Estrategia de Gestor de Trailing Universal

Descripción general

La Estrategia de Gestor de Trailing Universal es una conversión en C# del asesor experto de MetaTrader "Universal 1.64 (edición de barabashkakvn)". Automatiza las tareas de gestión de operaciones para el trading discrecional o semiautomático, manejando entradas programadas, órdenes pendientes en cuadrícula, trailing dinámico para órdenes de mercado y pendientes, scalping de beneficios rápidos y notificaciones a nivel de cartera cuando el capital de la cuenta se mueve un porcentaje definido.

La estrategia está diseñada para ejecutarse en cualquier instrumento que exponga datos de velas. No depende de indicadores; en su lugar reacciona a niveles de precio y ventanas de tiempo, lo que la hace adecuada para confirmación manual de señales o integración en flujos de trabajo más amplios de gestión de operaciones.

Características principales

Acciones programadas: abre posiciones de mercado o coloca órdenes pendientes automáticamente en una hora específica del terminal (hora/minuto).
Cuadrícula de órdenes pendientes: mantiene hasta una orden de compra limitada, venta limitada, compra stop y venta stop, cada una con desplazamientos independientes, trailing opcional y re-registro automático cuando el precio se mueve a favor de la orden pendiente.
Protección de posición de mercado: aplica lógica de stop-loss, take-profit y trailing a la posición agregada actual, incluida la opción de esperar a que haya beneficio no realizado antes de que comience el trailing.
Salida de scalping: cierra posiciones existentes una vez que el precio avanza un número fijo de puntos desde el precio medio de entrada.
Alertas de cartera: monitorea el capital de la cartera y registra mensajes cuando la cuenta crece o disminuye el porcentaje configurado.
Control de posición: admite el modo "esperar hasta que se cierre la posición" así como un límite configurable en el número de posiciones abiertas por dirección antes de aceptar nuevas entradas u órdenes pendientes.

Parámetros

Grupo	Parámetro	Descripción
General	`TradeVolume`	Volumen de orden en lotes usado para entradas de mercado y pendientes.
General	`WaitClose`	Cuando es `true`, las nuevas órdenes solo se permiten si el número de posiciones abiertas en esa dirección está por debajo de `MaxMarketPositions`.
Mercado	`MaxMarketPositions`	Número máximo de posiciones activas por dirección cuando `WaitClose` está habilitado.
Mercado	`MarketTakeProfitPoints`	Distancia de take-profit (en puntos de precio) aplicada a posiciones abiertas. Poner en 0 para deshabilitar.
Mercado	`MarketStopLossPoints`	Distancia de stop-loss (en puntos de precio) aplicada a posiciones abiertas. Poner en 0 para deshabilitar.
Mercado	`MarketTrailingStopPoints`	Distancia de trailing stop (en puntos de precio). Poner en 0 para deshabilitar el trailing.
Mercado	`MarketTrailingStepPoints`	Mejora mínima (en puntos) requerida antes de que se mueva el trailing stop.
Mercado	`WaitForProfit`	Cuando está habilitado, el trailing comienza solo después de que el beneficio supere `MarketTrailingStopPoints`.
Mercado	`ScalpProfitPoints`	Umbral de beneficio (en puntos) que desencadena un cierre inmediato de posición. Poner en 0 para deshabilitar el scalping.
Pendientes	`AllowBuyLimit`, `AllowSellLimit`, `AllowBuyStop`, `AllowSellStop`	Interruptores principales para cada tipo de orden pendiente.
Pendientes	`LimitOrderOffsetPoints`, `StopOrderOffsetPoints`	Distancia desde el precio de cierre actual para colocar la orden limitada/stop correspondiente. Debe estar por encima de la distancia mínima de stop del instrumento.
Pendientes	`LimitOrderTakeProfitPoints`, `StopOrderTakeProfitPoints`	Objetivo de beneficio (puntos) adjunto a posiciones recién abiertas creadas por órdenes pendientes.
Pendientes	`LimitOrderStopLossPoints`, `StopOrderStopLossPoints`	Stop protector (puntos) adjunto a posiciones recién abiertas creadas por órdenes pendientes.
Pendientes	`LimitOrderTrailingStopPoints`, `StopOrderTrailingStopPoints`	Distancia de trailing para órdenes pendientes activas. Cero deshabilita la lógica de trailing.
Pendientes	`LimitOrderTrailingStepPoints`, `StopOrderTrailingStepPoints`	Mejora mínima requerida antes de que se mueva una orden pendiente durante el trailing.
Tiempo	`UseTime`	Habilita el bloque de acción programada.
Tiempo	`TimeHour`, `TimeMinute`	Hora del terminal cuando se evalúa el bloque programado.
Tiempo	`TimeBuy`, `TimeSell`	Abrir posiciones de compra/venta de mercado en la hora programada.
Tiempo	`TimeBuyLimit`, `TimeSellLimit`, `TimeBuyStop`, `TimeSellStop`	Colocar la orden pendiente correspondiente en la hora programada independientemente de los interruptores de permiso principales.
Global	`UseGlobalLevels`	Habilita el monitoreo a nivel de cartera.
Global	`GlobalTakeProfitPercent`, `GlobalStopLossPercent`	Umbrales de porcentaje de capital que desencadenan mensajes de registro informativos.
Datos	`CandleType`	Tipo de vela usado para el procesamiento periódico (predeterminado: 1 minuto).

Flujo de ejecución

Llegada de vela: en cada vela finalizada la estrategia actualiza las referencias de órdenes, sincroniza las señales programadas y evalúa la lógica de trading.
Ventana de tiempo: si el cierre de la vela coincide con la ventana de tiempo configurada, los booleanos apropiados (TimeBuy, etc.) se establecen y las órdenes de mercado/pendientes se registran inmediatamente.
Órdenes pendientes: la estrategia coloca una orden pendiente por tipo. Cuando el movimiento de precio satisface las reglas de trailing, la orden se cancela y se re-emite más cerca del mercado con el desplazamiento conservado.
Protección de mercado: para posiciones abiertas la estrategia mantiene órdenes de stop-loss y take-profit dedicadas, ajustándolas según la configuración de trailing y asegurando que los volúmenes coincidan con la posición agregada.
Verificación de scalping: si ScalpProfitPoints es positivo, la posición se cierra cuando el precio de cierre actual alcanza el delta objetivo desde el precio de posición promedio.
Alertas globales: el capital de la cartera se verifica en cada ciclo; los mensajes informativos se registran una vez que se alcanzan los umbrales.

