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Strategie Macd Pattern Trader v02 (StockSharp Port)

Diese Strategie ist eine StockSharp-High-Level-API-Konvertierung des MetaTrader-Experten MacdPatternTraderv02.mq4 (Verzeichnis MQL/8194). Es reproduziert die ursprüngliche MACD-Mustererkennung und die aktiven Positionsverwaltungsregeln und stellt gleichzeitig praktische Parameter für die weitere Optimierung bereit.

Kernidee

  1. Berechnen Sie die MACD-Hauptlinie mithilfe der schnellen und langsamen EMA-Perioden (FastEmaPeriod, SlowEmaPeriod) mit einer Signallänge von einer Kerze (entsprechend der MQL-Version).
  2. Überwachen Sie nur abgeschlossene Kerzen. Wenn der Wert MACD eine bestimmte Drei-Takt-Sequenz um die Nulllinie zeichnet, aktivieren Sie entweder das kurze oder das lange Muster:
    • Kurzes Muster: erfordert eine positive MACD-Phase, gefolgt von einem negativen Rückzug über MinThreshold und dann einer Abwärtsbewegung.
    • Langes Muster: erfordert eine negative MACD-Phase, gefolgt von einem positiven Rückzug unter MaxThreshold und dann einer Aufwärtsbewegung.
  3. Führen Sie Marktaufträge mit TradeVolume aus, sobald das Muster bestätigt wird.
  4. Schützen Sie jede Position mit einem Stop-Loss, der über dem letzten Swing-Extrem liegt (über StopLossBars Kerzen) plus einem zusätzlichen Offset in Punkten (OffsetPoints).
  5. Definieren Sie das Take-Profit-Niveau, indem Sie aufeinanderfolgende TakeProfitBars-Segmente scannen und die extremsten erreichten Höchst-/Tiefstwerte auswählen, während die Sequenz weiterhin neue Extremwerte druckt.
  6. Verwalten Sie offene Positionen mit dem aktiven Positionsmanager des ursprünglichen Experten: Nachdem ein Mindestgewinn von fünf Punkten erreicht wurde, schließt die Strategie ein Drittel des Volumens, wenn die vorherige Kerze den Trend bestätigt (Filter Ema2Period), und eine weitere Hälfte, wenn der Preis mit der Mittellinie von SmaPeriod und Ema3Period interagiert.

Parameter

Parameter Beschreibung
StopLossBars Anzahl der abgeschlossenen Kerzen, die bei der Berechnung des Stop-Loss-Swing-Extrems überprüft werden.
TakeProfitBars Fenstergröße (in Kerzen) für die sequentielle Suche nach Extremwerten, die das Take-Profit-Ziel bildet.
OffsetPoints Zusätzlicher Offset, ausgedrückt in Instrumentenpunkten, der dem Stop-Loss hinzugefügt wird.
FastEmaPeriod Schnelle EMA-Länge für die MACD-Hauptzeile.
SlowEmaPeriod Langsame EMA-Länge für die MACD-Hauptzeile.
MaxThreshold Positiver MACD-Schwellenwert, der die Kurzmustervorbereitung beendet.
MinThreshold Negativer MACD-Schwellenwert, der die Vorbereitung des langen Musters beendet.
Ema1Period Erster EMA-Zeitraum, der vom ursprünglichen Geldverwaltungsblock verwendet wird (der Vollständigkeit halber beibehalten).
Ema2Period Zweiter Zeitraum EMA, der zur Validierung des Teilgewinns für Long-/Short-Positionen verwendet wird.
SmaPeriod SMA Zeitraum, der im zweiten Teilabschlusstrigger verwendet wird.
Ema3Period Langsamer EMA-Zeitraum gepaart mit SMA, um Mean-Reversion-Exits zu erkennen.
TradeVolume Market-Order-Volumen (Lots).
CandleType Kerzendatentyp, der zur Versorgung aller Indikatoren verwendet wird.

