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Martingale Bone Crusher 戦略

概要

Martingale Bone Crusher 戦略は、元の MetaTrader エキスパートアドバイザーの動作を再現しています。この戦略は、高速/低速移動平均比較の方向でトレードし、負けトレードの後に注文サイズを増やすマーチンゲール資金管理モデルを適用します。固定資金目標、パーセンテージ目標、設定可能なブレークイーブン移動、価格ステップで測定されるクラシックなストップロス/テイクプロフィットレベル、および資金で測定される利益保護トレーリングストップを含む、大規模なリスク管理ツールセットが利用可能です。

トレードロジック

  • シグナル生成 – 2 本の単純移動平均がプライマリローソク足シリーズで計算されます。高速平均が低速平均を下回る場合、戦略はロングエントリーを探します。上回る場合は、ショートエントリーを探します。アクティブなポジションがある間は新しいトレードは行われません。
  • マーチンゲールシーケンシング – 各トレードが完了した後、次のポジションサイズが更新されます。最後のトレードが損失で閉じた場合、次のボリュームは（設定に応じて）乗算または増分されます。勝ちトレードはポジションサイズを初期値にリセットします。
  • モード選択 – 2 つのマーチンゲールバリアントが提供されます:
    • Martingale1: 次のトレードは損失後でも常に現在の移動平均方向に従います。
    • Martingale2: 損失後、次のトレードは損失した方向に対して逆転されます。これは元の Expert Advisor の 2 番目のオプションの動作を反映しています。
  • リスク管理 – ポジションがオープンの間、戦略は継続的に評価します:
    • 価格ステップで表現されるクラシックなストップロスとテイクプロフィットレベル;
    • 固定ステップ距離で極値価格に従うオプションのトレーリングストップ;
    • 設定可能な距離だけポジションが有利に動いた後にエグジットレベルをシフトするブレークイーブン移動;
    • 集約された浮動 PnL が閾値を超えると ポジションを閉じるグローバルな資金ベースおよびパーセンテージベースの利益目標;
    • 浮動利益が活性化レベルに達するとすぐに蓄積された利益を確保する資金での追加トレーリングストップ。

パラメーター

パラメーター 説明
UseTakeProfitMoney 固定資金テイクプロフィット目標を有効にします。
TakeProfitMoney UseTakeProfitMoney がアクティブな場合にトレードを閉じる資金額。
UseTakeProfitPercent 初期ポートフォリオ値のパーセンテージとして表現された利益目標を有効にします。
TakeProfitPercent UseTakeProfitPercent が有効な場合に使用されるパーセンテージ。
EnableTrailing 資金ベースのトレーリングストップを有効にします。
TrailingTakeProfitMoney 資金トレーリングストップを起動するために必要な浮動利益。
TrailingStopMoney トレーリングストップがアクティブになった後のピーク浮動利益からの許容ドローダウン。
MartingaleModes Martingale1 と Martingale2 の動作を選択します。
UseMoveToBreakeven ブレークイーブンストップ調整を有効にします。
MoveToBreakevenTrigger ブレークイーブン保護が有効になる前にトレードが有利に動く必要がある価格ステップ。
BreakevenOffset ブレークイーブンストップを設置する際にエントリー価格に追加される距離。
Multiply DoubleLotSize が true の場合に損失後に次のボリュームに適用される乗数。
InitialVolume 最初のトレードおよび勝利後に使用されるベース注文ボリューム。
DoubleLotSize 乗算的 (true) とAdditive(false) のマーチンゲールサイジングを切り替えます。
LotSizeIncrement DoubleLotSize が false の場合に損失後に適用されるボリューム増分。
TrailingStopSteps 価格ステップでのトレーリングストップ距離。
StopLossSteps 価格ステップでのクラシックストップロス距離。
TakeProfitSteps 価格ステップでのクラシックテイクプロフィット距離。
FastPeriod 高速単純移動平均の期間。
SlowPeriod 低速単純移動平均の期間。
CandleType すべての指標計算に使用されるローソク足シリーズ。

