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XFatlXSatlCloud Duplex

Overview

XFatlXSatlCloud Duplex is a dual-direction strategy converted from the original MQL5 expert advisor. It trades crossings of the XFatlXSatlCloud indicator, which blends a fast FATL digital filter with a slower SATL filter and then smooths both with configurable moving averages. Separate configurations can be applied to the long and short sides, including different timeframes, smoothing methods and applied price sources.

Trading logic

The strategy evaluates finished candles only. Two independent subscriptions run in parallel: one drives the long logic and the other the short logic. Each subscription feeds the XFatlXSatlCloud indicator implemented in C# and produces the following behaviour:

  • Long entry – triggered when the fast line crosses above the slow line on the bar defined by LongSignalBar. If a short position is open it is closed first (only if ShortAllowClose is enabled). A market buy order with LongVolume contracts is then sent and the entry price is recorded for risk checks.
  • Long exit – executed when the fast line falls below the slow line at the shifted bar. Optional price based stop loss and take profit checks (LongStopLoss, LongTakeProfit) may close the position earlier if the candle range violates the defined offsets.
  • Short entry – triggered when the fast line crosses below the slow line on the bar defined by ShortSignalBar. Existing long exposure is flattened first if LongAllowClose is enabled. A market sell order with ShortVolume contracts is submitted afterwards.
  • Short exit – executed when the fast line rises above the slow line at the shifted bar. Optional risk controls (ShortStopLoss, ShortTakeProfit) monitor intrabar extremes.

All indicator values are calculated on finished candles only, ensuring that every decision relies on final data and mirrors the original MQL behaviour.

Risk management

The strategy keeps track of the last entry price separately for long and short positions. If a stop loss or take profit offset is specified and the current candle breaches the corresponding threshold, the position is closed immediately (subject to the relevant AllowClose flag). Offsets are measured in absolute price units of the traded instrument.

Parameters

Group Name Description
Trading LongVolume Order size for long entries (greater than zero).
Trading ShortVolume Order size for short entries (greater than zero).
Trading LongAllowOpen Enable or disable opening new long positions.
Trading LongAllowClose Enable or disable long exits (needed for stops and cross exits).
Trading ShortAllowOpen Enable or disable opening new short positions.
Trading ShortAllowClose Enable or disable short exits.
Signals LongSignalBar Number of completed bars to look back when checking the crossover for longs.
Signals ShortSignalBar Number of completed bars to look back when checking the crossover for shorts.
Data LongCandleType Candle type (timeframe) used for the long indicator subscription.
Data ShortCandleType Candle type used for the short indicator subscription.
Indicators LongMethod1 Smoothing method applied to the FATL output on the long side. Supported values: SMA, EMA, SMMA, LWMA, Jurik, ZeroLag, Kaufman.
Indicators LongLength1 Length for the fast long smoother.
Indicators LongPhase1 Phase parameter forwarded to the fast smoother (kept for compatibility, only Jurik uses it conceptually).
Indicators LongMethod2 Smoothing method applied to the SATL output on the long side (same supported set as above).
Indicators LongLength2 Length for the slow long smoother.
Indicators LongPhase2 Phase parameter for the slow long smoother.
Indicators LongAppliedPrice Applied price used to build the long indicator (close, open, median, typical, weighted, simple, quarter, trend-follow or Demark).
Indicators ShortMethod1 Smoothing method for the fast short line.
Indicators ShortLength1 Length for the fast short smoother.
Indicators ShortPhase1 Phase parameter for the fast short smoother.
Indicators ShortMethod2 Smoothing method for the slow short line.
Indicators ShortLength2 Length for the slow short smoother.
Indicators ShortPhase2 Phase parameter for the slow short smoother.
Indicators ShortAppliedPrice Applied price used to build the short indicator.
Risk LongStopLoss Absolute price distance for the long stop loss (0 disables the check).
Risk LongTakeProfit Absolute price distance for the long take profit (0 disables the check).
Risk ShortStopLoss Absolute price distance for the short stop loss (0 disables the check).
Risk ShortTakeProfit Absolute price distance for the short take profit (0 disables the check).

