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Open Time Two Strategy

Overview

The Open Time Two Strategy automates a time-scheduled trading plan that can manage two independent sessions during the trading day. Each session can be configured with its own direction, risk parameters, and optional forced closing window. The conversion follows the original MetaTrader logic but relies on StockSharp high-level APIs, candles, and parameter objects for configuration and optimization.

Trading Logic

  1. Session closing windows. For each interval an optional closing window can be defined. When the candle time falls inside the window (start time plus the global duration), the strategy force-closes the corresponding interval and clears its state.
  2. Trailing stop maintenance. If the trailing stop and step are positive, trailing logic monitors finished candles. Once price moves in favour of the position by at least (TrailingStop + TrailingStep) the stop is advanced by TrailingStop. Updates require the step distance to avoid noisy recalculation.
  3. Stop loss and take profit checks. Each interval has independent stop-loss and take-profit distances measured in pips. On every finished candle the high/low prices are compared against these levels, closing the interval immediately when a level is breached.
  4. Day-of-week filter. Trading proceeds only on the enabled weekdays. If the current candle belongs to a disabled day, no new trades are opened.
  5. Opening windows. Each interval has an opening window with start and end times. The global duration value extends the window on the end side. When a window is active and the interval has no open position, the strategy opens a market order in the configured direction.
  6. Position synchronisation. Active intervals contribute to a target net position. The strategy calls BuyMarket or SellMarket so the net position matches the sum of interval exposures. Each interval keeps its own entry price, stop/take levels, and trailing stop state.

Parameter Reference

  • Close Window #1 / Close Window #2 – enable or disable the dedicated forced-closing windows for each interval.
  • Close Start #1 / Close Start #2 – local time-of-day when the closing window starts for each interval.
  • Trailing Stop / Trailing Step – distances in pips used by the trailing logic. Both must be greater than zero to activate trailing.
  • Trade Monday … Trade Friday – day-of-week filters. At least one day must remain enabled to allow trading.
  • Open Start #1 / Open End #1 / Open Start #2 / Open End #2 – opening window limits for each interval. The global duration extends the window beyond the end time.
  • Window Duration – extra time span added to both opening and closing windows.
  • Direction #1 / Direction #2 – trade direction flags (true for long, false for short) for each interval.
  • Trade Volume – market order volume for each interval. The strategy assumes identical volume for both intervals as in the original expert advisor.
  • Stop Loss #1 / Take Profit #1 / Stop Loss #2 / Take Profit #2 – distances in pips for stop loss and take profit levels per interval. A value of zero disables the corresponding level.
  • Candle Type – candle series used to drive the strategy. All calculations, including time windows and risk checks, are executed when these candles finish.

Risk Management Details

  • Pip distances are converted to price units using the security price step. If the instrument uses three or five decimal places the step is multiplied by ten to replicate the MetaTrader pip definition.
  • Trailing logic is shared by both intervals, while stop-loss and take-profit values remain independent.
  • When the stop or trailing level triggers, the interval resets its state so that it can reopen inside the same window if time allows.

Limitations & Notes

  • StockSharp operates on a netting position model. If interval #1 and #2 are configured with opposite directions, the resulting net position will flatten rather than keep two hedged trades open simultaneously. Use a hedging-capable portfolio if true hedging is required.
  • Decisions are based on the selected candle series. Using a large timeframe can delay reactions compared to the tick-based MetaTrader implementation.
  • The strategy expects exchange and terminal clocks to be synchronised because time-of-day comparisons are local-time based.

Usage Tips

  • Configure candle type to match the time granularity used for the schedule (e.g., one minute for granular control).
  • Combine the day filter and closing windows to avoid carrying positions over undesirable sessions.
  • Optimise the parameters through the built-in StrategyParam objects – key fields already have SetCanOptimize enabled.
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>
/// Time based strategy that opens up to two independent sessions with individual direction and risk management.
/// Supports configurable opening windows, optional forced closing windows, pip based stops and trailing logic.
/// </summary>
public class OpenTimeTwoStrategy : Strategy
{
	private readonly StrategyParam<int> _secondsInDay;