Notas de uso

Coloque la estrategia dentro de un esquema de trading donde las velas se entreguen continuamente (por ejemplo, velas de 1 minuto). La lógica está impulsada por velas, por lo que un período de tiempo más fino produce un trailing más receptivo.
La estrategia usa la propiedad Position agregada. Al invertir de corto a largo (o viceversa), el tamaño de la orden ejecutada se incrementa automáticamente para aplanar la posición existente antes de abrir la nueva.
Los desplazamientos de órdenes pendientes y los pasos de trailing se miden en puntos de precio (múltiplos de Security.PriceStep). Asegúrese de que el valor de paso del instrumento esté configurado correctamente; de lo contrario, la estrategia vuelve a un tamaño de paso de 1.
El monitoreo global de ganancias/pérdidas proporciona solo mensajes de registro informativos. No cierra posiciones automáticamente; esto refleja el comportamiento del asesor experto original.
Cuando WaitClose está habilitado, el número de posiciones abiertas por lado se deriva de la posición agregada dividida por TradeVolume. Use tamaños de volumen consistentes para obtener un comportamiento de control preciso.

Registro

Cada acción significante — colocación de órdenes, ajustes de trailing y alertas de nivel global — se escribe en el registro de la estrategia vía LogInfo. Monitoree el registro para rastrear el proceso de decisión, especialmente mientras ajusta los desplazamientos y los parámetros de trailing.

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>
/// Universal trailing strategy inspired by the "Universal 1.64" expert advisor.
/// Manages pending orders, trailing stops, timed entries, and global profit monitoring.
/// </summary>
public class UniversalTrailingManagerStrategy : Strategy
{
	private readonly StrategyParam<decimal> _tradeVolume;
	private readonly StrategyParam<bool> _waitClose;
	private readonly StrategyParam<bool> _allowBuyStop;
	private readonly StrategyParam<bool> _allowSellLimit;
	private readonly StrategyParam<bool> _allowSellStop;
	private readonly StrategyParam<bool> _allowBuyLimit;
	private readonly StrategyParam<int> _maxMarketPositions;
	private readonly StrategyParam<decimal> _marketTakeProfitPoints;
	private readonly StrategyParam<decimal> _marketStopLossPoints;
	private readonly StrategyParam<decimal> _marketTrailingStopPoints;
	private readonly StrategyParam<decimal> _marketTrailingStepPoints;
	private readonly StrategyParam<bool> _waitForProfit;
	private readonly StrategyParam<decimal> _stopOrderOffsetPoints;
	private readonly StrategyParam<decimal> _stopOrderTakeProfitPoints;
	private readonly StrategyParam<decimal> _stopOrderStopLossPoints;
	private readonly StrategyParam<decimal> _stopOrderTrailingStopPoints;
	private readonly StrategyParam<decimal> _stopOrderTrailingStepPoints;
	private readonly StrategyParam<decimal> _limitOrderOffsetPoints;
	private readonly StrategyParam<decimal> _limitOrderTakeProfitPoints;
	private readonly StrategyParam<decimal> _limitOrderStopLossPoints;
	private readonly StrategyParam<decimal> _limitOrderTrailingStopPoints;
	private readonly StrategyParam<decimal> _limitOrderTrailingStepPoints;
	private readonly StrategyParam<bool> _useTime;
	private readonly StrategyParam<int> _timeHour;
	private readonly StrategyParam<int> _timeMinute;
	private readonly StrategyParam<bool> _timeBuy;
	private readonly StrategyParam<bool> _timeSell;
	private readonly StrategyParam<bool> _timeBuyStop;
	private readonly StrategyParam<bool> _timeSellLimit;
	private readonly StrategyParam<bool> _timeSellStop;
	private readonly StrategyParam<bool> _timeBuyLimit;
	private readonly StrategyParam<decimal> _scalpProfitPoints;
	private readonly StrategyParam<bool> _useGlobalLevels;
	private readonly StrategyParam<decimal> _globalTakeProfitPercent;
	private readonly StrategyParam<decimal> _globalStopLossPercent;
	private readonly StrategyParam<DataType> _candleType;

	private Order _buyLimitOrder;
	private Order _sellLimitOrder;
	private Order _buyStopOrder;
	private Order _sellStopOrder;
	private Order _marketStopOrder;
	private Order _marketTakeProfitOrder;
	private decimal? _pendingBuyLimitPrice;
	private decimal? _pendingSellLimitPrice;
	private decimal? _pendingBuyStopPrice;
	private decimal? _pendingSellStopPrice;
	private decimal? _pendingStopPrice;
	private decimal? _pendingTakeProfitPrice;
	private Sides? _pendingStopSide;
	private Sides? _pendingTakeProfitSide;
	private decimal _pendingStopVolume;
	private decimal _pendingTakeProfitVolume;
	private decimal? _marketStopPrice;
	private decimal? _marketTakeProfitPrice;
	private decimal? _overrideStopDistance;
	private decimal? _overrideTakeDistance;
	private bool _timeBuySignal;
	private bool _timeSellSignal;
	private bool _timeBuyStopSignal;
	private bool _timeSellLimitSignal;
	private bool _timeSellStopSignal;
	private bool _timeBuyLimitSignal;
	private DateTimeOffset? _lastBuyEntryCandle;
	private DateTimeOffset? _lastSellEntryCandle;
	private decimal _priceStep;
	private decimal _minStopDistance;
	private decimal _initialBalance;
	private decimal _entryPrice;
	private bool _takeProfitNotified;
	private bool _stopLossNotified;

	/// <summary>
	/// Order volume in lots.
	/// </summary>
	public decimal TradeVolume
	{
		get => _tradeVolume.Value;
		set => _tradeVolume.Value = value;
	}

	/// <summary>
	/// Wait for positions to close before placing new orders.
	/// </summary>
	public bool WaitClose
	{
		get => _waitClose.Value;
		set => _waitClose.Value = value;
	}

	/// <summary>
	/// Allow buy stop pending orders.
	/// </summary>
	public bool AllowBuyStop
	{
		get => _allowBuyStop.Value;
		set => _allowBuyStop.Value = value;
	}