Implementation notes

  • The XFatlXSatlCloud indicator is implemented as a high-level StockSharp indicator. The fast and slow components are produced by applying the original FATL/SATL finite impulse response coefficients followed by user-selected smoothing indicators.
  • Only commonly available StockSharp moving averages are exposed (Sma, Ema, Smma, Lwma, Jurik, ZeroLag, Kaufman). Other MQL smoothing families (such as Parabolic or T3) are not included.
  • LongSignalBar and ShortSignalBar mimic the original SignalBar parameter. A value of 1 means “use the previous completed bar” when detecting the crossover.
  • Stop-loss and take-profit offsets expect absolute price distances. They are applied using the candle high/low relative to the recorded entry price and do not rely on broker-specific point values.
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;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Duplex strategy based on XFatlXSatlCloud indicator crossovers.
/// </summary>
public class XFatlXSatlCloudDuplexStrategy : Strategy
{
	/// <summary>
	/// Supported smoothing methods for XFatlXSatlCloud indicator.
	/// </summary>
	public enum XmaMethods
	{
		/// <summary>
		/// Simple moving average.
		/// </summary>
		Sma,

		/// <summary>
		/// Exponential moving average.
		/// </summary>
		Ema,

		/// <summary>
		/// Smoothed moving average (RMA).
		/// </summary>
		Smma,

		/// <summary>
		/// Linear weighted moving average.
		/// </summary>
		Lwma,

		/// <summary>
		/// Jurik moving average.
		/// </summary>
		Jurik,

		/// <summary>
		/// Zero lag exponential moving average.
		/// </summary>
		ZeroLag,

		/// <summary>
		/// Kaufman adaptive moving average.
		/// </summary>
		Kaufman,
	}

	public enum AppliedPrices
	{
		Close,
		Open,
		High,
		Low,
		Median,
		Typical,
		Weighted,
		Simple,
		Quarter,
		TrendFollow0,
		TrendFollow1,
		Demark,
	}

	private readonly StrategyParam<decimal> _longVolume;
	private readonly StrategyParam<decimal> _shortVolume;
	private readonly StrategyParam<bool> _longAllowOpen;
	private readonly StrategyParam<bool> _longAllowClose;
	private readonly StrategyParam<bool> _shortAllowOpen;
	private readonly StrategyParam<bool> _shortAllowClose;
	private readonly StrategyParam<int> _longSignalBar;
	private readonly StrategyParam<int> _shortSignalBar;
	private readonly StrategyParam<DataType> _longCandleType;
	private readonly StrategyParam<DataType> _shortCandleType;
	private readonly StrategyParam<XmaMethods> _longMethod1;
	private readonly StrategyParam<int> _longLength1;
	private readonly StrategyParam<int> _longPhase1;
	private readonly StrategyParam<XmaMethods> _longMethod2;
	private readonly StrategyParam<int> _longLength2;
	private readonly StrategyParam<int> _longPhase2;
	private readonly StrategyParam<AppliedPrices> _longPriceType;
	private readonly StrategyParam<XmaMethods> _shortMethod1;
	private readonly StrategyParam<int> _shortLength1;
	private readonly StrategyParam<int> _shortPhase1;
	private readonly StrategyParam<XmaMethods> _shortMethod2;
	private readonly StrategyParam<int> _shortLength2;
	private readonly StrategyParam<int> _shortPhase2;
	private readonly StrategyParam<AppliedPrices> _shortPriceType;
	private readonly StrategyParam<decimal> _longStopLoss;
	private readonly StrategyParam<decimal> _longTakeProfit;
	private readonly StrategyParam<decimal> _shortStopLoss;
	private readonly StrategyParam<decimal> _shortTakeProfit;

	private XFatlXSatlCloudIndicator _longIndicator = null!;
	private XFatlXSatlCloudIndicator _shortIndicator = null!;
	private readonly List<(decimal fast, decimal slow)> _longHistory = new();
	private readonly List<(decimal fast, decimal slow)> _shortHistory = new();
	private decimal? _longEntryPrice;
	private decimal? _shortEntryPrice;

