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Ten Pips Opposite Last N Hour Trend Strategy

Overview

This strategy is a faithful port of the MetaTrader expert 10pipsOnceADayOppositeLastNHourTrend. It trades exactly once per day at a configurable hour and deliberately takes the opposite side of the price change observed over the last N completed hourly candles. The logic is designed for currency pairs with five-digit pricing, but the C# version automatically adapts the pip size using the instrument's PriceStep and number of decimals.

At the selected trading hour the strategy inspects the closing price from HoursToCheckTrend hours ago and compares it with the close of the most recent completed hourly candle:

  • If the older close is higher, the market has been falling (bearish), so the strategy opens a long position.
  • Otherwise the market has been rising (bullish), therefore it opens a short position.

Positions are closed by protective stops, a daily time-based exit, or manually when the market is outside the trading window.

Money management

Position sizing mirrors the original expert's martingale ladder:

  1. The base volume comes from FixedVolume. When set to zero the strategy falls back to risk-based sizing using Portfolio.CurrentValue * MaximumRisk / 1000 rounded to one decimal place.
  2. The volume is limited by MinimumVolume, MaximumVolume, the instrument's volume limits, and a soft cap equal to Portfolio.CurrentValue / 1000 lots.
  3. After each closed trade the result is stored (up to the last five trades). When preparing a new entry the strategy scans that history and multiplies the lot size according to the first loss it finds, using the FirstMultiplier … FifthMultiplier sequence. This reproduces the nested OrderSelect checks from the MQL version.

Risk controls

  • StopLossPips, TakeProfitPips, and TrailingStopPips work in pip units. The port recalculates the pip size with the standard 3/5-decimal multiplier for Forex symbols.
  • Trailing stops are symmetric for long and short positions. In the original MQL code the short-side trail never triggered because of a sign error; the C# version fixes that so both directions behave identically.
  • OrderMaxAge closes any position that survives longer than the configured duration (21 hours by default).
  • Outside of the allowed trading hour the strategy liquidates any open exposure to stay flat until the next session.
  • MaxOrders guards against accidental re-entries by requiring that there are no open positions or active orders when a new signal is evaluated.

Detailed workflow

  1. Subscribe to hourly candles (the timeframe can be changed with CandleType).
  2. Collect the close price of each finished candle in a small rolling buffer.
  3. On the first completed candle at the allowed hour:
    • Check the portfolio/connection state and confirm no position is open.
    • Ensure we have at least HoursToCheckTrend historical candles to compare.
    • Determine the direction by comparing the current close with the close HoursToCheckTrend bars ago.
    • Compute the lot size using the money-management routine above and send a market order.
  4. While a position is open the strategy:
    • Evaluates stop-loss, take-profit, and trailing levels using candle high/low prices.
    • Updates the trailing stop after new highs (for longs) or lows (for shorts).
    • Tracks the entry timestamp so it can enforce OrderMaxAge.
    • Records the realized profit/loss when the trade closes to feed the martingale multipliers.

Parameters

Parameter Description Default
FixedVolume Fixed lot size. Set to 0 to use risk-based sizing. 0.1
MinimumVolume Hard lower bound for the order volume. 0.1
MaximumVolume Hard upper bound for the order volume. 5
MaximumRisk Fraction of equity used when FixedVolume = 0. 0.05
MaxOrders Maximum simultaneous orders/positions. 1
TradingHour Hour of day (0–23) when new trades are allowed. 7
HoursToCheckTrend Look-back window in hours for the trend comparison. 30
OrderMaxAge Maximum lifetime of a position. 21h
StopLossPips Stop-loss distance in pips. 50
TakeProfitPips Take-profit distance in pips. 10
TrailingStopPips Trailing-stop distance in pips. 0 (disabled)
FirstMultiplier … FifthMultiplier Lot multipliers applied when the most recent losing trade is found at the respective depth. 4, 2, 5, 5, 1
CandleType Time frame for candle subscription. 1 hour

Differences from the original MQL expert

  • Martingale sizing, order-aging, and trading window logic are reproduced one-to-one. The only deliberate change is the symmetrical short-side trailing stop to correct the sign bug in the original script.
  • All protective levels are executed with market orders on the next finished candle because StockSharp strategies do not register separate stop/limit orders when using high-level helpers. This matches the behaviour of the original expert when its stop orders were triggered.
  • Account equity is read from Portfolio.CurrentValue. If the adapter does not provide this field the strategy falls back to the base Volume (default 1).
  • The list of allowed trading hours mirrors the original array of 0…23. To restrict trading to specific days you can edit _tradingDayHours inside the constructor.