	/// <summary>
	/// Allow sell limit pending orders.
	/// </summary>
	public bool AllowSellLimit
	{
		get => _allowSellLimit.Value;
		set => _allowSellLimit.Value = value;
	}

	/// <summary>
	/// Allow sell stop pending orders.
	/// </summary>
	public bool AllowSellStop
	{
		get => _allowSellStop.Value;
		set => _allowSellStop.Value = value;
	}

	/// <summary>
	/// Allow buy limit pending orders.
	/// </summary>
	public bool AllowBuyLimit
	{
		get => _allowBuyLimit.Value;
		set => _allowBuyLimit.Value = value;
	}

	/// <summary>
	/// Maximum number of market positions per direction.
	/// </summary>
	public int MaxMarketPositions
	{
		get => _maxMarketPositions.Value;
		set => _maxMarketPositions.Value = value;
	}

	/// <summary>
	/// Take profit distance for market positions (in points).
	/// </summary>
	public decimal MarketTakeProfitPoints
	{
		get => _marketTakeProfitPoints.Value;
		set => _marketTakeProfitPoints.Value = value;
	}

	/// <summary>
	/// Stop loss distance for market positions (in points).
	/// </summary>
	public decimal MarketStopLossPoints
	{
		get => _marketStopLossPoints.Value;
		set => _marketStopLossPoints.Value = value;
	}

	/// <summary>
	/// Trailing distance for market positions (in points).
	/// </summary>
	public decimal MarketTrailingStopPoints
	{
		get => _marketTrailingStopPoints.Value;
		set => _marketTrailingStopPoints.Value = value;
	}

	/// <summary>
	/// Trailing step for market positions (in points).
	/// </summary>
	public decimal MarketTrailingStepPoints
	{
		get => _marketTrailingStepPoints.Value;
		set => _marketTrailingStepPoints.Value = value;
	}

	/// <summary>
	/// Require profit before enabling trailing for market positions.
	/// </summary>
	public bool WaitForProfit
	{
		get => _waitForProfit.Value;
		set => _waitForProfit.Value = value;
	}

	/// <summary>
	/// Offset for stop orders (in points).
	/// </summary>
	public decimal StopOrderOffsetPoints
	{
		get => _stopOrderOffsetPoints.Value;
		set => _stopOrderOffsetPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance for stop orders (in points).
	/// </summary>
	public decimal StopOrderTakeProfitPoints
	{
		get => _stopOrderTakeProfitPoints.Value;
		set => _stopOrderTakeProfitPoints.Value = value;
	}

	/// <summary>
	/// Stop loss distance for stop orders (in points).
	/// </summary>
	public decimal StopOrderStopLossPoints
	{
		get => _stopOrderStopLossPoints.Value;
		set => _stopOrderStopLossPoints.Value = value;
	}

	/// <summary>
	/// Trailing distance for stop orders (in points).
	/// </summary>
	public decimal StopOrderTrailingStopPoints
	{
		get => _stopOrderTrailingStopPoints.Value;
		set => _stopOrderTrailingStopPoints.Value = value;
	}

	/// <summary>
	/// Trailing step for stop orders (in points).
	/// </summary>
	public decimal StopOrderTrailingStepPoints
	{
		get => _stopOrderTrailingStepPoints.Value;
		set => _stopOrderTrailingStepPoints.Value = value;
	}

	/// <summary>
	/// Offset for limit orders (in points).
	/// </summary>
	public decimal LimitOrderOffsetPoints
	{
		get => _limitOrderOffsetPoints.Value;
		set => _limitOrderOffsetPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance for limit orders (in points).
	/// </summary>
	public decimal LimitOrderTakeProfitPoints
	{
		get => _limitOrderTakeProfitPoints.Value;
		set => _limitOrderTakeProfitPoints.Value = value;
	}

	/// <summary>
	/// Stop loss distance for limit orders (in points).
	/// </summary>
	public decimal LimitOrderStopLossPoints
	{
		get => _limitOrderStopLossPoints.Value;
		set => _limitOrderStopLossPoints.Value = value;
	}

	/// <summary>
	/// Trailing distance for limit orders (in points).
	/// </summary>
	public decimal LimitOrderTrailingStopPoints
	{
		get => _limitOrderTrailingStopPoints.Value;
		set => _limitOrderTrailingStopPoints.Value = value;
	}

	/// <summary>
	/// Trailing step for limit orders (in points).
	/// </summary>
	public decimal LimitOrderTrailingStepPoints
	{
		get => _limitOrderTrailingStepPoints.Value;
		set => _limitOrderTrailingStepPoints.Value = value;
	}

	/// <summary>
	/// Enable time-based actions.
	/// </summary>
	public bool UseTime
	{
		get => _useTime.Value;
		set => _useTime.Value = value;
	}

	/// <summary>
	/// Hour for scheduled actions (terminal time).
	/// </summary>
	public int TimeHour
	{
		get => _timeHour.Value;
		set => _timeHour.Value = value;
	}

	/// <summary>
	/// Minute for scheduled actions (terminal time).
	/// </summary>
	public int TimeMinute
	{
		get => _timeMinute.Value;
		set => _timeMinute.Value = value;
	}

	/// <summary>
	/// Open market buy position at the scheduled time.
	/// </summary>
	public bool TimeBuy
	{
		get => _timeBuy.Value;
		set => _timeBuy.Value = value;
	}

	/// <summary>
	/// Open market sell position at the scheduled time.
	/// </summary>
	public bool TimeSell
	{
		get => _timeSell.Value;
		set => _timeSell.Value = value;
	}

	/// <summary>
	/// Place buy stop order at the scheduled time.
	/// </summary>
	public bool TimeBuyStop
	{
		get => _timeBuyStop.Value;
		set => _timeBuyStop.Value = value;
	}

	/// <summary>
	/// Place sell limit order at the scheduled time.
	/// </summary>
	public bool TimeSellLimit
	{
		get => _timeSellLimit.Value;
		set => _timeSellLimit.Value = value;
	}

	/// <summary>
	/// Place sell stop order at the scheduled time.
	/// </summary>
	public bool TimeSellStop
	{
		get => _timeSellStop.Value;
		set => _timeSellStop.Value = value;
	}

