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Exp Hans Indicator Cloud System Tm Plus Strategy

Overview

Exp Hans Indicator Cloud System Tm Plus is a session-based breakout strategy that reproduces the behaviour of the original MQL5 expert advisor. The algorithm monitors the colour states produced by the Hans indicator on a configurable timeframe. It opens a new position after a bullish (colours 0/1) or bearish (colours 3/4) breakout finishes and price returns inside the channel. The implementation keeps all trading decisions on closed candles, uses pip-based risk limits, and mirrors the time-based liquidation rule from the MQL version.

The strategy operates on a single instrument/candle feed pair obtained from GetWorkingSecurities(). All order sizes are derived from the strategy Volume property and the money-management fraction exposed by the parameters.

Indicator logic

  1. Candle timestamps are converted from the broker time (LocalTimeZone) to the destination time zone (DestinationTimeZone). By default the script works with GMT+4, which matches the reference implementation.
  2. Two London-session ranges are collected every trading day:
    • Range 1: 04:00–08:00 destination time. The high/low of this period become the initial breakout channel.
    • Range 2: 08:00–12:00 destination time. Once completed it replaces the first range for the rest of the day.
  3. Each range is extended by PipsForEntry pips on both sides. A pip equals the instrument PriceStep, multiplied by 10 when the security has 3 or 5 decimal places (MetaTrader-style fractional pips).
  4. Candle colours are derived exactly as in the indicator:
    • Close above the upper band → colour 0 (bullish close) or 1 (bearish close).
    • Close below the lower band → colour 4 (bearish close) or 3 (bullish close).
    • Close inside the channel → neutral colour 2.

Trading rules

  • Entry: When the previous closed candle had a bullish colour (0/1) and the most recent one is not bullish, the strategy opens a long position (if enabled). Symmetrically, a previous bearish colour (3/4) followed by a neutral/contrary colour triggers a short entry.
  • Exit:
    • Directional exit when the previous colour turns against the current position (0/1 for shorts, 3/4 for longs).
    • Optional time-based exit once the holding period exceeds HoldingMinutes.
    • Optional stop-loss / take-profit levels expressed in points (StopLossPoints, TakeProfitPoints). Levels are skipped if the security does not expose a positive PriceStep.
  • Exits are processed before new entries, so a position is flattened before a reversal order is sent.

Parameters

Parameter Description Default
MoneyManagement Fraction of the strategy Volume used per trade. Values ≤ 0 fall back to the full volume. 0.1
MoneyMode Placeholder for the original money-management modes. Currently only Lot is applied. Lot
StopLossPoints / TakeProfitPoints Protective stop and profit target expressed in points (pips). Set to 0 to disable. 1000 / 2000
DeviationPoints Maximum acceptable execution deviation in points. Present for compatibility; not enforced by the StockSharp order layer. 10
AllowBuyEntries / AllowSellEntries Enables long/short entries. true
AllowBuyExits / AllowSellExits Enables automated exits for long/short positions. true
UseTimeExit Toggles the time-based liquidation filter. true
HoldingMinutes Maximum holding time for any position in minutes. 1500
PipsForEntry Pip offset added above/below the breakout ranges. 100
SignalBar Closed-candle offset used for signals. Use values ≥ 1 to stay aligned with the MT5 logic. 1
LocalTimeZone Broker/server time zone (hours from UTC). 0
DestinationTimeZone Target time zone used for session boundaries. 4
CandleType Time frame used for Hans calculations. 30m candles

Money management and execution

  • Order size = Volume * MoneyManagement, normalised to the instrument VolumeStep. If the computed value is non-positive the logic defaults to one volume step.
  • When a reversal signal appears the strategy sends a single market order equal to the new volume plus any opposite open quantity. This reproduces the behaviour of BuyPositionOpen/SellPositionOpen from the MQL helper.
  • Stop-loss and take-profit levels are recalculated on every entry and cleared when a position is closed or reversed.

