public class Robot : IExternalScript
{

    public OptimProperty LevelUpPeriod = new OptimProperty(50, 10, 100, 5); //период для верхней линии ценового канала
    public OptimProperty LevelDownPeriod = new OptimProperty(50, 5, 100, 5); //период для нижней линии ценового канала

    public OptimProperty SmaLongPeriod = new OptimProperty(35, 100, 5500, 100); //Период МА для Long
    public OptimProperty SmaShortPeriod = new OptimProperty(50, 100, 5500, 100); //Период МА для Short
    public OptimProperty Lot = new OptimProperty(2, 0, 100, 1); //цель по тестированию
    public OptimProperty ExcesProboy = new OptimProperty(1, 0, 100, 1); //Величина пробоя
    public OptimProperty Stop = new OptimProperty(50, 0, 100, 1); //величина стопа, умножаем на величину тика

    public OptimProperty CompressIntervalLong = new OptimProperty(60, 1, 1440, 1);
    public OptimProperty CompressIntervalShort = new OptimProperty(60, 1, 1440, 1);

    public void Execute(IContext ctx, ISecurity source)
    {
        ISecurity sourceCompressLong = source.CompressTo(new Interval(CompressIntervalLong, source.IntervalBase));
        if (sourceCompressLong == null || sourceCompressLong.Bars.Count <= 1)
            return;
        ISecurity sourceCompressShort = source.CompressTo(new Interval(CompressIntervalShort, source.IntervalBase));
        if (sourceCompressShort == null || sourceCompressShort.Bars.Count <= 1)
            return;
        IList<double> levelUp = ctx.GetData("Верхняя граница канала", new[] { LevelUpPeriod.ToString() },
            () => Series.Highest(sourceCompressLong.HighPrices, LevelUpPeriod));

        IList<double> levelDown = ctx.GetData("Нижняя граница канала", new[] { LevelUpPeriod.ToString() },
            () => Series.Lowest(sourceCompressShort.LowPrices, LevelDownPeriod));

        IList<double> sma = Series.SMA(sourceCompressLong.ClosePrices, (int)SmaLongPeriod.Value);
        IList<double> smaShort = Series.SMA(sourceCompressShort.ClosePrices, (int)SmaShortPeriod.Value);

        levelUp = sourceCompressLong.Decompress(levelUp, DecompressMethodWithDef.Method2);
        sma = sourceCompressLong.Decompress(sma, DecompressMethodWithDef.Method2);
        levelDown = sourceCompressShort.Decompress(levelDown, DecompressMethodWithDef.Method2);
        smaShort = sourceCompressShort.Decompress(smaShort, DecompressMethodWithDef.Method2);
        
        IPane mainPane = ctx.First;  // Первая панель графика
        mainPane.AddList(string.Format("Верхняя граница канала ({0}) ", LevelUpPeriod), levelUp, ListStyles.LINE,
        0x00ff00, LineStyles.SOLID, PaneSides.RIGHT);
        mainPane.AddList(string.Format("Нижняя граница канала ({0}) ", LevelDownPeriod), levelDown, ListStyles.LINE,
            0xff0000, LineStyles.SOLID, PaneSides.RIGHT);
        mainPane.AddList("smaLong." + SmaLongPeriod.Value, sma, ListStyles.LINE_WO_ZERO, 0x00ff00, LineStyles.SOLID, PaneSides.RIGHT);
        mainPane.AddList("smaShort." + SmaShortPeriod.Value, smaShort, ListStyles.LINE_WO_ZERO, 0x0000ff, LineStyles.SOLID, PaneSides.RIGHT);

        int barsCount = source.Bars.Count;  // Количество баров (свечек) в исходном источнике

        for (int bar = 5; bar < barsCount - 1; bar++)
        {
            IPositionsList pos = source.Positions;
            IPosition longPos = source.Positions.GetLastLongPositionActive(bar);
            IPosition shortPos = source.Positions.GetLastShortPositionActive(bar);

            if (longPos == null)
            {
                if (shortPos != null)
                    shortPos.CloseAtStop(bar + 1, levelUp[bar] + ExcesProboy.Value*source.Tick,
                        "Переворот. Close Шорт.");
                if (sma[bar] < levelUp[bar])
                    pos.BuyIfGreater(bar + 1, Lot, levelUp[bar] + ExcesProboy.Value*source.Tick,
                        "Лонг" + " " + levelUp[bar - 1]);
            }
            
            if (shortPos == null)
            {
                if (longPos != null)
                    longPos.CloseAtStop(bar + 1, levelDown[bar] - ExcesProboy.Value*source.Tick,
                        "Переворот. Close Лонг.");
                if (smaShort[bar] > levelDown[bar])
                    pos.SellIfLess(bar + 1, Lot, levelDown[bar] - ExcesProboy.Value*source.Tick,
                        "Шорт" + " " + levelDown[bar - 1]);
            }

            #region Выход по стопу

            if (shortPos != null)
                shortPos.CloseAtStop(bar + 1, shortPos.EntryPrice + Stop.Value*source.Tick, "Выход по стоп.");
            if (longPos != null)
                longPos.CloseAtStop(bar + 1, longPos.EntryPrice - Stop.Value*source.Tick, "Выход по стоп");

            #endregion
        }
    }
}