Usage notes

  • Works best on hourly Forex data where pip size calculations using the PriceStep ×10 heuristic are valid.
  • Always verify that Security.VolumeStep, VolumeMin, and VolumeMax are set by the connector so the strategy can adjust lot sizes correctly.
  • Because entries are evaluated only once per finished candle, the strategy should be launched before the chosen trading hour so the first signal of the day is not missed.
namespace StockSharp.Samples.Strategies;

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;

/// <summary>
/// Trades once per day against the direction of the last N hourly candles.
/// Lot sizing mimics the martingale multipliers of the original MQL expert.
/// </summary>
public class TenPipsOppositeLastNHourTrendStrategy : Strategy
{
	private readonly StrategyParam<decimal> _fixedVolume;
	private readonly StrategyParam<decimal> _minimumVolume;
	private readonly StrategyParam<decimal> _maximumVolume;
	private readonly StrategyParam<decimal> _maximumRisk;
	private readonly StrategyParam<int> _maxOrders;
	private readonly StrategyParam<int> _tradingHour;
	private readonly StrategyParam<int> _hoursToCheckTrend;
	private readonly StrategyParam<TimeSpan> _orderMaxAge;
	private readonly StrategyParam<decimal> _stopLossPips;
	private readonly StrategyParam<decimal> _takeProfitPips;
	private readonly StrategyParam<decimal> _trailingStopPips;
	private readonly StrategyParam<decimal> _firstMultiplier;
	private readonly StrategyParam<decimal> _secondMultiplier;
	private readonly StrategyParam<decimal> _thirdMultiplier;
	private readonly StrategyParam<decimal> _fourthMultiplier;
	private readonly StrategyParam<decimal> _fifthMultiplier;
	private readonly StrategyParam<DataType> _candleType;

	private readonly List<int> _tradingDayHours;
	private readonly List<decimal> _closedTradeProfits = new();
	private readonly List<decimal> _closeHistory = new();

	private decimal _pipSize;
	private DateTimeOffset? _lastBarTraded;
	private Sides? _entrySide;
	private decimal _entryVolume;
	private decimal? _entryPrice;
	private DateTimeOffset? _entryTime;
	private decimal? _trailingStopPrice;

	/// <summary>
	/// Fixed volume for market entries. When zero the strategy uses risk based sizing.
	/// </summary>
	public decimal FixedVolume
	{
		get => _fixedVolume.Value;
		set => _fixedVolume.Value = value;
	}

	/// <summary>
	/// Minimum allowed volume after all adjustments.
	/// </summary>
	public decimal MinimumVolume
	{
		get => _minimumVolume.Value;
		set => _minimumVolume.Value = value;
	}

	/// <summary>
	/// Maximum allowed volume after all adjustments.
	/// </summary>
	public decimal MaximumVolume
	{
		get => _maximumVolume.Value;
		set => _maximumVolume.Value = value;
	}

	/// <summary>
	/// Fraction of account value risked when FixedVolume is zero.
	/// </summary>
	public decimal MaximumRisk
	{
		get => _maximumRisk.Value;
		set => _maximumRisk.Value = value;
	}

	/// <summary>
	/// Maximum number of simultaneously open orders and positions.
	/// </summary>
	public int MaxOrders
	{
		get => _maxOrders.Value;
		set => _maxOrders.Value = value;
	}

	/// <summary>
	/// Hour (0-23) when the strategy is allowed to open a trade.
	/// </summary>
	public int TradingHour
	{
		get => _tradingHour.Value;
		set => _tradingHour.Value = value;
	}

