Exp Hans Indicator Cloud System Tm Plus 策略

namespace StockSharp.Samples.Strategies;

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;

/// <summary>
/// Port of the Exp_Hans_Indicator_Cloud_System_Tm_Plus MQL5 expert advisor.
/// Replicates the Hans indicator breakout logic, including time-based exits and pip-based risk limits.
/// </summary>
public class ExpHansIndicatorCloudSystemTmPlusStrategy : Strategy
{
	private readonly StrategyParam<int> _maxHistory;

	private static readonly TimeSpan Session1Start = TimeSpan.FromHours(4);
	private static readonly TimeSpan Session1End = TimeSpan.FromHours(8);
	private static readonly TimeSpan Session2End = TimeSpan.FromHours(12);

	private readonly StrategyParam<decimal> _moneyManagement;
	private readonly StrategyParam<MoneyManagementModes> _moneyMode;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;
	private readonly StrategyParam<int> _deviationPoints;
	private readonly StrategyParam<bool> _allowBuyEntries;
	private readonly StrategyParam<bool> _allowSellEntries;
	private readonly StrategyParam<bool> _allowBuyExits;
	private readonly StrategyParam<bool> _allowSellExits;
	private readonly StrategyParam<bool> _useTimeExit;
	private readonly StrategyParam<int> _holdingMinutes;
	private readonly StrategyParam<int> _pipsForEntry;
	private readonly StrategyParam<int> _signalBar;
	private readonly StrategyParam<int> _localTimeZone;
	private readonly StrategyParam<int> _destinationTimeZone;
	private readonly StrategyParam<int> _entryCooldownBars;
	private readonly StrategyParam<DataType> _candleType;

	private DailySessionState _dayState;
	private readonly List<int> _colorHistory = new();
	private decimal? _stopPrice;
	private decimal? _takePrice;
	private DateTimeOffset? _entryTime;
	private decimal _prevClosePrice;
	private int _cooldownRemaining;
	private bool _hasPrevClose;

	/// <summary>
	/// Enumeration matching the money management modes of the original expert.
	/// Currently only the Lot mode is applied; other options are reserved for future extensions.
	/// </summary>
	public enum MoneyManagementModes
	{
		FreeMargin,
		Balance,
		LossFreeMargin,
		LossBalance,
		Lot,
	}

	/// <summary>
	/// Portion of the base strategy volume used for each order.
	/// </summary>
	public decimal MoneyManagement
	{
		get => _moneyManagement.Value;
		set => _moneyManagement.Value = value;
	}

	/// <summary>
	/// Selected money management interpretation.
	/// </summary>
	public MoneyManagementModes MoneyMode
	{
		get => _moneyMode.Value;
		set => _moneyMode.Value = value;
	}

	/// <summary>
	/// Stop loss distance expressed in instrument points.
	/// </summary>
	public int StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance expressed in instrument points.
	/// </summary>
	public int TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Allowed execution deviation in points (kept for compatibility).
	/// </summary>
	public int DeviationPoints
	{
		get => _deviationPoints.Value;
		set => _deviationPoints.Value = value;
	}

	/// <summary>
	/// Enables long entries when the bullish breakout sequence completes.
	/// </summary>
	public bool AllowBuyEntries
	{
		get => _allowBuyEntries.Value;
		set => _allowBuyEntries.Value = value;
	}

	/// <summary>
	/// Enables short entries when the bearish breakout sequence completes.
	/// </summary>
	public bool AllowSellEntries
	{
		get => _allowSellEntries.Value;
		set => _allowSellEntries.Value = value;
	}

	/// <summary>
	/// Allows closing long positions on bearish Hans colors.
	/// </summary>
	public bool AllowBuyExits
	{
		get => _allowBuyExits.Value;
		set => _allowBuyExits.Value = value;
	}

	/// <summary>
	/// Allows closing short positions on bullish Hans colors.
	/// </summary>
	public bool AllowSellExits
	{
		get => _allowSellExits.Value;
		set => _allowSellExits.Value = value;
	}

