Control Panel Strategy

Overview

The Control Panel Strategy ports the manual trading panel from the original MQL5 script into the StockSharp high-level API. The class exposes helper methods that replicate every button from the panel: volume preset toggles, market buy/sell actions, closing the current position, reversing exposure, and a dedicated break-even routine. Protective stop-loss and take-profit orders can be generated automatically around the average entry price, mirroring the safety features of the source expert advisor.

Instead of drawing chart controls, the StockSharp implementation provides a strongly typed interface that can be called from UI code, scripts, or automated workflows. The strategy keeps track of selected volume presets, rounds volumes to the nearest exchange step, and issues market/stop/limit orders via the built-in Strategy helpers such as BuyMarket, SellMarket, SellStop, and BuyLimit.

Parameters

VolumeList – semicolon separated volume presets that behave like the original checkboxes. Only the first nine values are used to stay compatible with the MQL layout. Whitespace is ignored and invalid numbers are skipped.
CurrentVolume – aggregated volume based on the currently toggled presets. The setter rounds the value using Security.VolumeStep (when available) or two decimal places (forex-style lots). You may also set this parameter manually when integrating with an external UI.
BreakEvenSteps – number of price steps added to the entry price when moving the protective stop to break-even through ApplyBreakEven(). If the security has no PriceStep, the value is treated as a direct price offset.
StopLossSteps – initial stop-loss distance expressed in price steps. A value of zero disables automatic stops when a position opens or changes.
TakeProfitSteps – initial take-profit distance in price steps. Works the same way as the stop-loss parameter.

Manual Controls

All runtime actions are exposed through public methods so the host application can wire them to buttons, hotkeys, or scripts:

ToggleVolumeSelection(int index) – mimics the preset checkboxes by adding or removing a volume from the aggregated amount. Invalid indexes throw to prevent silent mistakes.
ResetVolumeSelection() – clears every preset and resets CurrentVolume to zero.
ExecuteBuy() / ExecuteSell() – submit market orders using the current volume. Both methods return false when no volume is selected.
CloseAllPositions() – sends a market order opposite to the current position size (BuyMarket for shorts, SellMarket for longs`).
ReversePosition() – closes the existing position and immediately opens a new one in the opposite direction using the aggregated volume, exactly like the “Reverse” button in the MQL panel.
ApplyBreakEven() – recalculates the protective stop as average entry ± BreakEvenSteps * PriceStep and places a new stop order (SellStop for longs, BuyStop for shorts). Returns true` only when the strategy holds an open position and an offset greater than zero is provided.

Whenever the position size changes, OnPositionChanged rebuilds the protective orders. First it cancels the previous stop/target pair, then it recreates them using the latest average entry price and the configured offsets. Closing the position (manually or by stop/target fills) removes any active protective orders to avoid orphaned instructions on the exchange.

Usage Workflow

Configure the desired volume presets in VolumeList (for example 0.05; 0.10; 0.25; 0.50; 1.00).
Toggle one or more presets with ToggleVolumeSelection. The CurrentVolume parameter shows the accumulated value after rounding.
Call ExecuteBuy or ExecuteSell to enter the market. If StopLossSteps or TakeProfitSteps are greater than zero the strategy will automatically place SellStop/BuyStop and SellLimit/BuyLimit orders relative to the average entry price.
Use ApplyBreakEven when price moves in your favor to trail the stop above (for longs) or below (for shorts) the entry by the configured offset.
CloseAllPositions exits the market immediately, while ReversePosition both closes and flips the exposure while reusing the currently selected lot size.
ResetVolumeSelection prepares the panel for the next trade by clearing all presets.