	/// <summary>
	/// Number of hours used to evaluate the opposite trend.
	/// </summary>
	public int HoursToCheckTrend
	{
		get => _hoursToCheckTrend.Value;
		set => _hoursToCheckTrend.Value = value;
	}

	/// <summary>
	/// Maximum allowed lifetime for an open position.
	/// </summary>
	public TimeSpan OrderMaxAge
	{
		get => _orderMaxAge.Value;
		set => _orderMaxAge.Value = value;
	}

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

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

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

	/// <summary>
	/// Multiplier applied after the most recent losing trade.
	/// </summary>
	public decimal FirstMultiplier
	{
		get => _firstMultiplier.Value;
		set => _firstMultiplier.Value = value;
	}

	/// <summary>
	/// Multiplier applied when the last trade was profitable but the previous one lost.
	/// </summary>
	public decimal SecondMultiplier
	{
		get => _secondMultiplier.Value;
		set => _secondMultiplier.Value = value;
	}

	/// <summary>
	/// Multiplier applied when only the third most recent trade lost.
	/// </summary>
	public decimal ThirdMultiplier
	{
		get => _thirdMultiplier.Value;
		set => _thirdMultiplier.Value = value;
	}

	/// <summary>
	/// Multiplier applied when only the fourth most recent trade lost.
	/// </summary>
	public decimal FourthMultiplier
	{
		get => _fourthMultiplier.Value;
		set => _fourthMultiplier.Value = value;
	}

	/// <summary>
	/// Multiplier applied when only the fifth most recent trade lost.
	/// </summary>
	public decimal FifthMultiplier
	{
		get => _fifthMultiplier.Value;
		set => _fifthMultiplier.Value = value;
	}

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

	/// <summary>
	/// Initializes a new instance of the <see cref="TenPipsOppositeLastNHourTrendStrategy"/> class.
	/// </summary>
	public TenPipsOppositeLastNHourTrendStrategy()
	{
		_fixedVolume = Param(nameof(FixedVolume), 0.1m)
		.SetDisplay("Fixed Volume", "Fixed volume for entries", "Risk")
		
		.SetOptimize(0m, 1m, 0.1m);

		_minimumVolume = Param(nameof(MinimumVolume), 0.1m)
		.SetDisplay("Minimum Volume", "Minimum allowed volume", "Risk");

		_maximumVolume = Param(nameof(MaximumVolume), 5m)
		.SetDisplay("Maximum Volume", "Maximum allowed volume", "Risk");

		_maximumRisk = Param(nameof(MaximumRisk), 0.05m)
		.SetDisplay("Maximum Risk", "Risk fraction when Fixed Volume is zero", "Risk")
		
		.SetOptimize(0m, 0.2m, 0.01m);

		_maxOrders = Param(nameof(MaxOrders), 1)
		.SetDisplay("Max Orders", "Maximum simultaneous orders", "Trading")
		
		.SetOptimize(1, 3, 1);

		_tradingHour = Param(nameof(TradingHour), 7)
		.SetDisplay("Trading Hour", "Hour when entries are allowed", "Trading");

		_hoursToCheckTrend = Param(nameof(HoursToCheckTrend), 30)
		.SetDisplay("Hours To Check Trend", "Look-back hours for trend detection", "Trading")
		.SetGreaterThanZero();

		_orderMaxAge = Param(nameof(OrderMaxAge), TimeSpan.FromSeconds(75600))
		.SetDisplay("Order Max Age", "Maximum position lifetime", "Risk");

		_stopLossPips = Param(nameof(StopLossPips), 50m)
		.SetDisplay("Stop Loss (pips)", "Stop-loss distance in pips", "Risk");

		_takeProfitPips = Param(nameof(TakeProfitPips), 10m)
		.SetDisplay("Take Profit (pips)", "Take-profit distance in pips", "Risk");

		_trailingStopPips = Param(nameof(TrailingStopPips), 0m)
		.SetDisplay("Trailing Stop (pips)", "Trailing-stop distance in pips", "Risk");

		_firstMultiplier = Param(nameof(FirstMultiplier), 4m)
		.SetDisplay("First Multiplier", "Multiplier after the last loss", "Money Management");