	/// <summary>
	/// Enables the time-based exit filter.
	/// </summary>
	public bool UseTimeExit
	{
		get => _useTimeExit.Value;
		set => _useTimeExit.Value = value;
	}

	/// <summary>
	/// Maximum holding time in minutes before the position is liquidated.
	/// </summary>
	public int HoldingMinutes
	{
		get => _holdingMinutes.Value;
		set => _holdingMinutes.Value = value;
	}

	/// <summary>
	/// Number of pips added to the breakout range.
	/// </summary>
	public int PipsForEntry
	{
		get => _pipsForEntry.Value;
		set => _pipsForEntry.Value = value;
	}

	/// <summary>
	/// Number of closed candles used as signal offset.
	/// </summary>
	public int SignalBar
	{
		get => _signalBar.Value;
		set => _signalBar.Value = value;
	}

	/// <summary>
	/// Broker/server time zone in hours.
	/// </summary>
	public int LocalTimeZone
	{
		get => _localTimeZone.Value;
		set => _localTimeZone.Value = value;
	}

	/// <summary>
	/// Destination time zone defining the Hans breakout sessions.
	/// </summary>
	public int DestinationTimeZone
	{
		get => _destinationTimeZone.Value;
		set => _destinationTimeZone.Value = value;
	}

	/// <summary>
	/// Bars to wait after each entry before accepting a new one.
	/// </summary>
	public int EntryCooldownBars
	{
		get => _entryCooldownBars.Value;
		set => _entryCooldownBars.Value = value;
	}

	/// <summary>
	/// Candle series used for indicator calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Maximum number of Hans color samples preserved for decision making.
	/// </summary>
	public int MaxHistory
	{
		get => _maxHistory.Value;
		set => _maxHistory.Value = value;
	}

	/// <summary>
	/// Initialize the strategy parameters with defaults matching the MQL5 inputs.
	/// </summary>
	public ExpHansIndicatorCloudSystemTmPlusStrategy()
	{
		_maxHistory = Param(nameof(MaxHistory), 1024)
			.SetGreaterThanZero()
			.SetDisplay("Max History", "Maximum number of Hans color entries stored", "Indicator");

		_moneyManagement = Param(nameof(MoneyManagement), 0.1m)
		.SetDisplay("Money Management", "Portion of the base volume traded per entry", "Risk");

		_moneyMode = Param(nameof(MoneyMode), MoneyManagementModes.Lot)
		.SetDisplay("Money Mode", "Interpretation of the money management value", "Risk");

		_stopLossPoints = Param(nameof(StopLossPoints), 1000)
		.SetDisplay("Stop Loss (points)", "Distance to the protective stop in points", "Risk")
		.SetNotNegative();

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 2000)
		.SetDisplay("Take Profit (points)", "Distance to the profit target in points", "Risk")
		.SetNotNegative();

		_deviationPoints = Param(nameof(DeviationPoints), 10)
		.SetDisplay("Execution Deviation", "Maximum acceptable slippage in points", "Orders")
		.SetNotNegative();

		_allowBuyEntries = Param(nameof(AllowBuyEntries), true)
		.SetDisplay("Enable Long Entries", "Allow opening long positions", "Signals");

		_allowSellEntries = Param(nameof(AllowSellEntries), true)
		.SetDisplay("Enable Short Entries", "Allow opening short positions", "Signals");

		_allowBuyExits = Param(nameof(AllowBuyExits), true)
		.SetDisplay("Enable Long Exits", "Allow automated long exits", "Signals");

		_allowSellExits = Param(nameof(AllowSellExits), true)
		.SetDisplay("Enable Short Exits", "Allow automated short exits", "Signals");

		_useTimeExit = Param(nameof(UseTimeExit), true)
		.SetDisplay("Use Time Exit", "Close positions after the holding period", "Risk");

