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C Factor HLH4 Buy Only Strategy

This strategy is a C# translation of the original MQL expert advisor C_Factor_HLH4_buy_only. It demonstrates how to port MetaTrader strategies to the StockSharp high-level API.

Strategy Logic

  • Uses four-hour time frame candles.
  • Opens a long position when the current candle closes above the previous candle's high.
  • Exits the long position when the close price:
    • exceeds the previous candle's low by 100 ticks, or
    • falls below the previous candle's high by 20 ticks.
  • Risk management is handled with configurable stop-loss and take-profit distances.
  • Order volume is calculated from the percentage of account equity risked per trade.

Parameters

Name Description
StopLoss Distance in ticks for the protective stop.
TakeProfit Distance in ticks for the profit target.
RiskPercent Percent of account equity risked on each trade.
CandleType Candle type and timeframe for analysis (default: 4-hour candles).

Notes

The strategy is long-only and designed for educational purposes. Adjust parameters and risk settings before using it in live trading.

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;

/// <summary>
/// C Factor HLH4 buy-only strategy.
/// Buys when close breaks above previous high, sells on EMA cross.
/// </summary>
public class CFactorHlh4BuyOnlyStrategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevHigh;
	private decimal _prevLow;
	private bool _hasPrev;

	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public CFactorHlh4BuyOnlyStrategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA period for trend filter", "Indicators");

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

	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
		=> [(Security, CandleType)];

	protected override void OnReseted()
	{
		base.OnReseted();
		_prevHigh = 0;
		_prevLow = 0;
		_hasPrev = false;
	}

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

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };

		SubscribeCandles(CandleType)
			.Bind(ema, ProcessCandle)
			.Start();
	}

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

		if (!_hasPrev)
		{
			_prevHigh = candle.HighPrice;
			_prevLow = candle.LowPrice;
			_hasPrev = true;
			return;
		}

		var close = candle.ClosePrice;

		if (close > _prevHigh && Position <= 0 && close > emaVal)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
		}
		else if (close < _prevLow && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
		}

		_prevHigh = candle.HighPrice;
		_prevLow = candle.LowPrice;
	}
}