	/// <summary>
	/// Initializes a new instance of the <see cref="XFatlXSatlCloudDuplexStrategy"/>.
	/// </summary>
	public XFatlXSatlCloudDuplexStrategy()
	{
		_longVolume = Param(nameof(LongVolume), 1m)
			.SetGreaterThanZero()
			.SetDisplay("Long Volume", "Order volume for long entries", "Trading");

		_shortVolume = Param(nameof(ShortVolume), 1m)
			.SetGreaterThanZero()
			.SetDisplay("Short Volume", "Order volume for short entries", "Trading");

		_longAllowOpen = Param(nameof(LongAllowOpen), true)
			.SetDisplay("Enable Long Entries", "Allow opening long positions", "Trading");

		_longAllowClose = Param(nameof(LongAllowClose), true)
			.SetDisplay("Enable Long Exits", "Allow closing long positions", "Trading");

		_shortAllowOpen = Param(nameof(ShortAllowOpen), true)
			.SetDisplay("Enable Short Entries", "Allow opening short positions", "Trading");

		_shortAllowClose = Param(nameof(ShortAllowClose), true)
			.SetDisplay("Enable Short Exits", "Allow closing short positions", "Trading");

		_longSignalBar = Param(nameof(LongSignalBar), 1)
			.SetNotNegative()
			.SetDisplay("Long Signal Shift", "Bars to look back for long signals", "Signals");

		_shortSignalBar = Param(nameof(ShortSignalBar), 1)
			.SetNotNegative()
			.SetDisplay("Short Signal Shift", "Bars to look back for short signals", "Signals");

		_longCandleType = Param(nameof(LongCandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Long Candle Type", "Timeframe for long indicator", "Data");

		_shortCandleType = Param(nameof(ShortCandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Short Candle Type", "Timeframe for short indicator", "Data");

		_longMethod1 = Param(nameof(LongMethod1), XmaMethods.Jurik)
			.SetDisplay("Long Fast Method", "Smoothing method for the fast long line", "Indicators");

		_longLength1 = Param(nameof(LongLength1), 3)
			.SetGreaterThanZero()
			.SetDisplay("Long Fast Length", "Length for the fast long smoother", "Indicators");

		_longPhase1 = Param(nameof(LongPhase1), 15)
			.SetDisplay("Long Fast Phase", "Phase parameter for the fast long smoother", "Indicators");

		_longMethod2 = Param(nameof(LongMethod2), XmaMethods.Jurik)
			.SetDisplay("Long Slow Method", "Smoothing method for the slow long line", "Indicators");

		_longLength2 = Param(nameof(LongLength2), 5)
			.SetGreaterThanZero()
			.SetDisplay("Long Slow Length", "Length for the slow long smoother", "Indicators");

		_longPhase2 = Param(nameof(LongPhase2), 15)
			.SetDisplay("Long Slow Phase", "Phase parameter for the slow long smoother", "Indicators");

		_longPriceType = Param(nameof(LongAppliedPrice), AppliedPrices.Close)
			.SetDisplay("Long Applied Price", "Price type used for the long indicator", "Indicators");

		_shortMethod1 = Param(nameof(ShortMethod1), XmaMethods.Jurik)
			.SetDisplay("Short Fast Method", "Smoothing method for the fast short line", "Indicators");

		_shortLength1 = Param(nameof(ShortLength1), 3)
			.SetGreaterThanZero()
			.SetDisplay("Short Fast Length", "Length for the fast short smoother", "Indicators");

		_shortPhase1 = Param(nameof(ShortPhase1), 15)
			.SetDisplay("Short Fast Phase", "Phase parameter for the fast short smoother", "Indicators");

		_shortMethod2 = Param(nameof(ShortMethod2), XmaMethods.Jurik)
			.SetDisplay("Short Slow Method", "Smoothing method for the slow short line", "Indicators");

		_shortLength2 = Param(nameof(ShortLength2), 5)
			.SetGreaterThanZero()
			.SetDisplay("Short Slow Length", "Length for the slow short smoother", "Indicators");

		_shortPhase2 = Param(nameof(ShortPhase2), 15)
			.SetDisplay("Short Slow Phase", "Phase parameter for the slow short smoother", "Indicators");

