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Kijun Sen Robot Strategy

Overview

The Kijun Sen Robot Strategy is a direct conversion of the MetaTrader 5 expert advisor "Kijun Sen Robot" into the StockSharp high-level strategy API. It operates on 30-minute candles by default and focuses on Ichimoku Kijun-sen price crosses confirmed by a 20-period linear weighted moving average (LWMA). The strategy keeps the original expert's idea of trading only during the most active hours, enforcing position protection with dynamic stop, break-even and trailing logic.

Indicators and data

  • Ichimoku with Tenkan, Kijun and Senkou Span B configured to 6/12/24 periods.
  • Linear Weighted Moving Average (LWMA) over 20 bars for slope confirmation and distance filtering.
  • 30-minute candles (default) for signal generation. Any other timeframe can be selected through the CandleType parameter.

Trading logic

Long entry

  1. Candle trades through the Kijun line from below. The candle must either open below the line, close above it, or touch it intrabar while the previous close was also below.
  2. Current Kijun is flat or rising compared to two bars back.
  3. The LWMA is at least MaFilterPips (converted into price units) below the Kijun level, keeping the base line above the moving average.
  4. LWMA slope is positive (current LWMA greater than the previous value).
  5. Trading time is within [TradingStartHour, TradingEndHour), default 07:00–19:00 exchange time.

When all conditions are satisfied and the strategy is not already net long, a market buy order is sent (any existing short is covered first). The entry price is the candle close.

Short entry

  1. Candle trades through the Kijun line from above (mirror of the long logic).
  2. Kijun is flat or falling relative to two bars back.
  3. The LWMA is at least MaFilterPips above the Kijun level.
  4. LWMA slope is negative (current LWMA lower than the previous value).
  5. Entry occurs only inside the allowed trading window.

A market sell order is placed (existing long exposure is closed before opening a short).

Position management and exits

  • Initial stop-loss – placed at StopLossPips below/above the entry price (converted to price units via the instrument price step). This reproduces the protective stop from the MQL version.
  • Break-even move – once unrealized profit exceeds BreakEvenPips, the stop is moved to the entry price plus one pip (long) or minus one pip (short). The threshold is measured using the same pip conversion logic.
  • Trailing stop – after the price advances by TrailingStopPips, the stop follows the price at that distance, only in the favorable direction.
  • Fixed take-profit – optional target defined by TakeProfitPips. Set to zero to disable.
  • Kijun slope exit – if the LWMA turns against the trade before the stop moves beyond breakeven, the position is closed immediately, matching the emergency exit from the original expert.
  • Time filter – new trades are ignored outside the configured window, but open trades continue to be managed until closed by the rules above.
  • Order handling – the StockSharp strategy uses market orders exclusively; the complex limit-vs-market entry logic from the original EA is simplified because candle data is used instead of tick data.

If both stop-loss and take-profit levels would be breached within the same bar, the stop-loss takes precedence to remain conservative without intrabar information.

Parameters

Parameter Default Description
TenkanPeriod 6 Ichimoku Tenkan-sen length.
KijunPeriod 12 Ichimoku Kijun-sen length.
SenkouSpanBPeriod 24 Ichimoku Senkou Span B length.
LwmaPeriod 20 Length of the LWMA confirmation filter.
MaFilterPips 6 Minimum LWMA-to-Kijun distance in pips.
StopLossPips 50 Initial protective stop distance.
BreakEvenPips 9 Profit needed to move stop to break-even.
TrailingStopPips 10 Distance for trailing stop movement.
TakeProfitPips 120 Optional fixed take-profit distance.
TradingStartHour 7 First allowed trading hour (inclusive).
TradingEndHour 19 Last allowed trading hour (exclusive).
CandleType 30-minute time frame Data type used for signal evaluation.

All pip-based parameters are translated into price units using the instrument PriceStep. Instruments with 3 or 5 decimal digits automatically receive a factor of 10 to replicate classic FX pip sizing.

