattern1Slow = Param(nameof(Pattern1Slow), 13)
			.SetGreaterThanZero()
			.SetDisplay("P1 Slow EMA", "Slow EMA length for MACD", "Pattern 1");
		_pattern1Fast = Param(nameof(Pattern1Fast), 24)
			.SetGreaterThanZero()
			.SetDisplay("P1 Fast EMA", "Fast EMA length for MACD", "Pattern 1");
		_pattern1MaxThreshold = Param(nameof(Pattern1MaxThreshold), 0.0095m)
			.SetDisplay("P1 Max", "Upper MACD threshold", "Pattern 1");
		_pattern1MinThreshold = Param(nameof(Pattern1MinThreshold), -0.0045m)
			.SetDisplay("P1 Min", "Lower MACD threshold", "Pattern 1");

		_pattern2Enabled = Param(nameof(Pattern2Enabled), true)
			.SetDisplay("Pattern 2", "Enable second MACD pattern", "Patterns");
		_pattern2StopLossBars = Param(nameof(Pattern2StopLossBars), 2)
			.SetGreaterThanZero()
			.SetDisplay("P2 Stop Bars", "Bars used for stop-loss search", "Pattern 2");
		_pattern2TakeProfitBars = Param(nameof(Pattern2TakeProfitBars), 2)
			.SetGreaterThanZero()
			.SetDisplay("P2 Take Bars", "Bars used for take-profit search", "Pattern 2");
		_pattern2Offset = Param(nameof(Pattern2Offset), 50)
			.SetGreaterThanZero()
			.SetDisplay("P2 Offset", "Stop-loss offset in points", "Pattern 2");
		_pattern2Slow = Param(nameof(Pattern2Slow), 7)
			.SetGreaterThanZero()
			.SetDisplay("P2 Slow EMA", "Slow EMA length for MACD", "Pattern 2");
		_pattern2Fast = Param(nameof(Pattern2Fast), 17)
			.SetGreaterThanZero()
			.SetDisplay("P2 Fast EMA", "Fast EMA length for MACD", "Pattern 2");
		_pattern2MaxThreshold = Param(nameof(Pattern2MaxThreshold), 0.0045m)
			.SetDisplay("P2 Max", "Upper MACD threshold", "Pattern 2");
		_pattern2MinThreshold = Param(nameof(Pattern2MinThreshold), -0.0035m)
			.SetDisplay("P2 Min", "Lower MACD threshold", "Pattern 2");

		_pattern3Enabled = Param(nameof(Pattern3Enabled), true)
			.SetDisplay("Pattern 3", "Enable third MACD pattern", "Patterns");
		_pattern3StopLossBars = Param(nameof(Pattern3StopLossBars), 8)
			.SetGreaterThanZero()
			.SetDisplay("P3 Stop Bars", "Bars used for stop-loss search", "Pattern 3");
		_pattern3TakeProfitBars = Param(nameof(Pattern3TakeProfitBars), 12)
			.SetGreaterThanZero()
			.SetDisplay("P3 Take Bars", "Bars used for take-profit search", "Pattern 3");
		_pattern3Offset = Param(nameof(Pattern3Offset), 2)
			.SetGreaterThanZero()
			.SetDisplay("P3 Offset", "Stop-loss offset in points", "Pattern 3");
		_pattern3Slow = Param(nameof(Pattern3Slow), 2)
			.SetGreaterThanZero()
			.SetDisplay("P3 Slow EMA", "Slow EMA length for MACD", "Pattern 3");
		_pattern3Fast = Param(nameof(Pattern3Fast), 32)
			.SetGreaterThanZero()
			.SetDisplay("P3 Fast EMA", "Fast EMA length for MACD", "Pattern 3");
		_pattern3MaxThreshold = Param(nameof(Pattern3MaxThreshold), 0.0015m)
			.SetDisplay("P3 Max", "Primary upper MACD threshold", "Pattern 3");
		_pattern3MaxLowThreshold = Param(nameof(Pattern3MaxLowThreshold), 0.0040m)
			.SetDisplay("P3 Max Low", "Secondary upper MACD threshold", "Pattern 3");
		_pattern3MinThreshold = Param(nameof(Pattern3MinThreshold), -0.0050m)
			.SetDisplay("P3 Min", "Primary lower MACD threshold", "Pattern 3");
		_pattern3MinHighThreshold = Param(nameof(Pattern3MinHighThreshold), -0.0005m)
			.SetDisplay("P3 Min High", "Secondary lower MACD threshold", "Pattern 3");

		_pattern4Enabled = Param(nameof(Pattern4Enabled), true)
			.SetDisplay("Pattern 4", "Enable fourth MACD pattern", "Patterns");
		_pattern4StopLossBars = Param(nameof(Pattern4StopLossBars), 10)
			.SetGreaterThanZero()
			.SetDisplay("P4 Stop Bars", "Bars used for stop-loss search", "Pattern 4");
		_pattern4TakeProfitBars = Param(nameof(Pattern4TakeProfitBars), 32)
			.SetGreaterThanZero()
			.SetDisplay("P4 Take Bars", "Bars used for take-profit search", "Pattern 4");
		_pattern4Offset = Param(nameof(Pattern4Offset), 45)
			.SetGreaterThanZero()
			.SetDisplay("P4 Offset", "Stop-loss offset in points", "Pattern 4");
		_pattern4Slow = Param(nameof(Pattern4Slow), 9)
			.SetGreaterThanZero()
			.SetDisplay("P4 Slow EMA", "Slow EMA length for MACD", "Pattern 4");
		_pattern4Fast = Param(nameof(Pattern4Fast), 4)
			.SetGreaterThanZero()
			.SetDisplay("P4 Fast EMA", "Fast EMA length for MACD", "Pattern 4");
		_pattern4AdditionalBars = Param(nameof(Pattern4AdditionalBars), 10)
			.SetGreaterThanZero()
			.SetDisplay("P4 Extra Bars", "Compatibility counter, kept for completeness", "Pattern 4");
		_pattern4MaxThreshold = Param(nameof(Pattern4MaxThreshold), 0.0165m)
			.SetDisplay("P4 Max", "Primary upper MACD threshold", "Pattern 4");
		_pattern4MaxLowThreshold = Param(nameof(Pattern4MaxLowThreshold), 0.0001m)
			.SetDisplay("P4 Max Low", "Secondary upper MACD threshold", "Pattern 4");
		_pattern4MinThreshold = Param(nameof(Pattern4MinThreshold), -0.0005m)
			.SetDisplay("P4 Min", "Primary lower MACD threshold", "Pattern 4");
		_pattern4MinHighThreshold = Param(nameof(Pattern4MinHighThreshold), -0.0006m)
			.SetDisplay("P4 Min High", "Secondary lower MACD threshold", "Pattern 4");

		_pattern5Enabled = Param(nameof(Pattern5Enabled), true)
			.SetDisplay("Pattern 5", "Enable fifth MACD pattern", "Patterns");
		_pattern5StopLossBars = Param(nameof(Pattern5StopLossBars), 8)
			.SetGreaterThanZero()
			.SetDisplay("P5 Stop Bars", "Bars used for stop-loss search", "Pattern 5");
		_pattern5TakeProfitBars = Param(nameof(Pattern5TakeProfitBars), 47)
			.SetGreaterThanZero()
			.SetDisplay("P5 Take Bars", "Bars used for take-profit search", "Pattern 5");
		_pattern5Offset = Param(nameof(Pattern5Offset), 45)
			.SetGreaterThanZero()
			.SetDisplay("P5 Offset", "Stop-loss offset in points", "Pattern 5");
		_pattern5Slow = Param(nameof(Pattern5Slow), 2)
			.SetGreaterThanZero()
			.SetDisplay("P5 Slow EMA", "Slow EMA length for MACD", "Pattern 5");
		_pattern5Fast = Param(nameof(Pattern5Fast), 6)
			.SetGreaterThanZero()
			.SetDisplay("P5 Fast EMA", "Fast EMA length for MACD", "Pattern 5");
		_pattern5MaxNeutralThreshold = Param(nameof(Pattern5MaxNeutralThreshold), 0.0005m)
			.SetDisplay("P5 Neutral Max", "Neutral upper MACD threshold", "Pattern 5");
		_pattern5MaxThreshold = Param(nameof(Pattern5MaxThreshold), 0.0015m)
			.SetDisplay("P5 Max", "Upper MACD threshold", "Pattern 5");
		_pattern5MinNeutralThreshold = Param(nameof(Pattern5MinNeutralThreshold), -0.0005m)
			.SetDisplay("P5 Neutral Min", "Neutral lower MACD threshold", "Pattern 5");
		_pattern5MinThreshold = Param(nameof(Pattern5MinThreshold), -0.0030m)
			.SetDisplay("P5 Min", "Lower MACD threshold", "Pattern 5");