注意事項

  • ポジションボリュームは、銘柄のボリュームステップ、最小値、最大値の制限に合わせられます。
  • 浮動利益計算は銘柄の PriceStep と StepPrice に依存します。これらがゼロの場合、資金ベースの保護は自動的にスキップされます。
  • C# と Python の両方の実装が提供されています。
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;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Martingale strategy that increases position size after a loss and manages risk using money targets and trailing stops.
/// </summary>
public class MartingaleBoneCrusherStrategy : Strategy
{
	private readonly StrategyParam<bool> _useTakeProfitMoney;
	private readonly StrategyParam<decimal> _takeProfitMoney;
	private readonly StrategyParam<bool> _useTakeProfitPercent;
	private readonly StrategyParam<decimal> _takeProfitPercent;
	private readonly StrategyParam<bool> _enableTrailing;
	private readonly StrategyParam<decimal> _trailingTakeProfitMoney;
	private readonly StrategyParam<decimal> _trailingStopMoney;
	private readonly StrategyParam<MartingaleModes> _martingaleMode;
	private readonly StrategyParam<bool> _useMoveToBreakeven;
	private readonly StrategyParam<decimal> _moveToBreakevenTrigger;
	private readonly StrategyParam<decimal> _breakevenOffset;
	private readonly StrategyParam<decimal> _multiply;
	private readonly StrategyParam<decimal> _initialVolume;
	private readonly StrategyParam<bool> _doubleLotSize;
	private readonly StrategyParam<decimal> _lotSizeIncrement;
	private readonly StrategyParam<decimal> _trailingStopSteps;
	private readonly StrategyParam<decimal> _stopLossSteps;
	private readonly StrategyParam<decimal> _takeProfitSteps;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private readonly StrategyParam<DataType> _candleType;

	private SimpleMovingAverage _fastMa;
	private SimpleMovingAverage _slowMa;
	private decimal _averagePrice;
	private decimal _positionVolume;
	private decimal _currentVolume;
	private decimal _lastOrderVolume;
	private decimal _lastTradeResult;
	private decimal _highestPrice;
	private decimal _lowestPrice;
	private decimal? _breakevenPrice;
	private decimal _maxFloatingProfit;
	private decimal _initialCapital;
	private Sides? _lastPositionSide;
	private Sides? _lastLosingSide;

	/// <summary>
	/// Initializes a new instance of <see cref="MartingaleBoneCrusherStrategy"/>.
	/// </summary>
	public MartingaleBoneCrusherStrategy()
	{
		_useTakeProfitMoney = Param(nameof(UseTakeProfitMoney), false)
			.SetDisplay("Use Money TP", "Enable fixed money take profit", "Risk Management");

		_takeProfitMoney = Param(nameof(TakeProfitMoney), 10m)
			.SetGreaterThanZero()
			.SetDisplay("Money TP", "Take profit in money", "Risk Management");

		_useTakeProfitPercent = Param(nameof(UseTakeProfitPercent), false)
			.SetDisplay("Use Percent TP", "Enable percentage take profit", "Risk Management");

		_takeProfitPercent = Param(nameof(TakeProfitPercent), 10m)
			.SetGreaterThanZero()
			.SetDisplay("Percent TP", "Take profit percentage", "Risk Management");

		_enableTrailing = Param(nameof(EnableTrailing), true)
			.SetDisplay("Trailing Enabled", "Use money trailing stop", "Risk Management");

		_trailingTakeProfitMoney = Param(nameof(TrailingTakeProfitMoney), 40m)
			.SetGreaterThanZero()
			.SetDisplay("Trailing Start", "Profit to activate trailing", "Risk Management");

		_trailingStopMoney = Param(nameof(TrailingStopMoney), 10m)
			.SetGreaterThanZero()
			.SetDisplay("Trailing Step", "Allowed profit pullback", "Risk Management");

		_martingaleMode = Param(nameof(MartingaleMode), MartingaleModes.Martingale2)
			.SetDisplay("Mode", "Martingale logic variant", "General");

		_useMoveToBreakeven = Param(nameof(UseMoveToBreakeven), true)
			.SetDisplay("Use Breakeven", "Enable breakeven stop", "Risk Management");

		_moveToBreakevenTrigger = Param(nameof(MoveToBreakevenTrigger), 10m)
			.SetNotNegative()
			.SetDisplay("Breakeven Trigger", "Steps to move stop", "Risk Management");

