OzFx Accelerator Stochastic 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;
using StockSharp.Algo;

namespace StockSharp.Samples.Strategies;



/// <summary>
/// OzFx strategy converted from MetaTrader 5 to the StockSharp high-level API.
/// Stacks multiple entries when the Acceleration/Deceleration oscillator and stochastic agree.
/// Implements layered targets and dynamic protection to mimic the expert advisor behaviour.
/// </summary>
public class OzFxAcceleratorStochasticStrategy : Strategy
{
	private readonly StrategyParam<int> _maxLayers;

	private readonly StrategyParam<decimal> _orderVolume;
	private readonly StrategyParam<decimal> _stopLossPips;
	private readonly StrategyParam<decimal> _takeProfitPips;
	private readonly StrategyParam<decimal> _trailingStopPips;
	private readonly StrategyParam<decimal> _trailingStepPips;
	private readonly StrategyParam<int> _kPeriod;
	private readonly StrategyParam<int> _dPeriod;
	private readonly StrategyParam<int> _smoothingPeriod;
	private readonly StrategyParam<decimal> _stochasticLevel;
	private readonly StrategyParam<DataType> _candleType;

	private AwesomeOscillator _ao = null!;
	private SimpleMovingAverage _aoSma = null!;
	private StochasticOscillator _stochastic = null!;

	private decimal? _lastAc;
	private bool _lastExitWasTakeProfit;
	private decimal _pipSize;
	private bool _pipInitialized;

	private readonly List<EntryInfo> _longEntries = new();
	private readonly List<EntryInfo> _shortEntries = new();

	/// <summary>
	/// Defines exit origin to replicate modok flag logic.
	/// </summary>
	private enum ExitReasons
	{
		Manual,
		TakeProfit,
		StopLoss,
	}

	/// <summary>
	/// Stores layered entry metadata (volume, price, protective levels).
	/// </summary>
	private sealed class EntryInfo
	{
		public decimal Volume;
		public decimal EntryPrice;
		public decimal? StopPrice;
		public decimal? TakeProfitPrice;
		public int Layer;
	}

	/// <summary>
	/// Maximum number of layered positions.
	/// </summary>
	public int MaxLayers
	{
		get => _maxLayers.Value;
		set => _maxLayers.Value = value;
	}

	/// <summary>
	/// Order volume for each layer.
	/// </summary>
	public decimal OrderVolume
	{
		get => _orderVolume.Value;
		set => _orderVolume.Value = value;
	}

	/// <summary>
	/// Stop loss distance measured in pips.
	/// </summary>
	public decimal StopLossPips
	{
		get => _stopLossPips.Value;
		set => _stopLossPips.Value = value;
	}

	/// <summary>
	/// Base take profit distance per layer measured in pips.
	/// </summary>
	public decimal TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Trailing stop distance in pips. Zero disables trailing mode.
	/// </summary>
	public decimal TrailingStopPips
	{
		get => _trailingStopPips.Value;
		set => _trailingStopPips.Value = value;
	}

	/// <summary>
	/// Additional distance in pips before the trailing stop is advanced.
	/// </summary>
	public decimal TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

	/// <summary>
	/// Main stochastic lookback period.
	/// </summary>
	public int KPeriod
	{
		get => _kPeriod.Value;
		set => _kPeriod.Value = value;
	}

	/// <summary>
	/// %D smoothing length.
	/// </summary>
	public int DPeriod
	{
		get => _dPeriod.Value;
		set => _dPeriod.Value = value;
	}

	/// <summary>
	/// Final smoothing applied to %K.
	/// </summary>
	public int SmoothingPeriod
	{
		get => _smoothingPeriod.Value;
		set => _smoothingPeriod.Value = value;
	}

	/// <summary>
	/// Stochastic threshold separating bullish and bearish regimes.
	/// </summary>
	public decimal StochasticLevel
	{
		get => _stochasticLevel.Value;
		set => _stochasticLevel.Value = value;
	}

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

	/// <summary>
	/// Initializes <see cref="OzFxAcceleratorStochasticStrategy"/>.
	/// </summary>
	public OzFxAcceleratorStochasticStrategy()
	{
		_maxLayers = Param(nameof(MaxLayers), 1)
			.SetGreaterThanZero()
			.SetDisplay("Max Layers", "Maximum number of layered positions", "Risk");

		_orderVolume = Param(nameof(OrderVolume), 1m)
			.SetGreaterThanZero()
			.SetDisplay("Volume", "Order volume for each layer", "Trading");

