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Hans123 Trader v2 Strategy

Hans123 Trader v2 is a breakout strategy that places pending stop orders around the recent trading range. It mirrors the MetaTrader implementation by Vladimir Karputov and is adapted to the StockSharp high-level API. The system focuses on capturing momentum when price escapes the most recent 80-bar range while managing protective exits and a trailing stop.

Core Idea

  • Monitor a configurable candle series (default 1-hour bars).
  • During the active session window, compute the highest high and lowest low over the last N candles (default 80).
  • Place a buy stop order at the highest high and a sell stop order at the lowest low when the market is far enough from the current bid/ask.
  • Limit the total number of working pending orders to avoid over-exposure.
  • Once a position is opened, cancel the remaining pending orders, apply stop-loss and take-profit offsets (measured in pips), and activate a trailing stop.

Trade Management

  • Entries: Stop orders are placed only while the time of the processed candle falls between the configured start and end hours. Orders are ignored outside that window.
  • Position Protection: When a new position is created, the strategy immediately registers protective stop-loss and take-profit orders using the configured pip distances.
  • Trailing Stop: If enabled, the stop-loss order is re-issued closer to price once it moves in the position's favour by more than the trailing threshold plus step.
  • Order Cleanup: Exiting a position cancels the protective orders, and any fresh entry cancels the opposite pending orders, matching the behaviour of the original MQL logic.

Parameters

Parameter Description
Volume Order size used when submitting breakout and protective orders.
StopLossPips Distance in pips between the entry price and the protective stop-loss. Set to 0 to disable.
TakeProfitPips Distance in pips between the entry price and the take-profit order. Set to 0 to disable.
TrailingStopPips Initial trailing stop distance in pips. 0 disables trailing.
TrailingStepPips Minimum additional profit in pips required before moving the trailing stop again. Must be non-zero when trailing is enabled.
StartHour Session opening hour (inclusive) for placing new pending orders.
EndHour Session closing hour (exclusive) for placing new pending orders. Must be greater than StartHour.
MaxPendingOrders Maximum number of simultaneous breakout orders (buy + sell) allowed.
BreakoutPeriod Lookback length (in candles) for the highest high and lowest low calculations.
CandleType Candle series processed by the strategy (timeframe or other candle data type).

Notes

  • Pip size is derived from the security's price step. For 3- and 5-digit forex symbols, the point value is adjusted to match the MQL definition of a pip.
  • The strategy relies on the Security.BestBid/BestAsk snapshots when available. If depth data is not present, it falls back to the current candle close price to evaluate the minimum distance from the market.
  • Protective orders are re-created whenever they need to be moved, mirroring the PositionModify logic from the original expert advisor.
  • The implementation keeps the logic purely in C# with no Python translation, as requested.
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>
/// Hans123 Trader v2 breakout strategy converted from the original MQL expert.
/// Enters on breakout of recent range extremes and manages trailing protection.
/// </summary>
public class Hans123TraderV2Strategy : Strategy
{
	private readonly StrategyParam<decimal> _stopLossPips;
	private readonly StrategyParam<decimal> _takeProfitPips;
	private readonly StrategyParam<decimal> _trailingStopPips;
	private readonly StrategyParam<decimal> _trailingStepPips;
	private readonly StrategyParam<int> _startHour;
	private readonly StrategyParam<int> _endHour;
	private readonly StrategyParam<int> _breakoutPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private Highest _highest;
	private Lowest _lowest;

	private decimal _entryPrice;
	private decimal _pipSize;
	private decimal _stopLossDistance;
	private decimal _takeProfitDistance;
	private decimal _trailingStopDistance;
	private decimal _trailingStepDistance;
	private decimal _highestStopPrice;
	private decimal? _prevBreakoutHigh;
	private decimal? _prevBreakoutLow;

	/// <summary>
	/// Stop-loss distance in pips.
	/// </summary>
	public decimal StopLossPips
	{
		get => _stopLossPips.Value;
		set => _stopLossPips.Value = value;
	}

	/// <summary>
	/// Take-profit distance in pips.
	/// </summary>
	public decimal TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Trailing stop distance in pips.
	/// </summary>
	public decimal TrailingStopPips
	{
		get => _trailingStopPips.Value;
		set => _trailingStopPips.Value = value;
	}

	/// <summary>
	/// Trailing step in pips.
	/// </summary>
	public decimal TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

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

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

	/// <summary>
	/// Lookback length for calculating highs and lows.
	/// </summary>
	public int BreakoutPeriod
	{
		get => _breakoutPeriod.Value;
		set => _breakoutPeriod.Value = value;
	}

	/// <summary>
	/// Candle type processed by the strategy.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes <see cref="Hans123TraderV2Strategy"/>.
	/// </summary>
	public Hans123TraderV2Strategy()
	{
		_stopLossPips = Param(nameof(StopLossPips), 50m)
			.SetNotNegative()
			.SetDisplay("Stop Loss (pips)", "Stop distance", "Risk");