		_breakevenOffset = Param(nameof(BreakevenOffset), 5m)
			.SetNotNegative()
			.SetDisplay("Breakeven Offset", "Offset from entry", "Risk Management");

		_multiply = Param(nameof(Multiply), 2m)
			.SetGreaterThanZero()
			.SetDisplay("Multiply", "Lot multiplier after loss", "Position Sizing");

		_initialVolume = Param(nameof(InitialVolume), 0.01m)
			.SetGreaterThanZero()
			.SetDisplay("Initial Volume", "Base order volume", "Position Sizing");

		_doubleLotSize = Param(nameof(DoubleLotSize), false)
			.SetDisplay("Double Volume", "Multiply volume after loss", "Position Sizing");

		_lotSizeIncrement = Param(nameof(LotSizeIncrement), 0.01m)
			.SetNotNegative()
			.SetDisplay("Lot Increment", "Volume increment after loss", "Position Sizing");

		_trailingStopSteps = Param(nameof(TrailingStopSteps), 30m)
			.SetNotNegative()
			.SetDisplay("Trailing Steps", "Trailing distance in steps", "Price Targets");

		_stopLossSteps = Param(nameof(StopLossSteps), 5m)
			.SetNotNegative()
			.SetDisplay("Stop Steps", "Stop-loss distance in steps", "Price Targets");

		_takeProfitSteps = Param(nameof(TakeProfitSteps), 5m)
			.SetNotNegative()
			.SetDisplay("Take Profit Steps", "Take-profit distance in steps", "Price Targets");

		_fastPeriod = Param(nameof(FastPeriod), 2)
			.SetGreaterThanZero()
			.SetDisplay("Fast MA", "Fast moving average length", "Signals");

		_slowPeriod = Param(nameof(SlowPeriod), 50)
			.SetGreaterThanZero()
			.SetDisplay("Slow MA", "Slow moving average length", "Signals");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Primary candle series", "General");
	}

	/// <summary>
	/// Enable fixed take profit in money.
	/// </summary>
	public bool UseTakeProfitMoney
	{
		get => _useTakeProfitMoney.Value;
		set => _useTakeProfitMoney.Value = value;
	}

	/// <summary>
	/// Take profit amount in money.
	/// </summary>
	public decimal TakeProfitMoney
	{
		get => _takeProfitMoney.Value;
		set => _takeProfitMoney.Value = value;
	}

	/// <summary>
	/// Enable take profit measured in percent.
	/// </summary>
	public bool UseTakeProfitPercent
	{
		get => _useTakeProfitPercent.Value;
		set => _useTakeProfitPercent.Value = value;
	}

	/// <summary>
	/// Percentage profit target.
	/// </summary>
	public decimal TakeProfitPercent
	{
		get => _takeProfitPercent.Value;
		set => _takeProfitPercent.Value = value;
	}

	/// <summary>
	/// Enable trailing stop in money.
	/// </summary>
	public bool EnableTrailing
	{
		get => _enableTrailing.Value;
		set => _enableTrailing.Value = value;
	}

	/// <summary>
	/// Profit required to activate money trailing.
	/// </summary>
	public decimal TrailingTakeProfitMoney
	{
		get => _trailingTakeProfitMoney.Value;
		set => _trailingTakeProfitMoney.Value = value;
	}

	/// <summary>
	/// Allowed profit pullback while trailing.
	/// </summary>
	public decimal TrailingStopMoney
	{
		get => _trailingStopMoney.Value;
		set => _trailingStopMoney.Value = value;
	}

	/// <summary>
	/// Selected martingale mode.
	/// </summary>
	public MartingaleModes MartingaleMode
	{
		get => _martingaleMode.Value;
		set => _martingaleMode.Value = value;
	}

	/// <summary>
	/// Enable automatic move to breakeven.
	/// </summary>
	public bool UseMoveToBreakeven
	{
		get => _useMoveToBreakeven.Value;
		set => _useMoveToBreakeven.Value = value;
	}

