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TugbaGold Strategy

Overview

TugbaGold is a grid-based averaging expert advisor that originates from MetaTrader 5. The converted strategy recreates its martingale position sizing and basket management logic using StockSharp's high-level API. The system places new orders whenever the previous candle closes with directional momentum and progressively builds a grid of positions spaced by a configurable distance. Averaging exits are executed either by locking in profits on the extreme positions or by partially closing the basket depending on the selected mode.

How it works

  1. The strategy evaluates completed candles from the CandleType parameter. Signals use the previous candle, matching the original MT5 logic.
  2. A bullish candle enables the placement of a new buy order. A bearish candle enables a new sell order.
  3. Orders are added only if the distance from the best existing price in that direction exceeds PointOrderStepPips.
  4. The first order uses StartVolume. Subsequent entries double the volume of the most favorable position while respecting MaxVolume and broker limits.
  5. Once at least two positions exist, the strategy computes target prices that include the MinimalProfitPips buffer. The computation differs per exit mode:
    • Average – weighted average of the extreme positions plus the profit buffer.
    • Partial – combination of the worst and best tickets where the worst ticket uses StartVolume and the best uses its actual size.
  6. When targets are reached the strategy closes the corresponding orders:
    • Average mode – closes both extreme entries entirely.
    • Partial mode – closes the worst entry completely and reduces the better entry by StartVolume.
  7. Single standalone positions use TakeProfitPips to exit once price reaches the configured distance.

Parameters

Parameter Description
TakeProfitPips Take-profit distance applied when only one position is open. Set to 0 to disable.
StartVolume Initial volume for the first order in a grid sequence.
MaxVolume Maximum order volume. 0 keeps the doubling sequence unbounded.
CloseMode Exit mode: Average (close both extremes) or Partial (partial + full close).
PointOrderStepPips Minimum distance in pips before a new averaging order can be added.
MinimalProfitPips Additional profit buffer added to averaging targets.
CandleType Candle series used for signal evaluation.

Position management

  • Price steps are derived from Security.PriceStep. If it is not available a default of 0.0001 is used.
  • Volumes are automatically normalized to the broker's minimum, maximum and step constraints.
  • The strategy tracks filled positions internally and issues market orders (BuyMarket / SellMarket) when closing parts of the basket.
  • Protection is enabled automatically through StartProtection() once the strategy starts.

Notes and limitations

  • The implementation assumes immediate fills for market orders, similar to the MT5 environment.
  • Averaging signals rely on current best bid/ask quotes; ensure Level1 data is available for accurate execution.
  • Because exits are driven by strategy logic, stop-loss levels from the original expert are not recreated.
  • Use cautious risk management: martingale sizing can lead to large exposure if trends persist.

Conversion details

  • The averaging formulas and basket adjustments mirror the original source code.
  • Position selection (best/worst tickets) is reproduced by tracking the highest and lowest open prices within each direction.
  • All logic is executed inside the candle subscription using StockSharp's high-level API without resorting to low-level data access.
namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// TugbaGold strategy: candle direction + EMA trend filter with martingale-style averaging.
/// Buys on bullish candle above EMA, sells on bearish candle below EMA.
/// </summary>
public class TugbaGoldStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _emaPeriod;
	private bool _wasBullishSignal;
	private bool _hasPrevSignal;

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

	public TugbaGoldStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_emaPeriod = Param(nameof(EmaPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter period", "Indicators");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_wasBullishSignal = false;
		_hasPrevSignal = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_wasBullishSignal = false;
		_hasPrevSignal = false;
		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ema, ProcessCandle).Start();
	}

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

		var bullish = candle.ClosePrice > candle.OpenPrice;
		var bearish = candle.ClosePrice < candle.OpenPrice;
		var bullishSignal = bullish && candle.ClosePrice > emaValue;
		var bearishSignal = bearish && candle.ClosePrice < emaValue;
		var crossedUp = bullishSignal && (!_hasPrevSignal || !_wasBullishSignal);
		var crossedDown = bearishSignal && (!_hasPrevSignal || _wasBullishSignal);

		if (crossedUp && Position <= 0)
			BuyMarket();
		else if (crossedDown && Position >= 0)
			SellMarket();

		if (bullishSignal || bearishSignal)
		{
			_wasBullishSignal = bullishSignal;
			_hasPrevSignal = true;
		}
	}
}