		_holdingMinutes = Param(nameof(HoldingMinutes), 1500)
		.SetDisplay("Holding Minutes", "Maximum position lifetime in minutes", "Risk")
		.SetNotNegative();

		_pipsForEntry = Param(nameof(PipsForEntry), 5)
		.SetDisplay("Pips For Entry", "Offset added above/below the breakout range", "Indicator")
		.SetNotNegative();

		_signalBar = Param(nameof(SignalBar), 1)
		.SetDisplay("Signal Bar", "Closed candle offset used for signals", "Indicator")
		.SetNotNegative();

		_localTimeZone = Param(nameof(LocalTimeZone), 0)
		.SetDisplay("Local Time Zone", "Broker/server time zone", "Indicator");

		_destinationTimeZone = Param(nameof(DestinationTimeZone), 0)
		.SetDisplay("Destination Time Zone", "Target time zone for sessions", "Indicator");

		_entryCooldownBars = Param(nameof(EntryCooldownBars), 10)
			.SetDisplay("Entry Cooldown", "Bars to wait after an entry signal", "Risk")
			.SetGreaterThanZero();

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
		.SetDisplay("Candle Type", "Time frame used for Hans calculations", "Data");
	}

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

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

		_colorHistory.Clear();
		_dayState = null;
		_prevClosePrice = 0m;
		_cooldownRemaining = 0;
		_hasPrevClose = false;
		ResetPositionState();
	}

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

		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle)
	{
		if (candle.State != CandleStates.Finished)
		return;

		if (Position == 0 && (_entryTime.HasValue || _stopPrice.HasValue || _takePrice.HasValue))
		ResetPositionState();

		if (_cooldownRemaining > 0)
			_cooldownRemaining--;

		UpdateDailyState(candle);

		var color = CalculateColor(candle);
		_colorHistory.Add(color);
		TrimHistory();

		var offset = Math.Max(1, SignalBar);
		if (_colorHistory.Count <= offset)
		return;

		var currentIndex = _colorHistory.Count - offset;
		if (currentIndex >= _colorHistory.Count)
		return;

		var currentColor = _colorHistory[currentIndex];
		var hasBands = TryGetActiveBands(out var upper, out var lower);
		var buyEntrySignal = false;
		var sellEntrySignal = false;

		if (hasBands && _hasPrevClose)
		{
			buyEntrySignal = AllowBuyEntries && _prevClosePrice <= upper && candle.ClosePrice > upper;
			sellEntrySignal = AllowSellEntries && _prevClosePrice >= lower && candle.ClosePrice < lower;
		}

		var buyExitSignal = AllowBuyExits && (IsLowerBreakout(currentColor) || (hasBands && candle.ClosePrice < lower));
		var sellExitSignal = AllowSellExits && (IsUpperBreakout(currentColor) || (hasBands && candle.ClosePrice > upper));

		if (Position > 0)
		{
			var exitByTime = UseTimeExit && HoldingMinutes > 0 && _entryTime.HasValue && candle.CloseTime - _entryTime.Value >= TimeSpan.FromMinutes(HoldingMinutes);
			var exitByStop = _stopPrice.HasValue && candle.LowPrice <= _stopPrice.Value;
			var exitByTarget = _takePrice.HasValue && candle.HighPrice >= _takePrice.Value;
			if (exitByTime || buyExitSignal || exitByStop || exitByTarget)
			{
				CloseLong();
			}
		}
		else if (Position < 0)
		{
			var exitByTime = UseTimeExit && HoldingMinutes > 0 && _entryTime.HasValue && candle.CloseTime - _entryTime.Value >= TimeSpan.FromMinutes(HoldingMinutes);
			var exitByStop = _stopPrice.HasValue && candle.HighPrice >= _stopPrice.Value;
			var exitByTarget = _takePrice.HasValue && candle.LowPrice <= _takePrice.Value;
			if (exitByTime || sellExitSignal || exitByStop || exitByTarget)
			{
				CloseShort();
			}
		}

