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Instant Execution Strategy

This strategy immediately enters a single position on the first completed candle and manages it with simple profit and risk rules. The position direction is selectable through parameters. Once a trade is opened the algorithm tracks profit and loss and can trail the price to protect gains.

The logic reproduces the behaviour of the original MQL script that allowed instant execution of market orders with optional take-profit, stop-loss and trailing stop values.

Details

  • Entry Criteria: opens a market position on the first finished candle after start. Direction is defined by the Direction parameter.
  • Long/Short: Both sides supported.
  • Exit Criteria:
    • Take profit reached.
    • Stop loss reached.
    • Trailing stop activated and price hits the trailing level.
  • Stops: Take profit, stop loss and trailing stop are available.
  • Default Values:
    • TakeProfit = 70 price units.
    • StopLoss = 0 (disabled).
    • TrailingStart = 5 price units.
    • TrailingSize = 5 price units.
  • Filters:
    • Category: Utility
    • Direction: Both
    • Indicators: None
    • Stops: Yes
    • Complexity: Simple
    • Timeframe: Any
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
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 that opens a position based on EMA direction and manages it with
/// take profit, stop loss and trailing stop rules.
/// </summary>
public class InstantExecutionStrategy : Strategy
{
	private readonly StrategyParam<decimal> _takeProfitPct;
	private readonly StrategyParam<decimal> _stopLossPct;
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal? _prevEma;

	public decimal TakeProfitPct
	{
		get => _takeProfitPct.Value;
		set => _takeProfitPct.Value = value;
	}

	public decimal StopLossPct
	{
		get => _stopLossPct.Value;
		set => _stopLossPct.Value = value;
	}

	public int EmaPeriod
	{
		get => _emaPeriod.Value;
		set => _emaPeriod.Value = value;
	}

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

	public InstantExecutionStrategy()
	{
		_takeProfitPct = Param(nameof(TakeProfitPct), 3m)
			.SetDisplay("Take Profit %", "Take profit percentage", "Risk");

		_stopLossPct = Param(nameof(StopLossPct), 2m)
			.SetDisplay("Stop Loss %", "Stop loss percentage", "Risk");

		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter period", "Indicator");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(8).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles to use", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevEma = null;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ema, (candle, emaValue) =>
		{
			if (candle.State != CandleStates.Finished)
				return;

			if (_prevEma.HasValue)
			{
				var rising = emaValue > _prevEma.Value;
				var falling = emaValue < _prevEma.Value;

				if (rising && candle.ClosePrice > emaValue && Position <= 0)
				{
					if (Position < 0) BuyMarket();
					BuyMarket();
				}
				else if (falling && candle.ClosePrice < emaValue && Position >= 0)
				{
					if (Position > 0) SellMarket();
					SellMarket();
				}
			}

			_prevEma = emaValue;
		}).Start();

		StartProtection(
			takeProfit: new Unit(TakeProfitPct, UnitTypes.Percent),
			stopLoss: new Unit(StopLossPct, UnitTypes.Percent),
			isStopTrailing: true,
			useMarketOrders: true);

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, ema);
			DrawOwnTrades(area);
		}
	}
}