		_pattern6Enabled = Param(nameof(Pattern6Enabled), true)
			.SetDisplay("Pattern 6", "Enable sixth MACD pattern", "Patterns");
		_pattern6StopLossBars = Param(nameof(Pattern6StopLossBars), 26)
			.SetGreaterThanZero()
			.SetDisplay("P6 Stop Bars", "Bars used for stop-loss search", "Pattern 6");
		_pattern6TakeProfitBars = Param(nameof(Pattern6TakeProfitBars), 42)
			.SetGreaterThanZero()
			.SetDisplay("P6 Take Bars", "Bars used for take-profit search", "Pattern 6");
		_pattern6Offset = Param(nameof(Pattern6Offset), 20)
			.SetGreaterThanZero()
			.SetDisplay("P6 Offset", "Stop-loss offset in points", "Pattern 6");
		_pattern6Slow = Param(nameof(Pattern6Slow), 8)
			.SetGreaterThanZero()
			.SetDisplay("P6 Slow EMA", "Slow EMA length for MACD", "Pattern 6");
		_pattern6Fast = Param(nameof(Pattern6Fast), 4)
			.SetGreaterThanZero()
			.SetDisplay("P6 Fast EMA", "Fast EMA length for MACD", "Pattern 6");
		_pattern6MaxThreshold = Param(nameof(Pattern6MaxThreshold), 0.0005m)
			.SetDisplay("P6 Max", "Upper MACD threshold", "Pattern 6");
		_pattern6MinThreshold = Param(nameof(Pattern6MinThreshold), -0.0010m)
			.SetDisplay("P6 Min", "Lower MACD threshold", "Pattern 6");
		_pattern6MaxBars = Param(nameof(Pattern6MaxBars), 5)
			.SetGreaterThanZero()
			.SetDisplay("P6 Max Bars", "Maximum bar counter above/below the threshold", "Pattern 6");
		_pattern6MinBars = Param(nameof(Pattern6MinBars), 5)
			.SetGreaterThanZero()
			.SetDisplay("P6 Min Bars", "Minimum bar counter above/below the threshold", "Pattern 6");
		_pattern6TriggerBars = Param(nameof(Pattern6TriggerBars), 4)
			.SetGreaterThanZero()
			.SetDisplay("P6 Trigger Bars", "Required bars before triggering", "Pattern 6");

		_emaPeriod1 = Param(nameof(EmaPeriod1), 7)
			.SetGreaterThanZero()
			.SetDisplay("EMA 1", "First EMA length for position manager", "Management");
		_emaPeriod2 = Param(nameof(EmaPeriod2), 21)
			.SetGreaterThanZero()
			.SetDisplay("EMA 2", "Second EMA length for position manager", "Management");
		_smaPeriod3 = Param(nameof(SmaPeriod3), 98)
			.SetGreaterThanZero()
			.SetDisplay("SMA", "Simple MA length for position manager", "Management");
		_emaPeriod4 = Param(nameof(EmaPeriod4), 365)
			.SetGreaterThanZero()
			.SetDisplay("EMA 4", "Fourth EMA length for position manager", "Management");

		_initialVolume = Param(nameof(InitialVolume), 0.1m)
			.SetGreaterThanZero()
			.SetDisplay("Initial Volume", "Base volume for orders", "General");
		_useTimeFilter = Param(nameof(UseTimeFilter), false)
			.SetDisplay("Time Filter", "Enable intraday trading window", "General");
		_startTime = Param(nameof(StartTime), new TimeSpan(7, 0, 0))
			.SetDisplay("Start Time", "Trading window start", "General");
		_stopTime = Param(nameof(StopTime), new TimeSpan(17, 0, 0))
			.SetDisplay("Stop Time", "Trading window end", "General");
		_useMartingale = Param(nameof(UseMartingale), true)
			.SetDisplay("Martingale", "Enable martingale volume adjustment", "Risk");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles used for analysis", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

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

		_candles.Clear();
		_macd1History.Clear();
		_macd2History.Clear();
		_macd3History.Clear();
		_macd4History.Clear();
		_macd5History.Clear();
		_macd6History.Clear();

		_pattern1WasAbove = false;
		_pattern1WasBelow = false;
		_pattern2WasPositive = false;
		_pattern2WasNegative = false;
		_pattern2SellArmed = false;
		_pattern2BuyArmed = false;
		_pattern3BarsBup = 0;
		_pattern6BarsAbove = 0;
		_pattern6BarsBelow = 0;
		_pattern6SellBlocked = false;
		_pattern6BuyBlocked = false;
		_pattern6SellReady = false;
		_pattern6BuyReady = false;

		_currentVolume = InitialVolume;
		_longVolume = 0m;
		_shortVolume = 0m;
		_longAveragePrice = 0m;
		_shortAveragePrice = 0m;
		_cycleRealizedPnL = 0m;
		_longPartialCount = 0;
		_shortPartialCount = 0;
		_longStop = null;
		_longTake = null;
		_shortStop = null;
		_shortTake = null;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_currentVolume = InitialVolume;

		_macd1 = CreateMacd(Pattern1Fast, Pattern1Slow);
		_macd2 = CreateMacd(Pattern2Fast, Pattern2Slow);
		_macd3 = CreateMacd(Pattern3Fast, Pattern3Slow);
		_macd4 = CreateMacd(Pattern4Fast, Pattern4Slow);
		_macd5 = CreateMacd(Pattern5Fast, Pattern5Slow);
		_macd6 = CreateMacd(Pattern6Fast, Pattern6Slow);

		_ema1 = new ExponentialMovingAverage { Length = EmaPeriod1 };
		_ema2 = new ExponentialMovingAverage { Length = EmaPeriod2 };
		_sma3 = new SimpleMovingAverage { Length = SmaPeriod3 };
		_ema4 = new ExponentialMovingAverage { Length = EmaPeriod4 };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(new IIndicator[] { _macd1, _macd2, _macd3, _macd4, _macd5, _macd6, _ema1, _ema2, _sma3, _ema4 }, ProcessCandleArr, true)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, _macd1);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandleArr(ICandleMessage candle, IIndicatorValue[] vals)
	{
		ProcessCandle(candle, vals[0], vals[1], vals[2], vals[3], vals[4], vals[5], vals[6], vals[7], vals[8], vals[9]);
	}

	private void ProcessCandle(
		ICandleMessage candle,
		IIndicatorValue macd1Value,
		IIndicatorValue macd2Value,
		IIndicatorValue macd3Value,
		IIndicatorValue macd4Value,
		IIndicatorValue macd5Value,
		IIndicatorValue macd6Value,
		IIndicatorValue ema1Value,
		IIndicatorValue ema2Value,
		IIndicatorValue sma3Value,
		IIndicatorValue ema4Value)
	{
		if (candle.State != CandleStates.Finished)
			return;

		_candles.Add(candle);
		TrimCandles();

		CheckRiskManagement(candle);

		if (!macd1Value.IsFinal || !macd2Value.IsFinal || !macd3Value.IsFinal ||
			!macd4Value.IsFinal || !macd5Value.IsFinal || !macd6Value.IsFinal)
		{
			UpdateMacdHistories(macd1Value, macd2Value, macd3Value, macd4Value, macd5Value, macd6Value);
			return;
		}

		if (macd1Value is not MovingAverageConvergenceDivergenceSignalValue macd1Signal ||
			macd2Value is not MovingAverageConvergenceDivergenceSignalValue macd2Signal ||
			macd3Value is not MovingAverageConvergenceDivergenceSignalValue macd3Signal ||
			macd4Value is not MovingAverageConvergenceDivergenceSignalValue macd4Signal ||
			macd5Value is not MovingAverageConvergenceDivergenceSignalValue macd5Signal ||
			macd6Value is not MovingAverageConvergenceDivergenceSignalValue macd6Signal)
		{
			UpdateMacdHistories(macd1Value, macd2Value, macd3Value, macd4Value, macd5Value, macd6Value);
			return;
		}

		if (macd1Signal.Macd is not decimal macd1Curr ||
			macd2Signal.Macd is not decimal macd2Curr ||
			macd3Signal.Macd is not decimal macd3Curr ||
			macd4Signal.Macd is not decimal macd4Curr ||
			macd5Signal.Macd is not decimal macd5Curr ||
			macd6Signal.Macd is not decimal macd6Curr)
		{
			UpdateMacdHistories(macd1Value, macd2Value, macd3Value, macd4Value, macd5Value, macd6Value);
			return;
		}

		if (!ema2Value.IsFormed || !sma3Value.IsFormed || !ema4Value.IsFormed)
		{
			UpdateMacdHistories(macd1Value, macd2Value, macd3Value, macd4Value, macd5Value, macd6Value);
			return;
		}

		var ema2 = ema2Value.GetValue<decimal>();
		var sma3 = sma3Value.GetValue<decimal>();
		var ema4 = ema4Value.GetValue<decimal>();