Implementation notes

  • The conversion keeps the strategy stateful variables (longcross, shortcross behavior) via _pendingLongLevel and _pendingShortLevel, ensuring that new positions require a fresh Kijun cross.
  • Intrabar checks such as "last bid/ask" from the MT5 version are approximated with candle-level conditions (Open, Close, High, Low). This makes the logic deterministic for backtesting in StockSharp.
  • Position protection uses ClosePosition() and manual stop tracking instead of MT5 order modifications. The break-even and trailing adjustments are executed once per finished candle.
  • The helper method ConvertPips performs pip-to-price conversion using Security.PriceStep or Security.MinPriceStep, applying a 10× multiplier for 3 or 5 decimal tick sizes to emulate the MT5 digits_adjust rule.
  • Because the strategy is tied to the high-level API, indicators are bound via SubscribeCandles().BindEx(...), and chart drawings are configured automatically (candles, Ichimoku, LWMA, own trades).

Usage guidelines

  1. Attach the strategy to a security that supports 30-minute candles (or set a different CandleType).
  2. Configure Volume on the strategy instance to the desired order size before starting.
  3. Optionally adjust pip-based parameters to reflect the instrument volatility or to reproduce optimized settings for specific currency pairs.
  4. Run in the high-level backtester or live environment; the strategy will enforce the same trading window, stop and trailing rules as the original expert.
  5. Monitor the log or chart to see break-even and trailing updates. All comments in the code are in English for clarity as requested.

The Python version is intentionally omitted; only the C# implementation is provided in this folder.

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;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Ichimoku Kijun-sen robot converted from MetaTrader.
/// The strategy looks for price crossing the Kijun line while a 20-period LWMA confirms the trend.
/// It manages risk with time filters, configurable stop-loss, break-even and trailing rules.
/// </summary>
public class KijunSenRobotStrategy : Strategy
{
	private readonly StrategyParam<int> _tenkanPeriod;
	private readonly StrategyParam<int> _kijunPeriod;
	private readonly StrategyParam<int> _senkouSpanBPeriod;
	private readonly StrategyParam<int> _lwmaPeriod;
	private readonly StrategyParam<decimal> _maFilterPips;
	private readonly StrategyParam<decimal> _stopLossPips;
	private readonly StrategyParam<decimal> _breakEvenPips;
	private readonly StrategyParam<decimal> _trailingStopPips;
	private readonly StrategyParam<decimal> _takeProfitPips;
	private readonly StrategyParam<int> _tradingStartHour;
	private readonly StrategyParam<int> _tradingEndHour;
	private readonly StrategyParam<DataType> _candleType;

	private Ichimoku _ichimoku = null!;
	private WeightedMovingAverage _lwma = null!;

	private decimal? _previousClose;
	private decimal? _previousMa;
	private decimal? _previousPrevMa;
	private decimal? _previousKijun;
	private decimal? _previousPrevKijun;
	private decimal? _pendingLongLevel;
	private decimal? _pendingShortLevel;

	private bool? _isLongPosition;
	private decimal? _entryPrice;
	private decimal? _stopLossPrice;
	private decimal? _takeProfitPrice;
	private decimal _stopLossDistance;
	private decimal _takeProfitDistance;
	private decimal _breakEvenDistance;
	private decimal _breakEvenStep;
	private decimal _trailingDistance;
	private bool _breakEvenApplied;

	/// <summary>
	/// Tenkan-sen calculation period.
	/// </summary>
	public int TenkanPeriod
	{
		get => _tenkanPeriod.Value;
		set => _tenkanPeriod.Value = value;
	}

	/// <summary>
	/// Kijun-sen calculation period.
	/// </summary>
	public int KijunPeriod
	{
		get => _kijunPeriod.Value;
		set => _kijunPeriod.Value = value;
	}

	/// <summary>
	/// Senkou Span B calculation period.
	/// </summary>
	public int SenkouSpanBPeriod
	{
		get => _senkouSpanBPeriod.Value;
		set => _senkouSpanBPeriod.Value = value;
	}