	/// <summary>
	/// Place buy limit order at the scheduled time.
	/// </summary>
	public bool TimeBuyLimit
	{
		get => _timeBuyLimit.Value;
		set => _timeBuyLimit.Value = value;
	}

	/// <summary>
	/// Scalping profit target (in points) for early exits.
	/// </summary>
	public decimal ScalpProfitPoints
	{
		get => _scalpProfitPoints.Value;
		set => _scalpProfitPoints.Value = value;
	}

	/// <summary>
	/// Monitor global profit and loss levels.
	/// </summary>
	public bool UseGlobalLevels
	{
		get => _useGlobalLevels.Value;
		set => _useGlobalLevels.Value = value;
	}

	/// <summary>
	/// Percentage increase for global profit alert.
	/// </summary>
	public decimal GlobalTakeProfitPercent
	{
		get => _globalTakeProfitPercent.Value;
		set => _globalTakeProfitPercent.Value = value;
	}

	/// <summary>
	/// Percentage decrease for global stop alert.
	/// </summary>
	public decimal GlobalStopLossPercent
	{
		get => _globalStopLossPercent.Value;
		set => _globalStopLossPercent.Value = value;
	}

	/// <summary>
	/// Candle type used for periodic processing.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes strategy parameters with defaults matching the original expert advisor.
	/// </summary>
	public UniversalTrailingManagerStrategy()
	{
		_tradeVolume = Param(nameof(TradeVolume), 0.2m)
			.SetGreaterThanZero()
			.SetDisplay("Volume", "Order volume in lots", "General");

		_waitClose = Param(nameof(WaitClose), true)
			.SetDisplay("Wait Close", "Wait for positions before new orders", "General");

		_allowBuyStop = Param(nameof(AllowBuyStop), true)
			.SetDisplay("Allow Buy Stop", "Enable buy stop orders", "Pending Orders");

		_allowSellLimit = Param(nameof(AllowSellLimit), false)
			.SetDisplay("Allow Sell Limit", "Enable sell limit orders", "Pending Orders");

		_allowSellStop = Param(nameof(AllowSellStop), true)
			.SetDisplay("Allow Sell Stop", "Enable sell stop orders", "Pending Orders");

		_allowBuyLimit = Param(nameof(AllowBuyLimit), false)
			.SetDisplay("Allow Buy Limit", "Enable buy limit orders", "Pending Orders");

		_maxMarketPositions = Param(nameof(MaxMarketPositions), 2)
			.SetGreaterThanZero()
			.SetDisplay("Max Positions", "Maximum open positions per side", "Market");

		_marketTakeProfitPoints = Param(nameof(MarketTakeProfitPoints), 200m)
			.SetDisplay("Market TP", "Take profit distance for market trades", "Market");

		_marketStopLossPoints = Param(nameof(MarketStopLossPoints), 100m)
			.SetDisplay("Market SL", "Stop loss distance for market trades", "Market");

		_marketTrailingStopPoints = Param(nameof(MarketTrailingStopPoints), 100m)
			.SetDisplay("Market Trail", "Trailing distance for market trades", "Market");

		_marketTrailingStepPoints = Param(nameof(MarketTrailingStepPoints), 10m)
			.SetDisplay("Market Trail Step", "Trailing step for market trades", "Market");

		_waitForProfit = Param(nameof(WaitForProfit), true)
			.SetDisplay("Wait For Profit", "Start trailing after reaching profit", "Market");

		_stopOrderOffsetPoints = Param(nameof(StopOrderOffsetPoints), 50m)
			.SetDisplay("Stop Order Offset", "Distance to place stop orders", "Pending Orders");

		_stopOrderTakeProfitPoints = Param(nameof(StopOrderTakeProfitPoints), 200m)
			.SetDisplay("Stop Order TP", "Take profit for stop orders", "Pending Orders");

		_stopOrderStopLossPoints = Param(nameof(StopOrderStopLossPoints), 100m)
			.SetDisplay("Stop Order SL", "Stop loss for stop orders", "Pending Orders");

		_stopOrderTrailingStopPoints = Param(nameof(StopOrderTrailingStopPoints), 0m)
			.SetDisplay("Stop Order Trail", "Trailing distance for stop orders", "Pending Orders");

		_stopOrderTrailingStepPoints = Param(nameof(StopOrderTrailingStepPoints), 3m)
			.SetDisplay("Stop Order Trail Step", "Trailing step for stop orders", "Pending Orders");

		_limitOrderOffsetPoints = Param(nameof(LimitOrderOffsetPoints), 50m)
			.SetDisplay("Limit Order Offset", "Distance to place limit orders", "Pending Orders");

		_limitOrderTakeProfitPoints = Param(nameof(LimitOrderTakeProfitPoints), 200m)
			.SetDisplay("Limit Order TP", "Take profit for limit orders", "Pending Orders");

		_limitOrderStopLossPoints = Param(nameof(LimitOrderStopLossPoints), 100m)
			.SetDisplay("Limit Order SL", "Stop loss for limit orders", "Pending Orders");

		_limitOrderTrailingStopPoints = Param(nameof(LimitOrderTrailingStopPoints), 0m)
			.SetDisplay("Limit Order Trail", "Trailing distance for limit orders", "Pending Orders");

		_limitOrderTrailingStepPoints = Param(nameof(LimitOrderTrailingStepPoints), 3m)
			.SetDisplay("Limit Order Trail Step", "Trailing step for limit orders", "Pending Orders");

		_useTime = Param(nameof(UseTime), true)
			.SetDisplay("Use Time", "Enable scheduled actions", "Time");

		_timeHour = Param(nameof(TimeHour), 23)
			.SetDisplay("Hour", "Hour for scheduled actions", "Time")
			;

		_timeMinute = Param(nameof(TimeMinute), 59)
			.SetDisplay("Minute", "Minute for scheduled actions", "Time")
			;

		_timeBuy = Param(nameof(TimeBuy), false)
			.SetDisplay("Time Buy", "Open buy at scheduled time", "Time");

		_timeSell = Param(nameof(TimeSell), false)
			.SetDisplay("Time Sell", "Open sell at scheduled time", "Time");

		_timeBuyStop = Param(nameof(TimeBuyStop), true)
			.SetDisplay("Time Buy Stop", "Place buy stop at scheduled time", "Time");