Notes and Recommendations

Break-even and protection logic relies on PositionAvgPrice and the current Security.PriceStep. Ensure the security metadata is populated before starting the strategy.
StartProtection() is called during OnStarted so the built-in protection engine can track stop/target orders that this strategy registers.
The helper methods are synchronous wrappers around StockSharp order helpers. Exchanges or adapters that require asynchronous confirmation should wait for order events before issuing the next command if strict sequencing is needed.
The class can be embedded into custom WPF/WinForms panels, REST services, or console tools by mapping UI events to the exposed methods.

using System; using System.Collections.Generic; using StockSharp.Algo.Indicators; using StockSharp.Algo.Strategies; using StockSharp.BusinessEntities; using StockSharp.Messages; namespace StockSharp.Samples.Strategies; public class ControlPanelStrategy : Strategy { private readonly StrategyParam<DataType> _candleType; private readonly StrategyParam<int> _momPeriod; private decimal? _prevMom; public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; } public int MomPeriod { get => _momPeriod.Value; set => _momPeriod.Value = value; } public ControlPanelStrategy() { _candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame()).SetDisplay("Candle Type", "Timeframe", "General"); _momPeriod = Param(nameof(MomPeriod), 10).SetGreaterThanZero().SetDisplay("Momentum Period", "Momentum lookback", "Indicators"); } public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)]; /// <inheritdoc /> protected override void OnReseted() { base.OnReseted(); _prevMom = null; } protected override void OnStarted2(DateTime time) { base.OnStarted2(time); _prevMom = null; var mom = new Momentum { Length = MomPeriod }; var subscription = SubscribeCandles(CandleType); subscription.Bind(mom, ProcessCandle).Start(); var area = CreateChartArea(); if (area != null) { DrawCandles(area, subscription); DrawOwnTrades(area); } } private void ProcessCandle(ICandleMessage candle, decimal momVal) { if (candle.State != CandleStates.Finished) return; if (!IsFormedAndOnlineAndAllowTrading()) { _prevMom = momVal; return; } if (_prevMom == null) { _prevMom = momVal; return; } if (_prevMom.Value < 100m && momVal >= 100m && Position <= 0) { if (Position < 0) BuyMarket(); BuyMarket(); } else if (_prevMom.Value > 100m && momVal <= 100m && Position >= 0) { if (Position > 0) SellMarket(); SellMarket(); } _prevMom = momVal; } }

import clr clr.AddReference("StockSharp.Messages") clr.AddReference("StockSharp.Algo") clr.AddReference("StockSharp.Algo.Indicators") clr.AddReference("StockSharp.Algo.Strategies") from System import TimeSpan from StockSharp.Messages import DataType, CandleStates from StockSharp.Algo.Indicators import Momentum from StockSharp.Algo.Strategies import Strategy class control_panel_strategy(Strategy): def __init__(self): super(control_panel_strategy, self).__init__() self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromHours(4))) \ .SetDisplay("Candle Type", "Timeframe", "General") self._mom_period = self.Param("MomPeriod", 10) \ .SetDisplay("Momentum Period", "Momentum lookback", "Indicators") self._prev_mom = None @property def CandleType(self): return self._candle_type.Value @property def MomPeriod(self): return self._mom_period.Value def OnReseted(self): super(control_panel_strategy, self).OnReseted() self._prev_mom = None def OnStarted2(self, time): super(control_panel_strategy, self).OnStarted2(time) self._prev_mom = None mom = Momentum() mom.Length = self.MomPeriod subscription = self.SubscribeCandles(self.CandleType) subscription.Bind(mom, self._on_process).Start() area = self.CreateChartArea() if area is not None: self.DrawCandles(area, subscription) self.DrawOwnTrades(area) def _on_process(self, candle, mom_value): if candle.State != CandleStates.Finished: return mv = float(mom_value) if not self.IsFormedAndOnlineAndAllowTrading(): self._prev_mom = mv return if self._prev_mom is None: self._prev_mom = mv return if self._prev_mom < 100.0 and mv >= 100.0 and self.Position <= 0: if self.Position < 0: self.BuyMarket() self.BuyMarket() elif self._prev_mom > 100.0 and mv <= 100.0 and self.Position >= 0: if self.Position > 0: self.SellMarket() self.SellMarket() self._prev_mom = mv def CreateClone(self): return control_panel_strategy()