		_stopLossPips = Param(nameof(StopLossPips), 10m)
			.SetDisplay("Stop Loss (pips)", "Protective stop distance in pips", "Risk");

		_takeProfitPips = Param(nameof(TakeProfitPips), 5m)
			.SetDisplay("Take Profit (pips)", "Base take profit increment in pips", "Risk");

		_trailingStopPips = Param(nameof(TrailingStopPips), 5m)
			.SetDisplay("Trailing Stop (pips)", "Trailing stop distance in pips", "Risk");

		_trailingStepPips = Param(nameof(TrailingStepPips), 5m)
			.SetDisplay("Trailing Step (pips)", "Extra move required before advancing the trailing stop", "Risk");

		_kPeriod = Param(nameof(KPeriod), 5)
			.SetGreaterThanZero()
			.SetDisplay("%K Period", "Stochastic lookback window", "Stochastic");

		_dPeriod = Param(nameof(DPeriod), 3)
			.SetGreaterThanZero()
			.SetDisplay("%D Period", "Smoothing length for %D", "Stochastic");

		_smoothingPeriod = Param(nameof(SmoothingPeriod), 3)
			.SetGreaterThanZero()
			.SetDisplay("Slowing", "Final smoothing for %K", "Stochastic");

		_stochasticLevel = Param(nameof(StochasticLevel), 50m)
			.SetDisplay("Stochastic Level", "Threshold used to trigger signals", "Stochastic");

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

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

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

		_longEntries.Clear();
		_shortEntries.Clear();
		_lastAc = null;
		_lastExitWasTakeProfit = false;
		_pipInitialized = false;
		_pipSize = 0m;
	}

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

		_ao = new AwesomeOscillator
		{
			ShortMa = { Length = 5 },
			LongMa = { Length = 34 },
		};

		_aoSma = new SMA
		{
			Length = 5,
		};

		_stochastic = new StochasticOscillator
		{
			K = { Length = KPeriod },
			D = { Length = DPeriod },
		};

		var subscription = SubscribeCandles(CandleType);
		subscription
			.BindEx(_ao, _stochastic, ProcessCandle)
			.Start();

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

	/// <summary>
	/// Processes finished candles, updates indicators, and manages entries/exits.
	/// </summary>
	private void ProcessCandle(ICandleMessage candle, IIndicatorValue aoValue, IIndicatorValue stochValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!aoValue.IsFinal || !stochValue.IsFinal)
			return;

		var stoch = (StochasticOscillatorValue)stochValue;
		if (stoch.K is not decimal stochK)
			return;

		var ao = aoValue.GetValue<decimal>();
		var aoSmaValue = _aoSma.Process(new DecimalIndicatorValue(_aoSma, ao, candle.ServerTime) { IsFinal = true });
		if (!_aoSma.IsFormed)
			return;

		var ac = ao - aoSmaValue.GetValue<decimal>();
		var prevAcNullable = _lastAc;
		if (prevAcNullable is not decimal prevAc)
		{
			_lastAc = ac;
			return;
		}

		// indicators checked via BindEx
		if (!_ao.IsFormed || !_stochastic.IsFormed)
		{
			_lastAc = ac;
			return;
		}

		var pip = GetPipSize();
		var stopDistance = StopLossPips > 0m ? StopLossPips * pip : 0m;
		var takeDistance = TakeProfitPips > 0m ? TakeProfitPips * pip : 0m;
		var trailingStopDistance = TrailingStopPips > 0m ? TrailingStopPips * pip : 0m;
		var trailingStepDistance = TrailingStepPips > 0m ? TrailingStepPips * pip : 0m;
		var useTrailing = TrailingStopPips > 0m;

		TryEnterLong(candle, stochK, ac, prevAc, stopDistance, takeDistance);
		TryEnterShort(candle, stochK, ac, prevAc, stopDistance, takeDistance);

		ManageLongPositions(candle, stochK, ac, prevAc, trailingStopDistance, trailingStepDistance, useTrailing);
		ManageShortPositions(candle, stochK, ac, prevAc, trailingStopDistance, trailingStepDistance, useTrailing);

