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Casino111 Strategy

Overview

Casino111 is a counter-trend breakout system that originates from the MetaTrader 4 expert advisor with the same name. On every new bar the strategy compares the current open price with reference levels derived from the previous daily candle. If the open gaps beyond the daily extremes (plus configurable buffers) the algorithm immediately opens a market position in the opposite direction and relies on symmetric stop-loss / take-profit protection. The StockSharp port keeps the single-position behaviour of the original robot and adds extensive parameterization for research and optimization.

Entry and exit logic

  1. The previous daily high and low are retrieved from a dedicated daily candle subscription. Two offsets (UpperOffsetPoints and LowerOffsetPoints) expressed in MetaTrader points expand the reference channel.
  2. On each finished trading candle the strategy inspects the previous and current opens:
    • When the new open jumps above the daily high plus the upper offset, a short position is opened (fade of the gap).
    • When the new open drops below the daily low minus the lower offset, a long position is opened.
  3. Only one position is allowed at a time. Any active orders must be filled before a new signal is considered.
  4. StartProtection mirrors the original fixed stop and take target, both located BetPoints away from the entry price (converted to price steps).

Money management

  • UseMoneyManagement = false keeps the trade size fixed (BaseVolume).
  • UseMoneyManagement = true activates the martingale progression seen in the MT4 code:
    • After every losing or break-even trade the next order volume is multiplied by (BetPoints * 2) / (BetPoints - spreadPoints).
    • Spread is estimated from the latest best bid/ask quotes gathered via the order book subscription. When no quotes are available the multiplier defaults to 2.
    • Wins reset the position size to BaseVolume. All volumes are aligned to the instrument VolumeStep and capped by MaxVolume.

Parameters

Name Type Default Description
EnableBuy bool true Allow long entries triggered by gaps below the daily channel.
EnableSell bool true Allow short entries triggered by gaps above the daily channel.
BetPoints decimal 400 Symmetric stop-loss and take-profit distance in MetaTrader points (converted to price steps for StockSharp).
UpperOffsetPoints decimal 97 Buffer added above the previous daily high to detect bearish gap reversals.
LowerOffsetPoints decimal 77 Buffer subtracted below the previous daily low to detect bullish gap reversals.
UseMoneyManagement bool false Enable the martingale-style lot progression.
MaxVolume decimal 4 Ceiling applied to the calculated volume when money management is active.
BaseVolume decimal 0.1 Starting order size used after a profitable trade or when money management is disabled.
CandleType DataType H1 Primary timeframe used to evaluate the open-gap conditions (default is 1 hour).
DailyCandleType DataType D1 Candle type that supplies the previous day high/low (default is 1 day).

Implementation notes

  • The strategy relies on StockSharp’s high-level API: SubscribeCandles provides both the trading and daily streams, while SubscribeOrderBook keeps the latest spread for the money-management multiplier.
  • StartProtection manages both the stop-loss and take-profit legs, so every entry immediately receives symmetrical exits just like in MT4.
  • English inline comments highlight each decision point for easier maintenance.
  • All calculations avoid indicator history lookups; only the current candle open values are required, mirroring the Time[0] / Open[0] logic from MetaTrader.

Usage tips

  • Choose a trading timeframe that matches your study. The default one-hour candles replicate the common MT4 setup, but any DataType supported by StockSharp can be supplied.
  • When using money management make sure that MaxVolume respects broker limits; the alignment helper clamps the result to VolumeStep, MinVolume, and MaxVolume.
  • Because the system always keeps at most one position open, it pairs well with StockSharp charts that plot entry/exit markers for manual inspection.
  • Test the strategy inside a replay environment before connecting it to a live venue—the gap-fading approach is aggressive and depends on reliable spreads.
using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Casino111: RSI overbought/oversold reversal with ATR stops.
/// </summary>
public class Casino111Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<int> _atrLength;
	private readonly StrategyParam<int> _emaLength;

	private decimal _prevRsi;
	private decimal _entryPrice;

	public Casino111Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_rsiLength = Param(nameof(RsiLength), 14)
			.SetDisplay("RSI Length", "RSI period.", "Indicators");

		_atrLength = Param(nameof(AtrLength), 14)
			.SetDisplay("ATR Length", "ATR period.", "Indicators");

		_emaLength = Param(nameof(EmaLength), 50)
			.SetDisplay("EMA Length", "Trend filter.", "Indicators");
	}

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

	public int RsiLength
	{
		get => _rsiLength.Value;
		set => _rsiLength.Value = value;
	}

	public int AtrLength
	{
		get => _atrLength.Value;
		set => _atrLength.Value = value;
	}

	public int EmaLength
	{
		get => _emaLength.Value;
		set => _emaLength.Value = value;
	}

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

		_prevRsi = 0;
		_entryPrice = 0;
	}

		protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_prevRsi = 0;
		_entryPrice = 0;

		var rsi = new RelativeStrengthIndex { Length = RsiLength };
		var atr = new AverageTrueRange { Length = AtrLength };
		var ema = new ExponentialMovingAverage { Length = EmaLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(rsi, atr, ema, ProcessCandle)
			.Start();

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

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

		if (_prevRsi == 0 || atrVal <= 0)
		{
			_prevRsi = rsiVal;
			return;
		}

		var close = candle.ClosePrice;

		if (Position > 0)
		{
			if (close >= _entryPrice + atrVal * 2.5m || close <= _entryPrice - atrVal * 1.5m || rsiVal > 70)
			{
				SellMarket();
				_entryPrice = 0;
			}
		}
		else if (Position < 0)
		{
			if (close <= _entryPrice - atrVal * 2.5m || close >= _entryPrice + atrVal * 1.5m || rsiVal < 30)
			{
				BuyMarket();
				_entryPrice = 0;
			}
		}

		if (Position == 0)
		{
			if (rsiVal > 50 && _prevRsi <= 50 && close > emaVal)
			{
				_entryPrice = close;
				BuyMarket();
			}
			else if (rsiVal < 50 && _prevRsi >= 50 && close < emaVal)
			{
				_entryPrice = close;
				SellMarket();
			}
		}

		_prevRsi = rsiVal;
	}
}