	/// <summary>
	/// Weighted moving average period used for slope confirmation.
	/// </summary>
	public int LwmaPeriod
	{
		get => _lwmaPeriod.Value;
		set => _lwmaPeriod.Value = value;
	}

	/// <summary>
	/// Minimum distance in pips between price and Kijun required by the LWMA filter.
	/// </summary>
	public decimal MaFilterPips
	{
		get => _maFilterPips.Value;
		set => _maFilterPips.Value = value;
	}

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

	/// <summary>
	/// Profit distance in pips required to move the stop-loss to break-even.
	/// </summary>
	public decimal BreakEvenPips
	{
		get => _breakEvenPips.Value;
		set => _breakEvenPips.Value = value;
	}

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

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

	/// <summary>
	/// First trading hour (inclusive) in exchange time.
	/// </summary>
	public int TradingStartHour
	{
		get => _tradingStartHour.Value;
		set => _tradingStartHour.Value = value;
	}

	/// <summary>
	/// Last trading hour (exclusive) in exchange time.
	/// </summary>
	public int TradingEndHour
	{
		get => _tradingEndHour.Value;
		set => _tradingEndHour.Value = value;
	}

	/// <summary>
	/// Candle type used by the strategy.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initialize <see cref="KijunSenRobotStrategy"/>.
	/// </summary>
	public KijunSenRobotStrategy()
	{
		_tenkanPeriod = Param(nameof(TenkanPeriod), 6)
		.SetGreaterThanZero()
		.SetDisplay("Tenkan Period", "Period for Ichimoku Tenkan line", "Ichimoku")
		
		.SetOptimize(4, 12, 1);

		_kijunPeriod = Param(nameof(KijunPeriod), 12)
		.SetGreaterThanZero()
		.SetDisplay("Kijun Period", "Period for Ichimoku Kijun line", "Ichimoku")
		
		.SetOptimize(8, 20, 1);

		_senkouSpanBPeriod = Param(nameof(SenkouSpanBPeriod), 24)
		.SetGreaterThanZero()
		.SetDisplay("Senkou Span B Period", "Period for Ichimoku Senkou Span B", "Ichimoku")
		
		.SetOptimize(18, 30, 1);

		_lwmaPeriod = Param(nameof(LwmaPeriod), 20)
		.SetGreaterThanZero()
		.SetDisplay("LWMA Period", "Length of the confirmation LWMA", "Trend Filter")
		
		.SetOptimize(10, 40, 2);

		_maFilterPips = Param(nameof(MaFilterPips), 20m)
		.SetNotNegative()
		.SetDisplay("LWMA Filter (pips)", "Minimum distance between price and Kijun required by the LWMA", "Trend Filter")
		
		.SetOptimize(0m, 20m, 1m);

		_stopLossPips = Param(nameof(StopLossPips), 50m)
		.SetNotNegative()
		.SetDisplay("Stop Loss (pips)", "Initial protective stop distance", "Risk Management")
		
		.SetOptimize(20m, 100m, 5m);

		_breakEvenPips = Param(nameof(BreakEvenPips), 9m)
		.SetNotNegative()
		.SetDisplay("Break-even Trigger (pips)", "Profit distance required to protect the position", "Risk Management")
		
		.SetOptimize(5m, 20m, 1m);

		_trailingStopPips = Param(nameof(TrailingStopPips), 10m)
		.SetNotNegative()
		.SetDisplay("Trailing Stop (pips)", "Distance for the trailing stop after the position moves in profit", "Risk Management")
		
		.SetOptimize(5m, 30m, 1m);

		_takeProfitPips = Param(nameof(TakeProfitPips), 120m)
		.SetNotNegative()
		.SetDisplay("Take Profit (pips)", "Optional fixed profit target", "Risk Management")
		
		.SetOptimize(40m, 200m, 10m);

		_tradingStartHour = Param(nameof(TradingStartHour), 7)
		.SetRange(0, 23)
		.SetDisplay("Start Hour", "First trading hour (inclusive)", "Scheduling");

