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MACD Stochastic-Strategie

Übersicht

Diese Strategie ist ein StockSharp-Port des MetaTrader 5-Systems "MACD Stochastic". Sie kombiniert einen klassischen MACD-Crossover mit einem optionalen Stochastic-Bestätigungsfilter und handelt nur während drei konfigurierbarer Intraday-Sitzungen. Jede Position verwendet Pip-basierte Risikokontrollen mit optionaler Trailing-Stop-Logik, die den Stop auf Break-even bewegen kann, sobald der Trade einen bestimmten Gewinn erreicht hat.

Indikatoren

  • MACD (Moving Average Convergence Divergence) – generiert die primären Trendumkehrsignale, indem der Crossover zwischen den schnellen und langsamen exponentiellen gleitenden Durchschnitten und ihrer Signallinie verfolgt wird.
  • Stochastic Oscillator – optionaler Filter, der MACD-Signale bestätigt, indem er prüft, ob die %K- und %D-Linien kürzlich in dieselbe Richtung wie der Trade gekreuzt haben.

Handelslogik

Long-Einstiege

  1. Die MACD-Hauptlinie kreuzt über die Signallinie und beide Linien liegen unter null, was eine potenzielle bullishe Umkehrung anzeigt.
  2. Die neueste Position wurde auf einer vorherigen Bar eröffnet (nur ein Einstieg pro Bar ist erlaubt).
  3. Die aktuelle Zeit (Ortszeit des Instruments) fällt in eine der konfigurierten Handelssitzungen.
  4. Wenn der Stochastic-Filter aktiviert ist, muss der aktuelle %K-Wert über %D liegen und der Wert von StochasticBarsToCheck Bars zuvor muss die entgegengesetzte Beziehung zeigen (%K unter %D), was einen frischen bullishen Crossover bestätigt.

Short-Einstiege

  1. Die MACD-Hauptlinie kreuzt unter die Signallinie und beide Linien liegen über null, was eine bärische Umkehrung signalisiert.
  2. Die Strategie hat keine offene Position und hat auf der aktuellen Bar noch keinen Trade eröffnet.
  3. Die aktuelle Zeit liegt in mindestens einem aktiven Sitzungsfenster.
  4. Wenn der Stochastic-Filter aktiv ist, muss das aktuelle %K unter %D liegen und der Wert von StochasticBarsToCheck Bars zuvor muss über %D liegen, was einen bärischen Crossover bestätigt.

Positionsmanagement

  • Stop-Loss / Take-Profit – anfängliche Level werden in Pips unter Verwendung des Instrumentenpreisschritts berechnet. Die Implementierung passt sich automatisch an 3- und 5-stellige Kursnotierungen an, indem der Preisschritt mit 10 multipliziert wird, um einen Standard-Pip zu approximieren.
  • Trailing Stop – sobald die Position mindestens WhenSetNoLossStopPips Gewinn erzielt hat, kann der Stop dem Markt folgen:
    • Long-Positionen erfordern einen anfänglichen Stop. Der Stop wird um TrailingStopPips erhöht, wenn er mindestens TrailingStepPips + TrailingStopPips vom aktuellen Schlusskurs entfernt bleibt und über dem durch NoLossStopPips definierten Break-even-Puffer liegt.
    • Short-Positionen verschieben den Stop unter ähnlichen Einschränkungen nach unten. Wenn kein anfänglicher Stop vorhanden ist, kann der Algorithmus einen Break-even-Stop bei NoLossStopPips platzieren, sobald der Preis weit genug vorgerückt ist.
  • Take-Profit / Stop-Aktivierung – wenn ein Kerzenhoch oder -tief die gespeicherten Exitlevel berührt, wird die Position zum Marktpreis geschlossen und der interne Zustand wird zurückgesetzt.