	private readonly StrategyParam<bool> _useClosingWindowOne;
	private readonly StrategyParam<TimeSpan> _closeWindowOneStart;
	private readonly StrategyParam<bool> _useClosingWindowTwo;
	private readonly StrategyParam<TimeSpan> _closeWindowTwoStart;
	private readonly StrategyParam<decimal> _trailingStopPips;
	private readonly StrategyParam<decimal> _trailingStepPips;
	private readonly StrategyParam<bool> _tradeOnMonday;
	private readonly StrategyParam<bool> _tradeOnTuesday;
	private readonly StrategyParam<bool> _tradeOnWednesday;
	private readonly StrategyParam<bool> _tradeOnThursday;
	private readonly StrategyParam<bool> _tradeOnFriday;
	private readonly StrategyParam<TimeSpan> _intervalOneOpenStart;
	private readonly StrategyParam<TimeSpan> _intervalOneOpenEnd;
	private readonly StrategyParam<TimeSpan> _intervalTwoOpenStart;
	private readonly StrategyParam<TimeSpan> _intervalTwoOpenEnd;
	private readonly StrategyParam<TimeSpan> _duration;
	private readonly StrategyParam<bool> _intervalOneBuy;
	private readonly StrategyParam<bool> _intervalTwoBuy;
	private readonly StrategyParam<decimal> _tradeVolume;
	private readonly StrategyParam<decimal> _stopLossOnePips;
	private readonly StrategyParam<decimal> _takeProfitOnePips;
	private readonly StrategyParam<decimal> _stopLossTwoPips;
	private readonly StrategyParam<decimal> _takeProfitTwoPips;
	private readonly StrategyParam<DataType> _candleType;

	private readonly IntervalState _intervalOne = new();
	private readonly IntervalState _intervalTwo = new();

	private decimal _pipSize;

	/// <summary>
	/// Use closing window for the first interval.
	/// </summary>
	public bool UseClosingWindowOne
	{
		get => _useClosingWindowOne.Value;
		set => _useClosingWindowOne.Value = value;
	}

	/// <summary>
	/// Closing window start time for the first interval.
	/// </summary>
	public TimeSpan CloseWindowOneStart
	{
		get => _closeWindowOneStart.Value;
		set => _closeWindowOneStart.Value = value;
	}

	/// <summary>
	/// Use closing window for the second interval.
	/// </summary>
	public bool UseClosingWindowTwo
	{
		get => _useClosingWindowTwo.Value;
		set => _useClosingWindowTwo.Value = value;
	}

	/// <summary>
	/// Closing window start time for the second interval.
	/// </summary>
	public TimeSpan CloseWindowTwoStart
	{
		get => _closeWindowTwoStart.Value;
		set => _closeWindowTwoStart.Value = value;
	}

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

	/// <summary>
	/// Trailing step distance in pips.
	/// </summary>
	public decimal TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

	/// <summary>
	/// Enable trading on Monday.
	/// </summary>
	public bool TradeOnMonday
	{
		get => _tradeOnMonday.Value;
		set => _tradeOnMonday.Value = value;
	}

	/// <summary>
	/// Enable trading on Tuesday.
	/// </summary>
	public bool TradeOnTuesday
	{
		get => _tradeOnTuesday.Value;
		set => _tradeOnTuesday.Value = value;
	}

	/// <summary>
	/// Enable trading on Wednesday.
	/// </summary>
	public bool TradeOnWednesday
	{
		get => _tradeOnWednesday.Value;
		set => _tradeOnWednesday.Value = value;
	}

	/// <summary>
	/// Enable trading on Thursday.
	/// </summary>
	public bool TradeOnThursday
	{
		get => _tradeOnThursday.Value;
		set => _tradeOnThursday.Value = value;
	}

	/// <summary>
	/// Enable trading on Friday.
	/// </summary>
	public bool TradeOnFriday
	{
		get => _tradeOnFriday.Value;
		set => _tradeOnFriday.Value = value;
	}

	/// <summary>
	/// Opening window start for the first interval.
	/// </summary>
	public TimeSpan IntervalOneOpenStart
	{
		get => _intervalOneOpenStart.Value;
		set => _intervalOneOpenStart.Value = value;
	}

	/// <summary>
	/// Opening window end for the first interval.
	/// </summary>
	public TimeSpan IntervalOneOpenEnd
	{
		get => _intervalOneOpenEnd.Value;
		set => _intervalOneOpenEnd.Value = value;
	}

