TrendMaster Pro 2.3 with Alerts Strategy
This strategy is a compact version of TrendMaster Pro. It trades when a short moving average crosses a long moving average and the RSI confirms momentum. An optional higher‑timeframe moving average can restrict trades to the major trend. Risk is managed with percentage based take‑profit and stop‑loss levels.
Details
- Entry: fast MA crosses slow MA with RSI filter and optional trend confirmation.
- Exit: opposite crossover or protective orders.
- Indicators: SMA or EMA, RSI.
- Filters: optional higher timeframe trend.
using System;
using System.Collections.Generic;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;
namespace StockSharp.Samples.Strategies;
/// <summary>
/// TrendMaster Pro 2.3 with Alerts strategy using EMA crossover.
/// </summary>
public class TrendMasterPro23WithAlertsStrategy : Strategy
{
private readonly StrategyParam<int> _slowLength;
private readonly StrategyParam<DataType> _candleType;
public int SlowLength { get => _slowLength.Value; set => _slowLength.Value = value; }
public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
public TrendMasterPro23WithAlertsStrategy()
{
_slowLength = Param(nameof(SlowLength), 40)
.SetGreaterThanZero()
.SetDisplay("Slow Length", "Slow EMA period", "General");
_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
.SetDisplay("Candle Type", "Candle type", "General");
}
public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
=> [(Security, CandleType)];
protected override void OnStarted2(DateTime time)
{
base.OnStarted2(time);
var fast = new ExponentialMovingAverage { Length = 14 };
var slow = new ExponentialMovingAverage { Length = SlowLength };
var prevF = 0m; var prevS = 0m; var init = false;
var lastSignal = DateTimeOffset.MinValue;
var cooldown = TimeSpan.FromMinutes(360);
var subscription = SubscribeCandles(CandleType);
subscription.Bind(fast, slow, (candle, f, s) =>
{
if (candle.State != CandleStates.Finished) return;
if (!fast.IsFormed || !slow.IsFormed) return;
if (!init) { prevF = f; prevS = s; init = true; return; }
if (candle.OpenTime - lastSignal >= cooldown)
{
if (prevF <= prevS && f > s && Position <= 0) { BuyMarket(); lastSignal = candle.OpenTime; }
else if (prevF >= prevS && f < s && Position >= 0) { SellMarket(); lastSignal = candle.OpenTime; }
}
prevF = f; prevS = s;
}).Start();
var area = CreateChartArea();
if (area != null) { DrawCandles(area, subscription); DrawIndicator(area, fast); DrawIndicator(area, slow); DrawOwnTrades(area); }
}
}
import clr
clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")
from System import TimeSpan, DateTime
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import ExponentialMovingAverage
from StockSharp.Algo.Strategies import Strategy
class trend_master_pro23_with_alerts_strategy(Strategy):
def __init__(self):
super(trend_master_pro23_with_alerts_strategy, self).__init__()
self._slow_length = self.Param("SlowLength", 40) .SetDisplay("Slow Length", "Slow EMA period", "General")
self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))) .SetDisplay("Candle Type", "Candle type", "General")
@property
def slow_length(self):
return self._slow_length.Value
@property
def candle_type(self):
return self._candle_type.Value
def OnStarted2(self, time):
super(trend_master_pro23_with_alerts_strategy, self).OnStarted2(time)
fast = ExponentialMovingAverage()
fast.Length = 14
slow = ExponentialMovingAverage()
slow.Length = self.slow_length
self._prev_f = 0.0
self._prev_s = 0.0
self._init = False
self._last_signal = DateTime.MinValue
self._cooldown = TimeSpan.FromMinutes(360)
subscription = self.SubscribeCandles(self.candle_type)
def on_candle(candle, f, s):
if candle.State != CandleStates.Finished:
return
if not fast.IsFormed or not slow.IsFormed:
return
fv = float(f)
sv = float(s)
if not self._init:
self._prev_f = fv
self._prev_s = sv
self._init = True
return
if candle.OpenTime - self._last_signal >= self._cooldown:
if self._prev_f <= self._prev_s and fv > sv and self.Position <= 0:
self.BuyMarket()
self._last_signal = candle.OpenTime
elif self._prev_f >= self._prev_s and fv < sv and self.Position >= 0:
self.SellMarket()
self._last_signal = candle.OpenTime
self._prev_f = fv
self._prev_s = sv
subscription.Bind(fast, slow, on_candle).Start()
area = self.CreateChartArea()
if area is not None:
self.DrawCandles(area, subscription)
self.DrawIndicator(area, fast)
self.DrawIndicator(area, slow)
self.DrawOwnTrades(area)
def CreateClone(self):
return trend_master_pro23_with_alerts_strategy()