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フラクタル加重オシレーター戦略

概要

この戦略は、4つのオシレーター（RSI、Money Flow Index、Williams %R、DeMarker）を単一の平滑化された複合シグナルに集約することで「Exp_Fractal_WeightOscillator」エキスパートアドバイザーを再現します。オシレーターは2つの水平レベル（HighLevel/LowLevel）と比較され、トレンドフォローまたはカウンタートレンドモードでロングまたはショート取引を発動します。すべての計算は選択されたローソク足時間軸で実行され、標準のStockSharp高レベルAPIを使用します。

インジケータースタック

  • 相対力指数（RSI） – 設定された価格ソースに適用。
  • Money Flow Index – 選択された適用価格とローソク足ボリュームから計算。
  • Williams %R – ローソク足の高値/安値/終値から計算。
  • DeMarker – 単純平均スムーザーを使用してローソク足の高値と安値から再構成。
  • 移動平均スムーザー – 加重合計のオプションの後処理（SMA、EMA、SMMA、またはLWMA）。

複合オシレーター値は4つのコンポーネントの加重平均です。HighLevelとLowLevelは買われすぎ/売られすぎゾーンを定義します。SignalBarはクロスオーバーを探す際に検査される完成したバーの数を制御し、最新の完成したローソク足に対して実行を遅延させることができます。

トレードロジック

TrendMode = Direct

  • ロングエントリー / ショートエグジット – オシレーターがLowLevelより上からLowLevel以下に下落したとき（BuyOpenEnabledとSellCloseEnabledがtrueでなければならない）。
  • ショートエントリー / ロングエグジット – オシレーターがHighLevelより下からHighLevel以上に上昇したとき（SellOpenEnabledとBuyCloseEnabledがtrueでなければならない）。

TrendMode = Counter

  • ロングエントリー / ショートエグジット – HighLevelの上方ブレイクによって発動。
  • ショートエントリー / ロングエグジット – LowLevelの下方ブレイクによって発動。

シグナルはSignalBarで指定されたバーで評価されます。ポジション反転は既存のエクスポージャーを無効にするためにボリューム + |ポジション|を使用します。

リスク管理

新しいポジションが開かれると、戦略はStopLossPointsとTakeProfitPointsを使用して固定価格のストップロスとテイクプロフィットレベルを計算します。値はインストゥルメントのMinPriceStepで乗算されます。完成した各ローソク足で安値/高値がこれらのターゲットに対してチェックされます。ヒットした場合、ポジションはすぐに閉じられ、内部リスクトラッカーがリセットされます。

パラメーター

名前 説明
TrendMode ダイレクト（トレンドフォロー）またはカウンタートレンド動作を選択。
SignalBar シグナル評価に使用される閉じたバーの数（後ろ向き）。
Period RSI、MFI、Williams %R、DeMarkerのベース長。
SmoothingLength 移動平均スムーザーのウィンドウ。
SmoothingMethod 移動平均のタイプ（None、Sma、Ema、Smma、Lwma）。
RsiPrice、MfiPrice コンポーネントオシレーターで使用される適用価格ソース。
MfiVolume MFIのボリュームタイプ（tickとrealの両方がローソク足ボリュームを使用）。
RsiWeight、MfiWeight、WprWeight、DeMarkerWeight 複合オシレーターでの相対的な重み。
HighLevel、LowLevel レベルクロスのための上限と下限のしきい値。
BuyOpenEnabled、SellOpenEnabled ロングまたはショートエントリーを有効化。
BuyCloseEnabled、SellCloseEnabled 反対のシグナルで既存のポジションをクローズすることを許可。
StopLossPoints、TakeProfitPoints 価格ステップでの保護距離（0でレベルを無効化）。
CandleType 戦略に渡されるローソク足の時間軸。
Volume (戦略プロパティ) エントリーに使用する取引サイズ（ポジション反転は絶対ポジションを追加）。