Handelslogik

  • Kurzer Eintrag: wird ausgelöst, wenn die MACD-Sequenz (prev3, prev2, prev1, current) mit den ursprünglichen Bedingungen übereinstimmt (macdPrev1 < macdPrev3, macdPrev1 > macdPrev2, current < prev1, current < 0 und Größenprüfung). Bestehende Long-Positionen werden reduziert, bevor eine neue Short-Position eröffnet wird.
  • Langer Eintrag: Symmetrische Regeln, bei denen current > 0, die MACD-Werte das Spiegelbildmuster bilden und die Größenprüfung erfüllt ist. Vorhandene Short-Positionen werden reduziert, bevor eine neue Long-Position eröffnet wird.
  • Stopps und Ziele: werden unmittelbar nach jedem Einstieg berechnet und nur aktualisiert, wenn ein neuer Trade ausgeführt wird.
  • Teilweise Schließungen: Sobald der Gewinn fünf Punkte erreicht (im Verhältnis zur Punktgröße des Instruments), schließt die Strategie ein Drittel des verbleibenden Volumens, wenn die vorherige Kerze über EMA2 schließt. Die nächste Stufe schließt die Hälfte des verbleibenden Volumens, wenn die vorherige Kerze den Durchschnitt von SMA und EMA3 durchbricht.
  • Vollständiger Ausstieg: Jede Preisberührung des Stop-Loss- oder Take-Profit-Niveaus schließt die gesamte Position. Nach jedem erzwungenen Verlassen wird der interne Zustand automatisch zurückgesetzt.

Notizen

  • Die Punktgröße wird aus Security.PriceStep oder, falls nicht verfügbar, aus den Sicherheitsdezimalstellen abgeleitet. Als sicherer Fallback wird der Standardwert 0.0001 verwendet.
  • Der Kerzenverlauf wird gespeichert (bis zu 1024 Einträge), um die MQL-Hilfsfunktionen iHighest, iLowest und den sequentiellen Extremum-Scan von TakeProfit() zu replizieren.
  • Alle Kommentare innerhalb der Strategie bleiben in englischer Sprache, wie in den Repository-Richtlinien gefordert.
  • Python-Ports werden für diese Aufgabe absichtlich weggelassen.
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 pattern trader strategy converted from the "MacdPatternTraderv02" MetaTrader expert.
/// The strategy monitors the MACD main line and opens positions when the characteristic reversal pattern appears.
/// It also manages open positions using the original partial close logic based on moving averages.
/// </summary>
public class MacdPatternTraderV02Strategy : Strategy
{
	private readonly StrategyParam<decimal> _profitThresholdPoints;
	private readonly StrategyParam<int> _maxHistory;
	private readonly StrategyParam<int> _stopLossBars;
	private readonly StrategyParam<int> _takeProfitBars;
	private readonly StrategyParam<int> _offsetPoints;
	private readonly StrategyParam<int> _fastEmaPeriod;
	private readonly StrategyParam<int> _slowEmaPeriod;
	private readonly StrategyParam<decimal> _maxThreshold;
	private readonly StrategyParam<decimal> _minThreshold;
	private readonly StrategyParam<int> _ema1Period;
	private readonly StrategyParam<int> _ema2Period;
	private readonly StrategyParam<int> _smaPeriod;
	private readonly StrategyParam<int> _ema3Period;
	private readonly StrategyParam<decimal> _tradeVolume;
	private readonly StrategyParam<DataType> _candleType;

	private MovingAverageConvergenceDivergence _macd = null!;
	private ExponentialMovingAverage _ema1 = null!;
	private ExponentialMovingAverage _ema2 = null!;
	private SimpleMovingAverage _sma = null!;
	private ExponentialMovingAverage _ema3 = null!;

	private readonly List<ICandleMessage> _history = new();

	private decimal? _ema1Prev;
	private decimal? _ema2Prev;
	private decimal? _smaPrev;
	private decimal? _ema3Prev;
	private decimal? _ema1Last;
	private decimal? _ema2Last;
	private decimal? _smaLast;
	private decimal? _ema3Last;

	private decimal? _macdPrev1;
	private decimal? _macdPrev2;
	private decimal? _macdPrev3;

	private bool _maxThresholdReached;
	private bool _minThresholdReached;
	private bool _sellPatternReady;
	private bool _buyPatternReady;
	private decimal _patternMinValue;
	private decimal _patternMaxValue;

	private decimal _pointSize;

	private int _entryDirection;
	private decimal _entryPrice;
	private decimal _openVolume;
	private decimal? _stopLossPrice;
	private decimal? _takeProfitPrice;
	private int _longPartialStage;
	private int _shortPartialStage;

