Sample SMA strategy

Sources from this sample

public class SmaChartStrategy : ChartStrategy
	{
		#region Private fields

		private readonly SMA _shortSma = new SMA();
		private readonly SMA _longSma = new SMA();

		private int _lastBar;

		#endregion

		#region Public properties

		[Display(
			Name = "Short period", 
			Order = 10)]
		[Parameter]
		public int ShortPeriod
		{
			get => _shortSma.Period;
			set
			{
				_shortSma.Period = Math.Max(1, value);
				RecalculateValues();
			}
		}

		[Display(
			Name = "Long period", 
			Order = 20)]
		[Parameter]
		public int LongPeriod
		{
			get => _longSma.Period;
			set
			{
				_longSma.Period = Math.Max(1, value);
				RecalculateValues();
			}
		}

		[Display(
			Name = "Volume",
			Order = 30)]
		[Parameter]
		public decimal Volume { get; set; }

		[Display(ResourceType = typeof(Resources),
			Name = "ClosePositionOnStopping",
			Order = 40)]
		[Parameter]
		public bool ClosePositionOnStopping { get; set; }

		#endregion

		#region ctor

		public SmaChartStrategy()
		{
			var firstSeries = (ValueDataSeries)DataSeries[0];
			firstSeries.Name = "Short";
			firstSeries.Color = Colors.Red;
			firstSeries.VisualType = VisualMode.Line;

			DataSeries.Add(new ValueDataSeries("Long")
			{
				VisualType = VisualMode.Line,
				Color = Colors.Green,
			});

			ShortPeriod = 21;
			LongPeriod = 75;
			Volume = 1;
			ClosePositionOnStopping = true;
		}

		#endregion

		#region Overrides of BaseIndicator

		protected override void OnCalculate(int bar, decimal value)
		{
			var shortSma = _shortSma.Calculate(bar, value);
			var longSma = _longSma.Calculate(bar, value);

			DataSeries[0][bar] = shortSma;
			DataSeries[1][bar] = longSma;

			var prevBar = _lastBar;
			_lastBar = bar;

			if (!CanProcess(bar) || prevBar == bar)
				return;

			if (_shortSma[prevBar - 1] < _longSma[prevBar - 1] && _shortSma[prevBar] >= _longSma[prevBar])
			{
				//cross up
				OpenPosition(OrderDirections.Buy);
			}

			if (_shortSma[prevBar - 1] > _longSma[prevBar - 1] && _shortSma[prevBar] <= _longSma[prevBar])
			{
				//cross down
				OpenPosition(OrderDirections.Sell);
			}
		}

		protected override void OnStopping()
		{
			if (CurrentPosition != 0 && ClosePositionOnStopping)
			{
				RaiseShowNotification($"Closing current position {CurrentPosition} on stopping.", level: LoggingLevel.Warning);
				CloseCurrentPosition();
			}

			base.OnStopping();
		}

		#endregion

		#region Private methods

		private void OpenPosition(OrderDirections direction)
		{
			var order = new Order
			{
				Portfolio = Portfolio,
				Security = Security,
				Direction = direction,
				Type = OrderTypes.Market,
				QuantityToFill = GetOrderVolume(),
			};

			OpenOrder(order);
		}

		private void CloseCurrentPosition()
		{
			var order = new Order
			{
				Portfolio = Portfolio,
				Security = Security,
				Direction = CurrentPosition > 0 ? OrderDirections.Sell : OrderDirections.Buy,
				Type = OrderTypes.Market,
				QuantityToFill = Math.Abs(CurrentPosition),
			};

			OpenOrder(order);
		}

		private decimal GetOrderVolume()
		{
			if (CurrentPosition == 0)
				return Volume;

			if (CurrentPosition > 0)
				return Volume + CurrentPosition;

			return Volume + Math.Abs(CurrentPosition);
		}

		#endregion
	}