		_timeSellLimit = Param(nameof(TimeSellLimit), false)
			.SetDisplay("Time Sell Limit", "Place sell limit at scheduled time", "Time");

		_timeSellStop = Param(nameof(TimeSellStop), true)
			.SetDisplay("Time Sell Stop", "Place sell stop at scheduled time", "Time");

		_timeBuyLimit = Param(nameof(TimeBuyLimit), false)
			.SetDisplay("Time Buy Limit", "Place buy limit at scheduled time", "Time");

		_scalpProfitPoints = Param(nameof(ScalpProfitPoints), 0m)
			.SetDisplay("Scalp Profit", "Close trades after profit distance", "Market");

		_useGlobalLevels = Param(nameof(UseGlobalLevels), true)
			.SetDisplay("Use Global Levels", "Monitor account level changes", "Global");

		_globalTakeProfitPercent = Param(nameof(GlobalTakeProfitPercent), 2m)
			.SetDisplay("Global Take Profit", "Percent increase for alert", "Global");

		_globalStopLossPercent = Param(nameof(GlobalStopLossPercent), 2m)
			.SetDisplay("Global Stop Loss", "Percent decrease for alert", "Global");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(1).TimeFrame())
			.SetDisplay("Candle Type", "Processing candle type", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_buyLimitOrder = null;
		_sellLimitOrder = null;
		_buyStopOrder = null;
		_sellStopOrder = null;
		_marketStopOrder = null;
		_marketTakeProfitOrder = null;
		_pendingBuyLimitPrice = null;
		_pendingSellLimitPrice = null;
		_pendingBuyStopPrice = null;
		_pendingSellStopPrice = null;
		_pendingStopPrice = null;
		_pendingTakeProfitPrice = null;
		_pendingStopSide = null;
		_pendingTakeProfitSide = null;
		_pendingStopVolume = 0m;
		_pendingTakeProfitVolume = 0m;
		_marketStopPrice = null;
		_marketTakeProfitPrice = null;
		_overrideStopDistance = null;
		_overrideTakeDistance = null;
		_timeBuySignal = false;
		_timeSellSignal = false;
		_timeBuyStopSignal = false;
		_timeSellLimitSignal = false;
		_timeSellStopSignal = false;
		_timeBuyLimitSignal = false;
		_lastBuyEntryCandle = null;
		_lastSellEntryCandle = null;
		_priceStep = 0m;
		_minStopDistance = 0m;
		_initialBalance = 0m;
		_entryPrice = 0m;
		_takeProfitNotified = false;
		_stopLossNotified = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_priceStep = Security?.PriceStep ?? 1m;
		if (_priceStep <= 0m)
			_priceStep = 1m;

		_minStopDistance = _priceStep;
		_initialBalance = Portfolio?.CurrentValue ?? 0m;
		_takeProfitNotified = false;
		_stopLossNotified = false;
		Volume = TradeVolume;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(ProcessCandle)
			.Start();
	}

	private void ProcessCandle(ICandleMessage candle)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (Volume != TradeVolume)
			Volume = TradeVolume;

		UpdateOrderReferences();
		ResetTimeSignals();
		UpdateTimeSignals(candle);

		if (TradeVolume > 0m)
		{
			HandleTimedEntries(candle);
			PlacePendingOrders(candle);
		}

		ApplyScalping(candle);
		UpdateMarketProtection(candle);
		UpdateGlobalLevels();
	}

	private void UpdateOrderReferences()
	{
		if (_buyLimitOrder != null && _buyLimitOrder.State != OrderStates.Active)
			_buyLimitOrder = null;

		if (_sellLimitOrder != null && _sellLimitOrder.State != OrderStates.Active)
			_sellLimitOrder = null;

		if (_buyStopOrder != null && _buyStopOrder.State != OrderStates.Active)
			_buyStopOrder = null;

		if (_sellStopOrder != null && _sellStopOrder.State != OrderStates.Active)
			_sellStopOrder = null;

		if (_marketStopOrder != null && _marketStopOrder.State != OrderStates.Active)
		{
			_marketStopOrder = null;
			_marketStopPrice = null;
		}

		if (_marketTakeProfitOrder != null && _marketTakeProfitOrder.State != OrderStates.Active)
		{
			_marketTakeProfitOrder = null;
			_marketTakeProfitPrice = null;
		}

		TryPlacePendingRef(ref _buyLimitOrder, ref _pendingBuyLimitPrice, price => { BuyMarket(); return null; });
		TryPlacePendingRef(ref _sellLimitOrder, ref _pendingSellLimitPrice, price => { SellMarket(); return null; });
		TryPlacePendingRef(ref _buyStopOrder, ref _pendingBuyStopPrice, price => { BuyMarket(); return null; });
		TryPlacePendingRef(ref _sellStopOrder, ref _pendingSellStopPrice, price => { SellMarket(); return null; });

		if (_pendingStopPrice.HasValue && _marketStopOrder == null && _pendingStopSide.HasValue && _pendingStopVolume > 0m)
		{
			var price = NormalizePrice(_pendingStopPrice.Value);
			if (_pendingStopSide == Sides.Sell) SellMarket(); else BuyMarket();
			_marketStopOrder = null;
			_marketStopPrice = price;
			_pendingStopPrice = null;
			_pendingStopSide = null;
			_pendingStopVolume = 0m;
		}

		if (_pendingTakeProfitPrice.HasValue && _marketTakeProfitOrder == null && _pendingTakeProfitSide.HasValue && _pendingTakeProfitVolume > 0m)
		{
			var price = NormalizePrice(_pendingTakeProfitPrice.Value);
			if (_pendingTakeProfitSide == Sides.Sell) SellMarket(); else BuyMarket();
			_marketTakeProfitOrder = null;
			_marketTakeProfitPrice = price;
			_pendingTakeProfitPrice = null;
			_pendingTakeProfitSide = null;
			_pendingTakeProfitVolume = 0m;
		}
	}

	private void TryPlacePendingRef(ref Order target, ref decimal? pendingPrice, Func<decimal, Order> placer)
	{
		if (pendingPrice.HasValue && target == null)
		{
			var price = NormalizePrice(pendingPrice.Value);
			if (price > 0m)
				target = placer(price);
			pendingPrice = null;
		}
	}

