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Combo EA4 FSF R Updated 5 Strategy

Overview

This strategy is a StockSharp conversion of the MetaTrader expert advisor "Combo_EA4FSFrUpdated5". It combines five different technical modules—moving averages, RSI, stochastic oscillator, parabolic SAR and a zero-lag MACD—to validate every trading decision. A position is opened only when all enabled modules point to the same direction, recreating the strict consensus logic of the original EA. Optional trailing management, automatic signal-based exits and the ability to flip into the opposite direction after closing are also preserved.

Indicator stack

  • Moving averages – Three configurable averages (MA1, MA2, MA3) with ATR-based buffers that reduce false crossover signals. Five different aggregation modes replicate the EA's "MA_MODE" options.
  • Relative Strength Index (RSI) – Multiple confirmation modes including classic overbought/oversold, slope-based trend detection, a combined mode and zone-based validation.
  • Stochastic oscillator – Fast/slow/slowdown lengths with optional high/low band filtering.
  • Parabolic SAR – Provides a trend polarity check against the previous candle close.
  • Zero-lag MACD – Uses zero-lag exponential moving averages to match the bundled ZeroLag_MACD.mq4 indicator. Supports three signal modes (trend structure, zero-line cross or combined).
  • Average True Range (ATR) – Drives stop-loss/take-profit distances and the MA crossover buffers.

Trading logic

Entry conditions

  1. The indicator values for all enabled modules must be available (the strategy automatically waits for warm-up).
  2. For each enabled module a bullish or bearish direction is computed according to its mode:
    • Moving averages – MA1/MA2/MA3 combinations with ATR buffers to confirm direction changes.
    • RSI – Four modes covering thresholds, momentum and zone logic.
    • Stochastic – K/D cross confirmation with optional high/low filters.
    • Parabolic SAR – Requires price to be above/below the SAR value of the previous candle.
    • Zero-lag MACD – Either trend alignment, zero-line cross confirmation or both.
  3. If every enabled module returns Buy, the strategy sends a market buy order. If every module returns Sell, a market sell order is issued. Otherwise no trade is opened.

Exit conditions

  • Signal-based exits – When AutoClose is enabled the same consensus logic is evaluated using the dedicated exit flags (UseMaClosing, UseMacdClosing, etc.). A long position is closed when all enabled exit modules agree on a bearish signal; a short position is closed when they agree on a bullish signal. If OpenOppositeAfterClose is true, the opposite position is queued immediately after the closing fill.
  • Protective levels – Initial stop-loss and take-profit levels are derived from the current ATR value (AtrPeriod) multiplied by AtrMultiplier. The EA's pip buffer is emulated with the instrument's step size. Long trades use ATR × multiplier − buffer for stops and ATR × multiplier + buffer for targets (mirrored for shorts).
  • Trailing stop – When UseTrailingStop is enabled, the stop price is adjusted on every finished candle using the configured point distance (TrailingStop).
  • Hard exits – If price reaches the stop-loss or take-profit intrabar, the position is closed immediately and no opposite entry is triggered.

Position sizing

  • Static mode – When UseStaticVolume is true, trades are placed with the fixed StaticVolume parameter.
  • Dynamic mode – Otherwise the strategy derives an approximate size from the portfolio's current value and RiskPercent, falling back to the base Volume if portfolio or price data are unavailable.

Parameters

Group Parameter Description
Entries UseMa Enable moving average confirmation.
Entries MaMode Selects the MA combination (fast/medium, medium/slow, combined, etc.).
Indicators Ma1Period, Ma2Period, Ma3Period Periods of the three moving averages.
Indicators Ma1BufferPeriod, Ma2BufferPeriod ATR periods used as buffer for MA cross checks.
Indicators Ma1Method, Ma2Method, Ma3Method Moving average calculation types (SMA, EMA, SMMA, LWMA).
Indicators Ma1Price, Ma2Price, Ma3Price Applied price for each moving average.
Entries UseRsi Enable RSI confirmation.
Indicators RsiPeriod RSI calculation period.
Entries RsiMode RSI confirmation mode (overbought/oversold, trend, combined, zone).
Entries RsiBuyLevel, RsiSellLevel Thresholds for oversold/overbought logic.
Entries RsiBuyZone, RsiSellZone Zone thresholds for mode 4.
Entries UseStochastic Enable stochastic confirmation.
Indicators StochasticK, StochasticD, StochasticSlowing K/D/slow parameters.
Entries UseStochasticHighLow Require stochastic to break configured high/low bands.
Entries StochasticHigh, StochasticLow Upper and lower stochastic thresholds.
Entries UseSar Enable parabolic SAR confirmation.
Indicators SarStep, SarMax SAR acceleration settings.
Entries UseMacd Enable zero-lag MACD confirmation.
Indicators MacdFast, MacdSlow, MacdSignal MACD parameters.
Indicators MacdPrice Applied price for MACD.
Entries MacdMode MACD confirmation mode.
Risk UseTrailingStop, TrailingStop Trailing stop toggle and distance (in points).
Risk UseStaticVolume, StaticVolume, RiskPercent Position sizing controls.
Risk AtrPeriod, AtrMultiplier ATR settings for risk management.
Exits AutoClose Enable exit consensus logic.
Exits OpenOppositeAfterClose Flip into the opposite direction after a signal-based exit.
Exits UseMaClosing, MaModeClosing Moving average exit configuration.
Exits UseMacdClosing, MacdModeClosing MACD exit configuration.
Exits UseRsiClosing, RsiModeClosing RSI exit configuration.
Exits UseStochasticClosing Stochastic exit toggle.
Exits UseSarClosing SAR exit toggle.
General CandleType Primary timeframe (default 5-minute candles).