		_shortPriceType = Param(nameof(ShortAppliedPrice), AppliedPrices.Close)
			.SetDisplay("Short Applied Price", "Price type used for the short indicator", "Indicators");

		_longStopLoss = Param(nameof(LongStopLoss), 0m)
			.SetNotNegative()
			.SetDisplay("Long Stop Loss", "Price distance for long stop loss (0 disables)", "Risk");

		_longTakeProfit = Param(nameof(LongTakeProfit), 0m)
			.SetNotNegative()
			.SetDisplay("Long Take Profit", "Price distance for long take profit (0 disables)", "Risk");

		_shortStopLoss = Param(nameof(ShortStopLoss), 0m)
			.SetNotNegative()
			.SetDisplay("Short Stop Loss", "Price distance for short stop loss (0 disables)", "Risk");

		_shortTakeProfit = Param(nameof(ShortTakeProfit), 0m)
			.SetNotNegative()
			.SetDisplay("Short Take Profit", "Price distance for short take profit (0 disables)", "Risk");
	}

	/// <summary>
	/// Gets or sets volume for long trades.
	/// </summary>
	public decimal LongVolume
	{
		get => _longVolume.Value;
		set => _longVolume.Value = value;
	}

	/// <summary>
	/// Gets or sets volume for short trades.
	/// </summary>
	public decimal ShortVolume
	{
		get => _shortVolume.Value;
		set => _shortVolume.Value = value;
	}

	/// <summary>
	/// Allow opening long trades.
	/// </summary>
	public bool LongAllowOpen
	{
		get => _longAllowOpen.Value;
		set => _longAllowOpen.Value = value;
	}

	/// <summary>
	/// Allow closing long trades.
	/// </summary>
	public bool LongAllowClose
	{
		get => _longAllowClose.Value;
		set => _longAllowClose.Value = value;
	}

	/// <summary>
	/// Allow opening short trades.
	/// </summary>
	public bool ShortAllowOpen
	{
		get => _shortAllowOpen.Value;
		set => _shortAllowOpen.Value = value;
	}

	/// <summary>
	/// Allow closing short trades.
	/// </summary>
	public bool ShortAllowClose
	{
		get => _shortAllowClose.Value;
		set => _shortAllowClose.Value = value;
	}

	/// <summary>
	/// Number of bars to shift long signals.
	/// </summary>
	public int LongSignalBar
	{
		get => _longSignalBar.Value;
		set => _longSignalBar.Value = value;
	}

	/// <summary>
	/// Number of bars to shift short signals.
	/// </summary>
	public int ShortSignalBar
	{
		get => _shortSignalBar.Value;
		set => _shortSignalBar.Value = value;
	}

	/// <summary>
	/// Candle type for long indicator.
	/// </summary>
	public DataType LongCandleType
	{
		get => _longCandleType.Value;
		set => _longCandleType.Value = value;
	}

	/// <summary>
	/// Candle type for short indicator.
	/// </summary>
	public DataType ShortCandleType
	{
		get => _shortCandleType.Value;
		set => _shortCandleType.Value = value;
	}

	/// <summary>
	/// Smoothing method for fast long line.
	/// </summary>
	public XmaMethods LongMethod1
	{
		get => _longMethod1.Value;
		set => _longMethod1.Value = value;
	}

	/// <summary>
	/// Length for fast long smoother.
	/// </summary>
	public int LongLength1
	{
		get => _longLength1.Value;
		set => _longLength1.Value = value;
	}

	/// <summary>
	/// Phase for fast long smoother.
	/// </summary>
	public int LongPhase1
	{
		get => _longPhase1.Value;
		set => _longPhase1.Value = value;
	}

	/// <summary>
	/// Smoothing method for slow long line.
	/// </summary>
	public XmaMethods LongMethod2
	{
		get => _longMethod2.Value;
		set => _longMethod2.Value = value;
	}

	/// <summary>
	/// Length for slow long smoother.
	/// </summary>
	public int LongLength2
	{
		get => _longLength2.Value;
		set => _longLength2.Value = value;
	}