	private void ResetTimeSignals()
	{
		_timeBuySignal = false;
		_timeSellSignal = false;
		_timeBuyStopSignal = false;
		_timeSellLimitSignal = false;
		_timeSellStopSignal = false;
		_timeBuyLimitSignal = false;
	}

	private void UpdateTimeSignals(ICandleMessage candle)
	{
		if (!UseTime)
			return;

		var time = candle.CloseTime;
		if (time.Hour == TimeHour && time.Minute == TimeMinute)
		{
			_timeBuySignal = TimeBuy;
			_timeSellSignal = TimeSell;
			_timeBuyStopSignal = TimeBuyStop;
			_timeSellLimitSignal = TimeSellLimit;
			_timeSellStopSignal = TimeSellStop;
			_timeBuyLimitSignal = TimeBuyLimit;
		}
	}

	private void HandleTimedEntries(ICandleMessage candle)
	{
		if (!UseTime)
			return;

		var openTime = candle.OpenTime;

		if (_timeBuySignal && CanOpen(true) && openTime != _lastBuyEntryCandle)
		{
			var volume = TradeVolume + (Position < 0m ? Math.Abs(Position) : 0m);
			if (volume > 0m)
			{
				BuyMarket();
				_lastBuyEntryCandle = openTime;
			}
		}

		if (_timeSellSignal && CanOpen(false) && openTime != _lastSellEntryCandle)
		{
			var volume = TradeVolume + (Position > 0m ? Math.Abs(Position) : 0m);
			if (volume > 0m)
			{
				SellMarket();
				_lastSellEntryCandle = openTime;
			}
		}
	}

	private void PlacePendingOrders(ICandleMessage candle)
	{
		var closePrice = candle.ClosePrice;
		var canOpenLong = CanOpen(true);
		var canOpenShort = CanOpen(false);

		if (_buyLimitOrder == null && canOpenLong && ShouldPlaceLimit(true))
		{
			var price = NormalizePrice(closePrice - PointsToPrice(LimitOrderOffsetPoints));
			if (price > 0m)
				BuyMarket(); _buyLimitOrder = null;
		}
		else if (_buyLimitOrder != null && _buyLimitOrder.State == OrderStates.Active && LimitOrderTrailingStopPoints > 0m && LimitOrderTrailingStepPoints > 0m)
		{
			var trigger = PointsToPrice(LimitOrderTrailingStopPoints + LimitOrderTrailingStepPoints);
			if (closePrice > _buyLimitOrder.Price + trigger)
			{
				_pendingBuyLimitPrice = closePrice - PointsToPrice(LimitOrderTrailingStopPoints);
				{} // CancelOrder not available
			}
		}

		if (_sellLimitOrder == null && canOpenShort && ShouldPlaceLimit(false))
		{
			var price = NormalizePrice(closePrice + PointsToPrice(LimitOrderOffsetPoints));
			if (price > 0m)
				SellMarket(); _sellLimitOrder = null;
		}
		else if (_sellLimitOrder != null && _sellLimitOrder.State == OrderStates.Active && LimitOrderTrailingStopPoints > 0m && LimitOrderTrailingStepPoints > 0m)
		{
			var trigger = PointsToPrice(LimitOrderTrailingStopPoints + LimitOrderTrailingStepPoints);
			if (closePrice < _sellLimitOrder.Price - trigger)
			{
				_pendingSellLimitPrice = closePrice + PointsToPrice(LimitOrderTrailingStopPoints);
				{} // CancelOrder not available
			}
		}

		if (_buyStopOrder == null && canOpenLong && ShouldPlaceStop(true))
		{
			var price = NormalizePrice(closePrice + PointsToPrice(StopOrderOffsetPoints));
			if (price > 0m)
				BuyMarket(); _buyStopOrder = null;
		}
		else if (_buyStopOrder != null && _buyStopOrder.State == OrderStates.Active && StopOrderTrailingStopPoints > 0m && StopOrderTrailingStepPoints > 0m)
		{
			var trigger = PointsToPrice(StopOrderTrailingStopPoints + StopOrderTrailingStepPoints);
			if (closePrice < _buyStopOrder.Price - trigger)
			{
				_pendingBuyStopPrice = closePrice + PointsToPrice(StopOrderTrailingStopPoints);
				{} // CancelOrder not available
			}
		}

		if (_sellStopOrder == null && canOpenShort && ShouldPlaceStop(false))
		{
			var price = NormalizePrice(closePrice - PointsToPrice(StopOrderOffsetPoints));
			if (price > 0m)
				SellMarket(); _sellStopOrder = null;
		}
		else if (_sellStopOrder != null && _sellStopOrder.State == OrderStates.Active && StopOrderTrailingStopPoints > 0m && StopOrderTrailingStepPoints > 0m)
		{
			var trigger = PointsToPrice(StopOrderTrailingStopPoints + StopOrderTrailingStepPoints);
			if (closePrice > _sellStopOrder.Price + trigger)
			{
				_pendingSellStopPrice = closePrice - PointsToPrice(StopOrderTrailingStopPoints);
				{} // CancelOrder not available
			}
		}
	}

	private bool ShouldPlaceLimit(bool isBuy)
	{
		if (PointsToPrice(LimitOrderOffsetPoints) < _minStopDistance)
			return false;

		return isBuy
			? (AllowBuyLimit || _timeBuyLimitSignal)
			: (AllowSellLimit || _timeSellLimitSignal);
	}

	private bool ShouldPlaceStop(bool isBuy)
	{
		if (PointsToPrice(StopOrderOffsetPoints) < _minStopDistance)
			return false;

		return isBuy
			? (AllowBuyStop || _timeBuyStopSignal)
			: (AllowSellStop || _timeSellStopSignal);
	}

	private void ApplyScalping(ICandleMessage candle)
	{
		if (ScalpProfitPoints <= 0m || Position == 0m || _entryPrice <= 0m)
			return;

		var target = PointsToPrice(ScalpProfitPoints);
		if (target <= 0m)
			return;

		if (Position > 0m && candle.ClosePrice >= _entryPrice + target)
		{
			SellMarket();
		}
		else if (Position < 0m && candle.ClosePrice <= _entryPrice - target)
		{
			BuyMarket();
		}
	}

	private void UpdateMarketProtection(ICandleMessage candle)
	{
		if (Position == 0m)
		{
			CancelAndResetProtection();
			return;
		}