		_secondMultiplier = Param(nameof(SecondMultiplier), 2m)
		.SetDisplay("Second Multiplier", "Multiplier if only the previous trade lost", "Money Management");

		_thirdMultiplier = Param(nameof(ThirdMultiplier), 5m)
		.SetDisplay("Third Multiplier", "Multiplier if only the third trade lost", "Money Management");

		_fourthMultiplier = Param(nameof(FourthMultiplier), 5m)
		.SetDisplay("Fourth Multiplier", "Multiplier if only the fourth trade lost", "Money Management");

		_fifthMultiplier = Param(nameof(FifthMultiplier), 1m)
		.SetDisplay("Fifth Multiplier", "Multiplier if only the fifth trade lost", "Money Management");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame())
		.SetDisplay("Candle Type", "Candle type used for analysis", "Trading");

		_tradingDayHours = new List<int>(24);
		for (var hour = 0; hour < 24; hour++)
		_tradingDayHours.Add(hour);
	}

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

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

		_closedTradeProfits.Clear();
		_closeHistory.Clear();
		_lastBarTraded = null;
		_entrySide = null;
		_entryVolume = 0m;
		_entryPrice = null;
		_entryTime = null;
		_trailingStopPrice = null;
		_pipSize = 0m;
	}

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

		InitializePipSize();

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

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

		StartProtection(null, null);
	}

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

		if (!IsFormedAndOnlineAndAllowTrading())
		return;

		UpdateCloseHistory(candle.ClosePrice);

		if (Position != 0 && UpdateProtectiveLogic(candle))
		return;

		if (Position != 0 && CloseExpiredPosition(candle.CloseTime))
		return;

		if (!IsTradingHour(candle.CloseTime))
		{
			FlattenOutsideTradingHours();
			return;
		}

		if (!HasTrendSample())
		return;

		if (!CanOpenOnBar(candle.OpenTime))
		return;

		if (Position != 0)
		return;

		var direction = DetermineDirection();
		if (direction == 0)
		return;

		var volume = CalculateOrderVolume(candle.ClosePrice);
		if (volume <= 0m)
		return;

		if (direction > 0)
		{
			// Enter long against a bearish move in the look-back window.
			BuyMarket(volume);
		}
		else
		{
			// Enter short against a bullish move in the look-back window.
			SellMarket(volume);
		}

		_lastBarTraded = candle.OpenTime;
	}

	/// <inheritdoc />
	protected override void OnOwnTradeReceived(MyTrade trade)
	{
		base.OnOwnTradeReceived(trade);

		if (trade?.Order == null || trade.Trade == null)
		return;

		var price = trade.Trade.Price;
		var volume = trade.Trade.Volume;
		var time = trade.Trade.ServerTime;

		if (volume <= 0m || price <= 0m)
		return;

		if (_entrySide == null || _entrySide == trade.Order.Side)
		{
			RegisterEntryTrade(price, volume, trade.Order.Side, time);
		}
		else
		{
			RegisterExitTrade(price, volume, time);
		}
	}

	private void RegisterEntryTrade(decimal price, decimal volume, Sides side, DateTimeOffset time)
	{
		// Weighted-average entry price for pyramided fills.
		var totalVolume = _entryVolume + volume;
		if (totalVolume <= 0m)
		{
			_entryVolume = 0m;
			_entryPrice = null;
			_entrySide = null;
			_entryTime = null;
			_trailingStopPrice = null;
			return;
		}

		_entryPrice = _entryVolume > 0m && _entryPrice.HasValue
		? ((_entryPrice.Value * _entryVolume) + (price * volume)) / totalVolume
		: price;

		_entryVolume = totalVolume;
		_entrySide = side;
		_entryTime ??= time;

		var trailingDistance = GetTrailingDistance();
		if (TrailingStopPips > 0m && trailingDistance > 0m)
		{
			_trailingStopPrice = side == Sides.Buy
			? _entryPrice - trailingDistance
			: _entryPrice + trailingDistance;
		}
	}

	private void RegisterExitTrade(decimal price, decimal volume, DateTimeOffset time)
	{
		if (_entrySide == null || !_entryPrice.HasValue || _entryVolume <= 0m)
		return;

		var remaining = _entryVolume - volume;
		if (remaining < 0m)
		remaining = 0m;

		decimal profit = 0m;
		if (_entrySide == Sides.Buy)
		profit = (price - _entryPrice.Value) * volume;
		else if (_entrySide == Sides.Sell)
		profit = (_entryPrice.Value - price) * volume;

