中文 ZH
在 GitHub 上查看

Color JFATL Digit Duplex 策略

概述

Color JFATL Digit Duplex 策略源自 MetaTrader 5 专家顾问 Exp_ColorJFatl_Digit_Duplex，在 StockSharp 高级 API 中实现为双模块系统。策略同时运行多头与空头两套信号流，全部基于 Color Jurik Fast Adaptive Trend Line（JFATL）指标。多头模块在颜色转为多头（值为 2）时尝试开仓，空头模块在颜色转为空头（值为 0）时入场。每个模块都拥有独立的平滑、价格源、数字化精度、信号柱偏移以及止损/止盈距离设置。

本转换版本实现了原始 FATL 核心权重与 Jurik 平滑算法，并将结果数字化，以便与 MetaTrader 指标保持一致。指标向策略处理器返回目标柱的颜色编码以及前一柱的颜色，从而能够完全复现原策略的触发条件。

指标逻辑

  1. FATL 卷积：根据所选价格类型获取最近 39 根数据，并使用原始 FATL 权重计算滤波值。
  2. Jurik 平滑：将 FATL 输出送入 Jurik Moving Average。由于 StockSharp 版本没有公开的相位属性，本实现通过差分调整模拟 Phase 参数带来的超前/滞后效果。
  3. 数字化处理：按照设定的位数对平滑结果进行四舍五入，生成与原指标一致的“Digit”输出。
  4. 颜色判定：若当前值高于上一值，颜色置为 2；低于上一值置为 0；否则沿用上一颜色。SignalBar 参数决定向前回看几根已完成的柱，并同时获取更早一根的颜色值。

指标以复合值形式返回：包括数字化后的 JFATL、当前颜色、前一颜色以及信号柱收盘时间。策略逻辑据此判断颜色变化并生成交易信号。

交易规则

  • 多头模块
    • 当 SignalBar 对应的颜色由非 2 变为 2 且当前无多头持仓时开多。
    • 当 SignalBar 颜色变为 0 时平掉现有多头。
  • 空头模块
    • 当 SignalBar 颜色由大于 0 变为 0 且当前无空头持仓时开空。
    • 当 SignalBar 颜色变为 2 时平掉现有空头。
  • 仓位管理：开仓时会先使用市场单抵消相反方向的持仓，确保任意时刻仅保持一个净仓位。平仓使用 ClosePosition()，避免在帐户中同时存在多笔订单。

风险控制

多头与空头模块分别设定以价格最小变动单位计的止损与止盈距离。开仓后记录入场价并依据 PriceStep 计算绝对价格目标。在每次指标更新（即订阅的蜡烛收盘）时检查当前蜡烛的高低点：

  • 多头：若最低价触及止损价或最高价触及止盈价，则立即平仓。
  • 空头：若最高价触及止损价或最低价触及止盈价，则立即平仓。

当距离设为 0 时，对应保护措施关闭，仅依靠指标反向信号退出。

参数说明

分组 参数 描述
通用 LongCandleType 多头指标使用的蜡烛类型（时间框架）。
通用 ShortCandleType 空头指标使用的蜡烛类型。
指标（多头） LongJmaLength 多头 Jurik 移动平均周期。
指标（多头） LongJmaPhase 多头 Jurik 相位调整（−100 至 100）。
指标（多头） LongAppliedPrice 参与 FATL 卷积的价格源。
指标（多头） LongDigit 数字化位数。
指标（多头） LongSignalBar 信号柱偏移，0 表示最新收盘柱。
风险（多头） LongStopLossPoints 多头止损距离（以 price step 表示）。
风险（多头） LongTakeProfitPoints 多头止盈距离。
交易（多头） EnableLongOpen 是否允许新的多头入场。
交易（多头） EnableLongClose 是否允许根据指标信号平多。
指标（空头） ShortJmaLength 空头 Jurik 移动平均周期。
指标（空头） ShortJmaPhase 空头 Jurik 相位调整。
指标（空头） ShortAppliedPrice 空头模块使用的价格源。
指标（空头） ShortDigit 空头数字化位数。
指标（空头） ShortSignalBar 空头信号柱偏移。
风险（空头） ShortStopLossPoints 空头止损距离。
风险（空头） ShortTakeProfitPoints 空头止盈距离。
交易（空头） EnableShortOpen 是否允许新的空头入场。
交易（空头） EnableShortClose 是否允许根据指标信号平空。