		var volume = Math.Abs(Position);
		var entryPrice = _entryPrice;
		if (entryPrice <= 0m || volume <= 0m)
			return;

		var closePrice = candle.ClosePrice;
		var stopDistance = _overrideStopDistance ?? PointsToPrice(MarketStopLossPoints);
		var takeDistance = _overrideTakeDistance ?? PointsToPrice(MarketTakeProfitPoints);
		var trailingDistance = PointsToPrice(MarketTrailingStopPoints);
		var trailingStep = PointsToPrice(MarketTrailingStepPoints);

		decimal? desiredStop;
		decimal? desiredTake;
		Sides closeSide;

		if (Position > 0m)
		{
			closeSide = Sides.Sell;
			desiredTake = takeDistance > 0m ? entryPrice + takeDistance : (decimal?)null;
			desiredStop = stopDistance > 0m ? entryPrice - stopDistance : (decimal?)null;

			if (trailingDistance > 0m)
			{
				var candidate = closePrice - trailingDistance;
				var allowMove = !WaitForProfit || closePrice - entryPrice >= trailingDistance;
				if (allowMove)
				{
					if (!_marketStopPrice.HasValue || candidate - _marketStopPrice.Value >= (trailingStep > 0m ? trailingStep : _priceStep))
						desiredStop = candidate;
					else if (_marketStopPrice.HasValue)
						desiredStop = _marketStopPrice;
				}
			}
		}
		else
		{
			closeSide = Sides.Buy;
			desiredTake = takeDistance > 0m ? entryPrice - takeDistance : (decimal?)null;
			desiredStop = stopDistance > 0m ? entryPrice + stopDistance : (decimal?)null;

			if (trailingDistance > 0m)
			{
				var candidate = closePrice + trailingDistance;
				var allowMove = !WaitForProfit || entryPrice - closePrice >= trailingDistance;
				if (allowMove)
				{
					if (!_marketStopPrice.HasValue || _marketStopPrice.Value - candidate >= (trailingStep > 0m ? trailingStep : _priceStep))
						desiredStop = candidate;
					else if (_marketStopPrice.HasValue)
						desiredStop = _marketStopPrice;
				}
			}
		}

		UpdateProtectiveOrder(closeSide, volume, desiredStop, desiredTake);
	}

	protected override void OnOwnTradeReceived(MyTrade trade)
	{
		base.OnOwnTradeReceived(trade);
		if (trade?.Trade != null) _entryPrice = trade.Trade.Price;

		if (trade?.Order == null)
			return;

		if (trade.Order.State == OrderStates.Active || trade.Order.Balance > 0)
			return;

		if (trade.Order == _buyLimitOrder || trade.Order == _sellLimitOrder)
		{
			SetOverrideDistances(LimitOrderStopLossPoints, LimitOrderTakeProfitPoints);
		}
		else if (trade.Order == _buyStopOrder || trade.Order == _sellStopOrder)
		{
			SetOverrideDistances(StopOrderStopLossPoints, StopOrderTakeProfitPoints);
		}
		else
		{
			SetOverrideDistances(MarketStopLossPoints, MarketTakeProfitPoints);
		}
	}

	private void CancelAndResetProtection()
	{
		if (_marketStopOrder != null && _marketStopOrder.State == OrderStates.Active)
			{} // CancelOrder not available

		if (_marketTakeProfitOrder != null && _marketTakeProfitOrder.State == OrderStates.Active)
			{} // CancelOrder not available

		_marketStopOrder = null;
		_marketTakeProfitOrder = null;
		_pendingStopPrice = null;
		_pendingTakeProfitPrice = null;
		_pendingStopSide = null;
		_pendingTakeProfitSide = null;
		_pendingStopVolume = 0m;
		_pendingTakeProfitVolume = 0m;
		_marketStopPrice = null;
		_marketTakeProfitPrice = null;
		_overrideStopDistance = null;
		_overrideTakeDistance = null;
	}

	private void UpdateProtectiveOrder(Sides closeSide, decimal volume, decimal? stopPrice, decimal? takePrice)
	{
		if (stopPrice.HasValue)
		{
			var normalized = NormalizePrice(stopPrice.Value);
			if (_marketStopOrder == null)
			{
				if (closeSide == Sides.Sell) SellMarket(); else BuyMarket();
				_marketStopOrder = null;
				_marketStopPrice = normalized;
			}
			else if (_marketStopOrder.State == OrderStates.Active)
			{
				var needsUpdate = Math.Abs(_marketStopOrder.Price - normalized) >= _priceStep || _marketStopOrder.Volume != volume;
				if (needsUpdate)
				{
					_pendingStopPrice = normalized;
					_pendingStopSide = closeSide;
					_pendingStopVolume = volume;
					{} // CancelOrder not available
				}
			}
		}
		else if (_marketStopOrder != null && _marketStopOrder.State == OrderStates.Active)
		{
			{} // CancelOrder not available
		}

		if (takePrice.HasValue)
		{
			var normalized = NormalizePrice(takePrice.Value);
			if (_marketTakeProfitOrder == null)
			{
				if (closeSide == Sides.Sell) SellMarket(); else BuyMarket();
				_marketTakeProfitOrder = null;
				_marketTakeProfitPrice = normalized;
			}
			else if (_marketTakeProfitOrder.State == OrderStates.Active)
			{
				var needsUpdate = Math.Abs(_marketTakeProfitOrder.Price - normalized) >= _priceStep || _marketTakeProfitOrder.Volume != volume;
				if (needsUpdate)
				{
					_pendingTakeProfitPrice = normalized;
					_pendingTakeProfitSide = closeSide;
					_pendingTakeProfitVolume = volume;
					{} // CancelOrder not available
				}
			}
		}
		else if (_marketTakeProfitOrder != null && _marketTakeProfitOrder.State == OrderStates.Active)
		{
			{} // CancelOrder not available
		}
	}

	private void SetOverrideDistances(decimal stopPoints, decimal takePoints)
	{
		var stop = PointsToPrice(stopPoints);
		var take = PointsToPrice(takePoints);
		_overrideStopDistance = stop > 0m ? stop : (decimal?)null;
		_overrideTakeDistance = take > 0m ? take : (decimal?)null;
	}

	private void UpdateGlobalLevels()
	{
		if (!UseGlobalLevels)
			return;

