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Total Power Indicator X Strategy

Overview

The strategy recreates the behaviour of the MetaTrader expert "Exp_TotalPowerIndicatorX" using StockSharp high level APIs. It relies on a custom implementation of the Total Power Indicator that measures the dominance of bulls and bears by counting how many candles in a rolling window close above or below an internal EMA baseline. Trading decisions are made when the bullish and bearish strength lines cross each other.

The indicator works on any symbol and timeframe. By default the strategy subscribes to 4-hour candles, matching the original expert advisor configuration, but the timeframe can be adjusted through a parameter.

Trading Logic

  1. For every finished candle the strategy feeds the Total Power Indicator with the candle data. The indicator:
    • Calculates an EMA with period Power Period.
    • Counts how many candles within Lookback Period had High > EMA (bulls) and Low < EMA (bears).
    • Converts the counts into percentage style strength values in the 0–100 range.
  2. A bullish crossover (bull strength rising above bear strength) triggers a long entry when long trading is enabled and there are no open positions.
  3. A bearish crossover (bear strength rising above bull strength) triggers a short entry when short trading is enabled and there are no open positions.
  4. Opposite crossovers close existing positions when the relevant exit switches are enabled.
  5. An optional trading session filter forces all positions to be closed outside the configured time window and disables new entries during that period.
  6. Optional stop-loss and take-profit levels are expressed in multiples of the security price step. They are recalculated after each entry and exit as soon as the candle’s high or low breaches the level.

Parameters

  • Candle Type – timeframe used for indicator calculations. Default: 4-hour candles.
  • Power Period – EMA length inside the indicator; mirrors the MQL input. Default: 10.
  • Lookback – number of candles used to count bullish and bearish dominance. Default: 45.
  • Volume – order size sent to the exchange or simulator. Default: 1.
  • Enable Long Entry / Enable Short Entry – allow or forbid new positions in the corresponding direction.
  • Enable Long Exit / Enable Short Exit – close positions on opposite signals. Disable to keep positions open until manually closed or stopped out.
  • Use Trading Hours – enable the time filter. When active the strategy trades only between Start Hour/Minute and End Hour/Minute and closes any open positions outside that interval. Overnight windows (start later than end) are supported.
  • Stop Loss Points / Take Profit Points – distances from the entry price measured in price steps. Set to zero to disable the level. The calculation uses Security.PriceStep, therefore make sure the security metadata is available.

Notes

  • The strategy opens a new position only when no existing position is active on the security, emulating the behaviour of the original expert.
  • Because stop-loss and take-profit calculations depend on the instrument’s price step, running the strategy without that metadata keeps the protective levels disabled automatically.
  • The indicator value is plotted on the chart area when the UI is available, which helps to visualise the crossings between bull and bear strength.
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>
/// Strategy that replicates the Total Power Indicator expert advisor.
/// </summary>
public class TotalPowerIndicatorXStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _powerPeriod;
	private readonly StrategyParam<int> _lookbackPeriod;
	private readonly StrategyParam<bool> _enableLongEntry;
	private readonly StrategyParam<bool> _enableShortEntry;
	private readonly StrategyParam<bool> _enableLongExit;
	private readonly StrategyParam<bool> _enableShortExit;
	private readonly StrategyParam<bool> _useTradingHours;
	private readonly StrategyParam<int> _startHour;
	private readonly StrategyParam<int> _startMinute;
	private readonly StrategyParam<int> _endHour;
	private readonly StrategyParam<int> _endMinute;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;

	private TotalPowerIndicator _totalPower;
	private decimal? _previousDifference;
	private decimal? _longStopPrice;
	private decimal? _longTakePrice;
	private decimal? _shortStopPrice;
	private decimal? _shortTakePrice;

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

	/// <summary>
	/// Period for EMA inside Total Power Indicator.
	/// </summary>
	public int PowerPeriod
	{
		get => _powerPeriod.Value;
		set => _powerPeriod.Value = value;
	}