使用提示

  1. 根据需求分别设定多头与空头的蜡烛类型，可使用不同时间框架。
  2. 调整价格源与数字化位数以贴合目标品种，与原 MT5 设置保持一致。
  3. SignalBar 控制回看几根已收盘柱。默认值 1 对应原专家顾问的上一根完成柱。
  4. 请确保策略 Volume 属性设置为希望的下单量。策略在翻仓时会自动加上当前仓位的绝对值，以实现一笔反向单即可完成反手。
  5. 止损止盈依赖 PriceStep。若品种未提供该信息，距离将直接按数值解释。

转换说明

  • 由于 StockSharp 的 JurikMovingAverage 没有显式 Phase 属性，本实现通过对平滑输出的差分调整模拟相位效果，从而保持原策略在快速或滞后响应方面的特点。
  • 原 MT5 策略可能同时持有多笔订单。本转换采用单一净仓位模型，所有交易都体现在 Strategy.Position 上。
  • 止损止盈检测在指标蜡烛收盘时进行，与原策略依赖已完成柱的信号频率相符，并满足高阶 API 避免逐笔行情处理的要求。

文件列表

  • CS/ColorJfatlDigitDuplexStrategy.cs：策略与自定义指标实现。
  • README.md / README_zh.md / README_ru.md：英文、中文、俄文说明文档。
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>
/// Duplex strategy based on two Color JFATL Digit indicators with independent parameters for long and short trades.
/// The long module opens trades when the indicator turns bullish (color 2) and exits when it turns bearish (color 0).
/// The short module mirrors the logic, entering on bearish turns and exiting on bullish turns.
/// Optional stop loss and take profit offsets in price steps are available for each side individually.
/// </summary>
public class ColorJfatlDigitDuplexStrategy : Strategy
{
	private readonly StrategyParam<DataType> _longCandleType;
	private readonly StrategyParam<DataType> _shortCandleType;
	private readonly StrategyParam<int> _longJmaLength;
	private readonly StrategyParam<int> _longJmaPhase;
	private readonly StrategyParam<AppliedPrices> _longAppliedPrice;
	private readonly StrategyParam<int> _longDigit;
	private readonly StrategyParam<int> _longSignalBar;
	private readonly StrategyParam<int> _longStopLossPoints;
	private readonly StrategyParam<int> _longTakeProfitPoints;
	private readonly StrategyParam<bool> _enableLongOpen;
	private readonly StrategyParam<bool> _enableLongClose;

	private readonly StrategyParam<int> _shortJmaLength;
	private readonly StrategyParam<int> _shortJmaPhase;
	private readonly StrategyParam<AppliedPrices> _shortAppliedPrice;
	private readonly StrategyParam<int> _shortDigit;
	private readonly StrategyParam<int> _shortSignalBar;
	private readonly StrategyParam<int> _shortStopLossPoints;
	private readonly StrategyParam<int> _shortTakeProfitPoints;
	private readonly StrategyParam<bool> _enableShortOpen;
	private readonly StrategyParam<bool> _enableShortClose;
	private readonly StrategyParam<int> _fatlPeriod;

	private decimal? _longStopPrice;
	private decimal? _longTakePrice;
	private decimal? _shortStopPrice;
	private decimal? _shortTakePrice;

	public ColorJfatlDigitDuplexStrategy()
	{
		_longCandleType = Param(nameof(LongCandleType), TimeSpan.FromHours(4).TimeFrame())
		.SetDisplay("Long Candle Type", "Timeframe for the long indicator", "General");
		_shortCandleType = Param(nameof(ShortCandleType), TimeSpan.FromHours(4).TimeFrame())
		.SetDisplay("Short Candle Type", "Timeframe for the short indicator", "General");

