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Plan X Strategy

Overview

The Plan X strategy is a breakout system converted from the original MetaTrader 5 expert advisor. It evaluates the close of each finished candle against a reference candle shifted by a configurable number of bars. When the most recent close exceeds the reference close by a specified channel height, the strategy opens a position in the breakout direction. Optional signal reversal allows trading breakouts in the opposite direction.

The implementation uses StockSharp's high-level API. It supports adjustable stop-loss, take-profit, trailing stop logic and a trading session filter.

How it works

  1. Candle processing – the strategy subscribes to the configured candle type and processes only finished candles. A short history of closes is maintained to compare the latest value with a shifted reference bar.
  2. Breakout detection – if the latest close is higher than the reference close by more than the channel height, a long signal is produced. If it is lower by the same amount, a short signal is generated. When the reversal flag is enabled, the signals are flipped.
  3. Order execution – the strategy uses market orders. When reversing from an opposite position, the order volume automatically includes the absolute value of the current position to flatten and re-enter in a single operation.
  4. Risk management – stop-loss and take-profit levels are set immediately after entry. A trailing stop can replace the original stop when price moves favorably by more than the trailing distance plus the trailing step.
  5. Time filter – trading can be limited to a start and end hour. If the start hour is greater than the end hour, the window is treated as crossing midnight.

Parameters

Parameter Description
Stop Loss (pips) Protective stop distance in pips, converted to price units based on the security price step.
Take Profit (pips) Target distance in pips.
Trailing Stop (pips) Distance between price and the trailing stop. Set to zero to disable trailing.
Trailing Step (pips) Additional profit required before the trailing stop is advanced. Must be positive when trailing is enabled.
Channel Height (pips) Breakout threshold expressed in pips.
Candle Shift Number of bars between the latest close and the reference candle.
Use Time Control Enables or disables the trading session filter.
Start Hour First hour (0–23) when trading is allowed.
End Hour Final hour (0–23) when trading is allowed.
Reverse Signals Flips the breakout direction.
Order Volume Market order size expressed in lots/contracts.
Candle Type Data type of candles used for analysis.

Signal logic

  • Long entry – latest close ≥ reference close + channel height, reversal disabled.
  • Short entry – latest close ≤ reference close − channel height, reversal disabled.
  • When reversal is enabled, the logic swaps the long and short conditions.

Trailing stop logic

  • The trailing stop activates when the favorable move exceeds Trailing Stop + Trailing Step in price terms.
  • For long positions the stop is moved to high − Trailing Stop if the new value is higher than the existing stop.
  • For short positions the stop is moved to low + Trailing Stop if the new value is lower than the existing stop.

Additional notes

  • The pip size calculation emulates the MQL version by multiplying the price step by 10 for 3- or 5-decimal instruments.
  • Trading outside the permitted session skips new entries but still manages open positions.
  • The strategy calls StartProtection() once during startup to enable built-in portfolio protection services.
using System;
using System.Collections.Generic;

using Ecng.Common;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

public class PlanXStrategy : Strategy
{
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;

	private ExponentialMovingAverage _fast;
	private ExponentialMovingAverage _slow;

	private decimal _prevFast;
	private decimal _prevSlow;
	private decimal _entryPrice;
	private int _cooldown;

	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }
	public int StopLossPoints { get => _stopLossPoints.Value; set => _stopLossPoints.Value = value; }
	public int TakeProfitPoints { get => _takeProfitPoints.Value; set => _takeProfitPoints.Value = value; }

	public PlanXStrategy()
	{
		_fastPeriod = Param(nameof(FastPeriod), 14).SetGreaterThanZero().SetDisplay("Fast Period", "Fast EMA period", "Indicator");
		_slowPeriod = Param(nameof(SlowPeriod), 50).SetGreaterThanZero().SetDisplay("Slow Period", "Slow EMA period", "Indicator");
		_stopLossPoints = Param(nameof(StopLossPoints), 200).SetNotNegative().SetDisplay("Stop Loss", "Stop-loss in price steps", "Risk");
		_takeProfitPoints = Param(nameof(TakeProfitPoints), 400).SetNotNegative().SetDisplay("Take Profit", "Take-profit in price steps", "Risk");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		yield return (Security, TimeSpan.FromMinutes(5).TimeFrame());
	}

	protected override void OnReseted()
	{
		base.OnReseted();
		_fast = null; _slow = null;
		_prevFast = 0; _prevSlow = 0; _entryPrice = 0; _cooldown = 0;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_fast = new ExponentialMovingAverage { Length = FastPeriod };
		_slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var subscription = SubscribeCandles(TimeSpan.FromMinutes(5).TimeFrame());
		subscription.Bind(_fast, _slow, ProcessCandle);
		subscription.Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal fastValue, decimal slowValue)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!_fast.IsFormed || !_slow.IsFormed) { _prevFast = fastValue; _prevSlow = slowValue; return; }
		if (_cooldown > 0) { _cooldown--; _prevFast = fastValue; _prevSlow = slowValue; return; }

		var close = candle.ClosePrice;
		var step = Security?.PriceStep ?? 1m;

		if (Position > 0 && _entryPrice > 0)
		{
			if (StopLossPoints > 0 && close <= _entryPrice - StopLossPoints * step) { SellMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
			if (TakeProfitPoints > 0 && close >= _entryPrice + TakeProfitPoints * step) { SellMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
		}
		else if (Position < 0 && _entryPrice > 0)
		{
			if (StopLossPoints > 0 && close >= _entryPrice + StopLossPoints * step) { BuyMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
			if (TakeProfitPoints > 0 && close <= _entryPrice - TakeProfitPoints * step) { BuyMarket(); _entryPrice = 0; _cooldown = 100; _prevFast = fastValue; _prevSlow = slowValue; return; }
		}

		if (_prevFast <= _prevSlow && fastValue > slowValue && Position <= 0)
		{ if (Position < 0) BuyMarket(); BuyMarket(); _entryPrice = close; _cooldown = 100; }
		else if (_prevFast >= _prevSlow && fastValue < slowValue && Position >= 0)
		{ if (Position > 0) SellMarket(); SellMarket(); _entryPrice = close; _cooldown = 100; }

		_prevFast = fastValue; _prevSlow = slowValue;
	}
}