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Target EA Manager Strategy

Overview

The Target EA Manager Strategy is a faithful StockSharp port of the MetaTrader expert TargetEA_v1.5. The strategy does not open new trades by itself. Instead, it constantly monitors the floating profit and loss of the orders that already belong to the strategy and, if required, liquidates positions and cancels pending orders when user defined thresholds are reached. The behaviour reproduces the "basket" management logic of the original expert: buy and sell orders may be evaluated independently or as a single combined basket.

The strategy subscribes to Level1 data (best bid and ask) and relies on the high level API for position closing and order cancellation. Real-time bid and ask quotes are translated into unrealized profit metrics for the open exposure.

Key Features

  • Independent or combined baskets – choose whether long and short orders are treated separately or together via ManageBuySellOrders.
  • Multiple target types – thresholds may be expressed in pips, in account currency per lot, or as a percentage of the portfolio balance, matching the TypeTargetUse flag of the MQL version.
  • Dual-side triggers – separate toggles for reacting to floating profits (CloseInProfit) and floating losses (CloseInLoss).
  • Pending order cleanup – optional cancellation of buy and/or sell pending orders each time a basket is closed.
  • High level operations – market exits are executed with BuyMarket / SellMarket, and pending orders are cancelled via the strategy order collection.

Parameters

Parameter Description
ManageBuySellOrders Separate emulates two baskets (long and short), Combined fuses both sides.
CloseBuyOrders / CloseSellOrders Enable liquidation for the respective side.
DeleteBuyPendingPositions / DeleteSellPendingPositions Cancel active pending orders after a basket closes.
TypeTargetUse Pips, CurrencyPerLot, or PercentageOfBalance select the measurement applied to open PnL.
CloseInProfit / CloseInLoss Activate profit or loss triggers.
TargetProfitInPips, TargetLossInPips Thresholds in pips. When the instrument provides PriceStep the pip value is calculated as priceDifference / PriceStep * (volume / VolumeStep).
TargetProfitInCurrency, TargetLossInCurrency Floating profit or loss per lot, multiplied by the current volume before comparison.
TargetProfitInPercentage, TargetLossInPercentage Percentage of the portfolio balance that must be reached before closing. The original expert compares raw floating profit to Balance ± Balance * Percentage / 100, and this port keeps that convention intact.

Behaviour

  1. State tracking – executed trades update internal long and short volume totals and their weighted average prices. Hedged positions (both long and short) are therefore handled correctly.
  2. PnL calculation – each Level1 update refreshes bid/ask values, from which pips and currency profits for both sides are computed.
  3. Target evaluation – depending on the target mode and basket mode the corresponding thresholds are checked. Profit checks require values to be greater than or equal to the configured targets, while loss checks use less than or equal comparisons, matching the MQL logic.
  4. Basket liquidation – when a condition is satisfied the strategy optionally cancels pending orders on that side and sends the necessary market order to flatten the open exposure.

The implementation intentionally avoids additional collections or indicator storage and relies on the StockSharp high level API, just like the original EA.

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 TargetEaManagerStrategy : 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 TargetEaManagerStrategy()
	{
		_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;
	}
}