	/// <summary>
	/// Opening window start for the second interval.
	/// </summary>
	public TimeSpan IntervalTwoOpenStart
	{
		get => _intervalTwoOpenStart.Value;
		set => _intervalTwoOpenStart.Value = value;
	}

	/// <summary>
	/// Opening window end for the second interval.
	/// </summary>
	public TimeSpan IntervalTwoOpenEnd
	{
		get => _intervalTwoOpenEnd.Value;
		set => _intervalTwoOpenEnd.Value = value;
	}

	/// <summary>
	/// Extra duration added to each opening and closing window.
	/// </summary>
	public TimeSpan Duration
	{
		get => _duration.Value;
		set => _duration.Value = value;
	}

	/// <summary>
	/// Total number of seconds considered a full trading day.
	/// </summary>
	public int SecondsInDay
	{
		get => _secondsInDay.Value;
		set => _secondsInDay.Value = value;
	}

	/// <summary>
	/// Trade direction for interval one (true for buy, false for sell).
	/// </summary>
	public bool IntervalOneBuy
	{
		get => _intervalOneBuy.Value;
		set => _intervalOneBuy.Value = value;
	}

	/// <summary>
	/// Trade direction for interval two (true for buy, false for sell).
	/// </summary>
	public bool IntervalTwoBuy
	{
		get => _intervalTwoBuy.Value;
		set => _intervalTwoBuy.Value = value;
	}

	/// <summary>
	/// Trade volume for each interval.
	/// </summary>
	public decimal TradeVolume
	{
		get => _tradeVolume.Value;
		set => _tradeVolume.Value = value;
	}

	/// <summary>
	/// Stop loss distance for interval one in pips.
	/// </summary>
	public decimal StopLossOnePips
	{
		get => _stopLossOnePips.Value;
		set => _stopLossOnePips.Value = value;
	}

	/// <summary>
	/// Take profit distance for interval one in pips.
	/// </summary>
	public decimal TakeProfitOnePips
	{
		get => _takeProfitOnePips.Value;
		set => _takeProfitOnePips.Value = value;
	}

	/// <summary>
	/// Stop loss distance for interval two in pips.
	/// </summary>
	public decimal StopLossTwoPips
	{
		get => _stopLossTwoPips.Value;
		set => _stopLossTwoPips.Value = value;
	}

	/// <summary>
	/// Take profit distance for interval two in pips.
	/// </summary>
	public decimal TakeProfitTwoPips
	{
		get => _takeProfitTwoPips.Value;
		set => _takeProfitTwoPips.Value = value;
	}

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

	/// <summary>
	/// Initializes a new instance of the strategy.
	/// </summary>
	public OpenTimeTwoStrategy()
	{
		_useClosingWindowOne = Param(nameof(UseClosingWindowOne), true)
			.SetDisplay("Close Window #1", "Enable closing window for interval #1", "Closing")
			;

		_closeWindowOneStart = Param(nameof(CloseWindowOneStart), new TimeSpan(19, 50, 0))
			.SetDisplay("Close Start #1", "Start time for closing window #1", "Closing");

		_useClosingWindowTwo = Param(nameof(UseClosingWindowTwo), true)
			.SetDisplay("Close Window #2", "Enable closing window for interval #2", "Closing")
			;

		_closeWindowTwoStart = Param(nameof(CloseWindowTwoStart), new TimeSpan(23, 20, 0))
			.SetDisplay("Close Start #2", "Start time for closing window #2", "Closing");

		_trailingStopPips = Param(nameof(TrailingStopPips), 30m)
			.SetDisplay("Trailing Stop", "Trailing stop distance in pips", "Risk")
			.SetRange(0m, 500m)
			;

		_trailingStepPips = Param(nameof(TrailingStepPips), 3m)
			.SetDisplay("Trailing Step", "Trailing step distance in pips", "Risk")
			.SetRange(0m, 200m)
			;

		_tradeOnMonday = Param(nameof(TradeOnMonday), true)
			.SetDisplay("Trade Monday", "Allow trading on Monday", "Schedule")
			;

		_tradeOnTuesday = Param(nameof(TradeOnTuesday), true)
			.SetDisplay("Trade Tuesday", "Allow trading on Tuesday", "Schedule")
			;

		_tradeOnWednesday = Param(nameof(TradeOnWednesday), true)
			.SetDisplay("Trade Wednesday", "Allow trading on Wednesday", "Schedule")
			;