	/// <summary>
	/// Lookback period used for bull and bear strength counters.
	/// </summary>
	public int LookbackPeriod
	{
		get => _lookbackPeriod.Value;
		set => _lookbackPeriod.Value = value;
	}


	/// <summary>
	/// Enable opening long positions.
	/// </summary>
	public bool EnableLongEntry
	{
		get => _enableLongEntry.Value;
		set => _enableLongEntry.Value = value;
	}

	/// <summary>
	/// Enable opening short positions.
	/// </summary>
	public bool EnableShortEntry
	{
		get => _enableShortEntry.Value;
		set => _enableShortEntry.Value = value;
	}

	/// <summary>
	/// Enable closing long positions on opposite signals.
	/// </summary>
	public bool EnableLongExit
	{
		get => _enableLongExit.Value;
		set => _enableLongExit.Value = value;
	}

	/// <summary>
	/// Enable closing short positions on opposite signals.
	/// </summary>
	public bool EnableShortExit
	{
		get => _enableShortExit.Value;
		set => _enableShortExit.Value = value;
	}

	/// <summary>
	/// Enable time filter for trading sessions.
	/// </summary>
	public bool UseTradingHours
	{
		get => _useTradingHours.Value;
		set => _useTradingHours.Value = value;
	}

	/// <summary>
	/// Session start hour.
	/// </summary>
	public int StartHour
	{
		get => _startHour.Value;
		set => _startHour.Value = value;
	}

	/// <summary>
	/// Session start minute.
	/// </summary>
	public int StartMinute
	{
		get => _startMinute.Value;
		set => _startMinute.Value = value;
	}

	/// <summary>
	/// Session end hour.
	/// </summary>
	public int EndHour
	{
		get => _endHour.Value;
		set => _endHour.Value = value;
	}

	/// <summary>
	/// Session end minute.
	/// </summary>
	public int EndMinute
	{
		get => _endMinute.Value;
		set => _endMinute.Value = value;
	}

	/// <summary>
	/// Stop loss distance expressed in price steps.
	/// </summary>
	public int StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance expressed in price steps.
	/// </summary>
	public int TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of <see cref="TotalPowerIndicatorXStrategy"/>.
	/// </summary>
	public TotalPowerIndicatorXStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
		.SetDisplay("Candle Type", "Timeframe for calculations", "General");

		_powerPeriod = Param(nameof(PowerPeriod), 10)
		.SetGreaterThanZero()
		.SetDisplay("Power Period", "EMA length used by Total Power", "Indicator")
		;

		_lookbackPeriod = Param(nameof(LookbackPeriod), 50)
		.SetGreaterThanZero()
		.SetDisplay("Lookback", "Samples counted for bull/bear strength", "Indicator")
		;


		_enableLongEntry = Param(nameof(EnableLongEntry), true)
		.SetDisplay("Enable Long Entry", "Allow buying when bulls dominate", "Trading");

		_enableShortEntry = Param(nameof(EnableShortEntry), true)
		.SetDisplay("Enable Short Entry", "Allow selling when bears dominate", "Trading");

		_enableLongExit = Param(nameof(EnableLongExit), true)
		.SetDisplay("Enable Long Exit", "Close longs on bearish crossover", "Trading");

		_enableShortExit = Param(nameof(EnableShortExit), true)
		.SetDisplay("Enable Short Exit", "Close shorts on bullish crossover", "Trading");

		_useTradingHours = Param(nameof(UseTradingHours), false)
		.SetDisplay("Use Trading Hours", "Restrict trading to session window", "Schedule");

		_startHour = Param(nameof(StartHour), 0)
		.SetDisplay("Start Hour", "Session start hour", "Schedule");

		_startMinute = Param(nameof(StartMinute), 0)
		.SetDisplay("Start Minute", "Session start minute", "Schedule");

		_endHour = Param(nameof(EndHour), 23)
		.SetDisplay("End Hour", "Session end hour", "Schedule");

		_endMinute = Param(nameof(EndMinute), 59)
		.SetDisplay("End Minute", "Session end minute", "Schedule");