使用上の注意

  • SignalBar = 1は最後に完全に閉じたバーを使用することでオリジナルエキスパートの動作を再現します。値を増やすと、追加のバーだけ反応が遅延します。
  • SmoothingMethodは平滑化をオフにする（None）か、MQLバージョンで利用可能な異なる移動平均スタイルに一致させることができます。
  • Money Flow Index実装は常にデータフィードから供給されるローソク足の合計ボリュームで動作します。StockSharpのローソク足はデフォルトで個別のティックカウンターを公開しないため、TickとRealの両オプションは同じ集約値を指します。
  • C#ソース内のすべてのコメントは必要に応じて英語で書かれています。
using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

using StockSharp.Algo.Candles;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Strategy based on the Fractal Weight Oscillator indicator.
/// Combines RSI, MFI, Williams %R and DeMarker into a smoothed oscillator
/// and trades level crossings in direct or counter-trend mode.
/// </summary>
public class FractalWeightOscillatorStrategy : Strategy
{
	/// <summary>
	/// Volume source used for the MFI component.
	/// </summary>
	public enum MfiVolumeTypes
	{
		/// <summary>
		/// Tick volume.
		/// </summary>
		Tick,
		/// <summary>
		/// Real traded volume.
		/// </summary>
		Real
	}

	public enum TrendModes
	{
		/// <summary>
		/// Follow the trend.
		/// </summary>
		Direct,
		/// <summary>
		/// Trade against the trend.
		/// </summary>
		Counter
	}

	public enum SmoothingMethods
	{
		/// <summary>
		/// No smoothing.
		/// </summary>
		None,
		/// <summary>
		/// Simple Moving Average.
		/// </summary>
		Sma,
		/// <summary>
		/// Exponential Moving Average.
		/// </summary>
		Ema,
		/// <summary>
		/// Smoothed Moving Average.
		/// </summary>
		Smma,
		/// <summary>
		/// Linear Weighted Moving Average.
		/// </summary>
		Lwma
	}

	public enum AppliedPrice
	{
		None,
		Open,
		High,
		Low,
		Close,
		Median,
		Typical,
		Weighted,
		Simple,
		Quarter,
		TrendFollow0,
		TrendFollow1,
		DeMark
	}

	private readonly StrategyParam<TrendModes> _trendMode;
	private readonly StrategyParam<int> _signalBar;
	private readonly StrategyParam<int> _period;
	private readonly StrategyParam<int> _smoothingLength;
	private readonly StrategyParam<SmoothingMethods> _smoothingMethod;
	private readonly StrategyParam<AppliedPrice> _rsiPrice;
	private readonly StrategyParam<AppliedPrice> _mfiPrice;
	private readonly StrategyParam<MfiVolumeTypes> _mfiVolumeType;
	private readonly StrategyParam<decimal> _rsiWeight;
	private readonly StrategyParam<decimal> _mfiWeight;
	private readonly StrategyParam<decimal> _wprWeight;
	private readonly StrategyParam<decimal> _deMarkerWeight;
	private readonly StrategyParam<decimal> _highLevel;
	private readonly StrategyParam<decimal> _lowLevel;
	private readonly StrategyParam<bool> _buyOpenEnabled;
	private readonly StrategyParam<bool> _sellOpenEnabled;
	private readonly StrategyParam<bool> _buyCloseEnabled;
	private readonly StrategyParam<bool> _sellCloseEnabled;
	private readonly StrategyParam<int> _stopLossPoints;
	private readonly StrategyParam<int> _takeProfitPoints;
	private readonly StrategyParam<DataType> _candleType;

	private RelativeStrengthIndex _rsi = null!;
	private RelativeStrengthIndex _williams = null!;
	private DecimalLengthIndicator _smoother;
	private SimpleMovingAverage _deMaxSma = null!;
	private SimpleMovingAverage _deMinSma = null!;

	private readonly List<decimal> _oscillatorHistory = new();
	private decimal _previousHigh;
	private decimal _previousLow;
	private bool _hasPreviousCandle;
	private readonly Queue<decimal> _positiveFlow = new();
	private readonly Queue<decimal> _negativeFlow = new();
	private decimal _previousTypical;
	private bool _hasPreviousTypical;
	private decimal _positiveSum;
	private decimal _negativeSum;
	private decimal _entryPrice;
	private decimal? _stopPrice;
	private decimal? _takePrice;
	private DateTime _currentTime;