		_prevClosePrice = candle.ClosePrice;
		_hasPrevClose = true;

		if (_cooldownRemaining > 0)
			return;

		if (_dayState != null && _dayState.EntryTaken)
			return;

		if (buyEntrySignal && Position <= 0)
		{
			EnterLong(candle);
		}
		else if (sellEntrySignal && Position >= 0)
		{
			EnterShort(candle);
		}
	}

	private void EnterLong(ICandleMessage candle)
	{
		var volume = GetOrderVolume();
		if (volume <= 0)
		return;

		var existingShort = Position < 0 ? Math.Abs(Position) : 0m;
		var totalVolume = volume + existingShort;
		if (totalVolume <= 0)
		return;

		BuyMarket(totalVolume);
		_cooldownRemaining = EntryCooldownBars;
		_dayState!.EntryTaken = true;

		_entryTime = candle.CloseTime != default ? candle.CloseTime : candle.OpenTime;

		var pipSize = GetPipSize();
		if (pipSize <= 0)
		{
			_stopPrice = null;
			_takePrice = null;
			return;
		}

		_stopPrice = StopLossPoints > 0 ? candle.ClosePrice - pipSize * StopLossPoints : null;
		_takePrice = TakeProfitPoints > 0 ? candle.ClosePrice + pipSize * TakeProfitPoints : null;
	}

	private void EnterShort(ICandleMessage candle)
	{
		var volume = GetOrderVolume();
		if (volume <= 0)
		return;

		var existingLong = Position > 0 ? Math.Abs(Position) : 0m;
		var totalVolume = volume + existingLong;
		if (totalVolume <= 0)
		return;

		SellMarket(totalVolume);
		_cooldownRemaining = EntryCooldownBars;
		_dayState!.EntryTaken = true;

		_entryTime = candle.CloseTime != default ? candle.CloseTime : candle.OpenTime;

		var pipSize = GetPipSize();
		if (pipSize <= 0)
		{
			_stopPrice = null;
			_takePrice = null;
			return;
		}

		_stopPrice = StopLossPoints > 0 ? candle.ClosePrice + pipSize * StopLossPoints : null;
		_takePrice = TakeProfitPoints > 0 ? candle.ClosePrice - pipSize * TakeProfitPoints : null;
	}

	private void CloseLong()
	{
		var volume = Math.Abs(Position);
		if (volume <= 0)
		return;

		SellMarket(volume);
		ResetPositionState();
	}

	private void CloseShort()
	{
		var volume = Math.Abs(Position);
		if (volume <= 0)
		return;

		BuyMarket(volume);
		ResetPositionState();
	}

	private void UpdateDailyState(ICandleMessage candle)
	{
		var destOpen = ToDestinationTime(candle.OpenTime);
		var date = destOpen.Date;

		if (_dayState == null || _dayState.Date != date)
		{
			_dayState = new DailySessionState { Date = date };
		}

		var state = _dayState;
		var timeOfDay = destOpen.TimeOfDay;

		if (timeOfDay >= Session1Start && timeOfDay < Session1End)
		{
			UpdateSessionRange(state, candle.HighPrice, candle.LowPrice, true);
			state.Session1Completed = false;
		}
		else if (timeOfDay >= Session1End && timeOfDay < Session2End)
		{
			if (!state.Session1Completed && state.Session1High.HasValue && state.Session1Low.HasValue)
			state.Session1Completed = true;

