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EMA Cross Contest Hedged Strategy

This strategy reproduces the MetaTrader expert advisor EMA_CROSS_CONTEST_HEDGED inside StockSharp. The robot looks for a bullish/bearish crossover between a fast and a slow exponential moving average (EMA) and optionally checks the MACD histogram as a trend confirmation. When a signal appears, the strategy immediately opens a market position and places a ladder of stop orders that hedge the trade by adding more exposure if price keeps trending.

Trading Logic

  • Calculate a short EMA and a long EMA on the configured candle series. Signals can be taken either from the previous completed bar (default) or from the current bar once the candle closes.
  • Detect a bullish crossover when the short EMA rises above the long EMA and a bearish crossover when it falls below the long EMA.
  • Optionally require the MACD line to be above zero for long trades and below zero for short trades, replicating the MQL filter.
  • When the bullish condition is satisfied, buy at market, attach stop-loss and take-profit targets, and queue four buy-stop pending orders spaced by the hedge distance.
  • When the bearish condition is satisfied, sell at market, attach risk targets, and queue four sell-stop pending orders below price.
  • Pending orders are cancelled after their expiration time if they are not triggered.
  • Trailing stops tighten as open profits grow, and opposite crossovers can force early exits when Use Close is enabled.

Parameters

  • Candle Type – timeframe used for all calculations.
  • Order Volume – trade volume for the initial position and each hedge order.
  • Take Profit (pips) – take-profit distance in pips.
  • Stop Loss (pips) – stop-loss distance in pips.
  • Trailing Stop (pips) – trailing stop distance (0 disables trailing).
  • Hedge Level (pips) – spacing between the hedging pending orders.
  • Use Close – close existing positions when an opposite crossover happens.
  • Use MACD – require MACD confirmation for trade entries.
  • Expiration (s) – lifetime for pending hedge orders.
  • Short EMA – length of the fast EMA.
  • Long EMA – length of the slow EMA (must be greater than the fast EMA).
  • Signal Bar – choose whether to evaluate signals on the current bar (0) or the previous bar (1).

Notes

  • All comments in the code are provided in English as requested.
  • The pending hedge structure follows the behaviour from the original MQL expert advisor, placing four orders at equal distance steps.
  • Price conversions from pips take the symbol’s PriceStep and Decimals into account to match MetaTrader point calculations.
using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// EMA Cross Contest strategy - dual EMA crossover.
/// Buys when short EMA crosses above long EMA.
/// Sells when short EMA crosses below long EMA.
/// </summary>
public class EmaCrossContestHedgedLadderStrategy : Strategy
{
	private readonly StrategyParam<int> _shortPeriod;
	private readonly StrategyParam<int> _longPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevShort;
	private decimal _prevLong;
	private bool _hasPrev;

	public int ShortPeriod { get => _shortPeriod.Value; set => _shortPeriod.Value = value; }
	public int LongPeriod { get => _longPeriod.Value; set => _longPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public EmaCrossContestHedgedLadderStrategy()
	{
		_shortPeriod = Param(nameof(ShortPeriod), 9)
			.SetDisplay("Short EMA", "Short EMA period", "Indicators");

		_longPeriod = Param(nameof(LongPeriod), 21)
			.SetDisplay("Long EMA", "Long EMA period", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities() => [(Security, CandleType)];
	protected override void OnReseted() { base.OnReseted(); _prevShort = 0m; _prevLong = 0m; _hasPrev = false; }

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_hasPrev = false;

		var shortEma = new ExponentialMovingAverage { Length = ShortPeriod };
		var longEma = new ExponentialMovingAverage { Length = LongPeriod };

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

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

		if (!_hasPrev)
		{
			_prevShort = shortEma;
			_prevLong = longEma;
			_hasPrev = true;
			return;
		}

		if (_prevShort <= _prevLong && shortEma > longEma && Position <= 0)
		{
			if (Position < 0)
				BuyMarket();
			BuyMarket();
		}
		else if (_prevShort >= _prevLong && shortEma < longEma && Position >= 0)
		{
			if (Position > 0)
				SellMarket();
			SellMarket();
		}

		_prevShort = shortEma;
		_prevLong = longEma;
	}
}