		ManageActivePositions(candle, ema2, sma3, ema4);

		var allowTrade = IsFormedAndOnlineAndAllowTrading();
		var timeOk = !UseTimeFilter || IsWithinTradingWindow(candle.OpenTime.TimeOfDay);

		var macd1Prev = GetPrevious(_macd1History, 1);
		var macd1Prev2 = GetPrevious(_macd1History, 2);
		var macd2Prev = GetPrevious(_macd2History, 1);
		var macd2Prev2 = GetPrevious(_macd2History, 2);
		var macd3Prev = GetPrevious(_macd3History, 1);
		var macd3Prev2 = GetPrevious(_macd3History, 2);
		var macd4Prev = GetPrevious(_macd4History, 1);
		var macd4Prev2 = GetPrevious(_macd4History, 2);
		var macd5Prev = GetPrevious(_macd5History, 1);
		var macd5Prev2 = GetPrevious(_macd5History, 2);
		var macd6Prev = GetPrevious(_macd6History, 1);
		var macd6Prev2 = GetPrevious(_macd6History, 2);

		if (allowTrade && timeOk)
		{
			if (Pattern1Enabled && macd1Prev.HasValue && macd1Prev2.HasValue)
				ProcessPattern1(candle, macd1Curr, macd1Prev.Value, macd1Prev2.Value);

			if (Pattern2Enabled && macd2Prev.HasValue && macd2Prev2.HasValue)
				ProcessPattern2(candle, macd2Curr, macd2Prev.Value, macd2Prev2.Value);

			if (Pattern3Enabled && macd3Prev.HasValue && macd3Prev2.HasValue)
				ProcessPattern3(candle, macd3Curr, macd3Prev.Value, macd3Prev2.Value);

			if (Pattern4Enabled && macd4Prev.HasValue && macd4Prev2.HasValue)
				ProcessPattern4(candle, macd4Curr, macd4Prev.Value, macd4Prev2.Value);

			if (Pattern5Enabled && macd5Prev.HasValue && macd5Prev2.HasValue)
				ProcessPattern5(candle, macd5Curr, macd5Prev.Value, macd5Prev2.Value);

			if (Pattern6Enabled && macd6Prev.HasValue && macd6Prev2.HasValue)
				ProcessPattern6(candle, macd6Curr, macd6Prev.Value, macd6Prev2.Value);
		}

		UpdateMacdHistories(macd1Value, macd2Value, macd3Value, macd4Value, macd5Value, macd6Value);
	}

	private void ProcessPattern1(ICandleMessage candle, decimal macdcurr, decimal macdlast, decimal macdlast3)
	{
		if (macdcurr > Pattern1MaxThreshold)
			_pattern1WasAbove = true;

		if (macdcurr < 0m)
			_pattern1WasAbove = false;

		if (macdcurr < Pattern1MaxThreshold && macdcurr < macdlast && macdlast > macdlast3 && _pattern1WasAbove && macdcurr > 0m && macdlast3 < Pattern1MaxThreshold)
		{
			if (TryOpenShort(candle, Pattern1StopLossBars, Pattern1Offset, Pattern1TakeProfitBars, "Pattern1"))
			{
				_pattern1WasAbove = false;
				_longPartialCount = 0;
			}
		}

		if (macdcurr < Pattern1MinThreshold)
			_pattern1WasBelow = true;

		if (macdcurr > 0m)
			_pattern1WasBelow = false;

		if (macdcurr > Pattern1MinThreshold && macdcurr < 0m && macdcurr > macdlast && macdlast < macdlast3 && _pattern1WasBelow && macdlast3 > Pattern1MinThreshold)
		{
			if (TryOpenLong(candle, Pattern1StopLossBars, Pattern1Offset, Pattern1TakeProfitBars, "Pattern1"))
			{
				_pattern1WasBelow = false;
				_shortPartialCount = 0;
			}
		}
	}

	private void ProcessPattern2(ICandleMessage candle, decimal macdcurr, decimal macdlast, decimal macdlast3)
	{
		if (macdcurr > 0m)
		{
			_pattern2WasPositive = true;
			_pattern2SellArmed = false;
		}

		if (macdcurr > macdlast && macdlast < macdlast3 && _pattern2WasPositive && macdcurr > Pattern2MinThreshold && macdcurr < 0m && !_pattern2SellArmed)
		{
			_pattern2SellArmed = true;
		}

		var valueMin2 = Math.Abs(macdlast * 10000m);
		var valueCurr2 = Math.Abs(macdcurr * 10000m);

		if (_pattern2SellArmed && macdcurr < macdlast && macdlast > macdlast3 && macdcurr < 0m && valueMin2 <= valueCurr2)
			_pattern2WasPositive = false;

		if (_pattern2SellArmed && macdcurr < macdlast && macdlast > macdlast3 && macdcurr < 0m)
		{
			if (TryOpenShort(candle, Pattern2StopLossBars, Pattern2Offset, Pattern2TakeProfitBars, "Pattern2"))
			{
				_pattern2WasPositive = false;
				_pattern2SellArmed = false;
			}
		}

		if (macdcurr < 0m)
		{
			_pattern2WasNegative = true;
			_pattern2BuyArmed = false;
		}

		if (macdcurr < Pattern2MaxThreshold && macdcurr < macdlast && macdlast > macdlast3 && _pattern2WasNegative && macdcurr > 0m)
		{
			_pattern2BuyArmed = true;
		}

		var valueMax2 = Math.Abs(macdlast * 10000m);

		if (_pattern2BuyArmed && macdcurr > macdlast && macdlast < macdlast3 && macdcurr > 0m && valueMax2 <= valueCurr2)
			_pattern2WasNegative = false;

		if (_pattern2BuyArmed && macdcurr > macdlast && macdlast < macdlast3 && macdcurr > 0m)
		{
			if (TryOpenLong(candle, Pattern2StopLossBars, Pattern2Offset, Pattern2TakeProfitBars, "Pattern2"))
			{
				_pattern2WasNegative = false;
				_pattern2BuyArmed = false;
			}
		}
	}

	private void ProcessPattern3(ICandleMessage candle, decimal macdcurr, decimal macdlast, decimal macdlast3)
	{
		var aopSell = false;
		var aopBuy = false;

		var S3 = macdcurr > Pattern3MaxLowThreshold ? 1 : 0;
		if (macdcurr > Pattern3MaxLowThreshold)
			_pattern3BarsBup++;

		var max13 = 0m;
		var max23 = 0m;
		var stops3 = 0;
		var stops13 = 0;

		if (S3 == 1 && macdcurr < macdlast && macdlast > macdlast3 && macdlast > max13 && stops3 == 0)
			max13 = macdlast;

		if (max13 > 0 && macdcurr < Pattern3MaxThreshold)
			stops3 = 1;

		if (macdcurr < Pattern3MaxLowThreshold)
		{
			stops3 = 0;
			max13 = 0;
			S3 = 0;
		}

		if (stops3 == 1 && macdcurr > Pattern3MaxThreshold && macdcurr < macdlast && macdlast > macdlast3 && macdlast > max13 && macdlast > max23 && stops13 == 0)
			max23 = macdlast;

		if (max23 > 0 && macdcurr < Pattern3MaxThreshold)
			stops13 = 1;

		if (macdcurr < Pattern3MaxLowThreshold)
		{
			stops13 = 0;
			max23 = 0;
		}

		if (stops13 == 1 && macdcurr < Pattern3MaxThreshold && macdlast < Pattern3MaxThreshold && macdlast3 < Pattern3MaxThreshold &&
			macdcurr < macdlast && macdlast > macdlast3 && macdlast < (decimal)max23)
			aopSell = true;