Usage guidelines

  1. Attach the strategy to a security that publishes valid PriceStep, Decimals, and VolumeStep metadata.
  2. Set the desired Volume on the strategy before starting it. The money-management fraction will be applied on top.
  3. Choose a candle type equal to the one used in MetaTrader (M30 by default). All calculations rely on completed candles.
  4. Align the time zones if your market data source differs from the default GMT+4 destination time used by the Hans indicator.
  5. Monitor the logs for messages about missing pip size; the risk levels will be skipped when no PriceStep is available.

Implementation notes

  • Colour detection is performed purely on finished candles via the high-level SubscribeCandles API, avoiding manual indicator buffers.
  • The breakout levels are recomputed once per candle and cached in memory; no historical collections are created.
  • DeviationPoints is retained for configuration completeness but cannot be enforced with plain market orders in StockSharp.
  • The strategy resets its internal state on OnReseted() to support repeated backtests without stale session data.

Limitations

  • The current implementation only supports SignalBar ≥ 1, matching the original EA behaviour on new-bar events. Using 0 would require tick-level access which is not present in the high-level port.
  • Money management modes other than Lot are not implemented. Extend GetOrderVolume() if your workflow depends on balance-based sizing.
  • Without a valid PriceStep value, pip-based distances (stop, take-profit, Hans offsets) cannot be calculated and will be ignored.
namespace StockSharp.Samples.Strategies;

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;

/// <summary>
/// Port of the Exp_Hans_Indicator_Cloud_System_Tm_Plus MQL5 expert advisor.
/// Replicates the Hans indicator breakout logic, including time-based exits and pip-based risk limits.
/// </summary>
public class ExpHansIndicatorCloudSystemTmPlusStrategy : Strategy
{
	private readonly StrategyParam<int> _maxHistory;

	private static readonly TimeSpan Session1Start = TimeSpan.FromHours(4);
	private static readonly TimeSpan Session1End = TimeSpan.FromHours(8);
	private static readonly TimeSpan Session2End = TimeSpan.FromHours(12);

	private readonly StrategyParam<decimal> _moneyManagement;
	private readonly StrategyParam<MoneyManagementModes> _moneyMode;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;
	private readonly StrategyParam<int> _deviationPoints;
	private readonly StrategyParam<bool> _allowBuyEntries;
	private readonly StrategyParam<bool> _allowSellEntries;
	private readonly StrategyParam<bool> _allowBuyExits;
	private readonly StrategyParam<bool> _allowSellExits;
	private readonly StrategyParam<bool> _useTimeExit;
	private readonly StrategyParam<int> _holdingMinutes;
	private readonly StrategyParam<int> _pipsForEntry;
	private readonly StrategyParam<int> _signalBar;
	private readonly StrategyParam<int> _localTimeZone;
	private readonly StrategyParam<int> _destinationTimeZone;
	private readonly StrategyParam<int> _entryCooldownBars;
	private readonly StrategyParam<DataType> _candleType;

	private DailySessionState _dayState;
	private readonly List<int> _colorHistory = new();
	private decimal? _stopPrice;
	private decimal? _takePrice;
	private DateTimeOffset? _entryTime;
	private decimal _prevClosePrice;
	private int _cooldownRemaining;
	private bool _hasPrevClose;

	/// <summary>
	/// Enumeration matching the money management modes of the original expert.
	/// Currently only the Lot mode is applied; other options are reserved for future extensions.
	/// </summary>
	public enum MoneyManagementModes
	{
		FreeMargin,
		Balance,
		LossFreeMargin,
		LossBalance,
		Lot,
	}

	/// <summary>
	/// Portion of the base strategy volume used for each order.
	/// </summary>
	public decimal MoneyManagement
	{
		get => _moneyManagement.Value;
		set => _moneyManagement.Value = value;
	}

	/// <summary>
	/// Selected money management interpretation.
	/// </summary>
	public MoneyManagementModes MoneyMode
	{
		get => _moneyMode.Value;
		set => _moneyMode.Value = value;
	}

	/// <summary>
	/// Stop loss distance expressed in instrument points.
	/// </summary>
	public int StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take profit distance expressed in instrument points.
	/// </summary>
	public int TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Allowed execution deviation in points (kept for compatibility).
	/// </summary>
	public int DeviationPoints
	{
		get => _deviationPoints.Value;
		set => _deviationPoints.Value = value;
	}

