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One Two Three Strategy

The One Two Three strategy trades breakouts of the Chaikin oscillator after an extended period of flat accumulation. It emulates the original MetaTrader 5 expert by combining an accumulation/distribution line with two EMAs, validating that market pressure has stayed neutral for several bars, and then entering on a strong surge of Chaikin momentum. The StockSharp port keeps the lot sizing, stop management, and trailing logic configurable through strategy parameters.

Concept

  • Build the Chaikin oscillator as the difference between a fast and a slow exponential moving average applied to the accumulation/distribution line derived from the incoming candles.
  • Track the last BarsCount oscillator readings and classify bars where the absolute Chaikin value stays within FlatLevel.
  • Allow trading only when more than FlatPercent percent of those stored readings stayed inside the flat range, signalling quiet accumulation.
  • When a new candle finishes, enter in the direction of the Chaikin surge if its magnitude exceeds OpenLevel.

Entry Rules

  • Long: The Chaikin oscillator on the just closed candle is greater than or equal to OpenLevel and the current net position is non-positive.
  • Short: The Chaikin oscillator on the just closed candle is less than or equal to the negative OpenLevel and the current net position is non-negative.
  • Orders are issued at market. If the strategy holds an opposite position, the order size is increased to flatten the existing exposure before establishing the new trade.

Exit Rules

  • A fixed stop-loss (StopLossPips) and take-profit (TakeProfitPips) are translated into price offsets using the security price step (1 pip = 1 price step) and applied immediately after entry.
  • An optional trailing stop adjusts the protective stop once price moves in favour of the trade by at least TrailingStopPips + TrailingStepPips. The new stop is placed exactly TrailingStopPips away from the current close while requiring the step buffer to avoid premature tightening.
  • If either the stop or the target is touched within the completed candle range, the position is closed at market.

Risk and Money Management

  • OrderVolume controls the quantity sent with every market order. The strategy automatically adds or subtracts the current position size when flipping direction so that reversals happen in a single trade.
  • Setting any of the pip-based parameters to zero disables that component (for example, a zero take-profit keeps trades open until the stop or opposite signal occurs).

Parameters

  • OrderVolume – Base volume for entries.
  • StopLossPips – Distance, in pips, between the entry price and the protective stop.
  • TakeProfitPips – Distance, in pips, between the entry price and the profit target.
  • TrailingStopPips – Distance, in pips, maintained between price and the trailing stop. Set to zero to disable trailing.
  • TrailingStepPips – Minimum pip gain beyond the trailing distance required before the stop is moved again.
  • FastLength – Period of the fast EMA in the Chaikin oscillator.
  • SlowLength – Period of the slow EMA in the Chaikin oscillator.
  • FlatLevel – Absolute Chaikin value that still counts as flat market behaviour.
  • OpenLevel – Chaikin magnitude required to trigger a new trade once the flat condition is satisfied.
  • BarsCount – Number of recent Chaikin values to evaluate when computing the flat ratio.
  • FlatPercent – Minimum percentage of the stored values that must stay within the flat range to allow trading.
  • CandleType – Candle data type or timeframe that feeds the indicator calculations.

Notes

  • The trailing logic mirrors the MetaTrader expert: if TrailingStopPips is non-zero, keep TrailingStepPips positive to avoid a stagnant stop.
  • Because StockSharp strategies work with the security price step, the pip-based distances assume that one pip equals one price step; adjust the parameter values accordingly for instruments with different tick sizes.
  • The strategy processes completed candles only and does not attempt to react intra-bar, matching the original expert that executes on new bar openings.
using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

public class OneTwoThreeStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastPeriod;
	private readonly StrategyParam<int> _slowPeriod;
	private decimal? _prevFast, _prevSlow;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int FastPeriod { get => _fastPeriod.Value; set => _fastPeriod.Value = value; }
	public int SlowPeriod { get => _slowPeriod.Value; set => _slowPeriod.Value = value; }

	public OneTwoThreeStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(1).TimeFrame()).SetDisplay("Candle Type", "Timeframe", "General");
		_fastPeriod = Param(nameof(FastPeriod), 5).SetGreaterThanZero().SetDisplay("Fast EMA", "Fast period", "Indicators");
		_slowPeriod = Param(nameof(SlowPeriod), 13).SetGreaterThanZero().SetDisplay("Slow EMA", "Slow period", "Indicators");
	}

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

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevFast = null;
		_prevSlow = null;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevFast = null; _prevSlow = null;
		var fast = new ExponentialMovingAverage { Length = FastPeriod };
		var slow = new ExponentialMovingAverage { Length = SlowPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(fast, slow, ProcessCandle).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, subscription); DrawIndicator(area, fast); DrawIndicator(area, slow); DrawOwnTrades(area); }
	}

	private void ProcessCandle(ICandleMessage candle, decimal fast, decimal slow)
	{
		if (candle.State != CandleStates.Finished) return;
		if (!IsFormedAndOnlineAndAllowTrading()) { _prevFast = fast; _prevSlow = slow; return; }
		if (_prevFast == null || _prevSlow == null) { _prevFast = fast; _prevSlow = slow; return; }
		var prevAbove = _prevFast.Value > _prevSlow.Value;
		var currAbove = fast > slow;
		_prevFast = fast; _prevSlow = slow;
		if (!prevAbove && currAbove && Position <= 0) { if (Position < 0) BuyMarket(); BuyMarket(); }
		else if (prevAbove && !currAbove && Position >= 0) { if (Position > 0) SellMarket(); SellMarket(); }
	}
}