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Killer Sell 2.0 (C#)

Overview

Killer Sell 2.0 is a short-only MetaTrader 4 expert advisor that times entries after extended overbought readings and locks in profits when momentum swings into oversold territory. This port rewrites the original logic on top of the StockSharp high-level strategy API. All indicator processing is event driven through SubscribeCandles().BindEx(...), and money-management rules are encapsulated inside the strategy class.

Trading logic

The converted logic follows the original signal chain while using the net position model of StockSharp. Every completed candle of the configured timeframe executes the following steps:

  1. Data preparation. The strategy updates a MACD (12/120/9), Williams %R (period 350 for both filters) and two Stochastic oscillators (10/1/3 for entry, 90/7/1 for exits). Indicator values are consumed only when the new bar is finished and the inputs are fully formed.
  2. Entry filter. A short setup is valid when all conditions below are met:
    • Williams %R rises above −10, signalling an overbought market.
    • The MACD main line is greater than 0.0014.
    • The entry Stochastic %K crosses below the configurable entry level (default 90). Cross detection is performed on consecutive %K readings.
  3. Order placement. Once the filters align, the strategy sends a market sell using the current martingale lot size. Orders inherit a take-profit set N pips away (default 100 pips) via StartProtection.
  4. Exit management. While a short exposure exists, the strategy computes the arithmetic mean of the open tickets' profit in pips. Depending on momentum:
    • If the average profit is below 10 pips and Williams %R falls under −80, all shorts are closed immediately.
    • If the average profit is above 15 pips and the exit Stochastic %K drops under 12, the position is closed to secure the gain.

Money management

Killer Sell 2.0 uses a martingale ladder similar to the original EA. The StockSharp implementation keeps an internal list of open short lots in order to mimic the per-ticket calculations from MetaTrader:

  • The first trade uses InitialVolume (default 0.05 lots).
  • After a profitable or breakeven cycle the volume resets to the initial lot size.
  • After a losing cycle the next order is multiplied by MartingaleMultiplier (default ×1.2). A safety cap MaxVolume prevents uncontrolled growth.

The helper also tracks realized PnL on fills to decide whether the previous cycle was profitable.

Parameters

Parameter Description
CandleType Primary timeframe that feeds every indicator.
EntryWprPeriod / ExitWprPeriod Williams %R lengths for entry and exit confirmations.
MacdFastPeriod / MacdSlowPeriod / MacdSignalPeriod MACD configuration.
MacdThreshold Minimum MACD main-line value required for a sell.
StochasticEntryKPeriod, StochasticEntryDPeriod, StochasticEntrySlow Entry Stochastic parameters.
EntryStochasticLevel Level that %K must cross from above to validate a signal.
StochasticExitKPeriod, StochasticExitDPeriod, StochasticExitSlow Exit Stochastic parameters.
ExitStochasticLevel Oversold bound checked before locking profits.
EntryWprThreshold / ExitWprThreshold Williams %R thresholds for entries/exits.
LossExitPips / ProfitExitPips Average profit bounds (in pips) controlling defensive and target exits.
TakeProfitPips Protective take profit assigned to each sell order.
InitialVolume First martingale step volume.
MartingaleMultiplier Factor applied after losses.
MaxVolume Absolute cap applied to the next lot size.

Conversion notes

  • MetaTrader keeps individual tickets; StockSharp works with a net position. The strategy therefore stores every filled short (volume + price) to reproduce average-profit calculations and to evaluate martingale resets.
  • The MT4 "martingale" block exposed many additional modes (fixed, percent risk, 1326, Fibonacci, etc.). The original configuration used the simple martingale branch; only that behaviour is replicated here.
  • Emergency stop loss was disabled in the source project. The port mirrors that setup by only attaching a take-profit and handling other exits internally.

Usage tips

  1. Attach the strategy to a portfolio and security, then set the same timeframe used in the MT4 backtests (the defaults assume H1).
  2. Ensure that market data delivers completed candles; indicators rely on CandleStates.Finished events.
  3. Review account leverage and permissible lot sizes. The default martingale cap (5 lots) should be adjusted to your broker requirements.
  4. Backtest thoroughly—martingale strategies amplify risk when markets trend strongly against the short bias.
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 KillerSell20Strategy : 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 KillerSell20Strategy()
	{
		_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;
	}
}