			UpdateSessionRange(state, candle.HighPrice, candle.LowPrice, false);
			state.Session2Completed = false;
		}
		else
		{
			if (!state.Session1Completed && state.Session1High.HasValue && state.Session1Low.HasValue)
			state.Session1Completed = true;

			if (!state.Session2Completed && state.Session2High.HasValue && state.Session2Low.HasValue)
			state.Session2Completed = true;
		}
	}

	private int CalculateColor(ICandleMessage candle)
	{
		if (!TryGetActiveBands(out var upper, out var lower))
		return 2;

		if (candle.ClosePrice > upper)
		return candle.ClosePrice >= candle.OpenPrice ? 0 : 1;

		if (candle.ClosePrice < lower)
		return candle.ClosePrice <= candle.OpenPrice ? 4 : 3;

		return 2;
	}

	private bool TryGetActiveBands(out decimal upper, out decimal lower)
	{
		upper = 0m;
		lower = 0m;

		var pipSize = GetPipSize();
		if (pipSize <= 0)
		return false;

		if (_dayState == null)
		return false;

		if (_dayState.Session2Completed && _dayState.Session2High.HasValue && _dayState.Session2Low.HasValue)
		{
			upper = _dayState.Session2High.Value + pipSize * PipsForEntry;
			lower = _dayState.Session2Low.Value - pipSize * PipsForEntry;
			return true;
		}

		if (_dayState.Session1Completed && _dayState.Session1High.HasValue && _dayState.Session1Low.HasValue)
		{
			upper = _dayState.Session1High.Value + pipSize * PipsForEntry;
			lower = _dayState.Session1Low.Value - pipSize * PipsForEntry;
			return true;
		}

		return false;
	}

	private void UpdateSessionRange(DailySessionState state, decimal high, decimal low, bool isFirstSession)
	{
		if (isFirstSession)
		{
			state.Session1High = state.Session1High.HasValue ? Math.Max(state.Session1High.Value, high) : high;
			state.Session1Low = state.Session1Low.HasValue ? Math.Min(state.Session1Low.Value, low) : low;
		}
		else
		{
			state.Session2High = state.Session2High.HasValue ? Math.Max(state.Session2High.Value, high) : high;
			state.Session2Low = state.Session2Low.HasValue ? Math.Min(state.Session2Low.Value, low) : low;
		}
	}

	private decimal GetOrderVolume()
	{
		var step = Security?.VolumeStep ?? 1m;
		if (step <= 0)
		step = 1m;

		var baseVolume = Volume * MoneyManagement;
		if (baseVolume <= 0)
		baseVolume = Volume;

		var normalized = Math.Round(baseVolume / step) * step;
		if (normalized <= 0)
		normalized = step;

		return normalized;
	}

	private decimal GetPipSize()
	{
		if (Security?.PriceStep is decimal step && step > 0m)
		{
			var decimals = Security.Decimals;
			if (decimals == 3 || decimals == 5)
			return step * 10m;

			return step;
		}

		return 0.01m;
	}

	private void ResetPositionState()
	{
		_entryTime = null;
		_stopPrice = null;
		_takePrice = null;
	}

	private void TrimHistory()
	{
		if (_colorHistory.Count <= MaxHistory)
		return;

		var excess = _colorHistory.Count - MaxHistory;
		_colorHistory.RemoveRange(0, excess);
	}

	private DateTimeOffset ToDestinationTime(DateTimeOffset time)
	{
		var shift = TimeSpan.FromHours(LocalTimeZone - DestinationTimeZone);
		return time - shift;
	}

	private static bool IsUpperBreakout(int? color) => color is 0 or 1;

	private static bool IsLowerBreakout(int? color) => color is 3 or 4;

	private sealed class DailySessionState
	{
		public DateTime Date { get; set; }
		public decimal? Session1High { get; set; }
		public decimal? Session1Low { get; set; }
		public decimal? Session2High { get; set; }
		public decimal? Session2Low { get; set; }
		public bool Session1Completed { get; set; }
		public bool Session2Completed { get; set; }
		public bool EntryTaken { get; set; }
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy


class exp_hans_indicator_cloud_system_tm_plus_strategy(Strategy):
    _SESSION1_START = 4
    _SESSION1_END = 8
    _SESSION2_END = 12