	/// <summary>
	/// Distance in steps required to activate breakeven.
	/// </summary>
	public decimal MoveToBreakevenTrigger
	{
		get => _moveToBreakevenTrigger.Value;
		set => _moveToBreakevenTrigger.Value = value;
	}

	/// <summary>
	/// Offset added to entry price when moving stop to breakeven.
	/// </summary>
	public decimal BreakevenOffset
	{
		get => _breakevenOffset.Value;
		set => _breakevenOffset.Value = value;
	}

	/// <summary>
	/// Multiplier applied to volume after a loss.
	/// </summary>
	public decimal Multiply
	{
		get => _multiply.Value;
		set => _multiply.Value = value;
	}

	/// <summary>
	/// Base order volume.
	/// </summary>
	public decimal InitialVolume
	{
		get => _initialVolume.Value;
		set => _initialVolume.Value = value;
	}

	/// <summary>
	/// Use multiplication instead of addition for martingale.
	/// </summary>
	public bool DoubleLotSize
	{
		get => _doubleLotSize.Value;
		set => _doubleLotSize.Value = value;
	}

	/// <summary>
	/// Additional volume added after a loss when doubling is disabled.
	/// </summary>
	public decimal LotSizeIncrement
	{
		get => _lotSizeIncrement.Value;
		set => _lotSizeIncrement.Value = value;
	}

	/// <summary>
	/// Trailing distance expressed in price steps.
	/// </summary>
	public decimal TrailingStopSteps
	{
		get => _trailingStopSteps.Value;
		set => _trailingStopSteps.Value = value;
	}

	/// <summary>
	/// Stop-loss distance expressed in price steps.
	/// </summary>
	public decimal StopLossSteps
	{
		get => _stopLossSteps.Value;
		set => _stopLossSteps.Value = value;
	}

	/// <summary>
	/// Take-profit distance expressed in price steps.
	/// </summary>
	public decimal TakeProfitSteps
	{
		get => _takeProfitSteps.Value;
		set => _takeProfitSteps.Value = value;
	}

	/// <summary>
	/// Fast moving average period.
	/// </summary>
	public int FastPeriod
	{
		get => _fastPeriod.Value;
		set => _fastPeriod.Value = value;
	}

	/// <summary>
	/// Slow moving average period.
	/// </summary>
	public int SlowPeriod
	{
		get => _slowPeriod.Value;
		set => _slowPeriod.Value = value;
	}

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

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

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

		_fastMa = null;
		_slowMa = null;
		_averagePrice = 0m;
		_positionVolume = 0m;
		_currentVolume = AlignVolume(InitialVolume);
		_lastOrderVolume = _currentVolume;
		_lastTradeResult = 0m;
		_highestPrice = 0m;
		_lowestPrice = 0m;
		_breakevenPrice = null;
		_maxFloatingProfit = 0m;
		_initialCapital = 0m;
		_lastPositionSide = null;
		_lastLosingSide = null;
	}

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

		Volume = AlignVolume(InitialVolume);
		_currentVolume = Volume;
		_lastOrderVolume = Volume;

		_initialCapital = Portfolio?.BeginValue ?? Portfolio?.CurrentValue ?? 0m;

		_fastMa = new SimpleMovingAverage { Length = FastPeriod };
		_slowMa = new SimpleMovingAverage { Length = SlowPeriod };

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

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

		if (!_fastMa.IsFormed || !_slowMa.IsFormed)
			return;

		if (Position != 0)
		{
			UpdateExtremes(candle);

			if (TryApplyStopAndTake(candle))
				return;

			if (TryApplyBreakeven(candle.ClosePrice))
				return;

			if (TryApplyMoneyTargets(candle.ClosePrice))
				return;

			TryActivateBreakeven(candle.ClosePrice);
			return;
		}

		var entrySide = DetermineEntrySide(fastValue, slowValue);
		if (entrySide is null)
			return;

		var volume = AlignVolume(_currentVolume);
		if (volume <= 0m)
			return;

		if (entrySide == Sides.Buy)
			BuyMarket(volume);
		else
			SellMarket(volume);