	/// <summary>
	/// Phase for slow long smoother.
	/// </summary>
	public int LongPhase2
	{
		get => _longPhase2.Value;
		set => _longPhase2.Value = value;
	}

	/// <summary>
	/// Applied price for long calculations.
	/// </summary>
	public AppliedPrices LongAppliedPrice
	{
		get => _longPriceType.Value;
		set => _longPriceType.Value = value;
	}

	/// <summary>
	/// Smoothing method for fast short line.
	/// </summary>
	public XmaMethods ShortMethod1
	{
		get => _shortMethod1.Value;
		set => _shortMethod1.Value = value;
	}

	/// <summary>
	/// Length for fast short smoother.
	/// </summary>
	public int ShortLength1
	{
		get => _shortLength1.Value;
		set => _shortLength1.Value = value;
	}

	/// <summary>
	/// Phase for fast short smoother.
	/// </summary>
	public int ShortPhase1
	{
		get => _shortPhase1.Value;
		set => _shortPhase1.Value = value;
	}

	/// <summary>
	/// Smoothing method for slow short line.
	/// </summary>
	public XmaMethods ShortMethod2
	{
		get => _shortMethod2.Value;
		set => _shortMethod2.Value = value;
	}

	/// <summary>
	/// Length for slow short smoother.
	/// </summary>
	public int ShortLength2
	{
		get => _shortLength2.Value;
		set => _shortLength2.Value = value;
	}

	/// <summary>
	/// Phase for slow short smoother.
	/// </summary>
	public int ShortPhase2
	{
		get => _shortPhase2.Value;
		set => _shortPhase2.Value = value;
	}

	/// <summary>
	/// Applied price for short calculations.
	/// </summary>
	public AppliedPrices ShortAppliedPrice
	{
		get => _shortPriceType.Value;
		set => _shortPriceType.Value = value;
	}

	/// <summary>
	/// Stop loss distance for long positions.
	/// </summary>
	public decimal LongStopLoss
	{
		get => _longStopLoss.Value;
		set => _longStopLoss.Value = value;
	}

	/// <summary>
	/// Take profit distance for long positions.
	/// </summary>
	public decimal LongTakeProfit
	{
		get => _longTakeProfit.Value;
		set => _longTakeProfit.Value = value;
	}

	/// <summary>
	/// Stop loss distance for short positions.
	/// </summary>
	public decimal ShortStopLoss
	{
		get => _shortStopLoss.Value;
		set => _shortStopLoss.Value = value;
	}

	/// <summary>
	/// Take profit distance for short positions.
	/// </summary>
	public decimal ShortTakeProfit
	{
		get => _shortTakeProfit.Value;
		set => _shortTakeProfit.Value = value;
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		var result = new List<(Security, DataType)> { (Security, LongCandleType) };

		if (ShortCandleType != LongCandleType)
			result.Add((Security, ShortCandleType));

		return result;
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_longHistory.Clear();
		_shortHistory.Clear();
		_longEntryPrice = null;
		_shortEntryPrice = null;
	}

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

		// Create indicator instances with current parameter values for both directions.
		_longIndicator = new XFatlXSatlCloudIndicator(LongMethod1, LongLength1, LongPhase1, LongMethod2, LongLength2, LongPhase2, LongAppliedPrice);
		_shortIndicator = new XFatlXSatlCloudIndicator(ShortMethod1, ShortLength1, ShortPhase1, ShortMethod2, ShortLength2, ShortPhase2, ShortAppliedPrice);

		// Subscribe to candles that drive the long side of the strategy.
		var longSubscription = SubscribeCandles(LongCandleType);
		longSubscription.BindEx(_longIndicator, ProcessLong).Start();

		// Subscribe separately for the short side (timeframe can differ from the long one).
		var shortSubscription = SubscribeCandles(ShortCandleType);
		shortSubscription.BindEx(_shortIndicator, ProcessShort).Start();
	}

	private void ProcessLong(ICandleMessage candle, IIndicatorValue indicatorValue)
	{
		if (candle.State != CandleStates.Finished || !indicatorValue.IsFinal)
			return;

		var value = (XFatlXSatlValue)indicatorValue;
		// Store the latest indicator readings so we can evaluate the configured shift.
		_longHistory.Insert(0, (value.Fast, value.Slow));
		var maxSize = Math.Max(LongSignalBar + 2, 2);
		if (_longHistory.Count > maxSize)
			_longHistory.RemoveAt(_longHistory.Count - 1);