	/// <summary>
	/// Enables long entries when the bullish breakout sequence completes.
	/// </summary>
	public bool AllowBuyEntries
	{
		get => _allowBuyEntries.Value;
		set => _allowBuyEntries.Value = value;
	}

	/// <summary>
	/// Enables short entries when the bearish breakout sequence completes.
	/// </summary>
	public bool AllowSellEntries
	{
		get => _allowSellEntries.Value;
		set => _allowSellEntries.Value = value;
	}

	/// <summary>
	/// Allows closing long positions on bearish Hans colors.
	/// </summary>
	public bool AllowBuyExits
	{
		get => _allowBuyExits.Value;
		set => _allowBuyExits.Value = value;
	}

	/// <summary>
	/// Allows closing short positions on bullish Hans colors.
	/// </summary>
	public bool AllowSellExits
	{
		get => _allowSellExits.Value;
		set => _allowSellExits.Value = value;
	}

	/// <summary>
	/// Enables the time-based exit filter.
	/// </summary>
	public bool UseTimeExit
	{
		get => _useTimeExit.Value;
		set => _useTimeExit.Value = value;
	}

	/// <summary>
	/// Maximum holding time in minutes before the position is liquidated.
	/// </summary>
	public int HoldingMinutes
	{
		get => _holdingMinutes.Value;
		set => _holdingMinutes.Value = value;
	}

	/// <summary>
	/// Number of pips added to the breakout range.
	/// </summary>
	public int PipsForEntry
	{
		get => _pipsForEntry.Value;
		set => _pipsForEntry.Value = value;
	}

	/// <summary>
	/// Number of closed candles used as signal offset.
	/// </summary>
	public int SignalBar
	{
		get => _signalBar.Value;
		set => _signalBar.Value = value;
	}

	/// <summary>
	/// Broker/server time zone in hours.
	/// </summary>
	public int LocalTimeZone
	{
		get => _localTimeZone.Value;
		set => _localTimeZone.Value = value;
	}

	/// <summary>
	/// Destination time zone defining the Hans breakout sessions.
	/// </summary>
	public int DestinationTimeZone
	{
		get => _destinationTimeZone.Value;
		set => _destinationTimeZone.Value = value;
	}

	/// <summary>
	/// Bars to wait after each entry before accepting a new one.
	/// </summary>
	public int EntryCooldownBars
	{
		get => _entryCooldownBars.Value;
		set => _entryCooldownBars.Value = value;
	}

	/// <summary>
	/// Candle series used for indicator calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Maximum number of Hans color samples preserved for decision making.
	/// </summary>
	public int MaxHistory
	{
		get => _maxHistory.Value;
		set => _maxHistory.Value = value;
	}

	/// <summary>
	/// Initialize the strategy parameters with defaults matching the MQL5 inputs.
	/// </summary>
	public ExpHansIndicatorCloudSystemTmPlusStrategy()
	{
		_maxHistory = Param(nameof(MaxHistory), 1024)
			.SetGreaterThanZero()
			.SetDisplay("Max History", "Maximum number of Hans color entries stored", "Indicator");

		_moneyManagement = Param(nameof(MoneyManagement), 0.1m)
		.SetDisplay("Money Management", "Portion of the base volume traded per entry", "Risk");

		_moneyMode = Param(nameof(MoneyMode), MoneyManagementModes.Lot)
		.SetDisplay("Money Mode", "Interpretation of the money management value", "Risk");

		_stopLossPoints = Param(nameof(StopLossPoints), 1000)
		.SetDisplay("Stop Loss (points)", "Distance to the protective stop in points", "Risk")
		.SetNotNegative();

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 2000)
		.SetDisplay("Take Profit (points)", "Distance to the profit target in points", "Risk")
		.SetNotNegative();

		_deviationPoints = Param(nameof(DeviationPoints), 10)
		.SetDisplay("Execution Deviation", "Maximum acceptable slippage in points", "Orders")
		.SetNotNegative();