	/// <summary>
	/// Trading direction mode.
	/// </summary>
	public TrendModes TrendMode
	{
		get => _trendMode.Value;
		set => _trendMode.Value = value;
	}

	/// <summary>
	/// Number of closed bars used for signal evaluation.
	/// </summary>
	public int SignalBar
	{
		get => _signalBar.Value;
		set => _signalBar.Value = value;
	}

	/// <summary>
	/// Base period for all component oscillators.
	/// </summary>
	public int Period
	{
		get => _period.Value;
		set => _period.Value = value;
	}

	/// <summary>
	/// Smoothing window applied to the combined oscillator.
	/// </summary>
	public int SmoothingLength
	{
		get => _smoothingLength.Value;
		set => _smoothingLength.Value = value;
	}

	/// <summary>
	/// Type of moving average used for smoothing.
	/// </summary>
	public SmoothingMethods SmoothingMethod
	{
		get => _smoothingMethod.Value;
		set => _smoothingMethod.Value = value;
	}

	/// <summary>
	/// Applied price source for RSI calculation.
	/// </summary>
	public AppliedPrice RsiPrice
	{
		get => _rsiPrice.Value;
		set => _rsiPrice.Value = value;
	}

	/// <summary>
	/// Applied price source for MFI calculation.
	/// </summary>
	public AppliedPrice MfiPrice
	{
		get => _mfiPrice.Value;
		set => _mfiPrice.Value = value;
	}

	/// <summary>
	/// Volume type used by the MFI component.
	/// </summary>
	public MfiVolumeTypes MfiVolume
	{
		get => _mfiVolumeType.Value;
		set => _mfiVolumeType.Value = value;
	}

	/// <summary>
	/// Weight of the RSI contribution.
	/// </summary>
	public decimal RsiWeight
	{
		get => _rsiWeight.Value;
		set => _rsiWeight.Value = value;
	}

	/// <summary>
	/// Weight of the MFI contribution.
	/// </summary>
	public decimal MfiWeight
	{
		get => _mfiWeight.Value;
		set => _mfiWeight.Value = value;
	}

	/// <summary>
	/// Weight of the Williams %R contribution.
	/// </summary>
	public decimal WprWeight
	{
		get => _wprWeight.Value;
		set => _wprWeight.Value = value;
	}

	/// <summary>
	/// Weight of the DeMarker contribution.
	/// </summary>
	public decimal DeMarkerWeight
	{
		get => _deMarkerWeight.Value;
		set => _deMarkerWeight.Value = value;
	}

	/// <summary>
	/// Upper threshold of the oscillator.
	/// </summary>
	public decimal HighLevel
	{
		get => _highLevel.Value;
		set => _highLevel.Value = value;
	}

	/// <summary>
	/// Lower threshold of the oscillator.
	/// </summary>
	public decimal LowLevel
	{
		get => _lowLevel.Value;
		set => _lowLevel.Value = value;
	}

	/// <summary>
	/// Allow opening long positions.
	/// </summary>
	public bool BuyOpenEnabled
	{
		get => _buyOpenEnabled.Value;
		set => _buyOpenEnabled.Value = value;
	}

	/// <summary>
	/// Allow opening short positions.
	/// </summary>
	public bool SellOpenEnabled
	{
		get => _sellOpenEnabled.Value;
		set => _sellOpenEnabled.Value = value;
	}