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

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(30))) \
            .SetDisplay("Candle Type", "Time frame used for Hans calculations", "Data")
        self._stop_loss_points = self.Param("StopLossPoints", 1000) \
            .SetDisplay("Stop Loss (points)", "Distance to the protective stop in points", "Risk")
        self._take_profit_points = self.Param("TakeProfitPoints", 2000) \
            .SetDisplay("Take Profit (points)", "Distance to the profit target in points", "Risk")
        self._pips_for_entry = self.Param("PipsForEntry", 5) \
            .SetDisplay("Pips For Entry", "Offset added above/below the breakout range", "Indicator")
        self._signal_bar = self.Param("SignalBar", 1) \
            .SetDisplay("Signal Bar", "Closed candle offset used for signals", "Indicator")
        self._local_time_zone = self.Param("LocalTimeZone", 0) \
            .SetDisplay("Local Time Zone", "Broker/server time zone", "Indicator")
        self._destination_time_zone = self.Param("DestinationTimeZone", 0) \
            .SetDisplay("Destination Time Zone", "Target time zone for sessions", "Indicator")
        self._entry_cooldown_bars = self.Param("EntryCooldownBars", 10) \
            .SetDisplay("Entry Cooldown", "Bars to wait after an entry signal", "Risk")
        self._use_time_exit = self.Param("UseTimeExit", True) \
            .SetDisplay("Use Time Exit", "Close positions after the holding period", "Risk")
        self._holding_minutes = self.Param("HoldingMinutes", 1500) \
            .SetDisplay("Holding Minutes", "Maximum position lifetime in minutes", "Risk")

        self._color_history = []
        self._s1_high = None
        self._s1_low = None
        self._s1_completed = False
        self._s2_high = None
        self._s2_low = None
        self._s2_completed = False
        self._day_date = None
        self._day_entry_taken = False
        self._prev_close_price = 0.0
        self._has_prev_close = False
        self._cooldown_remaining = 0
        self._stop_price = None
        self._take_price = None
        self._entry_time = None

    @property
    def CandleType(self):
        return self._candle_type.Value
    @property
    def StopLossPoints(self):
        return self._stop_loss_points.Value
    @property
    def TakeProfitPoints(self):
        return self._take_profit_points.Value
    @property
    def PipsForEntry(self):
        return self._pips_for_entry.Value
    @property
    def SignalBar(self):
        return self._signal_bar.Value
    @property
    def LocalTimeZone(self):
        return self._local_time_zone.Value
    @property
    def DestinationTimeZone(self):
        return self._destination_time_zone.Value
    @property
    def EntryCooldownBars(self):
        return self._entry_cooldown_bars.Value
    @property
    def UseTimeExit(self):
        return self._use_time_exit.Value
    @property
    def HoldingMinutes(self):
        return self._holding_minutes.Value

    def OnReseted(self):
        super(exp_hans_indicator_cloud_system_tm_plus_strategy, self).OnReseted()
        self._color_history = []
        self._s1_high = None
        self._s1_low = None
        self._s1_completed = False
        self._s2_high = None
        self._s2_low = None
        self._s2_completed = False
        self._day_date = None
        self._day_entry_taken = False
        self._prev_close_price = 0.0
        self._has_prev_close = False
        self._cooldown_remaining = 0
        self._stop_price = None
        self._take_price = None
        self._entry_time = None

    def OnStarted2(self, time):
        super(exp_hans_indicator_cloud_system_tm_plus_strategy, self).OnStarted2(time)
        self._color_history = []
        self._s1_high = None
        self._s1_low = None
        self._s1_completed = False
        self._s2_high = None
        self._s2_low = None
        self._s2_completed = False
        self._day_date = None
        self._day_entry_taken = False
        self._prev_close_price = 0.0
        self._has_prev_close = False
        self._cooldown_remaining = 0
        self._stop_price = None
        self._take_price = None
        self._entry_time = None

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(self._on_process).Start()