		_allowBuyEntries = Param(nameof(AllowBuyEntries), true)
		.SetDisplay("Enable Long Entries", "Allow opening long positions", "Signals");

		_allowSellEntries = Param(nameof(AllowSellEntries), true)
		.SetDisplay("Enable Short Entries", "Allow opening short positions", "Signals");

		_allowBuyExits = Param(nameof(AllowBuyExits), true)
		.SetDisplay("Enable Long Exits", "Allow automated long exits", "Signals");

		_allowSellExits = Param(nameof(AllowSellExits), true)
		.SetDisplay("Enable Short Exits", "Allow automated short exits", "Signals");

		_useTimeExit = Param(nameof(UseTimeExit), true)
		.SetDisplay("Use Time Exit", "Close positions after the holding period", "Risk");

		_holdingMinutes = Param(nameof(HoldingMinutes), 1500)
		.SetDisplay("Holding Minutes", "Maximum position lifetime in minutes", "Risk")
		.SetNotNegative();

		_pipsForEntry = Param(nameof(PipsForEntry), 5)
		.SetDisplay("Pips For Entry", "Offset added above/below the breakout range", "Indicator")
		.SetNotNegative();

		_signalBar = Param(nameof(SignalBar), 1)
		.SetDisplay("Signal Bar", "Closed candle offset used for signals", "Indicator")
		.SetNotNegative();

		_localTimeZone = Param(nameof(LocalTimeZone), 0)
		.SetDisplay("Local Time Zone", "Broker/server time zone", "Indicator");

		_destinationTimeZone = Param(nameof(DestinationTimeZone), 0)
		.SetDisplay("Destination Time Zone", "Target time zone for sessions", "Indicator");

		_entryCooldownBars = Param(nameof(EntryCooldownBars), 10)
			.SetDisplay("Entry Cooldown", "Bars to wait after an entry signal", "Risk")
			.SetGreaterThanZero();

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
		.SetDisplay("Candle Type", "Time frame used for Hans calculations", "Data");
	}

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

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

		_colorHistory.Clear();
		_dayState = null;
		_prevClosePrice = 0m;
		_cooldownRemaining = 0;
		_hasPrevClose = false;
		ResetPositionState();
	}

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

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

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

		if (Position == 0 && (_entryTime.HasValue || _stopPrice.HasValue || _takePrice.HasValue))
		ResetPositionState();

		if (_cooldownRemaining > 0)
			_cooldownRemaining--;

		UpdateDailyState(candle);

		var color = CalculateColor(candle);
		_colorHistory.Add(color);
		TrimHistory();

		var offset = Math.Max(1, SignalBar);
		if (_colorHistory.Count <= offset)
		return;

		var currentIndex = _colorHistory.Count - offset;
		if (currentIndex >= _colorHistory.Count)
		return;

		var currentColor = _colorHistory[currentIndex];
		var hasBands = TryGetActiveBands(out var upper, out var lower);
		var buyEntrySignal = false;
		var sellEntrySignal = false;

		if (hasBands && _hasPrevClose)
		{
			buyEntrySignal = AllowBuyEntries && _prevClosePrice <= upper && candle.ClosePrice > upper;
			sellEntrySignal = AllowSellEntries && _prevClosePrice >= lower && candle.ClosePrice < lower;
		}

		var buyExitSignal = AllowBuyExits && (IsLowerBreakout(currentColor) || (hasBands && candle.ClosePrice < lower));
		var sellExitSignal = AllowSellExits && (IsUpperBreakout(currentColor) || (hasBands && candle.ClosePrice > upper));