		_tradingEndHour = Param(nameof(TradingEndHour), 19)
		.SetRange(1, 24)
		.SetDisplay("End Hour", "Last trading hour (exclusive)", "Scheduling");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
		.SetDisplay("Candle Type", "Timeframe used for signal generation", "General");
	}

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

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

		_ichimoku = null!;
		_lwma = null!;

		_previousClose = null;
		_previousMa = null;
		_previousPrevMa = null;
		_previousKijun = null;
		_previousPrevKijun = null;
		_pendingLongLevel = null;
		_pendingShortLevel = null;

		ResetPositionState();
	}

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

		_ichimoku = new Ichimoku
		{
			Tenkan = { Length = TenkanPeriod },
			Kijun = { Length = KijunPeriod },
			SenkouB = { Length = SenkouSpanBPeriod }
		};

		_lwma = new WeightedMovingAverage
		{
			Length = LwmaPeriod
		};

		var subscription = SubscribeCandles(CandleType);
		subscription
		.BindEx(_ichimoku, _lwma, ProcessCandle)
		.Start();

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

		// protection handled manually via SL/TP/trailing
	}

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

		if (!maValue.IsFinal)
		return;

		var ichimokuTyped = (IchimokuValue)ichimokuValue;
		if (ichimokuTyped.Kijun is not decimal kijun)
		return;

		var maCurrent = maValue.ToDecimal();

		ManageOpenPosition(candle, maCurrent);

		if (IsFormedAndOnlineAndAllowTrading() && IsWithinTradingHours(candle.OpenTime))
		{
			EvaluateEntrySignals(candle, kijun, maCurrent);
		}

		UpdateHistory(candle, kijun, maCurrent);
	}

	private void ManageOpenPosition(ICandleMessage candle, decimal maCurrent)
	{
		if (Position == 0)
		{
			if (_isLongPosition != null || _entryPrice != null)
			ResetPositionState();
			return;
		}

		var isLong = Position > 0;
		var actualEntry = _entryPrice ?? candle.ClosePrice;
		if (_isLongPosition is null || _isLongPosition.Value != isLong || _entryPrice is null)
		{
			var entry = actualEntry != 0m ? actualEntry : candle.ClosePrice;
			SetupPositionState(isLong, entry);
		}
		else if (actualEntry != 0m && _entryPrice.Value != actualEntry)
		{
			_entryPrice = actualEntry;
			if (_isLongPosition.Value)
			{
				_stopLossPrice = _stopLossDistance > 0m ? _entryPrice - _stopLossDistance : null;
				_takeProfitPrice = _takeProfitDistance > 0m ? _entryPrice + _takeProfitDistance : null;
			}
			else
			{
				_stopLossPrice = _stopLossDistance > 0m ? _entryPrice + _stopLossDistance : null;
				_takeProfitPrice = _takeProfitDistance > 0m ? _entryPrice - _takeProfitDistance : null;
			}
		}

		if (_entryPrice is not decimal entryPrice)
		return;

		_isLongPosition = isLong;

		if (_previousMa.HasValue && _previousPrevMa.HasValue && _stopLossPrice.HasValue)
		{
			if (isLong && _stopLossPrice.Value < entryPrice && _previousMa.Value < _previousPrevMa.Value)
			{
				ClosePositionAndReset();
				return;
			}

			if (!isLong && _stopLossPrice.Value > entryPrice && _previousMa.Value > _previousPrevMa.Value)
			{
				ClosePositionAndReset();
				return;
			}
		}

		if (isLong)
		{
			ApplyBreakEvenAndTrailingForLong(candle, entryPrice);

			if (CheckStopLossHit(candle.LowPrice, _stopLossPrice))
			{
				ClosePositionAndReset();
				return;
			}

			if (CheckTakeProfitHit(candle.HighPrice, _takeProfitPrice))
			{
				ClosePositionAndReset();
				return;
			}
		}
		else
		{
			ApplyBreakEvenAndTrailingForShort(candle, entryPrice);