		_stopLossPoints = Param(nameof(StopLossPoints), 0)
		.SetDisplay("Stop Loss Points", "Stop loss distance in price steps (0=disabled)", "Risk");

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 0)
		.SetDisplay("Take Profit Points", "Take profit distance in price steps (0=disabled)", "Risk");
	}

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

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

		_totalPower?.Reset();
		_previousDifference = null;
		ResetLongTargets();
		ResetShortTargets();
	}

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

		_totalPower = new TotalPowerIndicator
		{
			PowerPeriod = PowerPeriod,
			LookbackPeriod = LookbackPeriod
		};

		var subscription = SubscribeCandles(CandleType);
		subscription
		.BindEx(_totalPower, ProcessCandle)
		.Start();

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

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

		if (indicatorValue is not TotalPowerIndicatorValue powerValue)
		return;

		if (!_totalPower.IsFormed)
		{
			_previousDifference = powerValue.Bulls - powerValue.Bears;
			return;
		}

		var difference = powerValue.Bulls - powerValue.Bears;
		var previous = _previousDifference ?? difference;
		_previousDifference = difference;

		if (HandleStops(candle))
		return;

		var crossUp = difference > 0m && previous <= 0m;
		var crossDown = difference < 0m && previous >= 0m;

		var isTradingTime = !UseTradingHours || IsWithinTradingWindow(candle.OpenTime);

		if (UseTradingHours && !isTradingTime)
		{
			CloseAllPositions();
			return;
		}

		if (EnableLongExit && crossDown && Position > 0m)
		{
			SellMarket();
			ResetLongTargets();
		}

		if (EnableShortExit && crossUp && Position < 0m)
		{
			BuyMarket();
			ResetShortTargets();
		}

		if (!isTradingTime)
		return;

		if (EnableLongEntry && crossUp && Position == 0m)
		{
			BuyMarket();
			SetupLongTargets(candle.ClosePrice);
		}
		else if (EnableShortEntry && crossDown && Position == 0m)
		{
			SellMarket();
			SetupShortTargets(candle.ClosePrice);
		}
	}

	private bool HandleStops(ICandleMessage candle)
	{
		var step = Security?.PriceStep ?? 0m;
		if (step <= 0m)
		return false;

		if (Position > 0m)
		{
			if (_longStopPrice.HasValue && candle.LowPrice <= _longStopPrice.Value)
			{
				SellMarket();
				ResetLongTargets();
				return true;
			}

			if (_longTakePrice.HasValue && candle.HighPrice >= _longTakePrice.Value)
			{
				SellMarket();
				ResetLongTargets();
				return true;
			}
		}
		else if (Position < 0m)
		{
			if (_shortStopPrice.HasValue && candle.HighPrice >= _shortStopPrice.Value)
			{
				BuyMarket();
				ResetShortTargets();
				return true;
			}

			if (_shortTakePrice.HasValue && candle.LowPrice <= _shortTakePrice.Value)
			{
				BuyMarket();
				ResetShortTargets();
				return true;
			}
		}

		return false;
	}

	private bool IsWithinTradingWindow(DateTimeOffset time)
	{
		var start = new TimeSpan(StartHour, StartMinute, 0);
		var end = new TimeSpan(EndHour, EndMinute, 0);
		var current = time.TimeOfDay;

		if (start == end)
			return true;

		if (start < end)
			return current >= start && current < end;

		return current >= start || current < end;
	}

	private void CloseAllPositions()
	{
		if (Position > 0m)
		{
			SellMarket();
			ResetLongTargets();
		}
		else if (Position < 0m)
		{
			BuyMarket();
			ResetShortTargets();
		}
	}

	private void SetupLongTargets(decimal entryPrice)
	{
		var step = Security?.PriceStep ?? 0m;
		if (step <= 0m)
		{
			ResetLongTargets();
			return;
		}