		_longJmaLength = Param(nameof(LongJmaLength), 5)
		.SetGreaterThanZero()
		.SetDisplay("Long JMA Length", "Period of the Jurik moving average for longs", "Indicator");
		_longJmaPhase = Param(nameof(LongJmaPhase), -100)
		.SetDisplay("Long JMA Phase", "Phase adjustment for the Jurik moving average", "Indicator");
		_longAppliedPrice = Param(nameof(LongAppliedPrice), AppliedPrices.Close)
		.SetDisplay("Long Applied Price", "Price source for the long indicator", "Indicator");
		_longDigit = Param(nameof(LongDigit), 2)
		.SetDisplay("Long Rounding Digits", "Number of digits used to round the indicator", "Indicator");
		_longSignalBar = Param(nameof(LongSignalBar), 1)
		.SetDisplay("Long Signal Bar", "Bar shift used to evaluate long signals", "Indicator");
		_longStopLossPoints = Param(nameof(LongStopLossPoints), 1000)
		.SetDisplay("Long Stop Loss (pts)", "Stop loss distance in price steps for long trades", "Risk");
		_longTakeProfitPoints = Param(nameof(LongTakeProfitPoints), 2000)
		.SetDisplay("Long Take Profit (pts)", "Take profit distance in price steps for long trades", "Risk");
		_enableLongOpen = Param(nameof(EnableLongOpen), true)
		.SetDisplay("Enable Long Entries", "Allow opening new long positions", "Trading");
		_enableLongClose = Param(nameof(EnableLongClose), true)
		.SetDisplay("Enable Long Exits", "Allow closing long positions on signals", "Trading");

		_shortJmaLength = Param(nameof(ShortJmaLength), 5)
		.SetGreaterThanZero()
		.SetDisplay("Short JMA Length", "Period of the Jurik moving average for shorts", "Indicator");
		_shortJmaPhase = Param(nameof(ShortJmaPhase), -100)
		.SetDisplay("Short JMA Phase", "Phase adjustment for the Jurik moving average", "Indicator");
		_shortAppliedPrice = Param(nameof(ShortAppliedPrice), AppliedPrices.Close)
		.SetDisplay("Short Applied Price", "Price source for the short indicator", "Indicator");
		_shortDigit = Param(nameof(ShortDigit), 2)
		.SetDisplay("Short Rounding Digits", "Number of digits used to round the indicator", "Indicator");
		_shortSignalBar = Param(nameof(ShortSignalBar), 1)
		.SetDisplay("Short Signal Bar", "Bar shift used to evaluate short signals", "Indicator");
		_shortStopLossPoints = Param(nameof(ShortStopLossPoints), 1000)
		.SetDisplay("Short Stop Loss (pts)", "Stop loss distance in price steps for short trades", "Risk");
		_shortTakeProfitPoints = Param(nameof(ShortTakeProfitPoints), 2000)
		.SetDisplay("Short Take Profit (pts)", "Take profit distance in price steps for short trades", "Risk");
		_enableShortOpen = Param(nameof(EnableShortOpen), true)
		.SetDisplay("Enable Short Entries", "Allow opening new short positions", "Trading");
		_enableShortClose = Param(nameof(EnableShortClose), true)
		.SetDisplay("Enable Short Exits", "Allow closing short positions on signals", "Trading");

		_fatlPeriod = Param(nameof(FatlPeriod), ColorJfatlDigitIndicator.MaxPeriod)
			.SetRange(1, ColorJfatlDigitIndicator.MaxPeriod)
			.SetDisplay("FATL Period", "Number of bars used for the FATL calculation", "Indicator")
			;
	}

	/// <summary>
	/// Timeframe used for the long-side indicator.
	/// </summary>
	public DataType LongCandleType
	{
		get => _longCandleType.Value;
		set => _longCandleType.Value = value;
	}

	/// <summary>
	/// Timeframe used for the short-side indicator.
	/// </summary>
	public DataType ShortCandleType
	{
		get => _shortCandleType.Value;
		set => _shortCandleType.Value = value;
	}

	/// <summary>
	/// Jurik moving average length for the long indicator.
	/// </summary>
	public int LongJmaLength
	{
		get => _longJmaLength.Value;
		set => _longJmaLength.Value = value;
	}

	/// <summary>
	/// Jurik moving average phase for the long indicator.
	/// </summary>
	public int LongJmaPhase
	{
		get => _longJmaPhase.Value;
		set => _longJmaPhase.Value = value;
	}

	/// <summary>
	/// Applied price for the long indicator.
	/// </summary>
	public AppliedPrices LongAppliedPrice
	{
		get => _longAppliedPrice.Value;
		set => _longAppliedPrice.Value = value;
	}

	/// <summary>
	/// Number of digits used to round the long indicator output.
	/// </summary>
	public int LongDigit
	{
		get => _longDigit.Value;
		set => _longDigit.Value = value;
	}