	/// <summary>
	/// Number of bars used to calculate protective stop-loss levels.
	/// </summary>
	public int StopLossBars
	{
		get => _stopLossBars.Value;
		set => _stopLossBars.Value = value;
	}

	/// <summary>
	/// Number of bars evaluated when searching for take-profit targets.
	/// </summary>
	public int TakeProfitBars
	{
		get => _takeProfitBars.Value;
		set => _takeProfitBars.Value = value;
	}

	/// <summary>
	/// Offset applied to stop-loss levels expressed in price points.
	/// </summary>
	public int OffsetPoints
	{
		get => _offsetPoints.Value;
		set => _offsetPoints.Value = value;
	}

	/// <summary>
	/// Minimal profit in points required before partial exits are considered.
	/// </summary>
	public decimal ProfitThresholdPoints
	{
		get => _profitThresholdPoints.Value;
		set => _profitThresholdPoints.Value = value;
	}

	/// <summary>
	/// Fast EMA period for the MACD main line.
	/// </summary>
	public int FastEmaPeriod
	{
		get => _fastEmaPeriod.Value;
		set => _fastEmaPeriod.Value = value;
	}

	/// <summary>
	/// Slow EMA period for the MACD main line.
	/// </summary>
	public int SlowEmaPeriod
	{
		get => _slowEmaPeriod.Value;
		set => _slowEmaPeriod.Value = value;
	}

	/// <summary>
	/// Upper MACD threshold that arms the short pattern.
	/// </summary>
	public decimal MaxThreshold
	{
		get => _maxThreshold.Value;
		set => _maxThreshold.Value = value;
	}

	/// <summary>
	/// Lower MACD threshold that arms the long pattern.
	/// </summary>
	public decimal MinThreshold
	{
		get => _minThreshold.Value;
		set => _minThreshold.Value = value;
	}

	/// <summary>
	/// Period of the first EMA used in the partial close logic.
	/// </summary>
	public int Ema1Period
	{
		get => _ema1Period.Value;
		set => _ema1Period.Value = value;
	}

	/// <summary>
	/// Period of the second EMA used in the partial close logic.
	/// </summary>
	public int Ema2Period
	{
		get => _ema2Period.Value;
		set => _ema2Period.Value = value;
	}

	/// <summary>
	/// Period of the SMA used to detect profit taking levels.
	/// </summary>
	public int SmaPeriod
	{
		get => _smaPeriod.Value;
		set => _smaPeriod.Value = value;
	}

	/// <summary>
	/// Period of the slow EMA used in the partial close logic.
	/// </summary>
	public int Ema3Period
	{
		get => _ema3Period.Value;
		set => _ema3Period.Value = value;
	}

	/// <summary>
	/// Trading volume applied to market orders.
	/// </summary>
	public decimal TradeVolume
	{
		get => _tradeVolume.Value;
		set => _tradeVolume.Value = value;
	}

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

	/// <summary>
	/// Maximum number of finished candles stored in the sliding history window.
	/// </summary>
	public int MaxHistory
	{
		get => _maxHistory.Value;
		set => _maxHistory.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of the <see cref="MacdPatternTraderV02Strategy"/> class.
	/// </summary>
	public MacdPatternTraderV02Strategy()
	{
		_stopLossBars = Param(nameof(StopLossBars), 6)
			.SetGreaterThanZero()
			.SetDisplay("Stop-Loss Bars", "Number of candles for stop-loss calculation", "Risk");