			if (CheckStopLossHitForShort(candle.HighPrice, _stopLossPrice))
			{
				ClosePositionAndReset();
				return;
			}

			if (CheckTakeProfitHitForShort(candle.LowPrice, _takeProfitPrice))
			{
				ClosePositionAndReset();
				return;
			}
		}
	}

	private void ApplyBreakEvenAndTrailingForLong(ICandleMessage candle, decimal entryPrice)
	{
		if (!_breakEvenApplied && _breakEvenDistance > 0m)
		{
			if (candle.ClosePrice - entryPrice >= _breakEvenDistance)
			{
				var newStop = entryPrice + (_breakEvenStep > 0m ? _breakEvenStep : 0m);
				if (_stopLossPrice is not decimal currentStop || newStop > currentStop)
				_stopLossPrice = newStop;
				_breakEvenApplied = true;
			}
		}

		if (_trailingDistance > 0m && candle.ClosePrice - entryPrice >= _trailingDistance)
		{
			var newStop = candle.ClosePrice - _trailingDistance;
			if (_stopLossPrice is not decimal currentStop || newStop > currentStop)
			_stopLossPrice = newStop;
		}
	}

	private void ApplyBreakEvenAndTrailingForShort(ICandleMessage candle, decimal entryPrice)
	{
		if (!_breakEvenApplied && _breakEvenDistance > 0m)
		{
			if (entryPrice - candle.ClosePrice >= _breakEvenDistance)
			{
				var newStop = entryPrice - (_breakEvenStep > 0m ? _breakEvenStep : 0m);
				if (_stopLossPrice is not decimal currentStop || newStop < currentStop)
				_stopLossPrice = newStop;
				_breakEvenApplied = true;
			}
		}

		if (_trailingDistance > 0m && entryPrice - candle.ClosePrice >= _trailingDistance)
		{
			var newStop = candle.ClosePrice + _trailingDistance;
			if (_stopLossPrice is not decimal currentStop || newStop < currentStop)
			_stopLossPrice = newStop;
		}
	}

	private static bool CheckStopLossHit(decimal lowPrice, decimal? stopPrice)
	{
		return stopPrice.HasValue && lowPrice <= stopPrice.Value;
	}

	private static bool CheckTakeProfitHit(decimal highPrice, decimal? takeProfitPrice)
	{
		return takeProfitPrice.HasValue && highPrice >= takeProfitPrice.Value;
	}

	private static bool CheckStopLossHitForShort(decimal highPrice, decimal? stopPrice)
	{
		return stopPrice.HasValue && highPrice >= stopPrice.Value;
	}

	private static bool CheckTakeProfitHitForShort(decimal lowPrice, decimal? takeProfitPrice)
	{
		return takeProfitPrice.HasValue && lowPrice <= takeProfitPrice.Value;
	}

	private void EvaluateEntrySignals(ICandleMessage candle, decimal kijun, decimal maCurrent)
	{
		if (_previousClose is not decimal previousClose ||
		_previousMa is not decimal previousMa ||
		_previousKijun is not decimal previousKijun)
		{
			return;
		}

		var maTrendUp = maCurrent > previousMa;
		var maTrendDown = maCurrent < previousMa;
		var filterOffset = ConvertPips(MaFilterPips);

		var priceOpenedBelow = candle.OpenPrice < kijun;
		var priceOpenedAbove = candle.OpenPrice > kijun;
		var priceClosedAbove = candle.ClosePrice > kijun;
		var priceClosedBelow = candle.ClosePrice < kijun;
		var priceTouchedBelow = candle.LowPrice <= kijun;
		var priceTouchedAbove = candle.HighPrice >= kijun;
		var priceWasBelow = previousClose < previousKijun;
		var priceWasAbove = previousClose > previousKijun;
		var kijunNotFalling = !_previousPrevKijun.HasValue || kijun >= _previousPrevKijun.Value;
		var kijunNotRising = !_previousPrevKijun.HasValue || kijun <= _previousPrevKijun.Value;