		AddClosedTradeProfit(profit);

		if (remaining == 0m)
		{
			ResetEntryState();
		}
		else
		{
			_entryVolume = remaining;
			_entryTime = time;
		}
	}

	private bool UpdateProtectiveLogic(ICandleMessage candle)
	{
		if (_entrySide == null || !_entryPrice.HasValue || _entryVolume <= 0m)
		return false;

		var pip = EnsurePipSize();
		if (pip <= 0m)
		return false;

		var stopLoss = StopLossPips * pip;
		var takeProfit = TakeProfitPips * pip;
		var trailingDistance = TrailingStopPips * pip;

		if (_entrySide == Sides.Buy)
		{
			if (StopLossPips > 0m && candle.LowPrice <= _entryPrice.Value - stopLoss)
			{
				SellMarket(Math.Abs(Position));
				return true;
			}

			if (TakeProfitPips > 0m && candle.HighPrice >= _entryPrice.Value + takeProfit)
			{
				SellMarket(Math.Abs(Position));
				return true;
			}

			if (TrailingStopPips > 0m && trailingDistance > 0m)
			{
				var candidate = candle.HighPrice - trailingDistance;
				if (candidate > (_trailingStopPrice ?? decimal.MinValue) && candle.HighPrice - _entryPrice.Value > trailingDistance)
				_trailingStopPrice = candidate;

				if (_trailingStopPrice.HasValue && candle.LowPrice <= _trailingStopPrice.Value)
				{
					SellMarket(Math.Abs(Position));
					return true;
				}
			}
		}
		else if (_entrySide == Sides.Sell)
		{
			if (StopLossPips > 0m && candle.HighPrice >= _entryPrice.Value + stopLoss)
			{
				BuyMarket(Math.Abs(Position));
				return true;
			}

			if (TakeProfitPips > 0m && candle.LowPrice <= _entryPrice.Value - takeProfit)
			{
				BuyMarket(Math.Abs(Position));
				return true;
			}

			if (TrailingStopPips > 0m && trailingDistance > 0m)
			{
				var candidate = candle.LowPrice + trailingDistance;
				if (!_trailingStopPrice.HasValue || candidate < _trailingStopPrice.Value)
				_trailingStopPrice = candidate;

				if (_trailingStopPrice.HasValue && candle.HighPrice >= _trailingStopPrice.Value)
				{
					BuyMarket(Math.Abs(Position));
					return true;
				}
			}
		}

		return false;
	}

	private bool CloseExpiredPosition(DateTimeOffset time)
	{
		if (OrderMaxAge <= TimeSpan.Zero || _entryTime == null)
		return false;

		if (time - _entryTime < OrderMaxAge)
		return false;

		if (Position > 0)
		{
			SellMarket(Math.Abs(Position));
			return true;
		}

		if (Position < 0)
		{
			BuyMarket(Math.Abs(Position));
			return true;
		}

		return false;
	}

	private bool IsTradingHour(DateTimeOffset time)
	{
		if (TradingHour < 0 || TradingHour > 23)
		return false;

		if (!_tradingDayHours.Contains(time.Hour))
		return false;

		return time.Hour == TradingHour;
	}

	private bool CanOpenOnBar(DateTimeOffset barOpenTime)
	{
		if (_lastBarTraded.HasValue && _lastBarTraded.Value == barOpenTime)
		return false;

		return true;
	}

	private void FlattenOutsideTradingHours()
	{
		if (Position > 0)
		{
			SellMarket(Math.Abs(Position));
		}
		else if (Position < 0)
		{
			BuyMarket(Math.Abs(Position));
		}
	}

	private bool HasTrendSample()
	{
		return HoursToCheckTrend > 0 && _closeHistory.Count >= HoursToCheckTrend;
	}

	private int DetermineDirection()
	{
		if (_closeHistory.Count == 0)
		return 0;