		if (macdcurr < Pattern3MaxLowThreshold)
			aopSell = false;

		if (aopSell)
		{
			if (TryOpenShort(candle, Pattern3StopLossBars, Pattern3Offset, Pattern3TakeProfitBars, "Pattern3"))
			{
				_pattern3BarsBup = 0;
				return;
			}
		}

		var bS3 = macdcurr < Pattern3MinThreshold ? 1 : 0;
		var sstops3 = 0;
		var sstops13 = 0;
		var min13 = 0m;
		var min23 = 0m;

		if (bS3 == 1 && macdcurr > macdlast && macdlast < macdlast3 && macdlast < min13 && sstops3 == 0)
			min13 = macdlast;

		if (min13 < 0 && macdcurr > Pattern3MinThreshold)
		{
			sstops3 = 1;
			bS3 = 0;
		}

		if (macdcurr > Pattern3MinHighThreshold)
		{
			sstops3 = 0;
			min13 = 0;
			bS3 = 0;
		}

		if (sstops3 == 1 && macdcurr < Pattern3MaxThreshold && macdcurr > macdlast && macdlast < macdlast3 && macdlast < min13 && macdlast < min23 && sstops13 == 0)
			min23 = macdlast;

		if (min23 < 0 && macdcurr > Pattern3MinThreshold)
		{
			sstops13 = 1;
			sstops3 = 0;
		}

		if (macdcurr > Pattern3MinHighThreshold)
		{
			sstops13 = 0;
			min23 = 0;
		}

		if (sstops13 == 1 && macdcurr > Pattern3MinThreshold && macdlast > Pattern3MinThreshold && macdlast3 > Pattern3MinThreshold &&
			macdcurr > macdlast && macdlast < macdlast3 && macdlast > min23)
		{
			aopBuy = true;
			sstops13 = 0;
		}

		if (macdcurr > Pattern3MaxThreshold)
			aopBuy = false;

		if (aopBuy)
		{
			TryOpenLong(candle, Pattern3StopLossBars, Pattern3Offset, Pattern3TakeProfitBars, "Pattern3");
		}
	}

	private void ProcessPattern4(ICandleMessage candle, decimal macdcurr, decimal macdlast, decimal macdlast3)
	{
		var aopSell = false;
		var aopBuy = false;
		var max14 = 0m;
		var min14 = 0m;
		var stops4 = 0;
		var sstop4 = 0;

		if (macdcurr > Pattern4MaxThreshold && macdcurr < macdlast && macdlast > macdlast3 && stops4 == 0)
		{
			max14 = macdlast;
			stops4 = 1;
		}

		if (macdcurr < Pattern4MaxThreshold)
		{
			stops4 = 0;
			max14 = 0;
		}

		if (stops4 == 1 && macdcurr > Pattern4MaxThreshold && macdcurr < macdlast && macdlast > macdlast3 && macdlast < max14)
			aopSell = true;

		if (macdcurr < Pattern4MaxThreshold)
			aopSell = false;

		if (aopSell)
		{
			if (TryOpenShort(candle, Pattern4StopLossBars, Pattern4Offset, Pattern4TakeProfitBars, "Pattern4"))
				return;
		}

		if (macdcurr < Pattern4MinThreshold && macdcurr > macdlast && macdlast < macdlast3 && sstop4 == 0)
		{
			min14 = macdlast;
			sstop4 = 1;
		}

		if (macdcurr > Pattern4MinThreshold)
		{
			sstop4 = 0;
			min14 = 0;
		}

		if (sstop4 == 1 && macdcurr < Pattern4MinThreshold && macdcurr > macdlast && macdlast < macdlast3 && macdlast > min14)
			aopBuy = true;

		if (macdcurr > Pattern4MaxThreshold)
			aopBuy = false;

		if (aopBuy)
		{
			TryOpenLong(candle, Pattern4StopLossBars, Pattern4Offset, Pattern4TakeProfitBars, "Pattern4");
		}
	}

	private void ProcessPattern5(ICandleMessage candle, decimal macdcurr, decimal macdlast, decimal macdlast3)
	{
		var aopSell = false;
		var aopBuy = false;
		var stops5 = 0;
		var stopb5 = 0;
		var Sb5 = 0;
		var Ss5 = 0;

		if (macdcurr < Pattern5MinNeutralThreshold && stops5 == 0)
			stops5 = 1;

		if (macdcurr > Pattern5MinThreshold && stops5 == 1)
		{
			stops5 = 0;
			Sb5 = 1;
		}

		if (Sb5 == 1 && macdcurr < macdlast && macdlast > macdlast3 && macdcurr < Pattern5MinThreshold && macdlast > Pattern5MinThreshold)
		{
			aopSell = true;
			Sb5 = 0;
		}

		if (macdcurr > 0m)
		{
			stops5 = 0;
			aopSell = false;
			Sb5 = 0;
		}

		if (aopSell)
		{
			if (TryOpenShort(candle, Pattern5StopLossBars, Pattern5Offset, Pattern5TakeProfitBars, "Pattern5"))
				return;
		}

		if (macdcurr > Pattern5MaxNeutralThreshold && stopb5 == 0)
			stopb5 = 1;

		if (macdcurr < 0m)
		{
			stopb5 = 0;
			aopBuy = false;
			Ss5 = 0;
		}

		if (macdcurr < Pattern5MaxThreshold && stopb5 == 1)
		{
			stopb5 = 0;
			Ss5 = 1;
		}

		if (Ss5 == 1 && macdcurr > macdlast && macdlast < macdlast3 && macdcurr > Pattern5MaxThreshold && macdlast < Pattern5MaxThreshold)
		{
			aopBuy = true;
			Ss5 = 0;
		}

		if (aopBuy)
		{
			TryOpenLong(candle, Pattern5StopLossBars, Pattern5Offset, Pattern5TakeProfitBars, "Pattern5");
		}
	}

	private void ProcessPattern6(ICandleMessage candle, decimal macdcurr, decimal macdlast, decimal macdlast3)
	{
		if (macdcurr < Pattern6MaxThreshold)
			_pattern6SellBlocked = false;

		if (macdcurr > Pattern6MaxThreshold && _pattern6BarsAbove <= Pattern6MaxBars && !_pattern6SellBlocked)
			_pattern6BarsAbove++;

		if (_pattern6BarsAbove > Pattern6MaxBars)
		{
			_pattern6BarsAbove = 0;
			_pattern6SellBlocked = true;
		}

		if (_pattern6BarsAbove < Pattern6MinBars && macdcurr < Pattern6MaxThreshold)
			_pattern6BarsAbove = 0;

		if (macdcurr < Pattern6MaxThreshold && _pattern6BarsAbove > Pattern6TriggerBars)
			_pattern6SellReady = true;

		if (_pattern6SellReady)
		{
			if (TryOpenShort(candle, Pattern6StopLossBars, Pattern6Offset, Pattern6TakeProfitBars, "Pattern6"))
			{
				_pattern6SellReady = false;
				_pattern6BarsAbove = 0;
				_pattern6SellBlocked = false;
				return;
			}
		}

		if (macdcurr > Pattern6MinThreshold)
			_pattern6BuyBlocked = false;

		if (macdcurr < Pattern6MinThreshold && _pattern6BarsBelow <= Pattern6MaxBars && !_pattern6BuyBlocked)
			_pattern6BarsBelow++;

		if (_pattern6BarsBelow > Pattern6MaxBars)
		{
			_pattern6BuyBlocked = true;
			_pattern6BarsBelow = 0;
		}

		if (_pattern6BarsBelow < Pattern6MinBars && macdcurr > Pattern6MinThreshold)
			_pattern6BarsBelow = 0;

		if (macdcurr > Pattern6MinThreshold && _pattern6BarsBelow > Pattern6TriggerBars)
			_pattern6BuyReady = true;

		if (_pattern6BuyReady)
		{
			if (TryOpenLong(candle, Pattern6StopLossBars, Pattern6Offset, Pattern6TakeProfitBars, "Pattern6"))
			{
				_pattern6BuyReady = false;
				_pattern6BarsBelow = 0;
				_pattern6BuyBlocked = false;
			}
		}
	}

	private bool TryOpenLong(ICandleMessage candle, int stopBars, int offset, int takeBars, string tag)
	{
		var stop = CalculateStopPrice(Sides.Buy, stopBars, offset);
		var take = CalculateTakeProfit(Sides.Buy, takeBars);

		if (stop == null || take == null)
			return false;

		var volume = _currentVolume + Math.Max(0m, -Position);
		if (volume <= 0m)
			return false;

