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Marneni Money Tree Strategy

This strategy translates the MQL expert advisor "Marneni Money Tree" into StockSharp. It relies on a 40-period simple moving average (SMA) and two shifted values to detect trend direction. When the SMA shifted by four bars lies between the current SMA and the value thirty bars ago,

  • a market order is sent in the detected direction;
  • eight additional limit orders are placed at increasing distances, defined by Order2Pips through Order9Pips.

Long setups place buy limits below the current price. Short setups place sell limits above the price. Positions are closed and remaining orders cancelled when the SMA relationship reverses.

Parameters

  • Order2Pips–Order9Pips — distance in pips for limit orders 2 through 9.
  • CandleType — timeframe used for calculations.

The base trade volume is fixed at 2 and can be adjusted by changing the Volume property before starting the strategy.

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>
/// SMA momentum strategy with shifted MA comparison.
/// Buys when current SMA is above shifted SMA, sells when below.
/// </summary>
public class MarneniMoneyTreeStrategy : Strategy
{
	private readonly StrategyParam<int> _smaPeriod;
	private readonly StrategyParam<int> _atrPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private readonly decimal[] _smaBuffer = new decimal[31];
	private int _bufferIndex;
	private int _valuesCount;

	public int SmaPeriod { get => _smaPeriod.Value; set => _smaPeriod.Value = value; }
	public int AtrPeriod { get => _atrPeriod.Value; set => _atrPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public MarneniMoneyTreeStrategy()
	{
		_smaPeriod = Param(nameof(SmaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("SMA Period", "SMA length", "Indicators");
		_atrPeriod = Param(nameof(AtrPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("ATR Period", "ATR for stops", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles", "General");
	}

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

	protected override void OnReseted()
	{
		base.OnReseted();
		Array.Clear(_smaBuffer, 0, _smaBuffer.Length);
		_bufferIndex = 0;
		_valuesCount = 0;
	}

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

		var sma = new SimpleMovingAverage { Length = SmaPeriod };
		var atr = new StandardDeviation { Length = AtrPeriod };

		SubscribeCandles(CandleType).Bind(sma, atr, ProcessCandle).Start();
	}

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

		_smaBuffer[_bufferIndex] = smaValue;
		_bufferIndex = (_bufferIndex + 1) % _smaBuffer.Length;
		if (_valuesCount < _smaBuffer.Length) _valuesCount++;

		if (_valuesCount < _smaBuffer.Length) return;
		if (atrValue <= 0) return;

		var idxCurrent = (_bufferIndex - 1 + _smaBuffer.Length) % _smaBuffer.Length;
		var idxShift4 = (_bufferIndex - 5 + _smaBuffer.Length) % _smaBuffer.Length;
		var idxShift30 = _bufferIndex % _smaBuffer.Length;

		var ma = _smaBuffer[idxShift4];
		var ma1 = _smaBuffer[idxCurrent];
		var ma2 = _smaBuffer[idxShift30];

		if (Position == 0)
		{
			if (ma > ma1 && ma < ma2)
				SellMarket();
			else if (ma < ma1 && ma > ma2)
				BuyMarket();
		}
		else if (Position > 0 && ma > ma1)
			SellMarket();
		else if (Position < 0 && ma < ma1)
			BuyMarket();
	}
}