	/// <summary>
	/// Bar shift used when reading long signals.
	/// </summary>
	public int LongSignalBar
	{
		get => _longSignalBar.Value;
		set => _longSignalBar.Value = value;
	}

	/// <summary>
	/// Stop loss distance for long trades measured in price steps.
	/// </summary>
	public int LongStopLossPoints
	{
		get => _longStopLossPoints.Value;
		set => _longStopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance for long trades measured in price steps.
	/// </summary>
	public int LongTakeProfitPoints
	{
		get => _longTakeProfitPoints.Value;
		set => _longTakeProfitPoints.Value = value;
	}

	/// <summary>
	/// Enable or disable new long entries.
	/// </summary>
	public bool EnableLongOpen
	{
		get => _enableLongOpen.Value;
		set => _enableLongOpen.Value = value;
	}

	/// <summary>
	/// Enable or disable long exits generated by the indicator.
	/// </summary>
	public bool EnableLongClose
	{
		get => _enableLongClose.Value;
		set => _enableLongClose.Value = value;
	}

	/// <summary>
	/// Jurik moving average length for the short indicator.
	/// </summary>
	public int ShortJmaLength
	{
		get => _shortJmaLength.Value;
		set => _shortJmaLength.Value = value;
	}

	/// <summary>
	/// Jurik moving average phase for the short indicator.
	/// </summary>
	public int ShortJmaPhase
	{
		get => _shortJmaPhase.Value;
		set => _shortJmaPhase.Value = value;
	}

	/// <summary>
	/// Applied price for the short indicator.
	/// </summary>
	public AppliedPrices ShortAppliedPrice
	{
		get => _shortAppliedPrice.Value;
		set => _shortAppliedPrice.Value = value;
	}

	/// <summary>
	/// Number of digits used to round the short indicator output.
	/// </summary>
	public int ShortDigit
	{
		get => _shortDigit.Value;
		set => _shortDigit.Value = value;
	}

	/// <summary>
	/// Bar shift used when reading short signals.
	/// </summary>
	public int ShortSignalBar
	{
		get => _shortSignalBar.Value;
		set => _shortSignalBar.Value = value;
	}

	/// <summary>
	/// Stop loss distance for short trades measured in price steps.
	/// </summary>
	public int ShortStopLossPoints
	{
		get => _shortStopLossPoints.Value;
		set => _shortStopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance for short trades measured in price steps.
	/// </summary>
	public int ShortTakeProfitPoints
	{
		get => _shortTakeProfitPoints.Value;
		set => _shortTakeProfitPoints.Value = value;
	}

	/// <summary>
	/// Enable or disable new short entries.
	/// </summary>
	public bool EnableShortOpen
	{
		get => _enableShortOpen.Value;
		set => _enableShortOpen.Value = value;
	}

	/// <summary>
	/// Enable or disable short exits generated by the indicator.
	/// </summary>
	public bool EnableShortClose
	{
		get => _enableShortClose.Value;
		set => _enableShortClose.Value = value;
	}

	/// <summary>
	/// Number of bars required to calculate the FATL component.
	/// </summary>
	public int FatlPeriod
	{
		get => _fatlPeriod.Value;
		set => _fatlPeriod.Value = value;
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_longStopPrice = null;
		_longTakePrice = null;
		_shortStopPrice = null;
		_shortTakePrice = null;
	}

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

		var longIndicator = new ColorJfatlDigitIndicator
		{
			Length = LongJmaLength,
			Phase = LongJmaPhase,
			AppliedPrices = LongAppliedPrice,
			Digit = LongDigit,
			SignalBar = LongSignalBar
		};

		longIndicator.FatlPeriod = FatlPeriod;

		var shortIndicator = new ColorJfatlDigitIndicator
		{
			Length = ShortJmaLength,
			Phase = ShortJmaPhase,
			AppliedPrices = ShortAppliedPrice,
			Digit = ShortDigit,
			SignalBar = ShortSignalBar
		};

		shortIndicator.FatlPeriod = FatlPeriod;

		var longSubscription = SubscribeCandles(LongCandleType);
		longSubscription
		.BindEx(longIndicator, ProcessLongSignal)
		.Start();

		var shortSubscription = SubscribeCandles(ShortCandleType);
		shortSubscription
		.BindEx(shortIndicator, ProcessShortSignal)
		.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, longSubscription);
			DrawIndicator(area, longIndicator);
			DrawIndicator(area, shortIndicator);
			DrawOwnTrades(area);
		}
	}