		_averagePrice = candle.ClosePrice;
		_positionVolume = volume;
		_lastOrderVolume = volume;
		_lastPositionSide = entrySide;
		_highestPrice = candle.ClosePrice;
		_lowestPrice = candle.ClosePrice;
		_breakevenPrice = null;
		_maxFloatingProfit = 0m;
	}

	private Sides? DetermineEntrySide(decimal fastValue, decimal slowValue)
	{
		Sides? signal = null;
		if (fastValue < slowValue)
			signal = Sides.Buy;
		else if (fastValue > slowValue)
			signal = Sides.Sell;

		if (_lastTradeResult < 0m)
		{
			if (MartingaleMode == MartingaleModes.Martingale2 && _lastLosingSide.HasValue)
				return _lastLosingSide == Sides.Buy ? Sides.Sell : Sides.Buy;

			return signal;
		}

		return signal;
	}

	private bool TryApplyStopAndTake(ICandleMessage candle)
	{
		if (_positionVolume <= 0m || !_lastPositionSide.HasValue)
			return false;

		var stopDistance = StepsToPrice(StopLossSteps);
		var takeDistance = StepsToPrice(TakeProfitSteps);
		var trailingDistance = StepsToPrice(TrailingStopSteps);
		var closePrice = candle.ClosePrice;

		if (_lastPositionSide == Sides.Buy)
		{
			if (stopDistance > 0m && candle.LowPrice <= _averagePrice - stopDistance)
			{
				ClosePosition(_averagePrice - stopDistance);
				return true;
			}

			if (takeDistance > 0m && candle.HighPrice >= _averagePrice + takeDistance)
			{
				ClosePosition(_averagePrice + takeDistance);
				return true;
			}

			if (TrailingStopSteps > 0m && trailingDistance > 0m && closePrice <= _highestPrice - trailingDistance)
			{
				ClosePosition(closePrice);
				return true;
			}
		}
		else
		{
			if (stopDistance > 0m && candle.HighPrice >= _averagePrice + stopDistance)
			{
				ClosePosition(_averagePrice + stopDistance);
				return true;
			}

			if (takeDistance > 0m && candle.LowPrice <= _averagePrice - takeDistance)
			{
				ClosePosition(_averagePrice - takeDistance);
				return true;
			}

			if (TrailingStopSteps > 0m && trailingDistance > 0m && closePrice >= _lowestPrice + trailingDistance)
			{
				ClosePosition(closePrice);
				return true;
			}
		}

		return false;
	}

	private bool TryApplyBreakeven(decimal closePrice)
	{
		if (!UseMoveToBreakeven || !_breakevenPrice.HasValue || !_lastPositionSide.HasValue)
			return false;

		if (_lastPositionSide == Sides.Buy && closePrice <= _breakevenPrice.Value)
		{
			ClosePosition(closePrice);
			return true;
		}

		if (_lastPositionSide == Sides.Sell && closePrice >= _breakevenPrice.Value)
		{
			ClosePosition(closePrice);
			return true;
		}

		return false;
	}

	private bool TryApplyMoneyTargets(decimal closePrice)
	{
		var profit = GetFloatingProfit(closePrice);

		if (UseTakeProfitMoney && profit >= TakeProfitMoney)
		{
			ClosePosition(closePrice);
			return true;
		}

		if (UseTakeProfitPercent && _initialCapital > 0m)
		{
			var target = _initialCapital * TakeProfitPercent / 100m;
			if (profit >= target)
			{
				ClosePosition(closePrice);
				return true;
			}
		}

		if (EnableTrailing && profit > 0m)
		{
			if (profit >= TrailingTakeProfitMoney)
				_maxFloatingProfit = Math.Max(_maxFloatingProfit, profit);

			if (_maxFloatingProfit > 0m && _maxFloatingProfit - profit >= TrailingStopMoney)
			{
				ClosePosition(closePrice);
				return true;
			}
		}

		return false;
	}

	private void TryActivateBreakeven(decimal closePrice)
	{
		if (!UseMoveToBreakeven || _breakevenPrice.HasValue || !_lastPositionSide.HasValue)
			return;

		var trigger = StepsToPrice(MoveToBreakevenTrigger);
		if (trigger <= 0m)
			return;