		// Risk management can close the position immediately before analyzing crossovers.
		if (HandleLongRisk(candle))
			return;

		if (_longHistory.Count <= LongSignalBar + 1)
			return;

		var current = _longHistory[LongSignalBar];
		var previous = _longHistory[LongSignalBar + 1];
		var crossUp = current.fast > current.slow && previous.fast <= previous.slow;
		var crossDown = current.fast < current.slow && previous.fast >= previous.slow;

		// Close an existing long when the fast line drops below the slow line.
		if (LongAllowClose && crossDown && Position > 0m)
		{
			SellMarket(Position);
			_longEntryPrice = null;
		}

		if (!LongAllowOpen || !crossUp)
			return;

		// Flatten shorts before reversing into a long position.
		if (Position < 0m)
		{
			if (!ShortAllowClose)
				return;

			BuyMarket(-Position);
			_shortEntryPrice = null;
		}

		// Open the long trade only if no opposite exposure remains.
		if (Position <= 0m)
		{
			BuyMarket(LongVolume);
			_longEntryPrice = candle.ClosePrice;
		}
	}

	private bool HandleLongRisk(ICandleMessage candle)
	{
		if (!LongAllowClose || Position <= 0m || _longEntryPrice is not decimal entry)
			return false;

		// Hard stop: candle low moved below entry minus configured distance.
		if (LongStopLoss > 0m && candle.LowPrice <= entry - LongStopLoss)
		{
			SellMarket(Position);
			_longEntryPrice = null;
			return true;
		}

		// Hard target: candle high exceeded entry plus configured distance.
		if (LongTakeProfit > 0m && candle.HighPrice >= entry + LongTakeProfit)
		{
			SellMarket(Position);
			_longEntryPrice = null;
			return true;
		}

		return false;
	}

	private void ProcessShort(ICandleMessage candle, IIndicatorValue indicatorValue)
	{
		if (candle.State != CandleStates.Finished || !indicatorValue.IsFinal)
			return;

		var value = (XFatlXSatlValue)indicatorValue;
		// Maintain the rolling history for the short configuration.
		_shortHistory.Insert(0, (value.Fast, value.Slow));
		var maxSize = Math.Max(ShortSignalBar + 2, 2);
		if (_shortHistory.Count > maxSize)
			_shortHistory.RemoveAt(_shortHistory.Count - 1);

		// Stop or target may close the short before trend analysis.
		if (HandleShortRisk(candle))
			return;

		if (_shortHistory.Count <= ShortSignalBar + 1)
			return;

		var current = _shortHistory[ShortSignalBar];
		var previous = _shortHistory[ShortSignalBar + 1];
		var crossDown = current.fast < current.slow && previous.fast >= previous.slow;
		var crossUp = current.fast > current.slow && previous.fast <= previous.slow;

		// Cover a short when the fast line rises above the slow line again.
		if (ShortAllowClose && crossUp && Position < 0m)
		{
			BuyMarket(-Position);
			_shortEntryPrice = null;
		}

		if (!ShortAllowOpen || !crossDown)
			return;

		// Close existing longs before flipping into a short position.
		if (Position > 0m)
		{
			if (!LongAllowClose)
				return;

			SellMarket(Position);
			_longEntryPrice = null;
		}

		// Enter the new short once the direction is clear.
		if (Position >= 0m)
		{
			SellMarket(ShortVolume);
			_shortEntryPrice = candle.ClosePrice;
		}
	}

	private bool HandleShortRisk(ICandleMessage candle)
	{
		if (!ShortAllowClose || Position >= 0m || _shortEntryPrice is not decimal entry)
			return false;

		// Stop loss for the short side is triggered by a move above the entry price.
		if (ShortStopLoss > 0m && candle.HighPrice >= entry + ShortStopLoss)
		{
			BuyMarket(-Position);
			_shortEntryPrice = null;
			return true;
		}