		if (Position > 0)
		{
			var exitByTime = UseTimeExit && HoldingMinutes > 0 && _entryTime.HasValue && candle.CloseTime - _entryTime.Value >= TimeSpan.FromMinutes(HoldingMinutes);
			var exitByStop = _stopPrice.HasValue && candle.LowPrice <= _stopPrice.Value;
			var exitByTarget = _takePrice.HasValue && candle.HighPrice >= _takePrice.Value;
			if (exitByTime || buyExitSignal || exitByStop || exitByTarget)
			{
				CloseLong();
			}
		}
		else if (Position < 0)
		{
			var exitByTime = UseTimeExit && HoldingMinutes > 0 && _entryTime.HasValue && candle.CloseTime - _entryTime.Value >= TimeSpan.FromMinutes(HoldingMinutes);
			var exitByStop = _stopPrice.HasValue && candle.HighPrice >= _stopPrice.Value;
			var exitByTarget = _takePrice.HasValue && candle.LowPrice <= _takePrice.Value;
			if (exitByTime || sellExitSignal || exitByStop || exitByTarget)
			{
				CloseShort();
			}
		}

		_prevClosePrice = candle.ClosePrice;
		_hasPrevClose = true;

		if (_cooldownRemaining > 0)
			return;

		if (_dayState != null && _dayState.EntryTaken)
			return;

		if (buyEntrySignal && Position <= 0)
		{
			EnterLong(candle);
		}
		else if (sellEntrySignal && Position >= 0)
		{
			EnterShort(candle);
		}
	}

	private void EnterLong(ICandleMessage candle)
	{
		var volume = GetOrderVolume();
		if (volume <= 0)
		return;

		var existingShort = Position < 0 ? Math.Abs(Position) : 0m;
		var totalVolume = volume + existingShort;
		if (totalVolume <= 0)
		return;

		BuyMarket(totalVolume);
		_cooldownRemaining = EntryCooldownBars;
		_dayState!.EntryTaken = true;

		_entryTime = candle.CloseTime != default ? candle.CloseTime : candle.OpenTime;

		var pipSize = GetPipSize();
		if (pipSize <= 0)
		{
			_stopPrice = null;
			_takePrice = null;
			return;
		}

		_stopPrice = StopLossPoints > 0 ? candle.ClosePrice - pipSize * StopLossPoints : null;
		_takePrice = TakeProfitPoints > 0 ? candle.ClosePrice + pipSize * TakeProfitPoints : null;
	}

	private void EnterShort(ICandleMessage candle)
	{
		var volume = GetOrderVolume();
		if (volume <= 0)
		return;

		var existingLong = Position > 0 ? Math.Abs(Position) : 0m;
		var totalVolume = volume + existingLong;
		if (totalVolume <= 0)
		return;

		SellMarket(totalVolume);
		_cooldownRemaining = EntryCooldownBars;
		_dayState!.EntryTaken = true;

		_entryTime = candle.CloseTime != default ? candle.CloseTime : candle.OpenTime;

		var pipSize = GetPipSize();
		if (pipSize <= 0)
		{
			_stopPrice = null;
			_takePrice = null;
			return;
		}

		_stopPrice = StopLossPoints > 0 ? candle.ClosePrice + pipSize * StopLossPoints : null;
		_takePrice = TakeProfitPoints > 0 ? candle.ClosePrice - pipSize * TakeProfitPoints : null;
	}

	private void CloseLong()
	{
		var volume = Math.Abs(Position);
		if (volume <= 0)
		return;

		SellMarket(volume);
		ResetPositionState();
	}

	private void CloseShort()
	{
		var volume = Math.Abs(Position);
		if (volume <= 0)
		return;

		BuyMarket(volume);
		ResetPositionState();
	}

	private void UpdateDailyState(ICandleMessage candle)
	{
		var destOpen = ToDestinationTime(candle.OpenTime);
		var date = destOpen.Date;

		if (_dayState == null || _dayState.Date != date)
		{
			_dayState = new DailySessionState { Date = date };
		}

		var state = _dayState;
		var timeOfDay = destOpen.TimeOfDay;

		if (timeOfDay >= Session1Start && timeOfDay < Session1End)
		{
			UpdateSessionRange(state, candle.HighPrice, candle.LowPrice, true);
			state.Session1Completed = false;
		}
		else if (timeOfDay >= Session1End && timeOfDay < Session2End)
		{
			if (!state.Session1Completed && state.Session1High.HasValue && state.Session1Low.HasValue)
			state.Session1Completed = true;