		_lastAc = ac;
	}

	/// <summary>
	/// Opens up to five long layers when momentum turns bullish.
	/// </summary>
	private void TryEnterLong(ICandleMessage candle, decimal stochK, decimal currentAc, decimal previousAc, decimal stopDistance, decimal takeDistance)
	{
		if (_longEntries.Count != 0 || _shortEntries.Count != 0)
			return;

		if (!(stochK > StochasticLevel && currentAc > previousAc))
			return;

		var volume = OrderVolume;
		if (volume <= 0m)
			return;

		var entryPrice = candle.ClosePrice;

		// First layer mirrors the expert advisor: no stop or target until trailing engages.
		BuyMarket();
		_longEntries.Add(new EntryInfo
		{
			Volume = volume,
			EntryPrice = entryPrice,
			StopPrice = null,
			TakeProfitPrice = null,
			Layer = 0,
		});

		for (var i = 1; i < MaxLayers; i++)
		{
			BuyMarket();

			var stopPrice = stopDistance > 0m ? entryPrice - stopDistance : (decimal?)null;
			var takePrice = takeDistance > 0m ? entryPrice + takeDistance * i : (decimal?)null;

			_longEntries.Add(new EntryInfo
			{
				Volume = volume,
				EntryPrice = entryPrice,
				StopPrice = stopPrice,
				TakeProfitPrice = takePrice,
				Layer = i,
			});
		}
	}

	/// <summary>
	/// Opens up to five short layers when momentum turns bearish.
	/// </summary>
	private void TryEnterShort(ICandleMessage candle, decimal stochK, decimal currentAc, decimal previousAc, decimal stopDistance, decimal takeDistance)
	{
		if (_shortEntries.Count != 0 || _longEntries.Count != 0)
			return;

		if (!(stochK < StochasticLevel && currentAc < previousAc))
			return;

		var volume = OrderVolume;
		if (volume <= 0m)
			return;

		var entryPrice = candle.ClosePrice;

		SellMarket();
		_shortEntries.Add(new EntryInfo
		{
			Volume = volume,
			EntryPrice = entryPrice,
			StopPrice = null,
			TakeProfitPrice = null,
			Layer = 0,
		});

		for (var i = 1; i < MaxLayers; i++)
		{
			SellMarket();

			var stopPrice = stopDistance > 0m ? entryPrice + stopDistance : (decimal?)null;
			var takePrice = takeDistance > 0m ? entryPrice - takeDistance * i : (decimal?)null;

			_shortEntries.Add(new EntryInfo
			{
				Volume = volume,
				EntryPrice = entryPrice,
				StopPrice = stopPrice,
				TakeProfitPrice = takePrice,
				Layer = i,
			});
		}
	}

	/// <summary>
	/// Manages open long layers including trailing logic and staged targets.
	/// </summary>
	private void ManageLongPositions(ICandleMessage candle, decimal stochK, decimal currentAc, decimal previousAc, decimal trailingStopDistance, decimal trailingStepDistance, bool useTrailing)
	{
		if (_longEntries.Count == 0)
			return;

		if (Position <= 0m)
		{
			_longEntries.Clear();
			return;
		}

		var closePrice = candle.ClosePrice;
		var highPrice = candle.HighPrice;
		var lowPrice = candle.LowPrice;

		var exitSignal = stochK < 50m && currentAc < previousAc;

		if (useTrailing)
		{
			if (exitSignal)
			{
				CloseAllLong(ExitReasons.Manual);
				return;
			}

			if (trailingStopDistance > 0m)
			{
				for (var i = 0; i < _longEntries.Count; i++)
				{
					var entry = _longEntries[i];
					var profit = closePrice - entry.EntryPrice;
					if (profit > trailingStopDistance + trailingStepDistance)
					{
						var newStop = closePrice - trailingStopDistance;
						if (entry.StopPrice is not decimal existing || newStop > existing)
							entry.StopPrice = newStop;
					}
				}
			}
		}
		else if (_lastExitWasTakeProfit)
		{
			if (exitSignal)
			{
				CloseAllLong(ExitReasons.Manual);
				return;
			}

			for (var i = 0; i < _longEntries.Count; i++)
			{
				var entry = _longEntries[i];
				if (entry.StopPrice is null && closePrice > entry.EntryPrice)
					entry.StopPrice = entry.EntryPrice;
			}
		}

		for (var i = 0; i < _longEntries.Count; i++)
		{
			var entry = _longEntries[i];
			if (entry.StopPrice is decimal stopPrice && lowPrice <= stopPrice)
			{
				CloseAllLong(ExitReasons.StopLoss);
				return;
			}
		}

