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Psi Proc EMA MACD Strategy

This strategy replicates the T4 system from the original MQL expert e-PSI@PROC.mq4. It trades based on the alignment of multiple exponential moving averages and a MACD filter.

Strategy Logic

  1. Calculate EMA(200), EMA(50) and EMA(10) on each incoming candle.
  2. Calculate MACD with parameters 12, 26, 9.
  3. Go long when:
    • EMA200 is rising and EMA50 > EMA200.
    • EMA50 is rising and EMA10 > EMA50.
    • MACD is rising and above LimitMACD.
  4. Go short when:
    • EMA200 is falling and EMA50 < EMA200.
    • EMA50 is falling and EMA10 < EMA50.
    • MACD is falling and below -LimitMACD.
  5. Exit long when the price closes below EMA50.
  6. Exit short when the price closes above EMA50.

Optional take-profit and trailing-stop protections are supported.

Parameters

Name Description
LimitMACD Minimal absolute MACD level to allow entry.
TakeProfitPoints Take-profit level in price points.
TrailStopPoints Trailing stop level in price points.
CandleType Timeframe of candles used by the strategy.

Notes

  • Trades are opened with market orders.
  • Only completed candles are processed.
  • The strategy operates on a single security.
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>
/// Strategy based on multiple EMA alignment with MACD confirmation.
/// Buys when EMA10 > EMA50 > EMA200 and MACD positive.
/// Sells on opposite alignment.
/// </summary>
public class PsiProcEmaMacdStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevEma200;
	private decimal _prevEma50;
	private decimal _prevEma10;
	private bool _initialized;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public PsiProcEmaMacdStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe", "General");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
		=> [(Security, CandleType)];

	protected override void OnReseted()
	{
		base.OnReseted();
		_prevEma200 = 0;
		_prevEma50 = 0;
		_prevEma10 = 0;
		_initialized = false;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var ema200 = new ExponentialMovingAverage { Length = 50 };
		var ema50 = new ExponentialMovingAverage { Length = 20 };
		var ema10 = new ExponentialMovingAverage { Length = 10 };
		var macd = new MovingAverageConvergenceDivergence();

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ema200, ema50, ema10, macd, ProcessCandle)
			.Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal ema200, decimal ema50, decimal ema10, decimal macdVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (!_initialized)
		{
			_prevEma200 = ema200;
			_prevEma50 = ema50;
			_prevEma10 = ema10;
			_initialized = true;
			return;
		}

		// Entry/reversal conditions - EMA alignment
		if (ema10 > ema50 && Position <= 0)
			BuyMarket();
		else if (ema10 < ema50 && Position >= 0)
			SellMarket();

		_prevEma200 = ema200;
		_prevEma50 = ema50;
		_prevEma10 = ema10;
	}
}