		_longStopPrice = StopLossPoints > 0 ? entryPrice - StopLossPoints * step : null;
		_longTakePrice = TakeProfitPoints > 0 ? entryPrice + TakeProfitPoints * step : null;
		ResetShortTargets();
	}

	private void SetupShortTargets(decimal entryPrice)
	{
		var step = Security?.PriceStep ?? 0m;
		if (step <= 0m)
		{
			ResetShortTargets();
			return;
		}

		_shortStopPrice = StopLossPoints > 0 ? entryPrice + StopLossPoints * step : null;
		_shortTakePrice = TakeProfitPoints > 0 ? entryPrice - TakeProfitPoints * step : null;
		ResetLongTargets();
	}

	private void ResetLongTargets()
	{
		_longStopPrice = null;
		_longTakePrice = null;
	}

	private void ResetShortTargets()
	{
		_shortStopPrice = null;
		_shortTakePrice = null;
	}

	private sealed class TotalPowerIndicator : BaseIndicator
	{
		private readonly List<int> _bullHistory = new();
		private readonly List<int> _bearHistory = new();
		private readonly ExponentialMovingAverage _ema = new();
		private int _bullCount;
		private int _bearCount;
		private int _powerPeriod = 10;
		private int _lookbackPeriod = 50;

		public int PowerPeriod
		{
			get => _powerPeriod;
			set
			{
				_powerPeriod = Math.Max(1, value);
				_ema.Length = _powerPeriod;
			}
		}

		public int LookbackPeriod
		{
			get => _lookbackPeriod;
			set => _lookbackPeriod = Math.Max(1, value);
		}

		protected override IIndicatorValue OnProcess(IIndicatorValue input)
		{
			var candle = input.GetValue<ICandleMessage>();
			var emaValue = _ema.Process(new DecimalIndicatorValue(_ema, candle.ClosePrice, input.Time) { IsFinal = input.IsFinal });

			if (!_ema.IsFormed)
			{
				IsFormed = false;
				return new TotalPowerIndicatorValue(this, input, 0m, 0m, 0m);
			}

			var ema = emaValue.ToDecimal();
			var bullContribution = candle.HighPrice > ema ? 1 : 0;
			var bearContribution = candle.LowPrice < ema ? 1 : 0;

			UpdateCounters(_bullHistory, ref _bullCount, bullContribution);
			UpdateCounters(_bearHistory, ref _bearCount, bearContribution);

			if (_bullHistory.Count < LookbackPeriod || _bearHistory.Count < LookbackPeriod)
			{
				IsFormed = false;
				return new TotalPowerIndicatorValue(this, input, 0m, 0m, 0m);
			}

			var bullPercent = (decimal)_bullCount * 100m / LookbackPeriod;
			var bearPercent = (decimal)_bearCount * 100m / LookbackPeriod;

			var bulls = Math.Clamp((bullPercent - 50m) * 2m, 0m, 100m);
			var bears = Math.Clamp((bearPercent - 50m) * 2m, 0m, 100m);
			var power = Math.Clamp(2m * Math.Abs(bullPercent - bearPercent), 0m, 100m);

			IsFormed = true;
			return new TotalPowerIndicatorValue(this, input, bulls, bears, power);
		}

		public override void Reset()
		{
			base.Reset();

			_bullHistory.Clear();
			_bearHistory.Clear();
			_bullCount = 0;
			_bearCount = 0;
			_ema.Reset();
		}

		private void UpdateCounters(List<int> list, ref int count, int value)
		{
			list.Add(value);
			count += value;

			while (list.Count > LookbackPeriod)
			{
				try { count -= list[0]; list.RemoveAt(0); }
				catch { break; }
			}
		}
	}

	private sealed class TotalPowerIndicatorValue : DecimalIndicatorValue
	{
		public TotalPowerIndicatorValue(IIndicator indicator, IIndicatorValue input, decimal bulls, decimal bears, decimal power)
		: base(indicator, bulls - bears, input.Time)
		{
			Bulls = bulls;
			Bears = bears;
			Power = power;
		}

		public decimal Bulls { get; }

		public decimal Bears { get; }

		public decimal Power { get; }
	}
}