Parameter

  • MacdFastPeriod, MacdSlowPeriod, MacdSignalPeriod – MACD-Konfiguration.
  • UseStochastic – aktiviert den Stochastic-Bestätigungsfilter.
  • StochasticBarsToCheck, StochasticLength, StochasticKPeriod, StochasticDPeriod – Einstellungen des Stochastic-Oszillators.
  • Volume – Trade-Größe in Lots.
  • StopLossPips, TakeProfitPips – Pip-Abstände für anfängliche Ausstiege.
  • TrailingStopPips, TrailingStepPips – Trailing-Stop-Konfiguration.
  • NoLossStopPips, WhenSetNoLossStopPips – Break-even- und Aktivierungsschwellen für die Trailing-Logik.
  • MaxPositions – aus Kompatibilitätsgründen beibehalten; StockSharp arbeitet mit Nettopositionen, sodass die Strategie nur eine offene Position gleichzeitig hält.
  • Session1/2/3 Start-End – Intraday-Fenster, in denen der Handel erlaubt ist. Setzen Sie Start und Ende auf 00:00, um ein Fenster zu deaktivieren.
  • CandleType – Kerzenserie für die Signalgenerierung.

Zusätzliche Hinweise

  • Einstiege werden nur auf abgeschlossenen Kerzen verarbeitet. Die Strategie wird nicht mehr als eine Position pro Kerze eröffnen, was dem ursprünglichen EA-Verhalten entspricht.
  • Pip-basierte Abstände hängen vom Instrumentenpreisschritt ab. Stellen Sie sicher, dass die Symbolmetadaten einen gültigen PriceStep bereitstellen.
  • Der Stochastic-Filter speichert eine kleine rollende Historie zur Auswertung vergangener Werte ohne Low-Level-Indikatorzugriff, gemäß den Best Practices der High-Level-API.
using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// MACD strategy with optional stochastic confirmation and timed trading sessions.
/// </summary>
public class MacdStochasticStrategy : Strategy
{
	private readonly StrategyParam<int> _macdFastPeriod;
	private readonly StrategyParam<int> _macdSlowPeriod;
	private readonly StrategyParam<int> _macdSignalPeriod;
	private readonly StrategyParam<bool> _useStochastic;
	private readonly StrategyParam<int> _stochasticBarsToCheck;
	private readonly StrategyParam<int> _stochasticLength;
	private readonly StrategyParam<int> _stochasticKPeriod;
	private readonly StrategyParam<int> _stochasticDPeriod;
	private readonly StrategyParam<int> _stopLossPips;
	private readonly StrategyParam<int> _takeProfitPips;
	private readonly StrategyParam<int> _trailingStopPips;
	private readonly StrategyParam<int> _trailingStepPips;
	private readonly StrategyParam<int> _maxPositions;
	private readonly StrategyParam<int> _noLossStopPips;
	private readonly StrategyParam<int> _whenSetNoLossStopPips;
	private readonly StrategyParam<TimeSpan> _session1Start;
	private readonly StrategyParam<TimeSpan> _session1End;
	private readonly StrategyParam<TimeSpan> _session2Start;
	private readonly StrategyParam<TimeSpan> _session2End;
	private readonly StrategyParam<TimeSpan> _session3Start;
	private readonly StrategyParam<TimeSpan> _session3End;
	private readonly StrategyParam<DataType> _candleType;

	private MovingAverageConvergenceDivergenceSignal _macd = null!;
	private StochasticOscillator _stochastic = null!;
	private readonly List<(decimal K, decimal D)> _stochasticHistory = new();
	private decimal _prevMacd;
	private decimal _prevSignal;
	private bool _hasPrevMacd;
	private decimal _entryPrice;
	private decimal _stopPrice;
	private decimal _takePrice;
	private decimal _pipSize;
	private DateTimeOffset _lastEntryBarTime;

	/// <summary>
	/// Fast EMA period used inside MACD.
	/// </summary>
	public int MacdFastPeriod
	{
		get => _macdFastPeriod.Value;
		set => _macdFastPeriod.Value = value;
	}

	/// <summary>
	/// Slow EMA period used inside MACD.
	/// </summary>
	public int MacdSlowPeriod
	{
		get => _macdSlowPeriod.Value;
		set => _macdSlowPeriod.Value = value;
	}

	/// <summary>
	/// Signal line period of MACD.
	/// </summary>
	public int MacdSignalPeriod
	{
		get => _macdSignalPeriod.Value;
		set => _macdSignalPeriod.Value = value;
	}

	/// <summary>
	/// Use stochastic oscillator as additional confirmation.
	/// </summary>
	public bool UseStochastic
	{
		get => _useStochastic.Value;
		set => _useStochastic.Value = value;
	}

