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iMA iStochastic Custom Strategy

Overview

The strategy replicates the MetaTrader expert "iMA iStochastic Custom" inside the StockSharp framework. It combines a moving-average envelope with a stochastic oscillator filter. Trading takes place on the finished candles of the selected timeframe (CandleType). All comments below use the same nomenclature as the original advisor.

Key components:

  1. Moving-average envelope – the base moving average is shifted by LevelUpPips and LevelDownPips (expressed in pips) to build resistance and support bands. The averaging method matches MetaTrader options: Simple, Exponential, Smoothed (SMMA) and Linear Weighted (LWMA).
  2. Stochastic oscillator – %K, %D and smoothing lengths follow the original parameters. Two thresholds (StochasticLevel1 and StochasticLevel2) validate overbought/oversold conditions.
  3. Money management – the original lot/risk selector is preserved through the ManagementMode parameter. In FixedLot mode the order size equals VolumeValue. In RiskPercent mode the strategy risks the configured percentage of portfolio equity against the stop-loss distance, reproducing the behaviour of CMoneyFixedMargin.
  4. Protections – stop-loss, take-profit and trailing distances are entered in pips. Trailing updates on completed candles, mirroring the MQL logic while remaining compatible with StockSharp’s event model.

Trading logic

Long and short signals are symmetrical:

  • Buy when the candle close is above the upper envelope (ma + LevelUpPips) and either stochastic line is above StochasticLevel1.
  • Sell when the candle close is below the lower envelope (ma + LevelDownPips) and either stochastic line is below StochasticLevel2.
  • Setting ReverseSignals = true swaps the entry direction.

Only one net position is active at a time. When the signal flips, the strategy sends an order large enough to flatten the current exposure and open a new position in the opposite direction.

Risk control and exits

  • Stop-loss / take-profit – distances in pips converted through the instrument’s PriceStep. They are checked on every finished candle using the candle high/low.
  • Trailing stop – starts after the price has moved TrailingStopPips in favour of the position. It requires an additional TrailingStepPips improvement before each adjustment, just like the MQL trailing routine.
  • Money management – in risk mode the position size is equity * VolumeValue / 100 / perUnitRisk, where perUnitRisk is the monetary loss per one lot until the stop-loss.

Parameters

Parameter Description
CandleType Timeframe used for calculations.
StopLossPips, TakeProfitPips Protective distances in pips.
TrailingStopPips, TrailingStepPips Trailing activation and step (pips). Set zero to disable.
ManagementMode, VolumeValue Fixed lot or risk percentage sizing.
MaPeriod, MaShift, MaMethod Moving average length, bar shift and method (SMA/EMA/SMMA/LWMA).
LevelUpPips, LevelDownPips Upper/lower envelope offsets in pips. Negative values are allowed for the lower band.
StochasticKPeriod, StochasticDPeriod, StochasticSlowing Oscillator configuration.
StochasticLevel1, StochasticLevel2 Confirmation levels for buy/sell checks.
ReverseSignals Invert the direction of all trades.

Implementation notes

  • Candles, indicators and orders are wired through the high-level API (SubscribeCandles().BindEx(...)).
  • The pip size automatically adjusts to 3/5-digit forex symbols by multiplying the PriceStep when needed.
  • Trailing logic runs on completed candles. If intrabar trailing is required, hook the logic into tick-level data.
  • No Python port is provided; the PY folder is intentionally absent as requested.

Differences compared to MetaTrader version

  • Risk sizing is explicit and based on StockSharp portfolio metrics instead of the CMoneyFixedMargin helper class. The resulting lots match the original behaviour when stop-loss is enabled; with zero stop-loss the position size remains zero, mirroring the MQL safeguard.
  • Protective checks (stop-loss, take-profit, trailing) are evaluated on finished candles because StockSharp strategies are event-driven. This keeps the logic deterministic and matches backtesting constraints.
  • Logging is simplified to StockSharp’s standard output; the verbose InpPrintLog flag is not carried over.

Use this strategy as a direct drop-in replacement when migrating from MetaTrader to StockSharp Designer or Runner. Adjust parameters to suit the target instrument and timeframe.

using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

public class IMAIStochasticCustomStrategy : Strategy
{
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;

	private ExponentialMovingAverage _fast;
	private ExponentialMovingAverage _slow;

	private decimal _prevFast;
	private decimal _prevSlow;
	private decimal _entryPrice;
	private int _cooldown;

	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }
	public int StopLossPoints { get => _stopLossPoints.Value; set => _stopLossPoints.Value = value; }
	public int TakeProfitPoints { get => _takeProfitPoints.Value; set => _takeProfitPoints.Value = value; }

	public IMAIStochasticCustomStrategy()
	{
		_fastPeriod = Param(nameof(FastPeriod), 14).SetGreaterThanZero().SetDisplay("Fast Period", "Fast EMA period", "Indicator");
		_slowPeriod = Param(nameof(SlowPeriod), 50).SetGreaterThanZero().SetDisplay("Slow Period", "Slow EMA period", "Indicator");
		_stopLossPoints = Param(nameof(StopLossPoints), 200).SetNotNegative().SetDisplay("Stop Loss", "Stop-loss in price steps", "Risk");
		_takeProfitPoints = Param(nameof(TakeProfitPoints), 400).SetNotNegative().SetDisplay("Take Profit", "Take-profit in price steps", "Risk");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		yield return (Security, TimeSpan.FromMinutes(5).TimeFrame());
	}

	protected override void OnReseted()
	{
		base.OnReseted();
		_fast = null; _slow = null;
		_prevFast = 0; _prevSlow = 0; _entryPrice = 0; _cooldown = 0;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_fast = new ExponentialMovingAverage { Length = FastPeriod };
		_slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var subscription = SubscribeCandles(TimeSpan.FromMinutes(5).TimeFrame());
		subscription.Bind(_fast, _slow, ProcessCandle);
		subscription.Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal fastValue, decimal slowValue)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!_fast.IsFormed || !_slow.IsFormed) { _prevFast = fastValue; _prevSlow = slowValue; return; }
		if (_cooldown > 0) { _cooldown--; _prevFast = fastValue; _prevSlow = slowValue; return; }

		var close = candle.ClosePrice;
		var step = Security?.PriceStep ?? 1m;

		if (Position > 0 && _entryPrice > 0)
		{
			if (StopLossPoints > 0 && close <= _entryPrice - StopLossPoints * step) { SellMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
			if (TakeProfitPoints > 0 && close >= _entryPrice + TakeProfitPoints * step) { SellMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
		}
		else if (Position < 0 && _entryPrice > 0)
		{
			if (StopLossPoints > 0 && close >= _entryPrice + StopLossPoints * step) { BuyMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
			if (TakeProfitPoints > 0 && close <= _entryPrice - TakeProfitPoints * step) { BuyMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
		}

		if (_prevFast <= _prevSlow && fastValue > slowValue && Position <= 0)
		{ if (Position < 0) BuyMarket(); BuyMarket(); _entryPrice = close; _cooldown = 100; }
		else if (_prevFast >= _prevSlow && fastValue < slowValue && Position >= 0)
		{ if (Position > 0) SellMarket(); SellMarket(); _entryPrice = close; _cooldown = 100; }

		_prevFast = fastValue; _prevSlow = slowValue;
	}
}