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

        if self.Position == 0 and (self._entry_time is not None or self._stop_price is not None or self._take_price is not None):
            self._reset_position_state()

        if self._cooldown_remaining > 0:
            self._cooldown_remaining -= 1

        self._update_daily_state(candle)

        color = self._calculate_color(candle)
        self._color_history.append(color)
        self._trim_history()

        offset = max(1, self.SignalBar)
        if len(self._color_history) <= offset:
            self._manage_exits(candle)
            self._prev_close_price = float(candle.ClosePrice)
            self._has_prev_close = True
            return

        current_index = len(self._color_history) - offset
        if current_index >= len(self._color_history):
            self._manage_exits(candle)
            self._prev_close_price = float(candle.ClosePrice)
            self._has_prev_close = True
            return

        current_color = self._color_history[current_index]
        has_bands, upper, lower = self._try_get_active_bands()
        buy_entry_signal = False
        sell_entry_signal = False

        if has_bands and self._has_prev_close:
            buy_entry_signal = self._prev_close_price <= upper and float(candle.ClosePrice) > upper
            sell_entry_signal = self._prev_close_price >= lower and float(candle.ClosePrice) < lower

        buy_exit_signal = self._is_lower_breakout(current_color) or (has_bands and float(candle.ClosePrice) < lower)
        sell_exit_signal = self._is_upper_breakout(current_color) or (has_bands and float(candle.ClosePrice) > upper)

        if self.Position > 0:
            exit_by_time = self.UseTimeExit and self.HoldingMinutes > 0 and self._entry_time is not None and (candle.CloseTime - self._entry_time).TotalMinutes >= self.HoldingMinutes
            exit_by_stop = self._stop_price is not None and float(candle.LowPrice) <= self._stop_price
            exit_by_target = self._take_price is not None and float(candle.HighPrice) >= self._take_price
            if exit_by_time or buy_exit_signal or exit_by_stop or exit_by_target:
                self.SellMarket()
                self._reset_position_state()
        elif self.Position < 0:
            exit_by_time = self.UseTimeExit and self.HoldingMinutes > 0 and self._entry_time is not None and (candle.CloseTime - self._entry_time).TotalMinutes >= self.HoldingMinutes
            exit_by_stop = self._stop_price is not None and float(candle.HighPrice) >= self._stop_price
            exit_by_target = self._take_price is not None and float(candle.LowPrice) <= self._take_price
            if exit_by_time or sell_exit_signal or exit_by_stop or exit_by_target:
                self.BuyMarket()
                self._reset_position_state()

        self._prev_close_price = float(candle.ClosePrice)
        self._has_prev_close = True

        if self._cooldown_remaining > 0:
            return

        if self._day_entry_taken:
            return

        if buy_entry_signal and self.Position <= 0:
            if self.Position < 0:
                self.BuyMarket()
            self.BuyMarket()
            self._cooldown_remaining = self.EntryCooldownBars
            self._day_entry_taken = True
            self._entry_time = candle.CloseTime
            pip_size = self._get_pip_size()
            if pip_size > 0.0:
                self._stop_price = float(candle.ClosePrice) - pip_size * float(self.StopLossPoints) if self.StopLossPoints > 0 else None
                self._take_price = float(candle.ClosePrice) + pip_size * float(self.TakeProfitPoints) if self.TakeProfitPoints > 0 else None
        elif sell_entry_signal and self.Position >= 0:
            if self.Position > 0:
                self.SellMarket()
            self.SellMarket()
            self._cooldown_remaining = self.EntryCooldownBars
            self._day_entry_taken = True
            self._entry_time = candle.CloseTime
            pip_size = self._get_pip_size()
            if pip_size > 0.0:
                self._stop_price = float(candle.ClosePrice) + pip_size * float(self.StopLossPoints) if self.StopLossPoints > 0 else None
                self._take_price = float(candle.ClosePrice) - pip_size * float(self.TakeProfitPoints) if self.TakeProfitPoints > 0 else None

