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Simple Trailing Stop Strategy

This example demonstrates how to manage an open position with a trailing stop using StockSharp's high level API.

Overview

  • Opens a single long position after receiving the first finished candle.
  • Enables position protection with a trailing stop.
  • The stop price follows the current price at a fixed distance.

Parameters

  • TrailPoints – distance in price points used to trail the stop.
  • CandleType – type of candles processed by the strategy.

Logic

  1. On start the strategy subscribes to candles and enables StartProtection with trailing.
  2. After the first completed candle the strategy buys at market price.
  3. When price moves in favour of the position the stop level is moved to keep the distance defined by TrailPoints.
  4. If price reverses and touches the trailing stop, the position is closed automatically.

The strategy is simplified and intended to show basic trailing stop usage.

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Demonstrates exactly one market long entry after the first finished candle,
/// followed by the engine's fill-price-based native trailing stop.
/// </summary>
public class SimpleTrailingStopStrategy : Strategy
{
	private readonly StrategyParam<decimal> _trailPoints;
	private readonly StrategyParam<DataType> _candleType;
	private bool _submittedEntry;
	private Order _entryOrder;

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

	public SimpleTrailingStopStrategy()
	{
		_trailPoints = Param(nameof(TrailPoints), 100m).SetGreaterThanZero()
			.SetDisplay("Trail Points", "Trailing distance in security price steps", "Protection");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(8).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles", "General");
	}

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

	protected override void OnReseted()
	{
		base.OnReseted();
		_submittedEntry = false;
		_entryOrder = null;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_submittedEntry = false;
		_entryOrder = null;

		StartProtection(
			takeProfit: null,
			stopLoss: new Unit(TrailPoints * (Security.PriceStep ?? 1m), UnitTypes.Absolute),
			isStopTrailing: true,
			useMarketOrders: true);

		SubscribeCandles(CandleType).Bind(ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle)
	{
		if (candle.State != CandleStates.Finished || _submittedEntry ||
			!IsFormedAndOnlineAndAllowTrading())
			return;

		// Mark before sending: avoid duplicate opens on synchronous fills or callbacks.
		_submittedEntry = true;
		_entryOrder = BuyMarket(Volume);
		// Do not reopen after a protective stop fills: this is a one-shot example.
	}
}