		_tradeOnThursday = Param(nameof(TradeOnThursday), true)
			.SetDisplay("Trade Thursday", "Allow trading on Thursday", "Schedule")
			;

		_tradeOnFriday = Param(nameof(TradeOnFriday), true)
			.SetDisplay("Trade Friday", "Allow trading on Friday", "Schedule")
			;

		_intervalOneOpenStart = Param(nameof(IntervalOneOpenStart), new TimeSpan(9, 30, 0))
			.SetDisplay("Open Start #1", "Opening window start for interval #1", "Opening");

		_intervalOneOpenEnd = Param(nameof(IntervalOneOpenEnd), new TimeSpan(14, 0, 0))
			.SetDisplay("Open End #1", "Opening window end for interval #1", "Opening");

		_intervalTwoOpenStart = Param(nameof(IntervalTwoOpenStart), TimeSpan.Zero)
			.SetDisplay("Open Start #2", "Opening window start for interval #2", "Opening");

		_intervalTwoOpenEnd = Param(nameof(IntervalTwoOpenEnd), TimeSpan.Zero)
			.SetDisplay("Open End #2", "Opening window end for interval #2", "Opening");

		_duration = Param(nameof(Duration), TimeSpan.FromSeconds(30))
			.SetDisplay("Window Duration", "Extra duration added to opening/closing windows", "Opening")
			.SetRange(TimeSpan.Zero, TimeSpan.FromHours(1));

		_secondsInDay = Param(nameof(SecondsInDay), 24 * 60 * 60)
			.SetGreaterThanZero()
			.SetDisplay("Seconds In Day", "Total number of seconds in a trading day", "Opening");

		_intervalOneBuy = Param(nameof(IntervalOneBuy), true)
			.SetDisplay("Direction #1", "Trade direction for interval #1 (Buy=true)", "Opening")
			;

		_intervalTwoBuy = Param(nameof(IntervalTwoBuy), true)
			.SetDisplay("Direction #2", "Trade direction for interval #2 (Buy=true)", "Opening")
			;

		_tradeVolume = Param(nameof(TradeVolume), 0.1m)
			.SetDisplay("Trade Volume", "Volume for each interval", "Risk")
			.SetRange(0.01m, 100m)
			;

		_stopLossOnePips = Param(nameof(StopLossOnePips), 30m)
			.SetDisplay("Stop Loss #1", "Stop loss for interval #1 (pips)", "Risk")
			.SetRange(0m, 1000m)
			;

		_takeProfitOnePips = Param(nameof(TakeProfitOnePips), 90m)
			.SetDisplay("Take Profit #1", "Take profit for interval #1 (pips)", "Risk")
			.SetRange(0m, 2000m)
			;

		_stopLossTwoPips = Param(nameof(StopLossTwoPips), 10m)
			.SetDisplay("Stop Loss #2", "Stop loss for interval #2 (pips)", "Risk")
			.SetRange(0m, 1000m)
			;

		_takeProfitTwoPips = Param(nameof(TakeProfitTwoPips), 35m)
			.SetDisplay("Take Profit #2", "Take profit for interval #2 (pips)", "Risk")
			.SetRange(0m, 2000m)
			;

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(2).TimeFrame())
			.SetDisplay("Candle Type", "Base candle type driving decisions", "General");
	}

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

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

		_pipSize = 0m;
		ResetInterval(_intervalOne);
		ResetInterval(_intervalTwo);
	}

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

		var decimals = Security?.Decimals ?? 0;
		var adjust = decimals is 3 or 5 ? 10m : 1m;
		var step = Security?.PriceStep ?? 1m;
		_pipSize = step * adjust;

		if (_pipSize <= 0m)
		{
			_pipSize = 1m;
		}

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

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

		var localTime = candle.OpenTime.ToLocalTime();
		var timeOfDay = localTime.TimeOfDay;

		if (UseClosingWindowOne && IsWithinSimpleWindow(timeOfDay, CloseWindowOneStart, Duration))
		{
			ExitInterval(_intervalOne);
		}

		if (UseClosingWindowTwo && IsWithinSimpleWindow(timeOfDay, CloseWindowTwoStart, Duration))
		{
			ExitInterval(_intervalTwo);
		}

		if (TrailingStopPips > 0m && TrailingStepPips > 0m)
		{
			UpdateTrailingStops(candle);
		}