    def _manage_exits(self, candle):
        if self.Position > 0:
            if self._stop_price is not None and float(candle.LowPrice) <= self._stop_price:
                self.SellMarket()
                self._reset_position_state()
            elif self._take_price is not None and float(candle.HighPrice) >= self._take_price:
                self.SellMarket()
                self._reset_position_state()
        elif self.Position < 0:
            if self._stop_price is not None and float(candle.HighPrice) >= self._stop_price:
                self.BuyMarket()
                self._reset_position_state()
            elif self._take_price is not None and float(candle.LowPrice) <= self._take_price:
                self.BuyMarket()
                self._reset_position_state()

    def _update_daily_state(self, candle):
        dest_hour = candle.OpenTime.Hour + (self.DestinationTimeZone - self.LocalTimeZone)
        dest_date = candle.OpenTime.Date
        if dest_hour >= 24:
            dest_hour -= 24
            dest_date = dest_date.AddDays(1)
        elif dest_hour < 0:
            dest_hour += 24
            dest_date = dest_date.AddDays(-1)

        if self._day_date is None or self._day_date != dest_date:
            self._day_date = dest_date
            self._s1_high = None
            self._s1_low = None
            self._s1_completed = False
            self._s2_high = None
            self._s2_low = None
            self._s2_completed = False
            self._day_entry_taken = False

        high = float(candle.HighPrice)
        low = float(candle.LowPrice)

        if dest_hour >= self._SESSION1_START and dest_hour < self._SESSION1_END:
            self._s1_high = max(self._s1_high, high) if self._s1_high is not None else high
            self._s1_low = min(self._s1_low, low) if self._s1_low is not None else low
            self._s1_completed = False
        elif dest_hour >= self._SESSION1_END and dest_hour < self._SESSION2_END:
            if not self._s1_completed and self._s1_high is not None and self._s1_low is not None:
                self._s1_completed = True
            self._s2_high = max(self._s2_high, high) if self._s2_high is not None else high
            self._s2_low = min(self._s2_low, low) if self._s2_low is not None else low
            self._s2_completed = False
        else:
            if not self._s1_completed and self._s1_high is not None and self._s1_low is not None:
                self._s1_completed = True
            if not self._s2_completed and self._s2_high is not None and self._s2_low is not None:
                self._s2_completed = True

    def _calculate_color(self, candle):
        has_bands, upper, lower = self._try_get_active_bands()
        if not has_bands:
            return 2

        close = float(candle.ClosePrice)
        open_p = float(candle.OpenPrice)

        if close > upper:
            return 0 if close >= open_p else 1
        if close < lower:
            return 4 if close <= open_p else 3
        return 2

    def _try_get_active_bands(self):
        pip_size = self._get_pip_size()
        if pip_size <= 0.0:
            return False, 0.0, 0.0

        if self._s2_completed and self._s2_high is not None and self._s2_low is not None:
            upper = self._s2_high + pip_size * float(self.PipsForEntry)
            lower = self._s2_low - pip_size * float(self.PipsForEntry)
            return True, upper, lower

        if self._s1_completed and self._s1_high is not None and self._s1_low is not None:
            upper = self._s1_high + pip_size * float(self.PipsForEntry)
            lower = self._s1_low - pip_size * float(self.PipsForEntry)
            return True, upper, lower

        return False, 0.0, 0.0

    def _get_pip_size(self):
        sec = self.Security
        if sec is not None and sec.PriceStep is not None:
            step = float(sec.PriceStep)
            if step > 0.0:
                return step
        return 0.01

    def _reset_position_state(self):
        self._entry_time = None
        self._stop_price = None
        self._take_price = None

    def _trim_history(self):
        max_len = 1024
        if len(self._color_history) > max_len:
            excess = len(self._color_history) - max_len
            del self._color_history[:excess]

    @staticmethod
    def _is_upper_breakout(color):
        return color == 0 or color == 1

    @staticmethod
    def _is_lower_breakout(color):
        return color == 3 or color == 4

    def CreateClone(self):
        return exp_hans_indicator_cloud_system_tm_plus_strategy()