		var anyTakeProfit = false;
		for (var i = _longEntries.Count - 1; i >= 0; i--)
		{
			var entry = _longEntries[i];
			if (entry.TakeProfitPrice is decimal takePrice && highPrice >= takePrice)
			{
				SellMarket();
				_longEntries.RemoveAt(i);
				anyTakeProfit = true;
			}
		}

		if (anyTakeProfit)
			_lastExitWasTakeProfit = true;
	}

	/// <summary>
	/// Manages open short layers including trailing logic and staged targets.
	/// </summary>
	private void ManageShortPositions(ICandleMessage candle, decimal stochK, decimal currentAc, decimal previousAc, decimal trailingStopDistance, decimal trailingStepDistance, bool useTrailing)
	{
		if (_shortEntries.Count == 0)
			return;

		if (Position >= 0m)
		{
			_shortEntries.Clear();
			return;
		}

		var closePrice = candle.ClosePrice;
		var highPrice = candle.HighPrice;
		var lowPrice = candle.LowPrice;

		var exitSignal = stochK > 50m && currentAc > previousAc;

		if (useTrailing)
		{
			if (exitSignal)
			{
				CloseAllShort(ExitReasons.Manual);
				return;
			}

			if (trailingStopDistance > 0m)
			{
				for (var i = 0; i < _shortEntries.Count; i++)
				{
					var entry = _shortEntries[i];
					var profit = entry.EntryPrice - closePrice;
					if (profit > trailingStopDistance + trailingStepDistance)
					{
						var newStop = closePrice + trailingStopDistance;
						if (entry.StopPrice is not decimal existing || newStop < existing)
							entry.StopPrice = newStop;
					}
				}
			}
		}
		else if (_lastExitWasTakeProfit)
		{
			if (exitSignal)
			{
				CloseAllShort(ExitReasons.Manual);
				return;
			}

			for (var i = 0; i < _shortEntries.Count; i++)
			{
				var entry = _shortEntries[i];
				if (entry.StopPrice is null && closePrice < entry.EntryPrice)
					entry.StopPrice = entry.EntryPrice;
			}
		}

		for (var i = 0; i < _shortEntries.Count; i++)
		{
			var entry = _shortEntries[i];
			if (entry.StopPrice is decimal stopPrice && highPrice >= stopPrice)
			{
				CloseAllShort(ExitReasons.StopLoss);
				return;
			}
		}

		var anyTakeProfit = false;
		for (var i = _shortEntries.Count - 1; i >= 0; i--)
		{
			var entry = _shortEntries[i];
			if (entry.TakeProfitPrice is decimal takePrice && lowPrice <= takePrice)
			{
				BuyMarket();
				_shortEntries.RemoveAt(i);
				anyTakeProfit = true;
			}
		}

		if (anyTakeProfit)
			_lastExitWasTakeProfit = true;
	}

	/// <summary>
	/// Closes all long layers and updates the modok-like flag.
	/// </summary>
	private void CloseAllLong(ExitReasons reason)
	{
		var volume = 0m;
		for (var i = 0; i < _longEntries.Count; i++)
			volume += _longEntries[i].Volume;

		if (volume > 0m && Position > 0m)
			SellMarket();

		_longEntries.Clear();

		if (reason == ExitReasons.TakeProfit)
			_lastExitWasTakeProfit = true;
		else if (reason == ExitReasons.StopLoss)
			_lastExitWasTakeProfit = false;
	}

	/// <summary>
	/// Closes all short layers and updates the modok-like flag.
	/// </summary>
	private void CloseAllShort(ExitReasons reason)
	{
		var volume = 0m;
		for (var i = 0; i < _shortEntries.Count; i++)
			volume += _shortEntries[i].Volume;

		if (volume > 0m && Position < 0m)
			BuyMarket();

		_shortEntries.Clear();

		if (reason == ExitReasons.TakeProfit)
			_lastExitWasTakeProfit = true;
		else if (reason == ExitReasons.StopLoss)
			_lastExitWasTakeProfit = false;
	}

	/// <summary>
	/// Calculates pip value based on the security tick size and decimal digits.
	/// </summary>
	private decimal GetPipSize()
	{
		if (_pipInitialized)
			return _pipSize;

		var security = Security;
		var step = security?.PriceStep ?? 0m;
		if (step <= 0m)
			step = 0.0001m;

		var decimals = security?.Decimals ?? 0;
		var adjust = decimals == 3 || decimals == 5 ? 10m : 1m;

