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TrainYourself Strategy

This strategy is a StockSharp port of the MetaTrader 4 expert advisor TrainYourself-V1_1-1. It recreates the channel-building and breakout logic while replacing the graphical buttons of the MT4 script with explicit method calls. The algorithm continuously rebuilds a Donchian-style price channel and fires a trade once price escapes the channel after first consolidating inside it.

Trading logic

  1. Channel construction

    • A DonchianChannels indicator with ChannelLength periods is evaluated on every finished candle of the selected CandleType.
    • The raw upper and lower bands are expanded with an extra MetaTrader-like buffer: BufferPoints multiplied by the instrument PriceStep. This reproduces the original script that initially placed the trendlines 50 points away from the current bid/ask before sliding them over recent highs and lows.
    • The resulting UpperBand/LowerBand values are exposed as read-only properties so they can be displayed in custom dashboards.

  2. Arming condition

    • The breakout engine stays disarmed while a position is open or when EnableTrendTrade is false.
    • When there is no position, price must close inside the channel with an additional margin of ActivationPoints * PriceStep from both boundaries. Only then _isArmed becomes true, mimicking the MetaTrader flag q=1 that was set when price moved back into the channel.

  3. Breakout execution

    • Once armed, a close at or above the UpperBand places a market buy order (if AllowBuyOpen is enabled). A close at or below the LowerBand places a market sell order (respecting AllowSellOpen).
    • After an order is placed the strategy disarms itself until price re-enters the channel without any open position.

  4. Risk management

    • StartProtection configures automatic protective orders. Distances are calculated by multiplying TakeProfitPoints and StopLossPoints with the current PriceStep. If the broker does not report a step, a fallback of 0.0001 is used, matching the MetaTrader Point behaviour.

  5. Manual controls

    • The MT4 labels (BUY_TRIANGLE, SELL_TRIANGLE, CLOSE_ORDER) are replaced by three public methods: TriggerManualBuy(), TriggerManualSell(), and ClosePositionManually(). They honour AllowBuyOpen/AllowSellOpen, check connection status via IsFormedAndOnlineAndAllowTrading(), and also disarm the breakout logic so that manual trades do not immediately trigger automated entries.

Parameters

Parameter Default Description
CandleType 30m time frame Primary candle subscription used for all calculations.
ChannelLength 20 Number of candles analysed by the Donchian channel.
BufferPoints 50 Extra MetaTrader points added around the last close before finalising the channel.
ActivationPoints 2 Margin (in points) that price must keep away from the channel edges before a breakout can be armed.
StopLossPoints 100 Stop-loss distance in points; converted to absolute price by multiplying with PriceStep.
TakeProfitPoints 100 Take-profit distance in points; converted to absolute price using PriceStep.
EnableTrendTrade true Enables automatic breakout trading. When false only the manual helper methods can open/close positions.
Volume 1 Order size for both automatic and manual trades.

Usage notes

  • The original expert advisor required dragging on-chart icons to (re)build trendlines. In StockSharp the channel is rebuilt automatically on every candle, so no manual refresh is necessary.
  • Because the strategy exposes UpperBand, LowerBand, and IsArmed, dashboards or UI widgets can replicate the original visual feedback without relying on chart objects.
  • Stop-loss and take-profit levels are optional. Set the corresponding parameters to 0 to disable the protective orders, mirroring the MetaTrader behaviour where the modification routines were skipped when the extern value was zero.
  • Manual entries respect the same Volume parameter and automatically benefit from the configured protective distances.
  • To reset the breakout state manually, call ClosePositionManually() (which also clears IsArmed) or wait for price to re-enter the channel so that the arming condition is satisfied again.
using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// TrainYourself: Donchian channel breakout strategy.
/// Uses Highest/Lowest as channel, arms after price is inside channel,
/// then trades breakouts.
/// </summary>
public class TrainYourselfStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _channelLength;
	private readonly StrategyParam<int> _atrLength;

	private decimal _prevHighest;
	private decimal _prevLowest;
	private bool _isArmed;
	private decimal _entryPrice;

	public TrainYourselfStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_channelLength = Param(nameof(ChannelLength), 20)
			.SetDisplay("Channel Length", "Highest/Lowest period.", "Channel");

		_atrLength = Param(nameof(AtrLength), 14)
			.SetDisplay("ATR Length", "ATR for stop distance.", "Indicators");
	}

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	public int ChannelLength
	{
		get => _channelLength.Value;
		set => _channelLength.Value = value;
	}

	public int AtrLength
	{
		get => _atrLength.Value;
		set => _atrLength.Value = value;
	}

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

		_prevHighest = 0;
		_prevLowest = 0;
		_isArmed = false;
		_entryPrice = 0;
	}

		protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_prevHighest = 0;
		_prevLowest = 0;
		_isArmed = false;
		_entryPrice = 0;

		var highest = new Highest { Length = ChannelLength };
		var lowest = new Lowest { Length = ChannelLength };
		var atr = new AverageTrueRange { Length = AtrLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(highest, lowest, atr, ProcessCandle)
			.Start();

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

	private void ProcessCandle(ICandleMessage candle, decimal highVal, decimal lowVal, decimal atrVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (_prevHighest == 0 || _prevLowest == 0 || atrVal <= 0)
		{
			_prevHighest = highVal;
			_prevLowest = lowVal;
			return;
		}

		var close = candle.ClosePrice;
		var upper = _prevHighest;
		var lower = _prevLowest;

		// Manage position: exit on channel re-entry
		if (Position > 0)
		{
			if (close < (upper + lower) / 2m)
			{
				SellMarket();
				_entryPrice = 0;
				_isArmed = false;
			}
		}
		else if (Position < 0)
		{
			if (close > (upper + lower) / 2m)
			{
				BuyMarket();
				_entryPrice = 0;
				_isArmed = false;
			}
		}

		// Arm when price is inside channel
		if (Position == 0)
		{
			if (!_isArmed)
			{
				var margin = atrVal * 0.2m;
				if (close > lower + margin && close < upper - margin)
					_isArmed = true;
			}
			else
			{
				// Breakout entry
				if (close > upper)
				{
					_entryPrice = close;
					BuyMarket();
					_isArmed = false;
				}
				else if (close < lower)
				{
					_entryPrice = close;
					SellMarket();
					_isArmed = false;
				}
			}
		}

		_prevHighest = highVal;
		_prevLowest = lowVal;
	}
}