Notes

  • The strategy operates one net position at a time (long, short or flat), mirroring MetaTrader's "maximum same orders" restriction with a simpler StockSharp-friendly approach.
  • Pending opposite entries are queued only for signal-based exits and are skipped if a stop-loss or take-profit closes the trade.
  • Because account margin requirements are broker-specific, the dynamic position sizing uses an approximate risk-based formula; verify the resulting volume before live deployment.
  • Ensure that the zero-lag MACD and ATR indicators have sufficient warm-up history before expecting trades, just as in the original EA.
using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Combo EA: Triple EMA confirmation with RSI filter and ATR stops.
/// </summary>
public class ComboEa4FsfrUpdated5Strategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastEmaLength;
	private readonly StrategyParam<int> _slowEmaLength;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<int> _atrLength;

	private decimal _prevFast;
	private decimal _prevSlow;
	private decimal _entryPrice;

	public ComboEa4FsfrUpdated5Strategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");

		_fastEmaLength = Param(nameof(FastEmaLength), 8)
			.SetDisplay("Fast EMA", "Fast EMA period.", "Indicators");

		_slowEmaLength = Param(nameof(SlowEmaLength), 21)
			.SetDisplay("Slow EMA", "Slow EMA period.", "Indicators");

		_rsiLength = Param(nameof(RsiLength), 14)
			.SetDisplay("RSI Length", "RSI period.", "Indicators");

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

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

	public int FastEmaLength
	{
		get => _fastEmaLength.Value;
		set => _fastEmaLength.Value = value;
	}

	public int SlowEmaLength
	{
		get => _slowEmaLength.Value;
		set => _slowEmaLength.Value = value;
	}

	public int RsiLength
	{
		get => _rsiLength.Value;
		set => _rsiLength.Value = value;
	}

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

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

		_prevFast = 0;
		_prevSlow = 0;
		_entryPrice = 0;
	}

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

		_prevFast = 0;
		_prevSlow = 0;
		_entryPrice = 0;

		var fastEma = new ExponentialMovingAverage { Length = FastEmaLength };
		var slowEma = new ExponentialMovingAverage { Length = SlowEmaLength };
		var rsi = new RelativeStrengthIndex { Length = RsiLength };
		var atr = new AverageTrueRange { Length = AtrLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fastEma, slowEma, rsi, atr, ProcessCandle)
			.Start();

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

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

		if (_prevFast == 0 || _prevSlow == 0 || atrVal <= 0)
		{
			_prevFast = fastVal;
			_prevSlow = slowVal;
			return;
		}

		var close = candle.ClosePrice;

		if (Position > 0)
		{
			if (fastVal < slowVal && _prevFast >= _prevSlow)
			{
				SellMarket();
				_entryPrice = 0;
			}
			else if (close <= _entryPrice - atrVal * 2m)
			{
				SellMarket();
				_entryPrice = 0;
			}
		}
		else if (Position < 0)
		{
			if (fastVal > slowVal && _prevFast <= _prevSlow)
			{
				BuyMarket();
				_entryPrice = 0;
			}
			else if (close >= _entryPrice + atrVal * 2m)
			{
				BuyMarket();
				_entryPrice = 0;
			}
		}

		if (Position == 0)
		{
			if (fastVal > slowVal && _prevFast <= _prevSlow && rsiVal > 50)
			{
				_entryPrice = close;
				BuyMarket();
			}
			else if (fastVal < slowVal && _prevFast >= _prevSlow && rsiVal < 50)
			{
				_entryPrice = close;
				SellMarket();
			}
		}

		_prevFast = fastVal;
		_prevSlow = slowVal;
	}
}