		// Take profit for shorts fires when the low pierces the target distance.
		if (ShortTakeProfit > 0m && candle.LowPrice <= entry - ShortTakeProfit)
		{
			BuyMarket(-Position);
			_shortEntryPrice = null;
			return true;
		}

		return false;
	}

	private sealed class XFatlXSatlCloudIndicator : BaseIndicator
	{
		private static readonly decimal[] FatlCoefficients =
		{
	0.4360409450m,
	0.3658689069m,
	0.2460452079m,
	0.1104506886m,
	-0.0054034585m,
	-0.0760367731m,
	-0.0933058722m,
	-0.0670110374m,
	-0.0190795053m,
	0.0259609206m,
	0.0502044896m,
	0.0477818607m,
	0.0249252327m,
	-0.0047706151m,
	-0.0272432537m,
	-0.0338917071m,
	-0.0244141482m,
	-0.0055774838m,
	0.0128149838m,
	0.0226522218m,
	0.0208778257m,
	0.0100299086m,
	-0.0036771622m,
	-0.0136744850m,
	-0.0160483392m,
	-0.0108597376m,
	-0.0016060704m,
	0.0069480557m,
	0.0110573605m,
	0.0095711419m,
	0.0040444064m,
	-0.0023824623m,
	-0.0067093714m,
	-0.0072003400m,
	-0.0047717710m,
	0.0005541115m,
	0.0007860160m,
	0.0130129076m,
	0.0040364019m,
	};

		private static readonly decimal[] SatlCoefficients =
		{
	0.0982862174m,
	0.0975682269m,
	0.0961401078m,
	0.0940230544m,
	0.0912437090m,
	0.0878391006m,
	0.0838544303m,
	0.0793406350m,
	0.0743569346m,
	0.0689666682m,
	0.0632381578m,
	0.0572428925m,
	0.0510534242m,
	0.0447468229m,
	0.0383959950m,
	0.0320735368m,
	0.0258537721m,
	0.0198005183m,
	0.0139807863m,
	0.0084512448m,
	0.0032639979m,
	-0.0015350359m,
	-0.0059060082m,
	-0.0098190256m,
	-0.0132507215m,
	-0.0161875265m,
	-0.0186164872m,
	-0.0205446727m,
	-0.0219739146m,
	-0.0229204861m,
	-0.0234080863m,
	-0.0234566315m,
	-0.0231017777m,
	-0.0223796900m,
	-0.0213300463m,
	-0.0199924534m,
	-0.0184126992m,
	-0.0166377699m,
	-0.0147139428m,
	-0.0126796776m,
	-0.0105938331m,
	-0.0084736770m,
	-0.0063841850m,
	-0.0043466731m,
	-0.0023956944m,
	-0.0005535180m,
	0.0011421469m,
	0.0026845693m,
	0.0040471369m,
	0.0052380201m,
	0.0062194591m,
	0.0070340085m,
	0.0076266453m,
	0.0080376628m,
	0.0083037666m,
	0.0083694798m,
	0.0082901022m,
	0.0080741359m,
	0.0077543820m,
	0.0073260526m,
	0.0068163569m,
	0.0062325477m,
	0.0056078229m,
	0.0049516078m,
	0.0161380976m,
	};

		private readonly IIndicator _fastSmoother;
		private readonly IIndicator _slowSmoother;
		private readonly AppliedPrices _appliedPrice;
		private readonly decimal[] _priceBuffer = new decimal[SatlCoefficients.Length];
		private int _bufferIndex;
		private int _bufferCount;

		public XFatlXSatlCloudIndicator(XmaMethods fastMethod, int fastLength, int fastPhase, XmaMethods slowMethod, int slowLength, int slowPhase, AppliedPrices appliedPrice)
		{
			_fastSmoother = CreateSmoother(fastMethod, fastLength, fastPhase);
			_slowSmoother = CreateSmoother(slowMethod, slowLength, slowPhase);
			_appliedPrice = appliedPrice;
		}

		protected override IIndicatorValue OnProcess(IIndicatorValue input)
		{
			var candle = input.GetValue<ICandleMessage>();
			var price = SelectPrice(candle, _appliedPrice);
			// Feed the latest price into the circular buffer used by the FIR filters.
			_priceBuffer[_bufferIndex] = price;
			_bufferIndex = (_bufferIndex + 1) % _priceBuffer.Length;
			if (_bufferCount < _priceBuffer.Length)
				_bufferCount++;

			var fastRaw = ComputeFilter(FatlCoefficients);
			var slowRaw = ComputeFilter(SatlCoefficients);