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

		if (indicatorValue is not ColorJfatlDigitValue value || !value.IsReady)
		return;

		if (CheckLongRisk(candle))
		return;

		var currentColor = value.CurrentColor!.Value;
		var previousColor = value.PreviousColor!.Value;

		if (EnableLongClose && currentColor == 0 && Position > 0)
		{
			CloseCurrentPosition();
			ClearLongRisk();
			return;
		}

		if (EnableLongOpen && currentColor == 2 && previousColor < 2 && Position <= 0)
		{
			OpenLong(candle.ClosePrice);
		}
	}

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

		if (indicatorValue is not ColorJfatlDigitValue value || !value.IsReady)
		return;

		if (CheckShortRisk(candle))
		return;

		var currentColor = value.CurrentColor!.Value;
		var previousColor = value.PreviousColor!.Value;

		if (EnableShortClose && currentColor == 2 && Position < 0)
		{
			CloseCurrentPosition();
			ClearShortRisk();
			return;
		}

		if (EnableShortOpen && currentColor == 0 && previousColor > 0 && Position >= 0)
		{
			OpenShort(candle.ClosePrice);
		}
	}

	private void OpenLong(decimal entryPrice)
	{
		var volume = Volume;
		if (Position < 0)
		volume += Math.Abs(Position);

		if (volume <= 0)
		return;

		BuyMarket();
		SetupLongRisk(entryPrice);
		ClearShortRisk();
	}

	private void OpenShort(decimal entryPrice)
	{
		var volume = Volume;
		if (Position > 0)
		volume += Math.Abs(Position);

		if (volume <= 0)
		return;

		SellMarket();
		SetupShortRisk(entryPrice);
		ClearLongRisk();
	}

	private void SetupLongRisk(decimal entryPrice)
	{
		var step = Security?.PriceStep ?? 1m;
		_longStopPrice = LongStopLossPoints > 0 ? entryPrice - LongStopLossPoints * step : null;
		_longTakePrice = LongTakeProfitPoints > 0 ? entryPrice + LongTakeProfitPoints * step : null;
	}

	private void SetupShortRisk(decimal entryPrice)
	{
		var step = Security?.PriceStep ?? 1m;
		_shortStopPrice = ShortStopLossPoints > 0 ? entryPrice + ShortStopLossPoints * step : null;
		_shortTakePrice = ShortTakeProfitPoints > 0 ? entryPrice - ShortTakeProfitPoints * step : null;
	}

	private bool CheckLongRisk(ICandleMessage candle)
	{
		if (Position <= 0)
		{
			ClearLongRisk();
			return false;
		}

		if (_longStopPrice is decimal stop && candle.LowPrice <= stop)
		{
			CloseCurrentPosition();
			ClearLongRisk();
			return true;
		}

		if (_longTakePrice is decimal take && candle.HighPrice >= take)
		{
			CloseCurrentPosition();
			ClearLongRisk();
			return true;
		}

		return false;
	}

	private bool CheckShortRisk(ICandleMessage candle)
	{
		if (Position >= 0)
		{
			ClearShortRisk();
			return false;
		}

		if (_shortStopPrice is decimal stop && candle.HighPrice >= stop)
		{
			CloseCurrentPosition();
			ClearShortRisk();
			return true;
		}

		if (_shortTakePrice is decimal take && candle.LowPrice <= take)
		{
			CloseCurrentPosition();
			ClearShortRisk();
			return true;
		}

		return false;
	}

	private void ClearLongRisk()
	{
		_longStopPrice = null;
		_longTakePrice = null;
	}

	private void ClearShortRisk()
	{
		_shortStopPrice = null;
		_shortTakePrice = null;
	}

	private void CloseCurrentPosition()
	{
		if (Position > 0)
			SellMarket();
		else if (Position < 0)
			BuyMarket();
	}

	/// <summary>
	/// Applied price options supported by the Color JFATL Digit indicator.
	/// </summary>
	public enum AppliedPrices
	{
		/// <summary>
		/// Close price of the candle.
		/// </summary>
		Close = 1,

		/// <summary>
		/// Open price of the candle.
		/// </summary>
		Open,

		/// <summary>
		/// High price of the candle.
		/// </summary>
		High,

		/// <summary>
		/// Low price of the candle.
		/// </summary>
		Low,

		/// <summary>
		/// Median price (high + low) / 2.
		/// </summary>
		Median,

		/// <summary>
		/// Typical price (close + high + low) / 3.
		/// </summary>
		Typical,