		var latestIndex = _closeHistory.Count - 1;
		var recentClose = _closeHistory[latestIndex];

		var olderIndex = _closeHistory.Count - HoursToCheckTrend;
		if (olderIndex < 0 || olderIndex >= _closeHistory.Count)
		return 0;

		var olderClose = _closeHistory[olderIndex];

		return olderClose > recentClose ? 1 : -1;
	}

	private decimal CalculateOrderVolume(decimal price)
	{
		decimal baseVolume;

		if (FixedVolume > 0m)
		{
			baseVolume = FixedVolume;
		}
		else
		{
			var equity = Portfolio?.CurrentValue ?? 0m;
			if (equity > 0m && MaximumRisk > 0m)
			{
				baseVolume = RoundToOneDecimal(equity * MaximumRisk / 1000m);
			}
			else
			{
				baseVolume = Volume > 0m ? Volume : 1m;
			}
		}

		baseVolume = ApplyLossMultipliers(baseVolume);

		var equityCap = Portfolio?.CurrentValue ?? 0m;
		if (equityCap > 0m)
		{
			var cap = RoundToOneDecimal(equityCap / 1000m);
			if (cap > 0m && baseVolume > cap)
			baseVolume = cap;
		}

		if (baseVolume < MinimumVolume)
		baseVolume = MinimumVolume;
		else if (baseVolume > MaximumVolume)
		baseVolume = MaximumVolume;

		return AdjustVolume(baseVolume);
	}

	private decimal ApplyLossMultipliers(decimal volume)
	{
		if (_closedTradeProfits.Count == 0)
		return volume;

		var multipliers = new[]
		{
			FirstMultiplier,
			SecondMultiplier,
			ThirdMultiplier,
			FourthMultiplier,
			FifthMultiplier,
		};

		var count = _closedTradeProfits.Count;
		for (var i = 0; i < multipliers.Length; i++)
		{
			if (count <= i)
			break;

			var profit = _closedTradeProfits[count - 1 - i];
			if (profit < 0m)
			{
				volume *= multipliers[i];
				break;
			}

			if (profit > 0m)
			break;
		}

		return volume;
	}

	private decimal AdjustVolume(decimal volume)
	{
		var security = Security;
		if (security != null)
		{
			var step = security.VolumeStep;
			if (step is decimal stepValue && stepValue > 0m)
			volume = Math.Round(volume / stepValue, MidpointRounding.AwayFromZero) * stepValue;

			if (volume < 0.01m)
			volume = 0.01m;
		}

		return volume > 0m ? volume : 0m;
	}

	private void UpdateCloseHistory(decimal close)
	{
		if (close <= 0m)
		return;

		_closeHistory.Add(close);

		var maxLength = Math.Max(HoursToCheckTrend + 2, 64);
		while (_closeHistory.Count > maxLength)
		_closeHistory.RemoveAt(0);
	}

	private void AddClosedTradeProfit(decimal profit)
	{
		_closedTradeProfits.Add(profit);
		while (_closedTradeProfits.Count > 5)
		_closedTradeProfits.RemoveAt(0);
	}

	private void ResetEntryState()
	{
		_entrySide = null;
		_entryVolume = 0m;
		_entryPrice = null;
		_entryTime = null;
		_trailingStopPrice = null;
	}

	private void InitializePipSize()
	{
		var security = Security;
		if (security == null)
		{
			_pipSize = 0m;
			return;
		}

		var step = security.PriceStep ?? 0m;
		if (step <= 0m)
		step = 0.0001m;

		if (security.Decimals is int decimals && (decimals == 3 || decimals == 5))
		_pipSize = step * 10m;
		else
		_pipSize = step;
	}

	private decimal EnsurePipSize()
	{
		if (_pipSize <= 0m)
		InitializePipSize();

		return _pipSize;
	}

	private decimal GetTrailingDistance()
	{
		var pip = EnsurePipSize();
		return pip > 0m ? TrailingStopPips * pip : 0m;
	}

	private static decimal RoundToOneDecimal(decimal value)
	{
		return Math.Round(value, 1, MidpointRounding.AwayFromZero);
	}
}