		BuyMarket();
		_longStop = stop;
		_longTake = take;
		_shortStop = null;
		_shortTake = null;
		_longPartialCount = 0;
		_shortPartialCount = 0;
		return true;
	}

	private bool TryOpenShort(ICandleMessage candle, int stopBars, int offset, int takeBars, string tag)
	{
		var stop = CalculateStopPrice(Sides.Sell, stopBars, offset);
		var take = CalculateTakeProfit(Sides.Sell, takeBars);

		if (stop == null || take == null)
			return false;

		var volume = _currentVolume + Math.Max(0m, Position);
		if (volume <= 0m)
			return false;

		SellMarket();
		_shortStop = stop;
		_shortTake = take;
		_longStop = null;
		_longTake = null;
		_longPartialCount = 0;
		_shortPartialCount = 0;
		return true;
	}

	private decimal? CalculateStopPrice(Sides side, int stopLossBars, int offset)
	{
		if (stopLossBars <= 0 || _candles.Count < stopLossBars)
			return null;

		var step = Security?.PriceStep ?? 1m;
		var digitsAdjust = (Security?.Decimals is 3 or 5) ? 10m : 1m;
		var offsetValue = offset * step * digitsAdjust;
		var minDistance = 10m * step * digitsAdjust;
		var currentPrice = _candles[^1].ClosePrice;

		if (side == Sides.Sell)
		{
			var highest = GetSegmentExtreme(Sides.Sell, stopLossBars, 0, true);
			if (highest == null)
				return null;

			var stop = highest.Value + offsetValue;
			if (stop < currentPrice)
				stop = currentPrice + minDistance;
			return stop;
		}
		else
		{
			var lowest = GetSegmentExtreme(Sides.Buy, stopLossBars, 0, true);
			if (lowest == null)
				return null;

			var stop = lowest.Value - offsetValue;
			if (stop > currentPrice)
				stop = currentPrice - minDistance;
			return stop;
		}
	}

	private decimal? CalculateTakeProfit(Sides side, int takeProfitBars)
	{
		if (takeProfitBars <= 0)
			return null;

		var x = 0;
		var best = GetSegmentExtreme(side, takeProfitBars, x, false);
		if (best == null)
			return null;

		while (true)
		{
			x += takeProfitBars;
			var next = GetSegmentExtreme(side, takeProfitBars, x, false);
			if (next == null)
				break;

			if (side == Sides.Sell)
			{
				if (best.Value > next.Value)
				{
					best = next;
					continue;
				}
			}
			else
			{
				if (best.Value < next.Value)
				{
					best = next;
					continue;
				}
			}

			break;
		}

		return best;
	}

	private decimal? GetSegmentExtreme(Sides side, int count, int start, bool forStop)
	{
		if (count <= 0)
			return null;

		var startIndex = _candles.Count - 1 - start;
		var endIndex = startIndex - (count - 1);

		if (startIndex < 0 || endIndex < 0)
			return null;

		decimal extreme = side == Sides.Sell ? decimal.MaxValue : decimal.MinValue;

		for (var i = startIndex; i >= endIndex; i--)
		{
			var candle = _candles[i];
			var value = side == Sides.Sell ? candle.LowPrice : candle.HighPrice;

			if (side == Sides.Sell)
			{
				if (value < extreme)
					extreme = value;
			}
			else
			{
				if (value > extreme)
					extreme = value;
			}
		}

		return extreme;
	}

	private void ManageActivePositions(ICandleMessage candle, decimal ema2, decimal sma3, decimal ema4)
	{
		if (Position > 0m && _longVolume > 0m)
		{
			var profit = (candle.ClosePrice - _longAveragePrice) * _longVolume;
			if (profit > ProfitThreshold && candle.ClosePrice > ema2 && _longPartialCount == 0)
			{
				var volume = Math.Max(Math.Round(_longVolume / 3m, 2, MidpointRounding.AwayFromZero), MinPartialVolume);
				volume = Math.Min(volume, Position);
				SellMarket();
				_longPartialCount++;
				return;
			}

			if (profit > ProfitThreshold && candle.HighPrice > (sma3 + ema4) / 2m && _longPartialCount == 1)
			{
				var volume = Math.Max(Math.Round(_longVolume / 2m, 2, MidpointRounding.AwayFromZero), MinPartialVolume);
				volume = Math.Min(volume, Position);
				SellMarket();
				_longPartialCount++;
			}
		}
		else if (Position < 0m && _shortVolume > 0m)
		{
			var profit = (_shortAveragePrice - candle.ClosePrice) * _shortVolume;
			if (profit > ProfitThreshold && candle.ClosePrice < ema2 && _shortPartialCount == 0)
			{
				var volume = Math.Max(Math.Round(_shortVolume / 3m, 2, MidpointRounding.AwayFromZero), MinPartialVolume);
				volume = Math.Min(volume, Math.Abs(Position));
				BuyMarket();
				_shortPartialCount++;
				return;
			}

			if (profit > ProfitThreshold && candle.LowPrice < (sma3 + ema4) / 2m && _shortPartialCount == 1)
			{
				var volume = Math.Max(Math.Round(_shortVolume / 2m, 2, MidpointRounding.AwayFromZero), MinPartialVolume);
				volume = Math.Min(volume, Math.Abs(Position));
				BuyMarket();
				_shortPartialCount++;
			}
		}
	}

	private void CheckRiskManagement(ICandleMessage candle)
	{
		if (Position > 0m)
		{
			if (_longStop.HasValue && candle.LowPrice <= _longStop.Value)
			{
				SellMarket();
				_longStop = null;
				_longTake = null;
			}
			else if (_longTake.HasValue && candle.HighPrice >= _longTake.Value)
			{
				SellMarket();
				_longStop = null;
				_longTake = null;
			}
		}
		else if (Position < 0m)
		{
			if (_shortStop.HasValue && candle.HighPrice >= _shortStop.Value)
			{
				BuyMarket();
				_shortStop = null;
				_shortTake = null;
			}
			else if (_shortTake.HasValue && candle.LowPrice <= _shortTake.Value)
			{
				BuyMarket();
				_shortStop = null;
				_shortTake = null;
			}
		}
	}

	private void UpdateMacdHistories(IIndicatorValue macd1Value, IIndicatorValue macd2Value, IIndicatorValue macd3Value,
		IIndicatorValue macd4Value, IIndicatorValue macd5Value, IIndicatorValue macd6Value)
	{
		AppendMacdValue(_macd1History, macd1Value);
		AppendMacdValue(_macd2History, macd2Value);
		AppendMacdValue(_macd3History, macd3Value);
		AppendMacdValue(_macd4History, macd4Value);
		AppendMacdValue(_macd5History, macd5Value);
		AppendMacdValue(_macd6History, macd6Value);
	}

	private void AppendMacdValue(List<decimal> history, IIndicatorValue value)
	{
		if (value is not MovingAverageConvergenceDivergenceSignalValue macdValue)
			return;

		if (macdValue.Macd is not decimal macd)
			return;

		history.Add(macd);
		if (history.Count > MacdHistoryLength)
			history.RemoveAt(0);
	}

	private static decimal? GetPrevious(List<decimal> history, int index)
	{
		if (history.Count <= index)
			return null;

		return history[^ (index + 1)];
	}

	private void TrimCandles()
	{
		if (_candles.Count > CandleHistoryLimit)
			_candles.RemoveRange(0, _candles.Count - CandleHistoryLimit);
	}

	private bool IsWithinTradingWindow(TimeSpan time)
	{
		var start = StartTime;
		var stop = StopTime;

		if (start == stop)
			return true;

		if (start < stop)
			return time > start && time < stop;

		return time > start || time < stop;
	}

	private MovingAverageConvergenceDivergenceSignal CreateMacd(int fast, int slow)
	{
		return new MovingAverageConvergenceDivergenceSignal
		{
			Macd =
			{
				ShortMa = { Length = fast },
				LongMa = { Length = slow }
			},
			SignalMa = { Length = 1 }
		};
	}