	/// <summary>
	/// Allow closing long positions on opposite signals.
	/// </summary>
	public bool BuyCloseEnabled
	{
		get => _buyCloseEnabled.Value;
		set => _buyCloseEnabled.Value = value;
	}

	/// <summary>
	/// Allow closing short positions on opposite signals.
	/// </summary>
	public bool SellCloseEnabled
	{
		get => _sellCloseEnabled.Value;
		set => _sellCloseEnabled.Value = value;
	}

	/// <summary>
	/// Stop-loss distance expressed in instrument points.
	/// </summary>
	public int StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take-profit distance expressed in instrument points.
	/// </summary>
	public int TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Candle type used for calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of the strategy.
	/// </summary>
	public FractalWeightOscillatorStrategy()
	{
		_trendMode = Param(nameof(TrendMode), TrendModes.Direct)
		.SetDisplay("Trend Mode", "Follow trend or counter-trend", "Trading");

		_signalBar = Param(nameof(SignalBar), 1)
		.SetNotNegative()
		.SetDisplay("Signal Bar", "Offset for signal evaluation", "Trading");

		_period = Param(nameof(Period), 30)
		.SetGreaterThanZero()
		.SetDisplay("Period", "Length for component oscillators", "Indicators");

		_smoothingLength = Param(nameof(SmoothingLength), 30)
		.SetGreaterThanZero()
		.SetDisplay("Smoothing Length", "Window for smoothing", "Indicators");

		_smoothingMethod = Param(nameof(SmoothingMethod), SmoothingMethods.Smma)
		.SetDisplay("Smoothing Method", "Moving average type for smoothing", "Indicators");

		_rsiPrice = Param(nameof(RsiPrice), AppliedPrice.Close)
		.SetDisplay("RSI Price", "Applied price for RSI", "Indicators");

		_mfiPrice = Param(nameof(MfiPrice), AppliedPrice.Typical)
		.SetDisplay("MFI Price", "Applied price for MFI", "Indicators");

		_mfiVolumeType = Param(nameof(MfiVolume), MfiVolumeTypes.Tick)
		.SetDisplay("MFI Volume", "Volume source for MFI", "Indicators");

		_rsiWeight = Param(nameof(RsiWeight), 1m)
		.SetGreaterThanZero()
		.SetDisplay("RSI Weight", "Weight of RSI component", "Weights");

		_mfiWeight = Param(nameof(MfiWeight), 1m)
		.SetGreaterThanZero()
		.SetDisplay("MFI Weight", "Weight of MFI component", "Weights");

		_wprWeight = Param(nameof(WprWeight), 1m)
		.SetGreaterThanZero()
		.SetDisplay("WPR Weight", "Weight of Williams %R component", "Weights");

		_deMarkerWeight = Param(nameof(DeMarkerWeight), 1m)
		.SetGreaterThanZero()
		.SetDisplay("DeMarker Weight", "Weight of DeMarker component", "Weights");

		_highLevel = Param(nameof(HighLevel), 60m)
		.SetDisplay("High Level", "Upper oscillator threshold", "Trading");

		_lowLevel = Param(nameof(LowLevel), 40m)
		.SetDisplay("Low Level", "Lower oscillator threshold", "Trading");

		_buyOpenEnabled = Param(nameof(BuyOpenEnabled), true)
		.SetDisplay("Enable Long Entries", "Allow buying", "Trading");

		_sellOpenEnabled = Param(nameof(SellOpenEnabled), true)
		.SetDisplay("Enable Short Entries", "Allow selling", "Trading");

		_buyCloseEnabled = Param(nameof(BuyCloseEnabled), true)
		.SetDisplay("Close Long", "Allow long exit on signals", "Trading");

		_sellCloseEnabled = Param(nameof(SellCloseEnabled), true)
		.SetDisplay("Close Short", "Allow short exit on signals", "Trading");