	/// <summary>
	/// Number of historical bars used for stochastic crossover validation.
	/// </summary>
	public int StochasticBarsToCheck
	{
		get => _stochasticBarsToCheck.Value;
		set => _stochasticBarsToCheck.Value = value;
	}

	/// <summary>
	/// Base length for the stochastic oscillator.
	/// </summary>
	public int StochasticLength
	{
		get => _stochasticLength.Value;
		set => _stochasticLength.Value = value;
	}

	/// <summary>
	/// Smoothing applied to %K line.
	/// </summary>
	public int StochasticKPeriod
	{
		get => _stochasticKPeriod.Value;
		set => _stochasticKPeriod.Value = value;
	}

	/// <summary>
	/// Period used to calculate %D line.
	/// </summary>
	public int StochasticDPeriod
	{
		get => _stochasticDPeriod.Value;
		set => _stochasticDPeriod.Value = value;
	}


	/// <summary>
	/// Stop-loss distance expressed in pips.
	/// </summary>
	public int StopLossPips
	{
		get => _stopLossPips.Value;
		set => _stopLossPips.Value = value;
	}

	/// <summary>
	/// Take-profit distance expressed in pips.
	/// </summary>
	public int TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Trailing stop distance in pips.
	/// </summary>
	public int TrailingStopPips
	{
		get => _trailingStopPips.Value;
		set => _trailingStopPips.Value = value;
	}

	/// <summary>
	/// Minimum price move required before updating trailing stop.
	/// </summary>
	public int TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

	/// <summary>
	/// Maximum number of simultaneous positions.
	/// </summary>
	public int MaxPositions
	{
		get => _maxPositions.Value;
		set => _maxPositions.Value = value;
	}

	/// <summary>
	/// Offset applied to break-even stop in pips.
	/// </summary>
	public int NoLossStopPips
	{
		get => _noLossStopPips.Value;
		set => _noLossStopPips.Value = value;
	}

	/// <summary>
	/// Profit required before activating break-even stop in pips.
	/// </summary>
	public int WhenSetNoLossStopPips
	{
		get => _whenSetNoLossStopPips.Value;
		set => _whenSetNoLossStopPips.Value = value;
	}

	/// <summary>
	/// Start time for the first trading session.
	/// </summary>
	public TimeSpan Session1Start
	{
		get => _session1Start.Value;
		set => _session1Start.Value = value;
	}

	/// <summary>
	/// End time for the first trading session.
	/// </summary>
	public TimeSpan Session1End
	{
		get => _session1End.Value;
		set => _session1End.Value = value;
	}

	/// <summary>
	/// Start time for the second trading session.
	/// </summary>
	public TimeSpan Session2Start
	{
		get => _session2Start.Value;
		set => _session2Start.Value = value;
	}

	/// <summary>
	/// End time for the second trading session.
	/// </summary>
	public TimeSpan Session2End
	{
		get => _session2End.Value;
		set => _session2End.Value = value;
	}

	/// <summary>
	/// Start time for the third trading session.
	/// </summary>
	public TimeSpan Session3Start
	{
		get => _session3Start.Value;
		set => _session3Start.Value = value;
	}

	/// <summary>
	/// End time for the third trading session.
	/// </summary>
	public TimeSpan Session3End
	{
		get => _session3End.Value;
		set => _session3End.Value = value;
	}

	/// <summary>
	/// Candle type used for generating signals.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes <see cref="MacdStochasticStrategy"/>.
	/// </summary>
	public MacdStochasticStrategy()
	{
		_macdFastPeriod = Param(nameof(MacdFastPeriod), 12)
			.SetDisplay("MACD Fast Period", "Fast EMA length for MACD", "MACD")
			
			.SetOptimize(6, 18, 1);

		_macdSlowPeriod = Param(nameof(MacdSlowPeriod), 26)
			.SetDisplay("MACD Slow Period", "Slow EMA length for MACD", "MACD")
			
			.SetOptimize(20, 40, 1);

		_macdSignalPeriod = Param(nameof(MacdSignalPeriod), 9)
			.SetDisplay("MACD Signal Period", "Signal line length for MACD", "MACD")
			
			.SetOptimize(5, 15, 1);

		_useStochastic = Param(nameof(UseStochastic), false)
			.SetDisplay("Use Stochastic Filter", "Enable stochastic confirmation", "Stochastic");