			// Smooth both raw filters with the configured moving averages.
			var fastValue = _fastSmoother.Process(new DecimalIndicatorValue(_fastSmoother, fastRaw, input.Time) { IsFinal = input.IsFinal });
			var slowValue = _slowSmoother.Process(new DecimalIndicatorValue(_slowSmoother, slowRaw, input.Time) { IsFinal = input.IsFinal });
			var fast = fastValue.ToDecimal();
			var slow = slowValue.ToDecimal();

			IsFormed = _bufferCount >= SatlCoefficients.Length && fastValue.IsFinal && slowValue.IsFinal;
			return new XFatlXSatlValue(this, input.Time, fast, slow, fastRaw, slowRaw) { IsFinal = input.IsFinal };
		}

		public override void Reset()
		{
			base.Reset();
			Array.Clear(_priceBuffer, 0, _priceBuffer.Length);
			_bufferIndex = 0;
			_bufferCount = 0;
			_fastSmoother.Reset();
			_slowSmoother.Reset();
		}

		private decimal ComputeFilter(IReadOnlyList<decimal> coefficients)
		{
			if (_bufferCount < coefficients.Count)
				return 0m;

			decimal sum = 0m;
			for (var i = 0; i < coefficients.Count; i++)
			{
				// Traverse the ring buffer backwards to align with the newest price first.
				var index = _bufferIndex - 1 - i;
				if (index < 0)
					index += _priceBuffer.Length;

				sum += coefficients[i] * _priceBuffer[index];
			}

			return sum;
		}

		private static IIndicator CreateSmoother(XmaMethods method, int length, int phase)
		{
			length = Math.Max(1, length);

			// Map the MQL smoothing options to the closest available StockSharp moving averages.
			return method switch
			{
				XmaMethods.Sma => new SimpleMovingAverage { Length = length },
				XmaMethods.Ema => new ExponentialMovingAverage { Length = length },
				XmaMethods.Smma => new SmoothedMovingAverage { Length = length },
				XmaMethods.Lwma => new WeightedMovingAverage { Length = length },
				XmaMethods.Jurik => new JurikMovingAverage { Length = length },
				XmaMethods.ZeroLag => new ZeroLagExponentialMovingAverage { Length = length },
				XmaMethods.Kaufman => new KaufmanAdaptiveMovingAverage { Length = length },
				_ => throw new ArgumentOutOfRangeException(nameof(method), method, "Unsupported smoothing method."),
			};
		}

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

		private static decimal CalculateDemarkPrice(ICandleMessage candle)
		{
			var sum = candle.HighPrice + candle.LowPrice + candle.ClosePrice;
			if (candle.ClosePrice < candle.OpenPrice)
				sum = (sum + candle.LowPrice) / 2m;
			else if (candle.ClosePrice > candle.OpenPrice)
				sum = (sum + candle.HighPrice) / 2m;
			else
				sum = (sum + candle.ClosePrice) / 2m;

			return ((sum - candle.LowPrice) + (sum - candle.HighPrice)) / 2m;
		}
	}

	private sealed class XFatlXSatlValue : DecimalIndicatorValue
	{
		public XFatlXSatlValue(IIndicator indicator, DateTime time, decimal fast, decimal slow, decimal fastRaw, decimal slowRaw)
			: base(indicator, fast, time)
		{
			Fast = fast;
			Slow = slow;
			FastRaw = fastRaw;
			SlowRaw = slowRaw;
		}

		public decimal Fast { get; }
		public decimal Slow { get; }
		public decimal FastRaw { get; }
		public decimal SlowRaw { get; }
	}
}