		CheckRiskControls(_intervalOne, candle);
		CheckRiskControls(_intervalTwo, candle);

		if (!IsTradingDay(localTime.DayOfWeek))
		{
			return;
		}

		var inFirstWindow = IsWithinOpeningWindow(timeOfDay, IntervalOneOpenStart, IntervalOneOpenEnd);
		if (inFirstWindow)
		{
			TryOpenInterval(_intervalOne, IntervalOneBuy, StopLossOnePips, TakeProfitOnePips, candle.ClosePrice);
		}

		var inSecondWindow = IsWithinOpeningWindow(timeOfDay, IntervalTwoOpenStart, IntervalTwoOpenEnd);
		if (inSecondWindow)
		{
			TryOpenInterval(_intervalTwo, IntervalTwoBuy, StopLossTwoPips, TakeProfitTwoPips, candle.ClosePrice);
		}
	}

	private void TryOpenInterval(IntervalState state, bool isBuy, decimal stopLossPips, decimal takeProfitPips, decimal referencePrice)
	{
		if (state.IsActive)
		{
			return;
		}

		if (TradeVolume <= 0m)
		{
			return;
		}

		var direction = isBuy ? 1 : -1;
		var stopDistance = stopLossPips > 0m ? stopLossPips * _pipSize : 0m;
		var takeDistance = takeProfitPips > 0m ? takeProfitPips * _pipSize : 0m;

		decimal? stopPrice = null;
		decimal? takePrice = null;

		if (direction > 0)
		{
			if (stopDistance > 0m)
			{
				stopPrice = referencePrice - stopDistance;
			}

			if (takeDistance > 0m)
			{
				takePrice = referencePrice + takeDistance;
			}
		}
		else
		{
			if (stopDistance > 0m)
			{
				stopPrice = referencePrice + stopDistance;
			}

			if (takeDistance > 0m)
			{
				takePrice = referencePrice - takeDistance;
			}
		}

		state.IsActive = true;
		state.Direction = direction;
		state.EntryPrice = referencePrice;
		state.StopLossPrice = stopPrice;
		state.TakeProfitPrice = takePrice;
		state.TrailingStopPrice = null;

		SyncPosition();
	}

	private void UpdateTrailingStops(ICandleMessage candle)
	{
		var trailingDistance = TrailingStopPips * _pipSize;
		var stepDistance = TrailingStepPips * _pipSize;

		if (trailingDistance <= 0m || stepDistance <= 0m)
		{
			return;
		}

		UpdateTrailingForInterval(_intervalOne, candle, trailingDistance, stepDistance);
		UpdateTrailingForInterval(_intervalTwo, candle, trailingDistance, stepDistance);
	}

	private static void ResetInterval(IntervalState state)
	{
		state.IsActive = false;
		state.Direction = 0;
		state.EntryPrice = 0m;
		state.StopLossPrice = null;
		state.TakeProfitPrice = null;
		state.TrailingStopPrice = null;
	}

	private void UpdateTrailingForInterval(IntervalState state, ICandleMessage candle, decimal trailingDistance, decimal stepDistance)
	{
		if (!state.IsActive)
		{
			return;
		}

		if (state.Direction > 0)
		{
			var profit = candle.ClosePrice - state.EntryPrice;
			if (profit <= trailingDistance + stepDistance)
			{
				return;
			}

			var proposed = candle.ClosePrice - trailingDistance;

			if (state.TrailingStopPrice is null || proposed - state.TrailingStopPrice.Value >= stepDistance)
			{
				state.TrailingStopPrice = state.TrailingStopPrice is null
					? proposed
					: Math.Max(state.TrailingStopPrice.Value, proposed);
			}
		}
		else
		{
			var profit = state.EntryPrice - candle.ClosePrice;
			if (profit <= trailingDistance + stepDistance)
			{
				return;
			}

			var proposed = candle.ClosePrice + trailingDistance;

			if (state.TrailingStopPrice is null || state.TrailingStopPrice.Value - proposed >= stepDistance)
			{
				state.TrailingStopPrice = state.TrailingStopPrice is null
					? proposed
					: Math.Min(state.TrailingStopPrice.Value, proposed);
			}
		}
	}

	private void CheckRiskControls(IntervalState state, ICandleMessage candle)
	{
		if (!state.IsActive)
		{
			return;
		}