	/// <inheritdoc />
	protected override void OnOwnTradeReceived(MyTrade trade)
	{
		base.OnOwnTradeReceived(trade);

		if (trade.Order == null)
			return;

		var volume = trade.Trade?.Volume ?? 0m;
		var price = trade.Trade?.Price ?? 0m;

		if (volume <= 0m)
			return;

		if (trade.Order.Side == Sides.Buy)
		{
			var covered = Math.Min(_shortVolume, volume);
			if (covered > 0m)
			{
				_cycleRealizedPnL += (_shortAveragePrice - price) * covered;
				_shortVolume -= covered;
				if (_shortVolume <= 0m)
				{
					_shortVolume = 0m;
					_shortAveragePrice = 0m;
					_shortStop = null;
					_shortTake = null;
					_shortPartialCount = 0;
				}
			}

			var remaining = volume - covered;
			if (remaining > 0m)
			{
				if (_longVolume == 0m)
					_cycleRealizedPnL = 0m;

				var newVolume = _longVolume + remaining;
				_longAveragePrice = (_longAveragePrice * _longVolume + price * remaining) / newVolume;
				_longVolume = newVolume;
			}
		}
		else if (trade.Order.Side == Sides.Sell)
		{
			var covered = Math.Min(_longVolume, volume);
			if (covered > 0m)
			{
				_cycleRealizedPnL += (price - _longAveragePrice) * covered;
				_longVolume -= covered;
				if (_longVolume <= 0m)
				{
					_longVolume = 0m;
					_longAveragePrice = 0m;
					_longStop = null;
					_longTake = null;
					_longPartialCount = 0;
				}
			}

			var remaining = volume - covered;
			if (remaining > 0m)
			{
				if (_shortVolume == 0m)
					_cycleRealizedPnL = 0m;

				var newVolume = _shortVolume + remaining;
				_shortAveragePrice = (_shortAveragePrice * _shortVolume + price * remaining) / newVolume;
				_shortVolume = newVolume;
			}
		}

		if (Position == 0m)
			AdjustVolumeOnFlat();
	}

	private void AdjustVolumeOnFlat()
	{
		if (_cycleRealizedPnL > 0m || !UseMartingale)
		{
			_currentVolume = InitialVolume;
		}
		else if (UseMartingale)
		{
			_currentVolume *= 2m;
		}

		_cycleRealizedPnL = 0m;
		_longPartialCount = 0;
		_shortPartialCount = 0;
		_longStop = null;
		_longTake = null;
		_shortStop = null;
		_shortTake = null;
	}
}

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, Unit, UnitTypes
from System import Array
from StockSharp.Algo.Indicators import (MovingAverageConvergenceDivergenceSignal,
    ExponentialMovingAverage, SimpleMovingAverage, IIndicator)
from StockSharp.Algo.Strategies import Strategy


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

        self._macd_history_length = self.Param("MacdHistoryLength", 3)
        self._candle_history_limit = self.Param("CandleHistoryLimit", 1000)
        self._min_partial_volume = self.Param("MinPartialVolume", 0.01)
        self._profit_threshold = self.Param("ProfitThreshold", 5.0)

        self._p1_enabled = self.Param("Pattern1Enabled", True)
        self._p1_sl_bars = self.Param("Pattern1StopLossBars", 22)
        self._p1_tp_bars = self.Param("Pattern1TakeProfitBars", 32)
        self._p1_offset = self.Param("Pattern1Offset", 40)
        self._p1_slow = self.Param("Pattern1Slow", 13)
        self._p1_fast = self.Param("Pattern1Fast", 24)
        self._p1_max = self.Param("Pattern1MaxThreshold", 0.0095)
        self._p1_min = self.Param("Pattern1MinThreshold", -0.0045)

        self._p2_enabled = self.Param("Pattern2Enabled", True)
        self._p2_sl_bars = self.Param("Pattern2StopLossBars", 2)
        self._p2_tp_bars = self.Param("Pattern2TakeProfitBars", 2)
        self._p2_offset = self.Param("Pattern2Offset", 50)
        self._p2_slow = self.Param("Pattern2Slow", 7)
        self._p2_fast = self.Param("Pattern2Fast", 17)
        self._p2_max = self.Param("Pattern2MaxThreshold", 0.0045)
        self._p2_min = self.Param("Pattern2MinThreshold", -0.0035)

        self._p3_enabled = self.Param("Pattern3Enabled", True)
        self._p3_sl_bars = self.Param("Pattern3StopLossBars", 8)
        self._p3_tp_bars = self.Param("Pattern3TakeProfitBars", 12)
        self._p3_offset = self.Param("Pattern3Offset", 2)
        self._p3_slow = self.Param("Pattern3Slow", 2)
        self._p3_fast = self.Param("Pattern3Fast", 32)
        self._p3_max = self.Param("Pattern3MaxThreshold", 0.0015)
        self._p3_max_low = self.Param("Pattern3MaxLowThreshold", 0.004)
        self._p3_min = self.Param("Pattern3MinThreshold", -0.005)
        self._p3_min_high = self.Param("Pattern3MinHighThreshold", -0.0005)

        self._p4_enabled = self.Param("Pattern4Enabled", True)
        self._p4_sl_bars = self.Param("Pattern4StopLossBars", 10)
        self._p4_tp_bars = self.Param("Pattern4TakeProfitBars", 32)
        self._p4_offset = self.Param("Pattern4Offset", 45)
        self._p4_slow = self.Param("Pattern4Slow", 9)
        self._p4_fast = self.Param("Pattern4Fast", 4)
        self._p4_max = self.Param("Pattern4MaxThreshold", 0.0165)
        self._p4_max_low = self.Param("Pattern4MaxLowThreshold", 0.0001)
        self._p4_min = self.Param("Pattern4MinThreshold", -0.0005)
        self._p4_min_high = self.Param("Pattern4MinHighThreshold", -0.0006)

        self._p5_enabled = self.Param("Pattern5Enabled", True)
        self._p5_sl_bars = self.Param("Pattern5StopLossBars", 8)
        self._p5_tp_bars = self.Param("Pattern5TakeProfitBars", 47)
        self._p5_offset = self.Param("Pattern5Offset", 45)
        self._p5_slow = self.Param("Pattern5Slow", 2)
        self._p5_fast = self.Param("Pattern5Fast", 6)
        self._p5_max_neutral = self.Param("Pattern5MaxNeutralThreshold", 0.0005)
        self._p5_max = self.Param("Pattern5MaxThreshold", 0.0015)
        self._p5_min_neutral = self.Param("Pattern5MinNeutralThreshold", -0.0005)
        self._p5_min = self.Param("Pattern5MinThreshold", -0.003)

        self._p6_enabled = self.Param("Pattern6Enabled", True)
        self._p6_sl_bars = self.Param("Pattern6StopLossBars", 26)
        self._p6_tp_bars = self.Param("Pattern6TakeProfitBars", 42)
        self._p6_offset = self.Param("Pattern6Offset", 20)
        self._p6_slow = self.Param("Pattern6Slow", 8)
        self._p6_fast = self.Param("Pattern6Fast", 4)
        self._p6_max = self.Param("Pattern6MaxThreshold", 0.0005)
        self._p6_min = self.Param("Pattern6MinThreshold", -0.001)
        self._p6_max_bars = self.Param("Pattern6MaxBars", 5)
        self._p6_min_bars = self.Param("Pattern6MinBars", 5)
        self._p6_trigger_bars = self.Param("Pattern6TriggerBars", 4)

        self._ema_period1 = self.Param("EmaPeriod1", 7)
        self._ema_period2 = self.Param("EmaPeriod2", 21)
        self._sma_period3 = self.Param("SmaPeriod3", 98)
        self._ema_period4 = self.Param("EmaPeriod4", 365)

        self._initial_volume = self.Param("InitialVolume", 0.1)
        self._use_time_filter = self.Param("UseTimeFilter", False)
        self._start_time = self.Param("StartTime", 7)
        self._stop_time = self.Param("StopTime", 17)
        self._use_martingale = self.Param("UseMartingale", True)
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30)))

        self._candles = []
        self._macd_histories = [[], [], [], [], [], []]
        self._p1_was_above = False
        self._p1_was_below = False
        self._p2_was_positive = False
        self._p2_was_negative = False
        self._p2_sell_armed = False
        self._p2_buy_armed = False
        self._p3_bars_bup = 0
        self._p6_bars_above = 0
        self._p6_bars_below = 0
        self._p6_sell_blocked = False
        self._p6_buy_blocked = False
        self._p6_sell_ready = False
        self._p6_buy_ready = False
        self._current_volume = 0.1
        self._long_stop = None
        self._long_take = None
        self._short_stop = None
        self._short_take = None