		_pipSize = step * adjust;
		if (_pipSize <= 0m)
			_pipSize = step;

		if (_pipSize <= 0m)
			_pipSize = 0.0001m;

		_pipInitialized = true;
		return _pipSize;
	}
}

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 System.Collections.Generic import List
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy
from StockSharp.Algo.Indicators import AwesomeOscillator, StochasticOscillator

# Exit reason constants
EXIT_MANUAL = 0
EXIT_TAKE_PROFIT = 1
EXIT_STOP_LOSS = 2


class oz_fx_accelerator_stochastic_strategy(Strategy):
    """OzFx strategy: stacks layered entries when AC oscillator and stochastic agree."""

    def __init__(self):
        super(oz_fx_accelerator_stochastic_strategy, self).__init__()

        self._max_layers = self.Param("MaxLayers", 1) \
            .SetGreaterThanZero() \
            .SetDisplay("Max Layers", "Maximum number of layered positions", "Risk")
        self._order_volume = self.Param("OrderVolume", 1.0) \
            .SetGreaterThanZero() \
            .SetDisplay("Volume", "Order volume for each layer", "Trading")
        self._stop_loss_pips = self.Param("StopLossPips", 10.0) \
            .SetDisplay("Stop Loss (pips)", "Protective stop distance in pips", "Risk")
        self._take_profit_pips = self.Param("TakeProfitPips", 5.0) \
            .SetDisplay("Take Profit (pips)", "Base take profit increment in pips", "Risk")
        self._trailing_stop_pips = self.Param("TrailingStopPips", 5.0) \
            .SetDisplay("Trailing Stop (pips)", "Trailing stop distance in pips", "Risk")
        self._trailing_step_pips = self.Param("TrailingStepPips", 5.0) \
            .SetDisplay("Trailing Step (pips)", "Extra move required before advancing trailing stop", "Risk")
        self._k_period = self.Param("KPeriod", 5) \
            .SetGreaterThanZero() \
            .SetDisplay("%K Period", "Stochastic lookback window", "Stochastic")
        self._d_period = self.Param("DPeriod", 3) \
            .SetGreaterThanZero() \
            .SetDisplay("%D Period", "Smoothing length for %D", "Stochastic")
        self._smoothing_period = self.Param("SmoothingPeriod", 3) \
            .SetGreaterThanZero() \
            .SetDisplay("Slowing", "Final smoothing for %K", "Stochastic")
        self._stochastic_level = self.Param("StochasticLevel", 50.0) \
            .SetDisplay("Stochastic Level", "Threshold used to trigger signals", "Stochastic")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \
            .SetDisplay("Candle Type", "Primary candle series", "General")

        self._last_ac = None
        self._last_exit_was_tp = False
        self._pip_size = 0.0
        self._pip_initialized = False
        self._long_entries = []
        self._short_entries = []
        self._ao_buffer = []
        self._ao_sma_length = 5

    @property
    def MaxLayers(self):
        return int(self._max_layers.Value)
    @property
    def OrderVolume(self):
        return float(self._order_volume.Value)
    @property
    def StopLossPips(self):
        return float(self._stop_loss_pips.Value)
    @property
    def TakeProfitPips(self):
        return float(self._take_profit_pips.Value)
    @property
    def TrailingStopPips(self):
        return float(self._trailing_stop_pips.Value)
    @property
    def TrailingStepPips(self):
        return float(self._trailing_step_pips.Value)
    @property
    def KPeriod(self):
        return int(self._k_period.Value)
    @property
    def DPeriod(self):
        return int(self._d_period.Value)
    @property
    def SmoothingPeriod(self):
        return int(self._smoothing_period.Value)
    @property
    def StochasticLevel(self):
        return float(self._stochastic_level.Value)
    @property
    def CandleType(self):
        return self._candle_type.Value

    def _get_pip_size(self):
        if self._pip_initialized:
            return self._pip_size
        sec = self.Security
        step = 0.0001
        if sec is not None and sec.PriceStep is not None and float(sec.PriceStep) > 0:
            step = float(sec.PriceStep)
        decimals = 0
        if sec is not None and sec.Decimals is not None:
            decimals = int(sec.Decimals)
        adjust = 10.0 if decimals == 3 or decimals == 5 else 1.0
        self._pip_size = step * adjust
        if self._pip_size <= 0:
            self._pip_size = step
        if self._pip_size <= 0:
            self._pip_size = 0.0001
        self._pip_initialized = True
        return self._pip_size