		_stopLossPoints = Param(nameof(StopLossPoints), 1000)
		.SetNotNegative()
		.SetDisplay("Stop Loss (pts)", "Stop-loss distance in points", "Risk");

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 2000)
		.SetNotNegative()
		.SetDisplay("Take Profit (pts)", "Take-profit distance in points", "Risk");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame())
		.SetDisplay("Candle Type", "Timeframe for processing", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_oscillatorHistory.Clear();
		_previousHigh = 0m;
		_previousLow = 0m;
		_hasPreviousCandle = false;
		_positiveFlow.Clear();
		_negativeFlow.Clear();
		_previousTypical = 0m;
		_hasPreviousTypical = false;
		_positiveSum = 0m;
		_negativeSum = 0m;
		_entryPrice = 0m;
		_stopPrice = null;
		_takePrice = null;
		_currentTime = default;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_rsi = new RelativeStrengthIndex { Length = Period };
		_williams = new RelativeStrengthIndex { Length = Period };
		_deMaxSma = new SMA { Length = Period };
		_deMinSma = new SMA { Length = Period };
		_smoother = CreateSmoother(SmoothingMethod, SmoothingLength);

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

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

		_currentTime = candle.OpenTime;
		// indicators are processed manually below

		var rsiInput = GetPrice(candle, RsiPrice);
		var rsiValue = _rsi.Process(new DecimalIndicatorValue(_rsi, rsiInput, candle.OpenTime) { IsFinal = true });
		var mfiInput = GetPrice(candle, MfiPrice);
		var wprValue = _williams.Process(new DecimalIndicatorValue(_williams, candle.ClosePrice, candle.OpenTime) { IsFinal = true });

		if (!rsiValue.IsFinal || !wprValue.IsFinal)
			return;

		var mfi = CalculateMfi(candle, mfiInput);
		if (mfi is null)
			return;

		var deMarker = CalculateDeMarker(candle);
		if (deMarker is null)
			return;

		var rsi = rsiValue.GetValue<decimal>();
		var mfiValue = mfi.Value;
		var wpr = wprValue.GetValue<decimal>();
		var totalWeight = RsiWeight + MfiWeight + WprWeight + DeMarkerWeight;

		if (totalWeight <= 0m)
			return;

		var weighted = (RsiWeight * rsi
			+ MfiWeight * mfiValue
			+ WprWeight * wpr
			+ DeMarkerWeight * (deMarker.Value * 100m)) / totalWeight;

		var smoothed = ApplySmoothing(weighted);
		if (smoothed is null)
			return;

		_oscillatorHistory.Add(smoothed.Value);
		TrimHistory();

		if (_oscillatorHistory.Count < SignalBar + 2)
			return;

		var currentIndex = _oscillatorHistory.Count - 1 - SignalBar;
		if (currentIndex <= 0)
			return;

		var current = _oscillatorHistory[currentIndex];
		var previous = _oscillatorHistory[currentIndex - 1];

		CheckRisk(candle);

		var crossBelowLow = previous > LowLevel && current <= LowLevel;
		var crossAboveHigh = previous < HighLevel && current >= HighLevel;

		var openBuy = false;
		var closeBuy = false;
		var openSell = false;
		var closeSell = false;

		if (TrendMode == TrendModes.Direct)
		{
			if (crossBelowLow)
			{
				openBuy = BuyOpenEnabled;
				closeSell = SellCloseEnabled;
			}

			if (crossAboveHigh)
			{
				openSell = SellOpenEnabled;
				closeBuy = BuyCloseEnabled;
			}
		}
		else
		{
			if (crossBelowLow)
			{
				openSell = SellOpenEnabled;
				closeBuy = BuyCloseEnabled;
			}

			if (crossAboveHigh)
			{
				openBuy = BuyOpenEnabled;
				closeSell = SellCloseEnabled;
			}
		}