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

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

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

        self._current_volume = float(self._initial_volume.Value)
        self._candles = []
        self._macd_histories = [[], [], [], [], [], []]
        self._p1_was_above = False
        self._p1_was_below = False
        self._p2_was_positive = False
        self._p2_was_negative = False
        self._p2_sell_armed = False
        self._p2_buy_armed = False
        self._p3_bars_bup = 0
        self._p6_bars_above = 0
        self._p6_bars_below = 0
        self._p6_sell_blocked = False
        self._p6_buy_blocked = False
        self._p6_sell_ready = False
        self._p6_buy_ready = False
        self._long_stop = None
        self._long_take = None
        self._short_stop = None
        self._short_take = None

        self._macds = []
        params = [
            (self._p1_fast, self._p1_slow),
            (self._p2_fast, self._p2_slow),
            (self._p3_fast, self._p3_slow),
            (self._p4_fast, self._p4_slow),
            (self._p5_fast, self._p5_slow),
            (self._p6_fast, self._p6_slow),
        ]
        for fast_p, slow_p in params:
            macd = MovingAverageConvergenceDivergenceSignal()
            macd.Macd.ShortMa.Length = int(fast_p.Value)
            macd.Macd.LongMa.Length = int(slow_p.Value)
            macd.SignalMa.Length = 1
            self._macds.append(macd)

        self._ema1 = ExponentialMovingAverage()
        self._ema1.Length = int(self._ema_period1.Value)
        self._ema2 = ExponentialMovingAverage()
        self._ema2.Length = int(self._ema_period2.Value)
        self._sma3 = SimpleMovingAverage()
        self._sma3.Length = int(self._sma_period3.Value)
        self._ema4 = ExponentialMovingAverage()
        self._ema4.Length = int(self._ema_period4.Value)

        indicators = Array[IIndicator](self._macds + [self._ema1, self._ema2, self._sma3, self._ema4])
        subscription = self.SubscribeCandles(self.CandleType)
        subscription.BindEx(indicators, self.ProcessCandleArr, True).Start()

        self.StartProtection(
            Unit(2000.0, UnitTypes.Absolute),
            Unit(1000.0, UnitTypes.Absolute))

    def ProcessCandleArr(self, candle, vals):
        if candle.State != CandleStates.Finished:
            return

        macd_vals = [vals[i] for i in range(6)]
        ema1_val = vals[6]
        ema2_val = vals[7]
        sma3_val = vals[8]
        ema4_val = vals[9]

        self._candles.append(candle)
        limit = int(self._candle_history_limit.Value)
        if len(self._candles) > limit:
            self._candles.pop(0)

        self._check_risk(candle)

        macd_currents = []
        all_final = True
        for val in macd_vals:
            if not val.IsFinal:
                all_final = False
                break
            macd_line = val.Macd if hasattr(val, 'Macd') else None
            if macd_line is not None:
                macd_currents.append(float(macd_line))
            else:
                all_final = False
                break

        if not all_final:
            self._update_macd_histories(macd_vals)
            return

        if not self._ema2.IsFormed or not self._sma3.IsFormed or not self._ema4.IsFormed:
            self._update_macd_histories(macd_vals)
            return

        ema2 = float(ema2_val)
        sma3 = float(sma3_val)
        ema4 = float(ema4_val)

        self._manage_positions(candle, ema2, sma3, ema4)

        hist_len = int(self._macd_history_length.Value)
        use_tf = bool(self._use_time_filter.Value)
        time_ok = not use_tf or self._is_in_window(candle)

        if time_ok:
            for i in range(6):
                h = self._macd_histories[i]
                if len(h) < 2:
                    continue
                prev1 = h[-1]
                prev2 = h[-2] if len(h) >= 2 else None
                if prev1 is None or prev2 is None:
                    continue
                mc = macd_currents[i]
                if i == 0 and bool(self._p1_enabled.Value):
                    self._process_p1(candle, mc, prev1, prev2)
                elif i == 1 and bool(self._p2_enabled.Value):
                    self._process_p2(candle, mc, prev1, prev2)
                elif i == 2 and bool(self._p3_enabled.Value):
                    self._process_p3(candle, mc, prev1, prev2)
                elif i == 3 and bool(self._p4_enabled.Value):
                    self._process_p4(candle, mc, prev1, prev2)
                elif i == 4 and bool(self._p5_enabled.Value):
                    self._process_p5(candle, mc, prev1, prev2)
                elif i == 5 and bool(self._p6_enabled.Value):
                    self._process_p6(candle, mc, prev1, prev2)

        self._update_macd_histories(macd_vals)

    def _process_p1(self, candle, mc, ml, ml3):
        p1_max = float(self._p1_max.Value)
        p1_min = float(self._p1_min.Value)
        if mc > p1_max:
            self._p1_was_above = True
        if mc < 0.0:
            self._p1_was_above = False
        if mc < p1_max and mc < ml and ml > ml3 and self._p1_was_above and mc > 0.0 and ml3 < p1_max:
            if self._try_open_short(candle, int(self._p1_sl_bars.Value), int(self._p1_offset.Value), int(self._p1_tp_bars.Value)):
                self._p1_was_above = False

        if mc < p1_min:
            self._p1_was_below = True
        if mc > 0.0:
            self._p1_was_below = False
        if mc > p1_min and mc < 0.0 and mc > ml and ml < ml3 and self._p1_was_below and ml3 > p1_min:
            if self._try_open_long(candle, int(self._p1_sl_bars.Value), int(self._p1_offset.Value), int(self._p1_tp_bars.Value)):
                self._p1_was_below = False

    def _process_p2(self, candle, mc, ml, ml3):
        p2_max = float(self._p2_max.Value)
        p2_min = float(self._p2_min.Value)
        if mc > 0.0:
            self._p2_was_positive = True
            self._p2_sell_armed = False
        if mc > ml and ml < ml3 and self._p2_was_positive and mc > p2_min and mc < 0.0 and not self._p2_sell_armed:
            self._p2_sell_armed = True
        if self._p2_sell_armed and mc < ml and ml > ml3 and mc < 0.0:
            if self._try_open_short(candle, int(self._p2_sl_bars.Value), int(self._p2_offset.Value), int(self._p2_tp_bars.Value)):
                self._p2_was_positive = False
                self._p2_sell_armed = False

        if mc < 0.0:
            self._p2_was_negative = True
            self._p2_buy_armed = False
        if mc < p2_max and mc < ml and ml > ml3 and self._p2_was_negative and mc > 0.0:
            self._p2_buy_armed = True
        if self._p2_buy_armed and mc > ml and ml < ml3 and mc > 0.0:
            if self._try_open_long(candle, int(self._p2_sl_bars.Value), int(self._p2_offset.Value), int(self._p2_tp_bars.Value)):
                self._p2_was_negative = False
                self._p2_buy_armed = False

    def _process_p3(self, candle, mc, ml, ml3):
        p3_max = float(self._p3_max.Value)
        p3_max_low = float(self._p3_max_low.Value)
        p3_min = float(self._p3_min.Value)
        p3_min_high = float(self._p3_min_high.Value)

        if mc > p3_max_low:
            self._p3_bars_bup += 1
        if mc < p3_max and mc < ml and ml > ml3 and mc > 0.0:
            if self._try_open_short(candle, int(self._p3_sl_bars.Value), int(self._p3_offset.Value), int(self._p3_tp_bars.Value)):
                self._p3_bars_bup = 0
                return

        if mc > p3_min and mc > ml and ml < ml3 and mc < 0.0:
            self._try_open_long(candle, int(self._p3_sl_bars.Value), int(self._p3_offset.Value), int(self._p3_tp_bars.Value))

    def _process_p4(self, candle, mc, ml, ml3):
        p4_max = float(self._p4_max.Value)
        p4_min = float(self._p4_min.Value)
        if mc > p4_max and mc < ml and ml > ml3:
            self._try_open_short(candle, int(self._p4_sl_bars.Value), int(self._p4_offset.Value), int(self._p4_tp_bars.Value))
        if mc < p4_min and mc > ml and ml < ml3:
            self._try_open_long(candle, int(self._p4_sl_bars.Value), int(self._p4_offset.Value), int(self._p4_tp_bars.Value))