		var offset = StepsToPrice(BreakevenOffset);
		if (_lastPositionSide == Sides.Buy)
		{
			if (closePrice >= _averagePrice + trigger)
				_breakevenPrice = _averagePrice + offset;
		}
		else if (closePrice <= _averagePrice - trigger)
		{
			_breakevenPrice = _averagePrice - offset;
		}
	}

	private decimal GetFloatingProfit(decimal currentPrice)
	{
		if (_positionVolume <= 0m || !_lastPositionSide.HasValue)
			return 0m;

		var priceStep = Security?.PriceStep ?? 0m;
		var stepPrice = Security?.PriceStep ?? 0m;

		if (priceStep <= 0m || stepPrice <= 0m)
			return 0m;

		var direction = _lastPositionSide == Sides.Buy ? 1m : -1m;
		var priceDiff = (currentPrice - _averagePrice) * direction;
		var steps = priceDiff / priceStep;
		return steps * stepPrice * _positionVolume;
	}

	private void ClosePosition(decimal exitPrice)
	{
		if (Position > 0m)
			SellMarket(Position);
		else if (Position < 0m)
			BuyMarket(-Position);

		ComputeTradeResult(exitPrice);
		ResetPositionState();
		UpdateNextVolume();
	}

	private void ComputeTradeResult(decimal exitPrice)
	{
		if (_positionVolume <= 0m || !_lastPositionSide.HasValue)
		{
			_lastTradeResult = 0m;
			_lastLosingSide = null;
			return;
		}

		var priceStep = Security?.PriceStep ?? 0m;
		var stepPrice = Security?.PriceStep ?? 0m;

		if (priceStep <= 0m || stepPrice <= 0m)
		{
			_lastTradeResult = 0m;
			_lastLosingSide = null;
			return;
		}

		var direction = _lastPositionSide == Sides.Buy ? 1m : -1m;
		var priceDiff = (exitPrice - _averagePrice) * direction;
		var steps = priceDiff / priceStep;
		var pnl = steps * stepPrice * _positionVolume;

		_lastTradeResult = pnl;
		_lastLosingSide = pnl < 0m ? _lastPositionSide : null;
	}

	private void ResetPositionState()
	{
		_averagePrice = 0m;
		_positionVolume = 0m;
		_highestPrice = 0m;
		_lowestPrice = 0m;
		_breakevenPrice = null;
		_maxFloatingProfit = 0m;
		_lastPositionSide = null;
	}

	private void UpdateExtremes(ICandleMessage candle)
	{
		if (!_lastPositionSide.HasValue)
			return;

		if (_lastPositionSide == Sides.Buy)
		{
			if (candle.HighPrice > _highestPrice)
				_highestPrice = candle.HighPrice;
		}
		else
		{
			if (_lowestPrice == 0m || candle.LowPrice < _lowestPrice)
				_lowestPrice = candle.LowPrice;
		}
	}

	private void UpdateNextVolume()
	{
		decimal nextVolume;
		if (_lastTradeResult < 0m)
			nextVolume = DoubleLotSize ? _lastOrderVolume * Multiply : _lastOrderVolume + LotSizeIncrement;
		else
			nextVolume = InitialVolume;

		_currentVolume = AlignVolume(nextVolume);
		_lastOrderVolume = _currentVolume;
	}

	private decimal StepsToPrice(decimal steps)
	{
		var priceStep = Security?.PriceStep ?? 0m;
		if (priceStep <= 0m)
			return 0m;

		return steps * priceStep;
	}

	private decimal AlignVolume(decimal volume)
	{
		if (Security is null)
			return volume;

		var step = Security.VolumeStep ?? 0m;

		if (step > 0m)
		{
			var ratio = Math.Round(volume / step, MidpointRounding.AwayFromZero);
			if (ratio == 0m && volume > 0m)
				ratio = 1m;
			volume = ratio * step;
		}

		if (volume <= 0m)
			volume = InitialVolume;

		return volume;
	}

	/// <summary>
	/// Supported martingale variants.
	/// </summary>
	public enum MartingaleModes
	{
		/// <summary>
		/// Follow moving average direction after every loss.
		/// </summary>
		Martingale1,

		/// <summary>
		/// Reverse direction after a loss while using martingale sizing.
		/// </summary>
		Martingale2
	}
}