		if (_pendingLongLevel is null)
		{
			if (priceClosedAbove && (priceOpenedBelow || priceWasBelow || priceTouchedBelow) && kijunNotFalling)
			{
				if (filterOffset <= 0m || maCurrent < kijun - filterOffset)
				{
					_pendingLongLevel = kijun;
					_pendingShortLevel = null;
				}
			}
		}

		if (_pendingShortLevel is null)
		{
			if (priceClosedBelow && (priceOpenedAbove || priceWasAbove || priceTouchedAbove) && kijunNotRising)
			{
				if (filterOffset <= 0m || maCurrent > kijun + filterOffset)
				{
					_pendingShortLevel = kijun;
					_pendingLongLevel = null;
				}
			}
		}

		var volume = Volume + Math.Abs(Position);
		if (volume <= 0m)
		return;

		if (_pendingLongLevel.HasValue && maTrendUp && Position <= 0)
		{
			BuyMarket(volume);
			SetupPositionState(true, candle.ClosePrice);
			_pendingLongLevel = null;
			_pendingShortLevel = null;
			return;
		}

		if (_pendingShortLevel.HasValue && maTrendDown && Position >= 0)
		{
			SellMarket(volume);
			SetupPositionState(false, candle.ClosePrice);
			_pendingLongLevel = null;
			_pendingShortLevel = null;
		}
	}

	private void UpdateHistory(ICandleMessage candle, decimal kijun, decimal maCurrent)
	{
		_previousPrevKijun = _previousKijun;
		_previousKijun = kijun;

		_previousPrevMa = _previousMa;
		_previousMa = maCurrent;

		_previousClose = candle.ClosePrice;
	}

	private bool IsWithinTradingHours(DateTimeOffset time)
	{
		var hour = time.Hour;
		return hour >= TradingStartHour && hour < TradingEndHour;
	}

	private void SetupPositionState(bool isLong, decimal entryPrice)
	{
		_isLongPosition = isLong;
		_entryPrice = entryPrice;
		_breakEvenApplied = false;

		_stopLossDistance = ConvertPips(StopLossPips);
		_takeProfitDistance = ConvertPips(TakeProfitPips);
		_breakEvenDistance = ConvertPips(BreakEvenPips);
		_breakEvenStep = ConvertPips(1m);
		_trailingDistance = ConvertPips(TrailingStopPips);

		_stopLossPrice = _stopLossDistance > 0m ? (isLong ? entryPrice - _stopLossDistance : entryPrice + _stopLossDistance) : null;
		_takeProfitPrice = _takeProfitDistance > 0m ? (isLong ? entryPrice + _takeProfitDistance : entryPrice - _takeProfitDistance) : null;
	}

	private void ClosePositionAndReset()
	{
		if (Position != 0)
			if (Position > 0) SellMarket(Math.Abs(Position)); else if (Position < 0) BuyMarket(Math.Abs(Position));

		ResetPositionState();
	}

	private void ResetPositionState()
	{
		_isLongPosition = null;
		_entryPrice = null;
		_stopLossPrice = null;
		_takeProfitPrice = null;
		_stopLossDistance = 0m;
		_takeProfitDistance = 0m;
		_breakEvenDistance = 0m;
		_breakEvenStep = 0m;
		_trailingDistance = 0m;
		_breakEvenApplied = false;
	}

	private decimal ConvertPips(decimal value)
	{
		if (value <= 0m)
		return 0m;

		var step = GetPipStep();
		return value * step;
	}

	private decimal GetPipStep()
	{
		var priceStep = Security?.PriceStep;
		if (priceStep is null || priceStep <= 0m)
		return 1m;

		var stepValue = priceStep.Value;
		var decimals = GetDecimalPlaces(stepValue);
		if (decimals == 3 || decimals == 5)
		return stepValue * 10m;

		return stepValue;
	}

	private static int GetDecimalPlaces(decimal value)
	{
		value = Math.Abs(value);
		var decimals = 0;
		while (value != Math.Truncate(value) && decimals < 10)
		{
			value *= 10m;
			decimals++;
		}

		return decimals;
	}
}