    def _process_p5(self, candle, mc, ml, ml3):
        p5_min_neutral = float(self._p5_min_neutral.Value)
        p5_min = float(self._p5_min.Value)
        p5_max_neutral = float(self._p5_max_neutral.Value)
        p5_max = float(self._p5_max.Value)

        if mc < p5_min_neutral and mc < ml and ml > ml3 and mc < p5_min and ml > p5_min:
            self._try_open_short(candle, int(self._p5_sl_bars.Value), int(self._p5_offset.Value), int(self._p5_tp_bars.Value))

        if mc > p5_max_neutral and mc > ml and ml < ml3 and mc > p5_max and ml < p5_max:
            self._try_open_long(candle, int(self._p5_sl_bars.Value), int(self._p5_offset.Value), int(self._p5_tp_bars.Value))

    def _process_p6(self, candle, mc, ml, ml3):
        p6_max = float(self._p6_max.Value)
        p6_min = float(self._p6_min.Value)
        max_bars = int(self._p6_max_bars.Value)
        min_bars = int(self._p6_min_bars.Value)
        trigger = int(self._p6_trigger_bars.Value)

        if mc < p6_max:
            self._p6_sell_blocked = False
        if mc > p6_max and self._p6_bars_above <= max_bars and not self._p6_sell_blocked:
            self._p6_bars_above += 1
        if self._p6_bars_above > max_bars:
            self._p6_bars_above = 0
            self._p6_sell_blocked = True
        if self._p6_bars_above < min_bars and mc < p6_max:
            self._p6_bars_above = 0
        if mc < p6_max and self._p6_bars_above > trigger:
            self._p6_sell_ready = True

        if self._p6_sell_ready:
            if self._try_open_short(candle, int(self._p6_sl_bars.Value), int(self._p6_offset.Value), int(self._p6_tp_bars.Value)):
                self._p6_sell_ready = False
                self._p6_bars_above = 0
                self._p6_sell_blocked = False
                return

        if mc > p6_min:
            self._p6_buy_blocked = False
        if mc < p6_min and self._p6_bars_below <= max_bars and not self._p6_buy_blocked:
            self._p6_bars_below += 1
        if self._p6_bars_below > max_bars:
            self._p6_buy_blocked = True
            self._p6_bars_below = 0
        if self._p6_bars_below < min_bars and mc > p6_min:
            self._p6_bars_below = 0
        if mc > p6_min and self._p6_bars_below > trigger:
            self._p6_buy_ready = True

        if self._p6_buy_ready:
            if self._try_open_long(candle, int(self._p6_sl_bars.Value), int(self._p6_offset.Value), int(self._p6_tp_bars.Value)):
                self._p6_buy_ready = False
                self._p6_bars_below = 0
                self._p6_buy_blocked = False

    def _try_open_long(self, candle, sl_bars, offset, tp_bars):
        stop = self._calc_stop_price(True, sl_bars, offset)
        take = self._calc_take_price(True, tp_bars)
        if stop is None or take is None:
            return False
        self.BuyMarket()
        self._long_stop = stop
        self._long_take = take
        self._short_stop = None
        self._short_take = None
        return True

    def _try_open_short(self, candle, sl_bars, offset, tp_bars):
        stop = self._calc_stop_price(False, sl_bars, offset)
        take = self._calc_take_price(False, tp_bars)
        if stop is None or take is None:
            return False
        self.SellMarket()
        self._short_stop = stop
        self._short_take = take
        self._long_stop = None
        self._long_take = None
        return True

    def _calc_stop_price(self, is_long, sl_bars, offset):
        if sl_bars <= 0 or len(self._candles) < sl_bars:
            return None
        step = float(self.Security.PriceStep) if self.Security is not None and self.Security.PriceStep is not None else 1.0
        if step <= 0.0:
            step = 1.0
        offset_val = offset * step
        if is_long:
            lowest = None
            start = max(0, len(self._candles) - sl_bars)
            for i in range(start, len(self._candles)):
                v = float(self._candles[i].LowPrice)
                if lowest is None or v < lowest:
                    lowest = v
            return lowest - offset_val if lowest is not None else None
        else:
            highest = None
            start = max(0, len(self._candles) - sl_bars)
            for i in range(start, len(self._candles)):
                v = float(self._candles[i].HighPrice)
                if highest is None or v > highest:
                    highest = v
            return highest + offset_val if highest is not None else None

    def _calc_take_price(self, is_long, tp_bars):
        if tp_bars <= 0:
            return None
        return self._get_segment_extreme(is_long, tp_bars, 0)

    def _get_segment_extreme(self, is_long, count, start):
        start_idx = len(self._candles) - 1 - start
        end_idx = start_idx - (count - 1)
        if start_idx < 0 or end_idx < 0:
            return None
        if is_long:
            extreme = -1e18
        else:
            extreme = 1e18
        for i in range(start_idx, end_idx - 1, -1):
            c = self._candles[i]
            if is_long:
                v = float(c.HighPrice)
                if v > extreme:
                    extreme = v
            else:
                v = float(c.LowPrice)
                if v < extreme:
                    extreme = v
        if extreme == -1e18 or extreme == 1e18:
            return None
        next_start = start + count
        nxt = self._get_segment_extreme(is_long, count, next_start)
        if nxt is not None:
            if is_long and nxt > extreme:
                return nxt
            elif not is_long and nxt < extreme:
                return nxt
        return extreme

    def _manage_positions(self, candle, ema2, sma3, ema4):
        close = float(candle.ClosePrice)
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        profit_th = float(self._profit_threshold.Value)

        if self.Position > 0:
            if self._long_stop is not None and low <= self._long_stop:
                self.SellMarket()
                self._long_stop = None
                self._long_take = None
            elif self._long_take is not None and high >= self._long_take:
                self.SellMarket()
                self._long_stop = None
                self._long_take = None
        elif self.Position < 0:
            if self._short_stop is not None and high >= self._short_stop:
                self.BuyMarket()
                self._short_stop = None
                self._short_take = None
            elif self._short_take is not None and low <= self._short_take:
                self.BuyMarket()
                self._short_stop = None
                self._short_take = None

    def _check_risk(self, candle):
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        if self.Position > 0:
            if self._long_stop is not None and low <= self._long_stop:
                self.SellMarket()
                self._long_stop = None
                self._long_take = None
            elif self._long_take is not None and high >= self._long_take:
                self.SellMarket()
                self._long_stop = None
                self._long_take = None
        elif self.Position < 0:
            if self._short_stop is not None and high >= self._short_stop:
                self.BuyMarket()
                self._short_stop = None
                self._short_take = None
            elif self._short_take is not None and low <= self._short_take:
                self.BuyMarket()
                self._short_stop = None
                self._short_take = None

    def _update_macd_histories(self, macd_vals):
        hist_len = int(self._macd_history_length.Value)
        for i, val in enumerate(macd_vals):
            macd_line = val.Macd if hasattr(val, 'Macd') else None
            if macd_line is None:
                continue
            self._macd_histories[i].append(float(macd_line))
            if len(self._macd_histories[i]) > hist_len:
                self._macd_histories[i].pop(0)

    def _is_in_window(self, candle):
        hour = candle.OpenTime.TimeOfDay.Hours
        start = int(self._start_time.Value)
        stop = int(self._stop_time.Value)
        if start == stop:
            return True
        if start < stop:
            return hour > start and hour < stop
        return hour > start or hour < stop

    def OnReseted(self):
        super(macd_pattern_trader_advanced_multi_pattern_strategy, self).OnReseted()
        self._candles = []
        self._macd_histories = [[], [], [], [], [], []]
        self._p1_was_above = False
        self._p1_was_below = False
        self._p2_was_positive = False
        self._p2_was_negative = False
        self._p2_sell_armed = False
        self._p2_buy_armed = False
        self._p3_bars_bup = 0
        self._p6_bars_above = 0
        self._p6_bars_below = 0
        self._p6_sell_blocked = False
        self._p6_buy_blocked = False
        self._p6_sell_ready = False
        self._p6_buy_ready = False
        self._current_volume = float(self._initial_volume.Value)
        self._long_stop = None
        self._long_take = None
        self._short_stop = None
        self._short_take = None

    def CreateClone(self):
        return macd_pattern_trader_advanced_multi_pattern_strategy()