		_stochasticBarsToCheck = Param(nameof(StochasticBarsToCheck), 5)
			.SetDisplay("Stochastic Bars", "History depth for stochastic confirmation", "Stochastic")
			.SetGreaterThanZero()
			
			.SetOptimize(2, 8, 1);

		_stochasticLength = Param(nameof(StochasticLength), 5)
			.SetDisplay("Stochastic Length", "Number of bars for %K calculation", "Stochastic")
			.SetGreaterThanZero()
			
			.SetOptimize(5, 14, 1);

		_stochasticKPeriod = Param(nameof(StochasticKPeriod), 3)
			.SetDisplay("Stochastic %K Smoothing", "Smoothing period for %K line", "Stochastic")
			.SetGreaterThanZero()
			
			.SetOptimize(2, 5, 1);

		_stochasticDPeriod = Param(nameof(StochasticDPeriod), 3)
			.SetDisplay("Stochastic %D Period", "Smoothing period for %D line", "Stochastic")
			.SetGreaterThanZero()
			.SetOptimize(2, 5, 1);


		_stopLossPips = Param(nameof(StopLossPips), 100)
			.SetDisplay("Stop Loss (pips)", "Initial stop-loss distance", "Risk")
			
			.SetOptimize(50, 200, 10);

		_takeProfitPips = Param(nameof(TakeProfitPips), 100)
			.SetDisplay("Take Profit (pips)", "Initial take-profit distance", "Risk")
			
			.SetOptimize(50, 200, 10);

		_trailingStopPips = Param(nameof(TrailingStopPips), 0)
			.SetDisplay("Trailing Stop (pips)", "Trailing stop distance", "Risk");

		_trailingStepPips = Param(nameof(TrailingStepPips), 5)
			.SetDisplay("Trailing Step (pips)", "Minimum move before trailing", "Risk");

		_maxPositions = Param(nameof(MaxPositions), 1)
			.SetDisplay("Max Positions", "Maximum simultaneous positions", "Trading")
			.SetGreaterThanZero();

		_noLossStopPips = Param(nameof(NoLossStopPips), 1)
			.SetDisplay("No Loss Stop (pips)", "Break-even offset for trailing", "Risk");

		_whenSetNoLossStopPips = Param(nameof(WhenSetNoLossStopPips), 25)
			.SetDisplay("Activation Profit (pips)", "Profit before enabling trailing", "Risk");

		_session1Start = Param(nameof(Session1Start), new TimeSpan(0, 0, 0))
			.SetDisplay("Session 1 Start", "Start time of first window", "Sessions");

		_session1End = Param(nameof(Session1End), new TimeSpan(23, 59, 59))
			.SetDisplay("Session 1 End", "End time of first window", "Sessions");

		_session2Start = Param(nameof(Session2Start), new TimeSpan(0, 0, 0))
			.SetDisplay("Session 2 Start", "Start time of second window", "Sessions");

		_session2End = Param(nameof(Session2End), new TimeSpan(0, 0, 0))
			.SetDisplay("Session 2 End", "End time of second window", "Sessions");

		_session3Start = Param(nameof(Session3Start), new TimeSpan(0, 0, 0))
			.SetDisplay("Session 3 Start", "Start time of third window", "Sessions");

		_session3End = Param(nameof(Session3End), new TimeSpan(0, 0, 0))
			.SetDisplay("Session 3 End", "End time of third window", "Sessions");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candles used for analysis", "General");

		ResetState();
	}

	/// <summary>
	/// Securities required by the strategy.
	/// </summary>
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <summary>
	/// Reset cached state when strategy is reset.
	/// </summary>
	protected override void OnReseted()
	{
		base.OnReseted();
		ResetState();
	}

	/// <summary>
	/// Start indicator subscriptions and chart visualization.
	/// </summary>
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_macd = new MovingAverageConvergenceDivergenceSignal
		{
			Macd =
			{
				ShortMa = { Length = MacdFastPeriod },
				LongMa = { Length = MacdSlowPeriod }
			},
			SignalMa = { Length = MacdSignalPeriod }
		};

		_stochastic = new StochasticOscillator();
		_stochastic.K.Length = StochasticLength;
		_stochastic.D.Length = StochasticDPeriod;