		/// <summary>
		/// Weighted price (2 * close + high + low) / 4.
		/// </summary>
		Weighted,

		/// <summary>
		/// Average of open and close.
		/// </summary>
		Average,

		/// <summary>
		/// Quarter price (open + close + high + low) / 4.
		/// </summary>
		Quarter,

		/// <summary>
		/// Trend-following price (high for bullish candles, low for bearish candles).
		/// </summary>
		TrendFollow0,

		/// <summary>
		/// Trend-following price using half candle body.
		/// </summary>
		TrendFollow1,

		/// <summary>
		/// Demark price formulation.
		/// </summary>
		Demark
	}

	private sealed class ColorJfatlDigitIndicator : BaseIndicator
	{
			private static readonly decimal[] FatlWeights =
		{
			0.4360409450m, 0.3658689069m, 0.2460452079m, 0.1104506886m,
			-0.0054034585m, -0.0760367731m, -0.0933058722m, -0.0670110374m,
			-0.0190795053m, 0.0259609206m, 0.0502044896m, 0.0477818607m,
			0.0249252327m, -0.0047706151m, -0.0272432537m, -0.0338917071m,
			-0.0244141482m, -0.0055774838m, 0.0128149838m, 0.0226522218m,
			0.0208778257m, 0.0100299086m, -0.0036771622m, -0.0136744850m,
			-0.0160483392m, -0.0108597376m, -0.0016060704m, 0.0069480557m,
			0.0110573605m, 0.0095711419m, 0.0040444064m, -0.0023824623m,
			-0.0067093714m, -0.0072003400m, -0.0047717710m, 0.0005541115m,
			0.0007860160m, 0.0130129076m, 0.0040364019m
		};

		public static int MaxPeriod => FatlWeights.Length;

		public int FatlPeriod { get; set; } = MaxPeriod;

		private readonly List<decimal> _priceBuffer = new();
		private readonly List<IndicatorEntry> _history = new();
		private JurikMovingAverage _jma;
		private decimal? _previousRaw;

		public int Length { get; set; } = 5;
		public int Phase { get; set; } = -100;
		public AppliedPrices AppliedPrices { get; set; } = AppliedPrices.Close;
		public int Digit { get; set; } = 2;
		public int SignalBar { get; set; } = 1;

		protected override IIndicatorValue OnProcess(IIndicatorValue input)
		{
			var candle = input.GetValue<ICandleMessage>();
			if (candle == null || candle.State != CandleStates.Finished)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, input.Time, null, null, null);
			}

			var length = Math.Max(1, Length);
			if (_jma == null)
			{
				_jma = new JurikMovingAverage { Length = length };
			}
			else if (_jma.Length != length)
			{
				_jma.Length = length;
				_jma.Reset();
				_priceBuffer.Clear();
				_history.Clear();
				_previousRaw = null;
			}

			var price = GetPrice(candle);
			_priceBuffer.Add(price);

			var fatlPeriod = Math.Max(1, Math.Min(FatlPeriod, MaxPeriod));

			if (_priceBuffer.Count > MaxPeriod)
			_priceBuffer.RemoveAt(0);

			if (_priceBuffer.Count < fatlPeriod)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, candle.OpenTime, null, null, null);
			}

			decimal fatl = 0m;
			for (var i = 0; i < fatlPeriod; i++)
			{
				var priceIndex = _priceBuffer.Count - 1 - i;
				fatl += FatlWeights[i] * _priceBuffer[priceIndex];
			}

			var jmaValue = _jma.Process(new DecimalIndicatorValue(_jma, fatl, candle.CloseTime) { IsFinal = true });
			var baseValue = jmaValue.ToDecimal();
			var adjusted = ApplyPhase(baseValue);
			var rounded = Round(adjusted);
			var color = CalculateColor(rounded);

			_history.Add(new IndicatorEntry(candle.CloseTime, rounded, color));

			var requiredHistory = Math.Max(5, Math.Max(0, SignalBar) + 3);
			if (_history.Count > requiredHistory)
			_history.RemoveRange(0, _history.Count - requiredHistory);

			var signalBar = Math.Max(0, SignalBar);
			if (_history.Count <= signalBar)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, candle.OpenTime, null, null, null);
			}

			var index = _history.Count - 1 - signalBar;
			var entry = _history[index];
			var prevColor = index > 0 ? _history[index - 1].Color : (int?)null;

			if (prevColor == null)
			{
				IsFormed = false;
				return new ColorJfatlDigitValue(this, candle.OpenTime, null, null, null);
			}