		_takeProfitPips = Param(nameof(TakeProfitPips), 50m)
			.SetNotNegative()
			.SetDisplay("Take Profit (pips)", "Target distance", "Risk");

		_trailingStopPips = Param(nameof(TrailingStopPips), 10m)
			.SetNotNegative()
			.SetDisplay("Trailing Stop (pips)", "Trailing distance", "Risk");

		_trailingStepPips = Param(nameof(TrailingStepPips), 5m)
			.SetNotNegative()
			.SetDisplay("Trailing Step (pips)", "Extra profit before trailing", "Risk");

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

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

		_breakoutPeriod = Param(nameof(BreakoutPeriod), 10)
			.SetGreaterThanZero()
			.SetDisplay("Breakout Period", "High/low lookback", "Trading");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Processed candles", "General");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_pipSize = 0m;
		_stopLossDistance = 0m;
		_takeProfitDistance = 0m;
		_trailingStopDistance = 0m;
		_trailingStepDistance = 0m;
		_highest = null;
		_lowest = null;
		_entryPrice = 0m;
		_highestStopPrice = 0m;
		_prevBreakoutHigh = null;
		_prevBreakoutLow = null;
	}

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

		_pipSize = Security?.PriceStep ?? 1m;
		UpdateDistanceCache();

		_highest = new Highest { Length = BreakoutPeriod };
		_lowest = new Lowest { Length = BreakoutPeriod };

		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(_highest, _lowest, ProcessCandle).Start();

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

	private void UpdateDistanceCache()
	{
		_stopLossDistance = StopLossPips * _pipSize;
		_takeProfitDistance = TakeProfitPips * _pipSize;
		_trailingStopDistance = TrailingStopPips * _pipSize;
		_trailingStepDistance = TrailingStepPips * _pipSize;
	}

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

		if (!_highest.IsFormed || !_lowest.IsFormed)
			return;

		// Manage existing position: trailing stop and SL/TP
		if (Position != 0)
		{
			ManagePosition(candle);
			return;
		}

		// Session filter
		var hour = candle.OpenTime.TimeOfDay.Hours;
		if (hour < StartHour || hour >= EndHour)
		{
			_prevBreakoutHigh = breakoutHigh;
			_prevBreakoutLow = breakoutLow;
			return;
		}

		// Breakout entry: buy when price breaks above previous bar's high, sell when below previous bar's low
		if (_prevBreakoutHigh.HasValue && _prevBreakoutLow.HasValue)
		{
			if (candle.HighPrice > _prevBreakoutHigh.Value)
			{
				BuyMarket();
				_entryPrice = candle.ClosePrice;
				_highestStopPrice = 0m;
			}
			else if (candle.LowPrice < _prevBreakoutLow.Value)
			{
				SellMarket();
				_entryPrice = candle.ClosePrice;
				_highestStopPrice = 0m;
			}
		}

		_prevBreakoutHigh = breakoutHigh;
		_prevBreakoutLow = breakoutLow;
	}

	private void ManagePosition(ICandleMessage candle)
	{
		var price = candle.ClosePrice;

		if (Position > 0)
		{
			// Check stop loss
			if (_stopLossDistance > 0m && candle.LowPrice <= _entryPrice - _stopLossDistance)
			{
				SellMarket(Position);
				return;
			}

			// Check take profit
			if (_takeProfitDistance > 0m && candle.HighPrice >= _entryPrice + _takeProfitDistance)
			{
				SellMarket(Position);
				return;
			}

			// Trailing stop
			if (_trailingStopDistance > 0m)
			{
				var moveFromEntry = price - _entryPrice;
				if (moveFromEntry > _trailingStopDistance + _trailingStepDistance)
				{
					var newStop = price - _trailingStopDistance;
					if (newStop > _highestStopPrice + _trailingStepDistance)
						_highestStopPrice = newStop;

					if (_highestStopPrice > 0m && candle.LowPrice <= _highestStopPrice)
					{
						SellMarket(Position);
						return;
					}
				}
			}
		}
		else if (Position < 0)
		{
			var vol = Math.Abs(Position);

			// Check stop loss
			if (_stopLossDistance > 0m && candle.HighPrice >= _entryPrice + _stopLossDistance)
			{
				BuyMarket(vol);
				return;
			}

			// Check take profit
			if (_takeProfitDistance > 0m && candle.LowPrice <= _entryPrice - _takeProfitDistance)
			{
				BuyMarket(vol);
				return;
			}

			// Trailing stop
			if (_trailingStopDistance > 0m)
			{
				var moveFromEntry = _entryPrice - price;
				if (moveFromEntry > _trailingStopDistance + _trailingStepDistance)
				{
					var newStop = price + _trailingStopDistance;
					if (_highestStopPrice == 0m || newStop < _highestStopPrice - _trailingStepDistance)
						_highestStopPrice = newStop;

					if (_highestStopPrice > 0m && candle.HighPrice >= _highestStopPrice)
					{
						BuyMarket(vol);
						return;
					}
				}
			}
		}
	}
}