			UpdateSessionRange(state, candle.HighPrice, candle.LowPrice, false);
			state.Session2Completed = false;
		}
		else
		{
			if (!state.Session1Completed && state.Session1High.HasValue && state.Session1Low.HasValue)
			state.Session1Completed = true;

			if (!state.Session2Completed && state.Session2High.HasValue && state.Session2Low.HasValue)
			state.Session2Completed = true;
		}
	}

	private int CalculateColor(ICandleMessage candle)
	{
		if (!TryGetActiveBands(out var upper, out var lower))
		return 2;

		if (candle.ClosePrice > upper)
		return candle.ClosePrice >= candle.OpenPrice ? 0 : 1;

		if (candle.ClosePrice < lower)
		return candle.ClosePrice <= candle.OpenPrice ? 4 : 3;

		return 2;
	}

	private bool TryGetActiveBands(out decimal upper, out decimal lower)
	{
		upper = 0m;
		lower = 0m;

		var pipSize = GetPipSize();
		if (pipSize <= 0)
		return false;

		if (_dayState == null)
		return false;

		if (_dayState.Session2Completed && _dayState.Session2High.HasValue && _dayState.Session2Low.HasValue)
		{
			upper = _dayState.Session2High.Value + pipSize * PipsForEntry;
			lower = _dayState.Session2Low.Value - pipSize * PipsForEntry;
			return true;
		}

		if (_dayState.Session1Completed && _dayState.Session1High.HasValue && _dayState.Session1Low.HasValue)
		{
			upper = _dayState.Session1High.Value + pipSize * PipsForEntry;
			lower = _dayState.Session1Low.Value - pipSize * PipsForEntry;
			return true;
		}

		return false;
	}

	private void UpdateSessionRange(DailySessionState state, decimal high, decimal low, bool isFirstSession)
	{
		if (isFirstSession)
		{
			state.Session1High = state.Session1High.HasValue ? Math.Max(state.Session1High.Value, high) : high;
			state.Session1Low = state.Session1Low.HasValue ? Math.Min(state.Session1Low.Value, low) : low;
		}
		else
		{
			state.Session2High = state.Session2High.HasValue ? Math.Max(state.Session2High.Value, high) : high;
			state.Session2Low = state.Session2Low.HasValue ? Math.Min(state.Session2Low.Value, low) : low;
		}
	}

	private decimal GetOrderVolume()
	{
		var step = Security?.VolumeStep ?? 1m;
		if (step <= 0)
		step = 1m;

		var baseVolume = Volume * MoneyManagement;
		if (baseVolume <= 0)
		baseVolume = Volume;

		var normalized = Math.Round(baseVolume / step) * step;
		if (normalized <= 0)
		normalized = step;

		return normalized;
	}

	private decimal GetPipSize()
	{
		if (Security?.PriceStep is decimal step && step > 0m)
		{
			var decimals = Security.Decimals;
			if (decimals == 3 || decimals == 5)
			return step * 10m;

			return step;
		}

		return 0.01m;
	}

	private void ResetPositionState()
	{
		_entryTime = null;
		_stopPrice = null;
		_takePrice = null;
	}

	private void TrimHistory()
	{
		if (_colorHistory.Count <= MaxHistory)
		return;

		var excess = _colorHistory.Count - MaxHistory;
		_colorHistory.RemoveRange(0, excess);
	}

	private DateTimeOffset ToDestinationTime(DateTimeOffset time)
	{
		var shift = TimeSpan.FromHours(LocalTimeZone - DestinationTimeZone);
		return time - shift;
	}

	private static bool IsUpperBreakout(int? color) => color is 0 or 1;

	private static bool IsLowerBreakout(int? color) => color is 3 or 4;

	private sealed class DailySessionState
	{
		public DateTime Date { get; set; }
		public decimal? Session1High { get; set; }
		public decimal? Session1Low { get; set; }
		public decimal? Session2High { get; set; }
		public decimal? Session2Low { get; set; }
		public bool Session1Completed { get; set; }
		public bool Session2Completed { get; set; }
		public bool EntryTaken { get; set; }
	}
}