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

        self._last_ac = None
        self._last_exit_was_tp = False
        self._pip_initialized = False
        self._pip_size = 0.0
        self._long_entries = []
        self._short_entries = []
        self._ao_buffer = []

        self._ao = AwesomeOscillator()
        self._ao.ShortMa.Length = 5
        self._ao.LongMa.Length = 34

        self._stoch = StochasticOscillator()
        self._stoch.K.Length = self.KPeriod
        self._stoch.D.Length = self.DPeriod

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.BindEx(self._ao, self._stoch, self.ProcessCandle).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, self._ao)
            self.DrawIndicator(area, self._stoch)
            self.DrawOwnTrades(area)

    def ProcessCandle(self, candle, ao_value, stoch_value):
        if candle.State != CandleStates.Finished:
            return

        if not ao_value.IsFinal or not stoch_value.IsFinal:
            return

        # Get stochastic K value
        stoch_k_raw = stoch_value.K if hasattr(stoch_value, 'K') else None
        if stoch_k_raw is None:
            return
        stoch_k = float(stoch_k_raw)

        ao_val = float(ao_value)

        # Compute AC = AO - SMA(AO, 5) manually
        self._ao_buffer.append(ao_val)
        if len(self._ao_buffer) > self._ao_sma_length:
            self._ao_buffer = self._ao_buffer[-self._ao_sma_length:]

        if len(self._ao_buffer) < self._ao_sma_length:
            return

        ao_sma = sum(self._ao_buffer) / self._ao_sma_length
        ac = ao_val - ao_sma

        prev_ac = self._last_ac
        if prev_ac is None:
            self._last_ac = ac
            return

        if not self._ao.IsFormed or not self._stoch.IsFormed:
            self._last_ac = ac
            return

        pip = self._get_pip_size()
        stop_dist = self.StopLossPips * pip if self.StopLossPips > 0 else 0.0
        take_dist = self.TakeProfitPips * pip if self.TakeProfitPips > 0 else 0.0
        trail_dist = self.TrailingStopPips * pip if self.TrailingStopPips > 0 else 0.0
        trail_step = self.TrailingStepPips * pip if self.TrailingStepPips > 0 else 0.0
        use_trailing = self.TrailingStopPips > 0

        self._try_enter_long(candle, stoch_k, ac, prev_ac, stop_dist, take_dist)
        self._try_enter_short(candle, stoch_k, ac, prev_ac, stop_dist, take_dist)
        self._manage_longs(candle, stoch_k, ac, prev_ac, trail_dist, trail_step, use_trailing)
        self._manage_shorts(candle, stoch_k, ac, prev_ac, trail_dist, trail_step, use_trailing)

        self._last_ac = ac

    def _try_enter_long(self, candle, stoch_k, ac, prev_ac, stop_dist, take_dist):
        if len(self._long_entries) != 0 or len(self._short_entries) != 0:
            return
        if not (stoch_k > self.StochasticLevel and ac > prev_ac):
            return

        volume = self.OrderVolume
        if volume <= 0:
            return

        entry_price = float(candle.ClosePrice)

        self.BuyMarket()
        self._long_entries.append({"volume": volume, "entry": entry_price, "stop": None, "take": None, "layer": 0})

        for i in range(1, self.MaxLayers):
            self.BuyMarket()
            sp = entry_price - stop_dist if stop_dist > 0 else None
            tp = entry_price + take_dist * i if take_dist > 0 else None
            self._long_entries.append({"volume": volume, "entry": entry_price, "stop": sp, "take": tp, "layer": i})

    def _try_enter_short(self, candle, stoch_k, ac, prev_ac, stop_dist, take_dist):
        if len(self._short_entries) != 0 or len(self._long_entries) != 0:
            return
        if not (stoch_k < self.StochasticLevel and ac < prev_ac):
            return

        volume = self.OrderVolume
        if volume <= 0:
            return

        entry_price = float(candle.ClosePrice)

        self.SellMarket()
        self._short_entries.append({"volume": volume, "entry": entry_price, "stop": None, "take": None, "layer": 0})

        for i in range(1, self.MaxLayers):
            self.SellMarket()
            sp = entry_price + stop_dist if stop_dist > 0 else None
            tp = entry_price - take_dist * i if take_dist > 0 else None
            self._short_entries.append({"volume": volume, "entry": entry_price, "stop": sp, "take": tp, "layer": i})