			IsFormed = true;
			return new ColorJfatlDigitValue(this, entry.Time, entry.Value, entry.Color, prevColor.Value);
		}

		private decimal GetPrice(ICandleMessage candle)
		{
			var open = candle.OpenPrice;
			var close = candle.ClosePrice;
			var high = candle.HighPrice;
			var low = candle.LowPrice;

			switch (AppliedPrices)
			{
				case AppliedPrices.Close:
				return close;
				case AppliedPrices.Open:
				return open;
				case AppliedPrices.High:
				return high;
				case AppliedPrices.Low:
				return low;
				case AppliedPrices.Median:
				return (high + low) / 2m;
				case AppliedPrices.Typical:
				return (close + high + low) / 3m;
				case AppliedPrices.Weighted:
				return (2m * close + high + low) / 4m;
				case AppliedPrices.Average:
				return (open + close) / 2m;
				case AppliedPrices.Quarter:
				return (open + close + high + low) / 4m;
				case AppliedPrices.TrendFollow0:
				return close > open ? high : close < open ? low : close;
				case AppliedPrices.TrendFollow1:
				return close > open ? (high + close) / 2m : close < open ? (low + close) / 2m : close;
				case AppliedPrices.Demark:
				var res = high + low + close;
				if (close < open)
				res = (res + low) / 2m;
				else if (close > open)
				res = (res + high) / 2m;
				else
				res = (res + close) / 2m;
				return ((res - low) + (res - high)) / 2m;
				default:
				return close;
			}
		}

		private decimal ApplyPhase(decimal baseValue)
		{
			var phase = Phase;
			if (phase > 100)
			phase = 100;
			else if (phase < -100)
			phase = -100;

			var adjusted = baseValue;
			if (_previousRaw is decimal prev)
			{
				var diff = baseValue - prev;
				adjusted = baseValue + diff * (phase / 100m);
			}

			_previousRaw = baseValue;
			return adjusted;
		}

		private decimal Round(decimal value)
		{
			if (Digit < 0)
			return value;

			return Math.Round(value, Digit, MidpointRounding.AwayFromZero);
		}

		private int CalculateColor(decimal currentValue)
		{
			if (_history.Count == 0)
			return 1;

			var previous = _history[^1];
			var diff = currentValue - previous.Value;
			if (diff > 0m)
			return 2;
			if (diff < 0m)
			return 0;
			return previous.Color;
		}

		public override void Reset()
		{
			base.Reset();
			_priceBuffer.Clear();
			_history.Clear();
			_previousRaw = null;
			_jma?.Reset();
			IsFormed = false;
		}
	}

	private sealed record IndicatorEntry(DateTime Time, decimal Value, int Color);

	private sealed class ColorJfatlDigitValue : BaseIndicatorValue
	{
		public ColorJfatlDigitValue(IIndicator indicator, DateTime time, decimal? value, int? currentColor, int? previousColor)
		: base(indicator, time)
		{
			Value = value;
			CurrentColor = currentColor;
			PreviousColor = previousColor;
		}

		public decimal? Value { get; }
		public int? CurrentColor { get; }
		public int? PreviousColor { get; }
		public bool IsReady => Value.HasValue && CurrentColor.HasValue && PreviousColor.HasValue;

		public override bool IsEmpty { get; set; }
		public override bool IsFinal { get; set; } = true;

		public override T GetValue<T>(Level1Fields? field)
		{
			if (Value.HasValue && typeof(T) == typeof(decimal))
				return (T)(object)Value.Value;
			return default!;
		}

		public override int CompareTo(IIndicatorValue other)
		{
			if (other is ColorJfatlDigitValue o && Value.HasValue && o.Value.HasValue)
				return Value.Value.CompareTo(o.Value.Value);
			return 0;
		}

		public override IEnumerable<object> ToValues()
		{
			yield return Value ?? 0m;
			yield return CurrentColor ?? 0;
			yield return PreviousColor ?? 0;
		}

		public override void FromValues(object[] values) { }
	}
}