		if (state.Direction > 0)
		{
			if (state.StopLossPrice is decimal sl && candle.LowPrice <= sl)
			{
				ExitInterval(state);
				return;
			}

			if (state.TrailingStopPrice is decimal trail && candle.LowPrice <= trail)
			{
				ExitInterval(state);
				return;
			}

			if (state.TakeProfitPrice is decimal tp && candle.HighPrice >= tp)
			{
				ExitInterval(state);
			}
		}
		else
		{
			if (state.StopLossPrice is decimal sl && candle.HighPrice >= sl)
			{
				ExitInterval(state);
				return;
			}

			if (state.TrailingStopPrice is decimal trail && candle.HighPrice >= trail)
			{
				ExitInterval(state);
				return;
			}

			if (state.TakeProfitPrice is decimal tp && candle.LowPrice <= tp)
			{
				ExitInterval(state);
			}
		}
	}

	private void ExitInterval(IntervalState state)
	{
		if (!state.IsActive)
		{
			return;
		}

		ResetInterval(state);
		SyncPosition();
	}

	private void SyncPosition()
	{
		var target = GetTargetPosition();
		var diff = target - Position;

		if (diff == 0m)
		{
			return;
		}

		if (diff > 0m)
		{
			BuyMarket(diff);
		}
		else
		{
			SellMarket(-diff);
		}
	}

	private new decimal GetTargetPosition()
	{
		var target = 0m;

		if (_intervalOne.IsActive)
		{
			target += _intervalOne.Direction * TradeVolume;
		}

		if (_intervalTwo.IsActive)
		{
			target += _intervalTwo.Direction * TradeVolume;
		}

		return target;
	}

	private bool IsTradingDay(DayOfWeek day)
	{
		return day switch
		{
			DayOfWeek.Monday => TradeOnMonday,
			DayOfWeek.Tuesday => TradeOnTuesday,
			DayOfWeek.Wednesday => TradeOnWednesday,
			DayOfWeek.Thursday => TradeOnThursday,
			DayOfWeek.Friday => TradeOnFriday,
			_ => true,
		};
	}

	private bool IsWithinOpeningWindow(TimeSpan current, TimeSpan start, TimeSpan end)
	{
		var startSec = ToSeconds(start);
		var endSec = ToSeconds(end);
		var durationSec = ToSeconds(Duration);
		var currentSec = ToSeconds(current);

		if (endSec <= startSec)
		{
			return false;
		}

		var finalEnd = Math.Min(SecondsInDay, endSec + durationSec);
		return currentSec >= startSec && currentSec < finalEnd;
	}

	private bool IsWithinSimpleWindow(TimeSpan current, TimeSpan start, TimeSpan length)
	{
		var startSec = ToSeconds(start);
		var currentSec = ToSeconds(current);
		var lengthSec = Math.Max(0, ToSeconds(length));
		var endSec = startSec + lengthSec;

		if (lengthSec == 0)
		{
			return currentSec == startSec;
		}

		if (endSec <= SecondsInDay)
		{
			return currentSec >= startSec && currentSec < endSec;
		}

		endSec -= SecondsInDay;
		return currentSec >= startSec || currentSec < endSec;
	}

	private int ToSeconds(TimeSpan time)
	{
		var value = time.TotalSeconds;

		if (value < 0)
		{
			return 0;
		}

		if (value > SecondsInDay)
		{
			return SecondsInDay;
		}

		return (int)Math.Floor(value);
	}

	private sealed class IntervalState : IEquatable<IntervalState>
	{
		public bool IsActive;
		public int Direction;
		public decimal EntryPrice;
		public decimal? StopLossPrice;
		public decimal? TakeProfitPrice;
		public decimal? TrailingStopPrice;

		public bool Equals(IntervalState other)
		{
			return other != null
				&& IsActive == other.IsActive
				&& Direction == other.Direction
				&& EntryPrice == other.EntryPrice
				&& StopLossPrice == other.StopLossPrice
				&& TakeProfitPrice == other.TakeProfitPrice
				&& TrailingStopPrice == other.TrailingStopPrice;
		}

		public override bool Equals(object obj)
		{
			return obj is IntervalState other && Equals(other);
		}

		public override int GetHashCode()
		{
			return HashCode.Combine(IsActive, Direction, EntryPrice, StopLossPrice, TakeProfitPrice, TrailingStopPrice);
		}
	}
}