		_takeProfitBars = Param(nameof(TakeProfitBars), 20)
			.SetGreaterThanZero()
			.SetDisplay("Take-Profit Bars", "Window used when scanning for take-profit", "Risk");

		_offsetPoints = Param(nameof(OffsetPoints), 10)
			.SetGreaterThanZero()
			.SetDisplay("Offset Points", "Additional protective offset in points", "Risk");

		_profitThresholdPoints = Param(nameof(ProfitThresholdPoints), 500m)
			.SetGreaterThanZero()
			.SetDisplay("Profit Threshold Points", "Minimal profit in points before partial exits", "Risk");

		_fastEmaPeriod = Param(nameof(FastEmaPeriod), 12)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period for MACD", "Indicators");

		_slowEmaPeriod = Param(nameof(SlowEmaPeriod), 26)
			.SetGreaterThanZero()
			.SetDisplay("Slow EMA", "Slow EMA period for MACD", "Indicators");

		_maxThreshold = Param(nameof(MaxThreshold), 50m)
			.SetDisplay("Upper Threshold", "Maximum MACD threshold for longs", "Signals");

		_minThreshold = Param(nameof(MinThreshold), -50m)
			.SetDisplay("Lower Threshold", "Minimum MACD threshold for shorts", "Signals");

		_ema1Period = Param(nameof(Ema1Period), 7)
			.SetGreaterThanZero()
			.SetDisplay("EMA 1", "First EMA period for management", "Management");

		_ema2Period = Param(nameof(Ema2Period), 21)
			.SetGreaterThanZero()
			.SetDisplay("EMA 2", "Second EMA period for management", "Management");

		_smaPeriod = Param(nameof(SmaPeriod), 98)
			.SetGreaterThanZero()
			.SetDisplay("SMA", "SMA period for management", "Management");

		_ema3Period = Param(nameof(Ema3Period), 365)
			.SetGreaterThanZero()
			.SetDisplay("EMA 3", "Slow EMA period for management", "Management");

		_tradeVolume = Param(nameof(TradeVolume), 0.1m)
			.SetGreaterThanZero()
			.SetDisplay("Trade Volume", "Market order volume", "General");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle type used for indicators", "General");

		_maxHistory = Param(nameof(MaxHistory), 1024)
			.SetGreaterThanZero()
			.SetDisplay("History Limit", "Maximum candles stored for pattern recognition", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_history.Clear();
		_macdPrev1 = null;
		_macdPrev2 = null;
		_macdPrev3 = null;
		_ema1Prev = null;
		_ema2Prev = null;
		_smaPrev = null;
		_ema3Prev = null;
		_ema1Last = null;
		_ema2Last = null;
		_smaLast = null;
		_ema3Last = null;
		_maxThresholdReached = false;
		_minThresholdReached = false;
		_sellPatternReady = false;
		_buyPatternReady = false;
		_patternMinValue = 0m;
		_patternMaxValue = 0m;
		_pointSize = 0m;
		ResetPositionState();
	}

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

		_pointSize = Security?.PriceStep ?? 0m;
		if (_pointSize <= 0m)
		{
			var decimals = Security?.Decimals;
			if (decimals.HasValue)
				_pointSize = (decimal)Math.Pow(10, -decimals.Value);
		}

		if (_pointSize <= 0m)
			_pointSize = 0.0001m;

		_macd = new MovingAverageConvergenceDivergence();
		_macd.ShortMa.Length = FastEmaPeriod;
		_macd.LongMa.Length = SlowEmaPeriod;

		_ema1 = new EMA { Length = Ema1Period };
		_ema2 = new EMA { Length = Ema2Period };
		_sma = new SMA { Length = SmaPeriod };
		_ema3 = new EMA { Length = Ema3Period };

		var subscription = SubscribeCandles(CandleType);

		subscription
			.Bind(_macd, _ema1, _ema2, _sma, _ema3, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, _macd);
			DrawIndicator(area, _ema1);
			DrawIndicator(area, _ema2);
			DrawIndicator(area, _sma);
			DrawIndicator(area, _ema3);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal macdLine, decimal ema1Value, decimal ema2Value, decimal smaValue, decimal ema3Value)
	{
		if (candle.State != CandleStates.Finished)
			return;