    def _manage_longs(self, candle, stoch_k, ac, prev_ac, trail_dist, trail_step, use_trailing):
        if len(self._long_entries) == 0:
            return
        if self.Position <= 0:
            self._long_entries = []
            return

        close_price = float(candle.ClosePrice)
        high_price = float(candle.HighPrice)
        low_price = float(candle.LowPrice)
        exit_signal = stoch_k < 50.0 and ac < prev_ac

        if use_trailing:
            if exit_signal:
                self._close_all_long(EXIT_MANUAL)
                return
            if trail_dist > 0:
                for e in self._long_entries:
                    profit = close_price - e["entry"]
                    if profit > trail_dist + trail_step:
                        new_stop = close_price - trail_dist
                        if e["stop"] is None or new_stop > e["stop"]:
                            e["stop"] = new_stop
        elif self._last_exit_was_tp:
            if exit_signal:
                self._close_all_long(EXIT_MANUAL)
                return
            for e in self._long_entries:
                if e["stop"] is None and close_price > e["entry"]:
                    e["stop"] = e["entry"]

        for e in self._long_entries:
            if e["stop"] is not None and low_price <= e["stop"]:
                self._close_all_long(EXIT_STOP_LOSS)
                return

        any_tp = False
        i = len(self._long_entries) - 1
        while i >= 0:
            e = self._long_entries[i]
            if e["take"] is not None and high_price >= e["take"]:
                self.SellMarket()
                self._long_entries.pop(i)
                any_tp = True
            i -= 1

        if any_tp:
            self._last_exit_was_tp = True

    def _manage_shorts(self, candle, stoch_k, ac, prev_ac, trail_dist, trail_step, use_trailing):
        if len(self._short_entries) == 0:
            return
        if self.Position >= 0:
            self._short_entries = []
            return

        close_price = float(candle.ClosePrice)
        high_price = float(candle.HighPrice)
        low_price = float(candle.LowPrice)
        exit_signal = stoch_k > 50.0 and ac > prev_ac

        if use_trailing:
            if exit_signal:
                self._close_all_short(EXIT_MANUAL)
                return
            if trail_dist > 0:
                for e in self._short_entries:
                    profit = e["entry"] - close_price
                    if profit > trail_dist + trail_step:
                        new_stop = close_price + trail_dist
                        if e["stop"] is None or new_stop < e["stop"]:
                            e["stop"] = new_stop
        elif self._last_exit_was_tp:
            if exit_signal:
                self._close_all_short(EXIT_MANUAL)
                return
            for e in self._short_entries:
                if e["stop"] is None and close_price < e["entry"]:
                    e["stop"] = e["entry"]

        for e in self._short_entries:
            if e["stop"] is not None and high_price >= e["stop"]:
                self._close_all_short(EXIT_STOP_LOSS)
                return

        any_tp = False
        i = len(self._short_entries) - 1
        while i >= 0:
            e = self._short_entries[i]
            if e["take"] is not None and low_price <= e["take"]:
                self.BuyMarket()
                self._short_entries.pop(i)
                any_tp = True
            i -= 1

        if any_tp:
            self._last_exit_was_tp = True

    def _close_all_long(self, reason):
        volume = 0.0
        for e in self._long_entries:
            volume += e["volume"]
        if volume > 0 and self.Position > 0:
            self.SellMarket()
        self._long_entries = []
        if reason == EXIT_TAKE_PROFIT:
            self._last_exit_was_tp = True
        elif reason == EXIT_STOP_LOSS:
            self._last_exit_was_tp = False

    def _close_all_short(self, reason):
        volume = 0.0
        for e in self._short_entries:
            volume += e["volume"]
        if volume > 0 and self.Position < 0:
            self.BuyMarket()
        self._short_entries = []
        if reason == EXIT_TAKE_PROFIT:
            self._last_exit_was_tp = True
        elif reason == EXIT_STOP_LOSS:
            self._last_exit_was_tp = False

    def OnReseted(self):
        super(oz_fx_accelerator_stochastic_strategy, self).OnReseted()
        self._last_ac = None
        self._last_exit_was_tp = False
        self._pip_initialized = False
        self._pip_size = 0.0
        self._long_entries = []
        self._short_entries = []
        self._ao_buffer = []

    def CreateClone(self):
        return oz_fx_accelerator_stochastic_strategy()