日本語 JA
GitHub で見る

Alerting System Threshold Strategy

The Alerting System Threshold Strategy is a StockSharp port of the MetaTrader 5 expert advisor "AlertingSystem" (MQL folder 31843). The original EA draws two horizontal lines and plays a sound whenever the bid trades above the upper line or the ask trades below the lower line. This C# conversion keeps the alerting behavior while using StockSharp's high-level API for data access and notification logging.

Core Idea

  • Listen to real-time Level 1 market data (best bid and best ask).
  • Trigger one-shot alerts when the bid is greater than or equal to a configurable upper threshold.
  • Trigger one-shot alerts when the ask is less than or equal to a configurable lower threshold.
  • Reset the alert flags when prices move back inside the band so the next breakout can be detected.

Unlike the MQL implementation that repeatedly plays a sound on every tick, the StockSharp version sends a single informational log entry for each breakout event. This avoids log flooding while still notifying the operator when price targets are reached.

Parameters

Parameter Description Default
UpperPrice Bid level that activates the bullish alert. Set to 0 to disable. 0
LowerPrice Ask level that activates the bearish alert. Set to 0 to disable. 0

Both parameters are standard StrategyParam<decimal> values that can be optimized or adjusted at runtime. You can move the thresholds around during live trading just as you would reposition the horizontal lines in MetaTrader.

Data Subscriptions and Workflow

  1. When the strategy starts it subscribes to Level 1 data via SubscribeLevel1().Bind(ProcessLevel1).Start().
  2. Incoming Level1ChangeMessage objects update cached best bid and best ask values.
  3. Each update calls the alert checks:
    • Upper alert – fires once when BestBid >= UpperPrice and the price was previously below the level.
    • Lower alert – fires once when BestAsk <= LowerPrice and the price was previously above the level.
  4. Alert resets occur automatically when the market trades back within the corridor.

Logging and Notifications

Alerts are written with AddInfoLog and include the current bid/ask values and the configured levels. Integrate your own notification pipeline (emails, messengers, custom sounds) by overriding OnInfo or subscribing to the strategy's log events in your hosting application.

Usage Tips

  • Set only the thresholds you care about – the other can remain 0 to stay disabled.
  • Combine the strategy with other modules that react to Info logs if you want to reproduce audible or push notifications.
  • Because the strategy never places orders, there is no need to call StartProtection().

Differences from the Original EA

  • The StockSharp version uses Level 1 data instead of creating chart objects.
  • Alerts are one-shot per breakout to keep the log clean.
  • Everything else (parameters, logic thresholds, conditions) matches the MQL reference.

Files

  • CS/AlertingSystemStrategy.cs – C# strategy implementation.
  • README.md – English documentation (this file).
  • README_ru.md – Russian translation with additional explanation.
  • README_zh.md – Simplified Chinese translation.
namespace StockSharp.Samples.Strategies;

using System;
using Ecng.Common;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.Messages;

/// <summary>
/// Alerting System Threshold strategy: RSI threshold crossover.
/// Buys when RSI crosses above oversold level, sells when crosses below overbought level.
/// </summary>
public class AlertingSystemThresholdStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<decimal> _oversold;
	private readonly StrategyParam<decimal> _overbought;

	private decimal _prevRsi;
	private bool _hasPrev;

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int RsiPeriod { get => _rsiPeriod.Value; set => _rsiPeriod.Value = value; }
	public decimal Oversold { get => _oversold.Value; set => _oversold.Value = value; }
	public decimal Overbought { get => _overbought.Value; set => _overbought.Value = value; }

	public AlertingSystemThresholdStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
		_rsiPeriod = Param(nameof(RsiPeriod), 14)
			.SetGreaterThanZero()
			.SetDisplay("RSI Period", "RSI period", "Indicators");
		_oversold = Param(nameof(Oversold), 30m)
			.SetDisplay("Oversold", "RSI oversold level", "Signals");
		_overbought = Param(nameof(Overbought), 70m)
			.SetDisplay("Overbought", "RSI overbought level", "Signals");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevRsi = 0;
		_hasPrev = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_hasPrev = false;
		var rsi = new RelativeStrengthIndex { Length = RsiPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(rsi, ProcessCandle).Start();
	}

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

		if (_hasPrev)
		{
			// Buy on cross above oversold
			if (_prevRsi < Oversold && rsiValue >= Oversold && Position <= 0)
				BuyMarket();
			// Sell on cross below overbought
			else if (_prevRsi > Overbought && rsiValue <= Overbought && Position >= 0)
				SellMarket();
		}

		_prevRsi = rsiValue;
		_hasPrev = true;
	}
}