MasterExitPlanStrategy reproduces the risk-management logic of the MetaTrader expert advisor "Master Exit Plan" using StockSharp's high-level API. The strategy does not open new trades. Instead it supervises existing exposure, applies a combination of hidden and visible stop rules, trails pending orders and closes everything once equity reaches a configured profit target.
The implementation subscribes to one-minute candles to emulate the iOpen(symbol, PERIOD_M1, 1) calls from the original script. All timers are driven by the strategy scheduler and evaluated every second, matching the behaviour of the MetaTrader EventSetTimer(1) loop.
Features
Equity target exit – closes all positions when portfolio equity gains reach the configured percentage.
Static and dynamic stop levels – monitors both stop distances from the entry price and minute-based dynamic anchors.
Hidden stop handling – executes protective exits internally instead of relying on exchange orders.
Trailing stop module – activates after a minimum money gain and trails the stop with spread compensation.
Pending order trailing – automatically re-registers buy-stop and sell-stop orders so they follow the market.
Parameters
Name
Description
Default
EnableTargetEquity
Enable equity target liquidation.
false
TargetEquityPercent
Percentage of current balance used as the target.
1
EnableStopLoss
Activate static broker-style stop-loss.
false
StopLossPoints
Static stop distance (MetaTrader points).
2000
EnableDynamicStopLoss
Tie the hard stop to the previous minute open.
false
DynamicStopLossPoints
Dynamic stop distance (points).
2000
EnableHiddenStopLoss
Enable hidden static stop-loss.
false
HiddenStopLossPoints
Hidden static stop distance (points).
800
EnableHiddenDynamicStopLoss
Enable hidden dynamic stop based on the minute open.
Minimum profit in % of balance before trailing activates.
0.2
SureProfitPoints
Extra points that must be secured before arming the trailing stop.
30
EnableTrailPendingOrders
Enable trailing of active stop orders (entries).
false
TrailPendingOrderPoints
Offset in points for trailing pending stop orders.
10
Usage Notes
Attach the strategy to a security that is already managed by another entry module or manual orders. Set Volume according to the contracts you need to close when flattening.
Provide a portfolio that reports Portfolio.CurrentValue. The strategy uses this value to approximate AccountBalance and AccountEquity from MetaTrader. If the value is missing, the equity target logic stays idle.
The strategy evaluates best bid/ask quotes when checking stop conditions. Ensure level1 data is available so spread-aware calculations are meaningful.
Hidden stops and trailing exits are implemented as software-managed market orders. Broker-side stop orders are not created; the behaviour mirrors the "hidden" nature of the original EA.
Differences from the MQL Version
Stop levels are enforced by issuing market orders when thresholds are breached. The original EA modified the OrderStopLoss field; StockSharp uses active monitoring instead.
Dynamic stop calculations rely on the last completed one-minute candle delivered through SubscribeCandles. If this subscription is missing, dynamic rules stay disabled.
Pending order trailing ignores protective stop orders created by other strategies because MasterExitPlanStrategy itself does not register them.
Equity checks use Portfolio.CurrentValue (fallback to Portfolio.BeginValue) instead of AccountBalance/AccountEquity.
Testing
The strategy contains no automated tests. Use StockSharp's tester with historical data to verify behaviour on your instruments before deploying to production.
namespace StockSharp.Samples.Strategies;
using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;
/// <summary>
/// Master Exit Plan strategy: EMA trend following with ATR-based trailing stop exit.
/// Enters on EMA crossover, exits when price retraces by ATR multiple.
/// </summary>
public class MasterExitPlanStrategy : Strategy
{
private readonly StrategyParam<DataType> _candleType;
private readonly StrategyParam<int> _fastPeriod;
private readonly StrategyParam<int> _slowPeriod;
private readonly StrategyParam<int> _atrPeriod;
private readonly StrategyParam<decimal> _atrMultiplier;
private decimal _entryPrice;
private decimal _trailStop;
private bool _wasBullish;
private bool _hasTrendState;
public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }
public int AtrPeriod { get => _atrPeriod.Value; set => _atrPeriod.Value = value; }
public decimal AtrMultiplier { get => _atrMultiplier.Value; set => _atrMultiplier.Value = value; }
public MasterExitPlanStrategy()
{
_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
.SetDisplay("Candle Type", "Candle timeframe", "General");
_fastPeriod = Param(nameof(FastPeriod), 20)
.SetGreaterThanZero()
.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");
_slowPeriod = Param(nameof(SlowPeriod), 60)
.SetGreaterThanZero()
.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");
_atrPeriod = Param(nameof(AtrPeriod), 14)
.SetGreaterThanZero()
.SetDisplay("ATR Period", "ATR period for trailing stop", "Risk");
_atrMultiplier = Param(nameof(AtrMultiplier), 3m)
.SetDisplay("ATR Multiplier", "ATR multiplier for trailing distance", "Risk");
}
/// <inheritdoc />
protected override void OnReseted()
{
base.OnReseted();
_entryPrice = 0;
_trailStop = 0;
_wasBullish = false;
_hasTrendState = false;
}
/// <inheritdoc />
protected override void OnStarted2(DateTime time)
{
base.OnStarted2(time);
_entryPrice = 0;
_trailStop = 0;
_wasBullish = false;
_hasTrendState = false;
var fastEma = new ExponentialMovingAverage { Length = FastPeriod };
var slowEma = new ExponentialMovingAverage { Length = SlowPeriod };
var subscription = SubscribeCandles(CandleType);
subscription.Bind(fastEma, slowEma, ProcessCandle).Start();
}
private void ProcessCandle(ICandleMessage candle, decimal fastValue, decimal slowValue)
{
if (candle.State != CandleStates.Finished) return;
var close = candle.ClosePrice;
var range = candle.HighPrice - candle.LowPrice;
if (range <= 0) return;
var trailDist = range * AtrMultiplier;
var isBullish = fastValue > slowValue;
var crossedUp = _hasTrendState && !_wasBullish && isBullish;
var crossedDown = _hasTrendState && _wasBullish && !isBullish;
if (Position > 0)
{
var newStop = close - trailDist;
if (newStop > _trailStop)
_trailStop = newStop;
if (close < _trailStop)
{
SellMarket();
_trailStop = 0;
_entryPrice = 0;
_wasBullish = isBullish;
_hasTrendState = true;
return;
}
else if (crossedDown)
{
SellMarket();
_trailStop = 0;
_entryPrice = 0;
_wasBullish = isBullish;
_hasTrendState = true;
return;
}
}
else if (Position < 0)
{
var newStop = close + trailDist;
if (_trailStop == 0 || newStop < _trailStop)
_trailStop = newStop;
if (close > _trailStop)
{
BuyMarket();
_trailStop = 0;
_entryPrice = 0;
_wasBullish = isBullish;
_hasTrendState = true;
return;
}
else if (crossedUp)
{
BuyMarket();
_trailStop = 0;
_entryPrice = 0;
_wasBullish = isBullish;
_hasTrendState = true;
return;
}
}
if (Position == 0)
{
if (crossedUp)
{
BuyMarket();
_entryPrice = close;
_trailStop = close - trailDist;
}
else if (crossedDown)
{
SellMarket();
_entryPrice = close;
_trailStop = close + trailDist;
}
}
_wasBullish = isBullish;
_hasTrendState = true;
}
}