		_ema1Prev = _ema1Last;
		_ema2Prev = _ema2Last;
		_smaPrev = _smaLast;
		_ema3Prev = _ema3Last;

		_ema1Last = ema1Value;
		_ema2Last = ema2Value;
		_smaLast = smaValue;
		_ema3Last = ema3Value;

		if (!_macd.IsFormed)
			return;

		var macdLast = _macdPrev1;
		var macdLast2 = _macdPrev2;
		var macdLast3 = _macdPrev3;

		if (macdLast is null || macdLast2 is null || macdLast3 is null)
		{
			_macdPrev3 = _macdPrev2;
			_macdPrev2 = _macdPrev1;
			_macdPrev1 = macdLine;
			AddCandle(candle);
			return;
		}

		AddCandle(candle);

		ExecutePatternLogic(candle, macdLine, macdLast.Value, macdLast2.Value, macdLast3.Value);

		_macdPrev3 = _macdPrev2;
		_macdPrev2 = _macdPrev1;
		_macdPrev1 = macdLine;
	}

	private void ExecutePatternLogic(ICandleMessage candle, decimal macdCurrent, decimal macdPrev1, decimal macdPrev2, decimal macdPrev3)
	{
		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		if (_pointSize <= 0m)
			return;

		if (macdCurrent > 0m)
		{
			_maxThresholdReached = true;
			_sellPatternReady = false;
		}

		if (macdCurrent > macdPrev1 && macdPrev1 < macdPrev3 && _maxThresholdReached && macdCurrent > MinThreshold && macdCurrent < 0m && !_sellPatternReady)
		{
			_sellPatternReady = true;
			_patternMinValue = Math.Abs(macdPrev1 * 10000m);
		}

		var currentMagnitude = Math.Abs(macdCurrent * 10000m);

		if (_sellPatternReady && macdCurrent < macdPrev1 && macdPrev1 > macdPrev3 && macdCurrent < 0m && _patternMinValue <= currentMagnitude)
		{
			_maxThresholdReached = false;
		}

		if (_sellPatternReady && macdCurrent < macdPrev1 && macdPrev1 > macdPrev3 && macdCurrent < 0m)
		{
			TryOpenShort(candle);
			_sellPatternReady = false;
			_maxThresholdReached = false;
		}

		if (macdCurrent < 0m)
		{
			_minThresholdReached = true;
			_buyPatternReady = false;
		}

		if (macdCurrent < MaxThreshold && macdCurrent < macdPrev1 && macdPrev1 > macdPrev3 && _minThresholdReached && macdCurrent > 0m && !_buyPatternReady)
		{
			_buyPatternReady = true;
			_patternMaxValue = Math.Abs(macdPrev1 * 10000m);
		}

		if (_buyPatternReady && macdCurrent > macdPrev1 && macdPrev1 < macdPrev3 && macdCurrent > 0m && _patternMaxValue <= currentMagnitude)
		{
			_minThresholdReached = false;
		}

		if (_buyPatternReady && macdCurrent > macdPrev1 && macdPrev1 < macdPrev3 && macdCurrent > 0m)
		{
			TryOpenLong(candle);
			_buyPatternReady = false;
			_minThresholdReached = false;
		}