		UpdatePipSize();

		var subscription = SubscribeCandles(CandleType);
		subscription.BindEx(_macd, _stochastic, ProcessCandle).Start();

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

	private void ProcessCandle(ICandleMessage candle, IIndicatorValue macdValue, IIndicatorValue stochasticValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (Position == 0 && _entryPrice != 0m)
			ResetPositionState();

		if (_pipSize == 0m)
			UpdatePipSize();

		ManagePosition(candle);

		var macdTyped = (MovingAverageConvergenceDivergenceSignalValue)macdValue;
		if (macdTyped.Macd is not decimal macd || macdTyped.Signal is not decimal signal)
			return;

		decimal? currentK = null;
		decimal? currentD = null;

		var stochasticTyped = (StochasticOscillatorValue)stochasticValue;
		if (stochasticTyped.K is decimal kValue && stochasticTyped.D is decimal dValue)
		{
			currentK = kValue;
			currentD = dValue;
			UpdateStochasticHistory(kValue, dValue);
		}

		var allowTrading = _macd.IsFormed && Volume > 0m && MaxPositions > 0;
		var macdCrossUp = _hasPrevMacd && _prevMacd <= _prevSignal && macd > signal && macd < 0m && _prevMacd < 0m;
		var macdCrossDown = _hasPrevMacd && _prevMacd >= _prevSignal && macd < signal && macd > 0m && _prevMacd > 0m;

		if (allowTrading && Position == 0 && candle.OpenTime > _lastEntryBarTime && IsWithinTradingSession(candle.OpenTime))
		{
			if (macdCrossUp && PassesStochasticFilter(true, currentK, currentD))
			{
				EnterLong(candle);
			}
			else if (macdCrossDown && PassesStochasticFilter(false, currentK, currentD))
			{
				EnterShort(candle);
			}
		}

		_prevMacd = macd;
		_prevSignal = signal;
		_hasPrevMacd = true;
	}

	private void EnterLong(ICandleMessage candle)
	{
		// Open long position using close price of finished candle.
		BuyMarket();
		_entryPrice = candle.ClosePrice;
		_stopPrice = StopLossPips > 0 && _pipSize > 0m ? _entryPrice - StopLossPips * _pipSize : 0m;
		_takePrice = TakeProfitPips > 0 && _pipSize > 0m ? _entryPrice + TakeProfitPips * _pipSize : 0m;
		_lastEntryBarTime = candle.OpenTime;
	}

	private void EnterShort(ICandleMessage candle)
	{
		// Open short position using close price of finished candle.
		SellMarket();
		_entryPrice = candle.ClosePrice;
		_stopPrice = StopLossPips > 0 && _pipSize > 0m ? _entryPrice + StopLossPips * _pipSize : 0m;
		_takePrice = TakeProfitPips > 0 && _pipSize > 0m ? _entryPrice - TakeProfitPips * _pipSize : 0m;
		_lastEntryBarTime = candle.OpenTime;
	}

	private void ManagePosition(ICandleMessage candle)
	{
		if (Position > 0)
		{
			UpdateLongTrailing(candle);
			CheckLongExits(candle);
		}
		else if (Position < 0)
		{
			UpdateShortTrailing(candle);
			CheckShortExits(candle);
		}
	}

	private void CheckLongExits(ICandleMessage candle)
	{
		// Close long position if stop or take profit levels are reached.
		if (_stopPrice > 0m && candle.LowPrice <= _stopPrice)
		{
			SellMarket();
			ResetPositionState();
			return;
		}

		if (_takePrice > 0m && candle.HighPrice >= _takePrice)
		{
			SellMarket();
			ResetPositionState();
		}
	}

	private void CheckShortExits(ICandleMessage candle)
	{
		// Close short position if stop or take profit levels are reached.
		if (_stopPrice > 0m && candle.HighPrice >= _stopPrice)
		{
			BuyMarket();
			ResetPositionState();
			return;
		}

		if (_takePrice > 0m && candle.LowPrice <= _takePrice)
		{
			BuyMarket();
			ResetPositionState();
		}
	}

	private void UpdateLongTrailing(ICandleMessage candle)
	{
		// Move long stop towards break-even based on trailing parameters.
		if (TrailingStopPips <= 0 || _pipSize <= 0m || _stopPrice <= 0m)
			return;

		var profit = candle.ClosePrice - _entryPrice;
		if (profit <= WhenSetNoLossStopPips * _pipSize)
			return;

		var newStop = _stopPrice + TrailingStopPips * _pipSize;
		var minStop = _entryPrice + NoLossStopPips * _pipSize;
		var maxStop = candle.ClosePrice - (TrailingStepPips + TrailingStopPips) * _pipSize;

		if (newStop <= _stopPrice)
			return;

		if (newStop <= minStop)
			return;

		if (newStop >= maxStop)
			return;

