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Status Mail and Alert On Order Close Strategy

This strategy monitors the account and reports important events:

  • Sends a daily status notification at a specified minute.
  • Reports each closed order with basic trade information.

It is based on the MQL expert StatusMailandAlertOnOrderClose.mq4 and showcases how to handle notifications in StockSharp.

Parameters

Name Description
SendReportEmail Enable daily status notification.
StatusEmailMinute Minute of the hour to send the status message.
SendClosedEmail Enable notifications when orders are closed.
StartBalance Initial account balance used for profit calculation.
CandleType Timeframe used to check the clock. Usually set to 1 minute.

Logic

  1. Subscribe to candles of the chosen timeframe.
  2. When a candle finishes, check if it is the specified minute and send a report message.
  3. On each new trade, notify if an order was closed.

These messages are logged via AddInfo, but can be replaced with any desired notification mechanism.

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;

/// <summary>
/// EMA crossover with status tracking.
/// </summary>
public class StatusMailAndAlertOnOrderCloseStrategy : Strategy
{
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevFast;
	private decimal _prevSlow;
	private bool _hasPrev;

	public int FastLength { get => _fastLength.Value; set => _fastLength.Value = value; }
	public int SlowLength { get => _slowLength.Value; set => _slowLength.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public StatusMailAndAlertOnOrderCloseStrategy()
	{
		_fastLength = Param(nameof(FastLength), 9)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");
		_slowLength = Param(nameof(SlowLength), 26)
			.SetGreaterThanZero()
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles", "General");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
		=> [(Security, CandleType)];

	protected override void OnReseted()
	{
		base.OnReseted();
		_prevFast = 0; _prevSlow = 0; _hasPrev = false;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		var fast = new ExponentialMovingAverage { Length = FastLength };
		var slow = new ExponentialMovingAverage { Length = SlowLength };
		SubscribeCandles(CandleType).Bind(fast, slow, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal fast, decimal slow)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!_hasPrev) { _prevFast = fast; _prevSlow = slow; _hasPrev = true; return; }

		if (_prevFast <= _prevSlow && fast > slow)
		{ if (Position < 0) BuyMarket(); if (Position <= 0) BuyMarket(); }
		else if (_prevFast >= _prevSlow && fast < slow)
		{ if (Position > 0) SellMarket(); if (Position >= 0) SellMarket(); }

		_prevFast = fast; _prevSlow = slow;
	}
}