		ManagePosition(candle);
	}

	private void TryOpenShort(ICandleMessage candle)
	{
		if (Position > 0m)
		{
			var closeVolume = NormalizeVolume(Math.Abs(Position));
			if (closeVolume > 0m)
			{
				SellMarket(closeVolume);
				ResetPositionState();
			}
		}

		if (Position < 0m)
			return;

		var volume = NormalizeVolume(TradeVolume);
		if (volume <= 0m)
			return;

		var entryPrice = candle.ClosePrice;
		SellMarket(volume);
		RegisterEntry(-1, entryPrice, volume);
	}

	private void TryOpenLong(ICandleMessage candle)
	{
		if (Position < 0m)
		{
			var closeVolume = NormalizeVolume(Math.Abs(Position));
			if (closeVolume > 0m)
			{
				BuyMarket(closeVolume);
				ResetPositionState();
			}
		}

		if (Position > 0m)
			return;

		var volume = NormalizeVolume(TradeVolume);
		if (volume <= 0m)
			return;

		var entryPrice = candle.ClosePrice;
		BuyMarket(volume);
		RegisterEntry(1, entryPrice, volume);
	}

	private void RegisterEntry(int direction, decimal entryPrice, decimal volume)
	{
		_entryDirection = direction;
		_entryPrice = entryPrice;
		_openVolume = volume;
		_stopLossPrice = direction > 0 ? CalculateLongStop() : CalculateShortStop();
		_takeProfitPrice = direction > 0 ? CalculateLongTarget() : CalculateShortTarget();
		_longPartialStage = 0;
		_shortPartialStage = 0;
	}

	private void ManagePosition(ICandleMessage candle)
	{
		if (_entryDirection == 0 || _openVolume <= 0m)
			return;

		if (CheckRiskManagement(candle))
			return;

		var previousCandle = GetCandle(1);
		if (previousCandle is null || _ema2Prev is null || _ema3Prev is null || _smaPrev is null)
			return;

		var ema2Prev = _ema2Prev.Value;
		var ema3Prev = _ema3Prev.Value;
		var smaPrev = _smaPrev.Value;

		var profitPoints = CalculateOpenProfitPoints(candle.ClosePrice);

		if (_entryDirection > 0)
		{
			if (profitPoints > ProfitThresholdPoints && previousCandle.ClosePrice > ema2Prev && _longPartialStage == 0)
			{
				var volume = NormalizeVolume(_openVolume / 3m);
				if (volume > 0m)
				{
					SellMarket(volume);
					RegisterClose(volume, candle.ClosePrice);
					_longPartialStage = 1;
				}
			}
			else if (profitPoints > ProfitThresholdPoints && previousCandle.HighPrice > (smaPrev + ema3Prev) / 2m && _longPartialStage == 1)
			{
				var volume = NormalizeVolume(_openVolume / 2m);
				if (volume > 0m)
				{
					SellMarket(volume);
					RegisterClose(volume, candle.ClosePrice);
					_longPartialStage = 2;
				}
			}
		}
		else if (_entryDirection < 0)
		{
			if (profitPoints > ProfitThresholdPoints && previousCandle.ClosePrice < ema2Prev && _shortPartialStage == 0)
			{
				var volume = NormalizeVolume(_openVolume / 3m);
				if (volume > 0m)
				{
					BuyMarket(volume);
					RegisterClose(volume, candle.ClosePrice);
					_shortPartialStage = 1;
				}
			}
			else if (profitPoints > ProfitThresholdPoints && previousCandle.LowPrice < (smaPrev + ema3Prev) / 2m && _shortPartialStage == 1)
			{
				var volume = NormalizeVolume(_openVolume / 2m);
				if (volume > 0m)
				{
					BuyMarket(volume);
					RegisterClose(volume, candle.ClosePrice);
					_shortPartialStage = 2;
				}
			}
		}
	}

	private bool CheckRiskManagement(ICandleMessage candle)
	{
		if (_entryDirection == 0 || _openVolume <= 0m)
			return false;

		if (_entryDirection > 0)
		{
			if (_stopLossPrice.HasValue && candle.LowPrice <= _stopLossPrice.Value)
			{
				SellMarket(_openVolume);
				ResetPositionState();
				return true;
			}

			if (_takeProfitPrice.HasValue && candle.HighPrice >= _takeProfitPrice.Value)
			{
				SellMarket(_openVolume);
				ResetPositionState();
				return true;
			}
		}
		else
		{
			if (_stopLossPrice.HasValue && candle.HighPrice >= _stopLossPrice.Value)
			{
				BuyMarket(_openVolume);
				ResetPositionState();
				return true;
			}