		_stopPrice = newStop;
	}

	private void UpdateShortTrailing(ICandleMessage candle)
	{
		// Move short stop towards break-even based on trailing parameters.
		if (TrailingStopPips <= 0 || _pipSize <= 0m)
			return;

		var profit = _entryPrice - candle.ClosePrice;
		if (profit <= WhenSetNoLossStopPips * _pipSize)
			return;

		if (_stopPrice > 0m)
		{
			var newStop = _stopPrice - TrailingStopPips * _pipSize;
			var maxStop = _entryPrice - NoLossStopPips * _pipSize;
			var minStop = candle.ClosePrice + (TrailingStepPips + TrailingStopPips) * _pipSize;

			if (newStop >= _stopPrice)
				return;

			if (newStop >= maxStop)
				return;

			if (newStop <= minStop)
				return;

			_stopPrice = newStop;
		}
		else
		{
			var candidate = _entryPrice - NoLossStopPips * _pipSize;
			var threshold = candle.ClosePrice + WhenSetNoLossStopPips * _pipSize;

			if (candidate <= 0m)
				return;

			if (candidate <= threshold)
				return;

			_stopPrice = candidate;
		}
	}

	private bool PassesStochasticFilter(bool isBuy, decimal? currentK, decimal? currentD)
	{
		// Validate stochastic crossover when the filter is enabled.
		if (!UseStochastic)
			return true;

		if (currentK is null || currentD is null)
			return false;

		var bars = Math.Max(1, StochasticBarsToCheck);
		if (_stochasticHistory.Count < bars)
			return false;

		if (bars <= 1)
			return isBuy ? currentD < currentK : currentD > currentK;

		var (oldK, oldD) = _stochasticHistory[0];
		return isBuy ? currentD < currentK && oldD > oldK : currentD > currentK && oldD < oldK;
	}

	private void UpdateStochasticHistory(decimal k, decimal d)
	{
		// Maintain rolling history for stochastic confirmation.
		var max = Math.Max(1, StochasticBarsToCheck);
		_stochasticHistory.Add((k, d));
		while (_stochasticHistory.Count > max)
			_stochasticHistory.RemoveAt(0);
	}

	private bool IsWithinTradingSession(DateTimeOffset time)
	{
		// Check whether local time is inside any allowed window.
		var tod = time.TimeOfDay;
		return IsWithinSession(tod, Session1Start, Session1End)
			|| IsWithinSession(tod, Session2Start, Session2End)
			|| IsWithinSession(tod, Session3Start, Session3End);
	}

	private static bool IsWithinSession(TimeSpan time, TimeSpan start, TimeSpan end)
	{
		if (start == end && start == TimeSpan.Zero)
			return false;

		return start <= end
			? time >= start && time <= end
			: time >= start || time <= end;
	}

	private void UpdatePipSize()
	{
		// Convert pip-based settings to price values using security price step.
		var priceStep = Security?.PriceStep ?? 0m;
		if (priceStep <= 0m)
		{
			_pipSize = 0m;
			return;
		}

		var ratio = 1m / priceStep;
		var digits = (int)Math.Round(Math.Log10((double)ratio));
		_pipSize = digits == 3 || digits == 5 ? priceStep * 10m : priceStep;
	}

	private void ResetState()
	{
		// Clear cached values when strategy is reset or initialized.
		_stochasticHistory.Clear();
		_prevMacd = 0m;
		_prevSignal = 0m;
		_hasPrevMacd = false;
		ResetPositionState();
		_pipSize = 0m;
		_lastEntryBarTime = DateTimeOffset.MinValue;
	}

	private void ResetPositionState()
	{
		// Reset position-specific tracking variables.
		_entryPrice = 0m;
		_stopPrice = 0m;
		_takePrice = 0m;
	}
}