		if (closeBuy && Position > 0)
		{
			SellMarket();
			ResetRisk();
		}

		if (closeSell && Position < 0)
		{
			BuyMarket();
			ResetRisk();
		}

		if (openBuy && Position <= 0)
		{
			var volume = Volume + Math.Abs(Position);
			BuyMarket();
			SetRiskLevels(candle, Sides.Buy);
		}
		else if (openSell && Position >= 0)
		{
			var volume = Volume + Math.Abs(Position);
			SellMarket();
			SetRiskLevels(candle, Sides.Sell);
		}
	}

	private decimal? ApplySmoothing(decimal value)
	{
		if (_smoother is null)
			return value;

		var smoothed = _smoother.Process(new DecimalIndicatorValue(_smoother, value, _currentTime) { IsFinal = true });
		return smoothed.IsFinal ? smoothed.GetValue<decimal>() : null;
	}

	private decimal? CalculateDeMarker(ICandleMessage candle)
	{
		if (!_hasPreviousCandle)
		{
			_previousHigh = candle.HighPrice;
			_previousLow = candle.LowPrice;
			_hasPreviousCandle = true;
			return null;
		}

		var deMax = Math.Max(candle.HighPrice - _previousHigh, 0m);
		var deMin = Math.Max(_previousLow - candle.LowPrice, 0m);

		_previousHigh = candle.HighPrice;
		_previousLow = candle.LowPrice;

		var deMaxValue = _deMaxSma.Process(new DecimalIndicatorValue(_deMaxSma, deMax, _currentTime) { IsFinal = true });
		var deMinValue = _deMinSma.Process(new DecimalIndicatorValue(_deMinSma, deMin, _currentTime) { IsFinal = true });

		if (!deMaxValue.IsFinal || !deMinValue.IsFinal)
			return null;

		var maxAvg = deMaxValue.GetValue<decimal>();
		var minAvg = deMinValue.GetValue<decimal>();
		var denom = maxAvg + minAvg;

		if (denom == 0m)
			return 0.5m;

		return maxAvg / denom;
	}

	private decimal? CalculateMfi(ICandleMessage candle, decimal price)
	{
		var volume = GetVolume(candle);

		if (!_hasPreviousTypical)
		{
			_previousTypical = price;
			_hasPreviousTypical = true;
			_positiveFlow.Clear();
			_negativeFlow.Clear();
			_positiveSum = 0m;
			_negativeSum = 0m;
			return null;
		}

		var flow = price * volume;
		var positive = price > _previousTypical ? flow : 0m;
		var negative = price < _previousTypical ? flow : 0m;

		_previousTypical = price;

		_positiveSum += positive;
		_negativeSum += negative;
		_positiveFlow.Enqueue(positive);
		_negativeFlow.Enqueue(negative);

		if (_positiveFlow.Count > Period)
		{
			_positiveSum -= _positiveFlow.Dequeue();
			_negativeSum -= _negativeFlow.Dequeue();
		}

		if (_positiveFlow.Count < Period)
			return null;

		if (_negativeSum == 0m)
			return 100m;

		var ratio = _positiveSum / _negativeSum;
		return 100m - 100m / (1m + ratio);
	}

	private void TrimHistory()
	{
		var maxSize = SignalBar + Math.Max(Period, SmoothingLength) + 5;
		if (_oscillatorHistory.Count <= maxSize)
			return;

		var remove = _oscillatorHistory.Count - maxSize;
		_oscillatorHistory.RemoveRange(0, remove);
	}

	private void CheckRisk(ICandleMessage candle)
	{
		if (Position > 0)
		{
			if (_stopPrice is decimal stop && candle.LowPrice <= stop)
			{
				SellMarket();
				ResetRisk();
				return;
			}