			if (_takeProfitPrice.HasValue && candle.LowPrice <= _takeProfitPrice.Value)
			{
				BuyMarket(_openVolume);
				ResetPositionState();
				return true;
			}
		}

		return false;
	}

	private decimal CalculateOpenProfitPoints(decimal currentPrice)
	{
		if (_pointSize <= 0m)
			return 0m;

		var difference = _entryDirection > 0 ? currentPrice - _entryPrice : _entryPrice - currentPrice;
		return Math.Abs(difference / _pointSize);
	}

	private void RegisterClose(decimal volume, decimal price)
	{
		_openVolume -= volume;
		if (_openVolume <= 0m || Math.Abs(Position) < 1e-6m)
			ResetPositionState();
	}

	private void ResetPositionState()
	{
		_entryDirection = 0;
		_entryPrice = 0m;
		_openVolume = 0m;
		_stopLossPrice = null;
		_takeProfitPrice = null;
		_longPartialStage = 0;
		_shortPartialStage = 0;
	}

	private decimal? CalculateShortStop()
	{
		var candles = GetCandlesRange(StopLossBars, 1);
		if (candles.Count == 0)
			return null;

		var highest = decimal.MinValue;
		foreach (var candle in candles)
			highest = Math.Max(highest, candle.HighPrice);

		return highest + OffsetPoints * _pointSize;
	}

	private decimal? CalculateLongStop()
	{
		var candles = GetCandlesRange(StopLossBars, 1);
		if (candles.Count == 0)
			return null;

		var lowest = decimal.MaxValue;
		foreach (var candle in candles)
			lowest = Math.Min(lowest, candle.LowPrice);

		return lowest - OffsetPoints * _pointSize;
	}

	private decimal? CalculateShortTarget()
	{
		return ScanSequentialExtremum(TakeProfitBars, true);
	}

	private decimal? CalculateLongTarget()
	{
		return ScanSequentialExtremum(TakeProfitBars, false);
	}

	private decimal? ScanSequentialExtremum(int window, bool isShort)
	{
		if (window <= 0)
			return null;

		decimal? best = null;
		var shift = 0;

		while (true)
		{
			var candles = GetCandlesRange(window, shift);
			if (candles.Count == 0)
				break;

			decimal candidate;
			if (isShort)
			{
				candidate = decimal.MaxValue;
				foreach (var candle in candles)
					candidate = Math.Min(candidate, candle.LowPrice);

				if (best is null || candidate < best)
				{
					best = candidate;
					shift += window;
					continue;
				}
			}
			else
			{
				candidate = decimal.MinValue;
				foreach (var candle in candles)
					candidate = Math.Max(candidate, candle.HighPrice);

				if (best is null || candidate > best)
				{
					best = candidate;
					shift += window;
					continue;
				}
			}

			break;
		}

		return best;
	}

	private List<ICandleMessage> GetCandlesRange(int length, int shift)
	{
		var result = new List<ICandleMessage>();
		if (length <= 0)
			return result;

		var startIndex = _history.Count - 1 - shift;
		for (var i = startIndex; i >= 0 && result.Count < length; i--)
			result.Add(_history[i]);

		return result;
	}

	private ICandleMessage GetCandle(int shift)
	{
		var index = _history.Count - 1 - shift;
		if (index < 0 || index >= _history.Count)
			return null;

		return _history[index];
	}

	private void AddCandle(ICandleMessage candle)
	{
		_history.Add(candle);
		if (_history.Count > MaxHistory)
			_history.RemoveAt(0);
	}

	private decimal NormalizeVolume(decimal volume)
	{
		var security = Security;
		if (security?.VolumeStep is { } step && step > 0m)
			volume = Math.Round(volume / step) * step;

		if (security?.MinVolume is { } minVolume && minVolume > 0m && volume < minVolume)
			return 0m;

		return volume.Max(0m);
	}
}