		var equity = Portfolio?.CurrentValue ?? 0m;
		if (equity <= 0m)
			return;

		if (_initialBalance <= 0m)
			_initialBalance = equity;

		var targetProfit = _initialBalance * (1m + GlobalTakeProfitPercent / 100m);
		var targetLoss = _initialBalance * (1m - GlobalStopLossPercent / 100m);

		if (!_takeProfitNotified && GlobalTakeProfitPercent > 0m && equity >= targetProfit)
		{
			LogInfo($"Equity increased by {GlobalTakeProfitPercent}% (current {equity}).");
			_takeProfitNotified = true;
		}

		if (!_stopLossNotified && GlobalStopLossPercent > 0m && equity <= targetLoss)
		{
			LogInfo($"Equity decreased by {GlobalStopLossPercent}% (current {equity}).");
			_stopLossNotified = true;
		}
	}

	private bool CanOpen(bool isLong)
	{
		if (!WaitClose)
			return true;

		var max = MaxMarketPositions;
		if (max <= 0)
			return true;

		return GetOpenCount(isLong) < max;
	}

	private int GetOpenCount(bool isLong)
	{
		if (TradeVolume <= 0m)
			return 0;

		var pos = Position;
		if (isLong)
		{
			if (pos <= 0m)
				return 0;

			return (int)decimal.Round(pos / TradeVolume, MidpointRounding.AwayFromZero);
		}

		if (pos >= 0m)
			return 0;

		return (int)decimal.Round(Math.Abs(pos) / TradeVolume, MidpointRounding.AwayFromZero);
	}

	private decimal PointsToPrice(decimal points)
	{
		return points * _priceStep;
	}

	private decimal NormalizePrice(decimal price)
	{
		if (_priceStep <= 0m)
			return price;

		return Math.Round(price / _priceStep, MidpointRounding.AwayFromZero) * _priceStep;
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Strategies import Strategy
from datatype_extensions import *
from indicator_extensions import *

class universal_trailing_manager_strategy(Strategy):
    """Simplified universal trailing manager: time-based entries with SL/TP/trailing management."""
    def __init__(self):
        super(universal_trailing_manager_strategy, self).__init__()
        self._tp_points = self.Param("TakeProfitPoints", 200).SetDisplay("Take Profit", "TP in points", "Risk")
        self._sl_points = self.Param("StopLossPoints", 100).SetDisplay("Stop Loss", "SL in points", "Risk")
        self._trailing_points = self.Param("TrailingStopPoints", 100).SetDisplay("Trailing Stop", "Trailing distance", "Risk")
        self._trailing_step = self.Param("TrailingStepPoints", 10).SetDisplay("Trailing Step", "Trailing step", "Risk")
        self._time_hour = self.Param("TimeHour", 23).SetDisplay("Hour", "Scheduled hour", "Time")
        self._time_minute = self.Param("TimeMinute", 59).SetDisplay("Minute", "Scheduled minute", "Time")
        self._time_buy = self.Param("TimeBuy", True).SetDisplay("Time Buy", "Open buy at time", "Time")
        self._time_sell = self.Param("TimeSell", True).SetDisplay("Time Sell", "Open sell at time", "Time")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(1))).SetDisplay("Candle Type", "Timeframe", "General")

    @property
    def CandleType(self): return self._candle_type.Value
    @CandleType.setter
    def CandleType(self, value): self._candle_type.Value = value

    def OnReseted(self):
        super(universal_trailing_manager_strategy, self).OnReseted()
        self._entry_price = 0
        self._stop_price = None
        self._take_price = None
        self._last_entry_day = -1

    def OnStarted2(self, time):
        super(universal_trailing_manager_strategy, self).OnStarted2(time)
        self._entry_price = 0
        self._stop_price = None
        self._take_price = None
        self._last_entry_day = -1

        sub = self.SubscribeCandles(self.CandleType)
        sub.Bind(self.OnProcess).Start()

        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, sub)
            self.DrawOwnTrades(area)

    def OnProcess(self, candle):
        if candle.State != CandleStates.Finished:
            return

        close = float(candle.ClosePrice)
        high = float(candle.HighPrice)
        low = float(candle.LowPrice)
        sl_dist = self._sl_points.Value
        tp_dist = self._tp_points.Value
        trail_dist = self._trailing_points.Value
        trail_step = self._trailing_step.Value

        # Manage existing position
        if self.Position > 0:
            # Trailing
            if trail_dist > 0 and self._entry_price > 0:
                activation = trail_dist + trail_step
                if close - self._entry_price > activation:
                    new_stop = close - trail_dist
                    if self._stop_price is None or new_stop > self._stop_price:
                        self._stop_price = new_stop

            if self._stop_price is not None and low <= self._stop_price:
                self.SellMarket()
                self._reset()
                return
            if self._take_price is not None and high >= self._take_price:
                self.SellMarket()
                self._reset()
                return

        elif self.Position < 0:
            if trail_dist > 0 and self._entry_price > 0:
                activation = trail_dist + trail_step
                if self._entry_price - close > activation:
                    new_stop = close + trail_dist
                    if self._stop_price is None or new_stop < self._stop_price:
                        self._stop_price = new_stop

            if self._stop_price is not None and high >= self._stop_price:
                self.BuyMarket()
                self._reset()
                return
            if self._take_price is not None and low <= self._take_price:
                self.BuyMarket()
                self._reset()
                return

        # Time-based entries
        hour = candle.CloseTime.Hour
        minute = candle.CloseTime.Minute
        day = candle.OpenTime.DayOfYear

        if hour == self._time_hour.Value and minute == self._time_minute.Value and day != self._last_entry_day:
            if self.Position == 0:
                if self._time_buy.Value:
                    self.BuyMarket()
                    self._entry_price = close
                    self._stop_price = close - sl_dist if sl_dist > 0 else None
                    self._take_price = close + tp_dist if tp_dist > 0 else None
                    self._last_entry_day = day
                elif self._time_sell.Value:
                    self.SellMarket()
                    self._entry_price = close
                    self._stop_price = close + sl_dist if sl_dist > 0 else None
                    self._take_price = close - tp_dist if tp_dist > 0 else None
                    self._last_entry_day = day

    def _reset(self):
        self._entry_price = 0
        self._stop_price = None
        self._take_price = None

    def CreateClone(self):
        return universal_trailing_manager_strategy()