			if (_takePrice is decimal take && candle.HighPrice >= take)
			{
				SellMarket();
				ResetRisk();
			}
		}
		else if (Position < 0)
		{
			if (_stopPrice is decimal stop && candle.HighPrice >= stop)
			{
				BuyMarket();
				ResetRisk();
				return;
			}

			if (_takePrice is decimal take && candle.LowPrice <= take)
			{
				BuyMarket();
				ResetRisk();
			}
		}
	}

	private void SetRiskLevels(ICandleMessage candle, Sides side)
	{
		_entryPrice = candle.ClosePrice;

		var step = Security?.PriceStep ?? 0m;
		if (step <= 0m)
		{
			_stopPrice = null;
			_takePrice = null;
			return;
		}

		_stopPrice = StopLossPoints > 0
			? side == Sides.Buy
				? _entryPrice - step * StopLossPoints
				: _entryPrice + step * StopLossPoints
			: null;

		_takePrice = TakeProfitPoints > 0
			? side == Sides.Buy
				? _entryPrice + step * TakeProfitPoints
				: _entryPrice - step * TakeProfitPoints
			: null;
	}

	private void ResetRisk()
	{
		_entryPrice = 0m;
		_stopPrice = null;
		_takePrice = null;
	}

	private decimal GetPrice(ICandleMessage candle, AppliedPrice price)
	{
		return price switch
		{
			AppliedPrice.Open => candle.OpenPrice,
			AppliedPrice.High => candle.HighPrice,
			AppliedPrice.Low => candle.LowPrice,
			AppliedPrice.Median => (candle.HighPrice + candle.LowPrice) / 2m,
			AppliedPrice.Typical => (candle.HighPrice + candle.LowPrice + candle.ClosePrice) / 3m,
			AppliedPrice.Weighted => (candle.HighPrice + candle.LowPrice + 2m * candle.ClosePrice) / 4m,
			AppliedPrice.Simple => (candle.OpenPrice + candle.ClosePrice) / 2m,
			AppliedPrice.Quarter => (candle.OpenPrice + candle.ClosePrice + candle.HighPrice + candle.LowPrice) / 4m,
			AppliedPrice.TrendFollow0 => candle.ClosePrice > candle.OpenPrice ? candle.HighPrice
				: candle.ClosePrice < candle.OpenPrice ? candle.LowPrice
				: candle.ClosePrice,
			AppliedPrice.TrendFollow1 => candle.ClosePrice > candle.OpenPrice
				? (candle.HighPrice + candle.ClosePrice) / 2m
				: candle.ClosePrice < candle.OpenPrice
					? (candle.LowPrice + candle.ClosePrice) / 2m
					: candle.ClosePrice,
			AppliedPrice.DeMark => CalculateDeMarkPrice(candle),
			_ => candle.ClosePrice,
		};
	}

	private static decimal CalculateDeMarkPrice(ICandleMessage candle)
	{
		var res = candle.HighPrice + candle.LowPrice + candle.ClosePrice;
		if (candle.ClosePrice < candle.OpenPrice)
			res = (res + candle.LowPrice) / 2m;
		else if (candle.ClosePrice > candle.OpenPrice)
			res = (res + candle.HighPrice) / 2m;
		else
			res = (res + candle.ClosePrice) / 2m;
		return ((res - candle.LowPrice) + (res - candle.HighPrice)) / 2m;
	}

	private decimal GetVolume(ICandleMessage candle)
	{
		return candle.TotalVolume;
	}

	private static DecimalLengthIndicator CreateSmoother(SmoothingMethods method, int length)
	{
		return method switch
		{
			SmoothingMethods.None => null,
			SmoothingMethods.Sma => new SMA { Length = length },
			SmoothingMethods.Ema => new EMA { Length = length },
			SmoothingMethods.Smma => new SmoothedMovingAverage { Length = length },
			SmoothingMethods.Lwma => new WeightedMovingAverage { Length = length },
			_ => new SmoothedMovingAverage { Length = length }
		};
	}
}