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Virtual TradePad Signal Strategy

This strategy recreates the multi-indicator dashboard logic from the MetaTrader VirtualTradePad tool. It tracks twelve signals – trend, momentum and channel based – and only trades when a configurable number of indicators agree. The goal is to mimic the visual sentiment matrix of the original panel and convert it into a fully automated StockSharp strategy.

How it works

  • Data: trades a single instrument on the selected candle type (default 15 minutes).
  • Indicators:
    • Fast/slow simple moving averages for crossover direction.
    • MACD line and signal crossover.
    • Stochastic %K oversold/overbought exits (20/80 levels).
    • RSI 30/70 threshold reversals.
    • CCI -100/+100 reversals.
    • Williams %R -80/-20 reversals.
    • Bollinger Bands breakout back inside the channel.
    • Moving average envelope breakout back inside the channel.
    • Bill Williams Alligator jaw/teeth/lips alignment.
    • Kaufman Adaptive Moving Average slope (rising/falling).
    • Awesome Oscillator zero-line crosses.
    • Ichimoku Tenkan-Kijun crossing.
  • Each indicator produces a buy (+1), sell (-1) or neutral (0) vote. When the count of buy votes (or sell votes) reaches the MinimumConfirmations parameter and exceeds the opposite side, the strategy opens a position in that direction.
  • Optional CloseOnOpposite closes the position when the opposite vote count reaches the threshold.
  • Risk management: optional take profit and stop loss defined in instrument price steps.

Parameters

  • FastMaLength, SlowMaLength – lengths for the crossover moving averages.
  • MacdFastLength, MacdSlowLength, MacdSignalLength – MACD configuration.
  • StochasticLength, StochasticDLength, StochasticSlowing – Stochastic oscillator setup.
  • RsiLength, CciLength, WilliamsLength – oscillator lookbacks.
  • BollingerLength, BollingerDeviation – Bollinger Bands.
  • EnvelopeLength, EnvelopeDeviation – percentage envelopes around SMA.
  • AlligatorJawLength, AlligatorTeethLength, AlligatorLipsLength – Alligator SMMAs.
  • AmaLength, AmaFastPeriod, AmaSlowPeriod – Kaufman AMA configuration.
  • IchimokuTenkanLength, IchimokuKijunLength, IchimokuSenkouLength – Ichimoku lines.
  • AoShortPeriod, AoLongPeriod – Awesome Oscillator windows.
  • MinimumConfirmations – number of aligned signals required to enter.
  • AllowLong, AllowShort – enable long/short sides.
  • CloseOnOpposite – exit when the opposite vote count satisfies the threshold.
  • TakeProfitPips, StopLossPips – optional risk targets in price steps (0 disables).
  • CandleType – timeframe/data type for analysis.

Trading logic summary

  1. Update all indicators when a candle closes.
  2. Count bullish and bearish votes from the indicators.
  3. Enter long/short when votes reach the confirmation threshold and exceed the opposite side.
  4. Optionally flatten when the opposite side reaches the threshold.
  5. Apply optional take profit/stop loss measured in price steps.

The strategy is designed for discretionary traders who liked the VirtualTradePad sentiment board but want an automated implementation inside the StockSharp framework.

using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

public class VirtualTradePadSignalStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _cciPeriod;
	private decimal? _prevCci;

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

	public VirtualTradePadSignalStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame()).SetDisplay("Candle Type", "Timeframe", "General");
		_cciPeriod = Param(nameof(CciPeriod), 20).SetGreaterThanZero().SetDisplay("CCI Period", "CCI lookback", "Indicators");
	}

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

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

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevCci = null;
		var cci = new CommodityChannelIndex { Length = CciPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(cci, ProcessCandle).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, subscription); DrawOwnTrades(area); }
	}

	private void ProcessCandle(ICandleMessage candle, decimal cciVal)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!IsFormedAndOnlineAndAllowTrading()) { _prevCci = cciVal; return; }
		if (_prevCci == null) { _prevCci = cciVal; return; }
		if (_prevCci.Value < 0m && cciVal >= 0m && Position <= 0) { if (Position < 0) BuyMarket(); BuyMarket(); }
		else if (_prevCci.Value > 0m && cciVal <= 0m && Position >= 0) { if (Position > 0) SellMarket(); SellMarket(); }
		_prevCci = cciVal;
	}
}