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Scalping Assistant

The Scalping Assistant strategy is a direct conversion of the MetaTrader 4 expert advisor "Scalper Assistant v1.0". It does not generate entries on its own. Instead, it monitors open positions on the configured security and manages protective orders in a MetaTrader-like fashion.

How it works

  1. When a new position is detected the strategy immediately registers stop-loss and take-profit orders using the configured distances (expressed in price steps).
  2. The strategy subscribes to level1 data and continuously tracks the best bid/ask to estimate the current profit of the position.
  3. Once the unrealized profit reaches BreakEvenTriggerPoints the initial stop is cancelled and re-registered at the break-even price plus the configured offset.
  4. The stop level remains at break-even; no further trailing is performed. The take-profit order is left untouched.
  5. As soon as the position is closed all protective orders are cancelled and the internal state is reset, ready for the next manual trade.

Usage notes

  • Attach the strategy to a connector/portfolio and open trades manually or from another algorithm. The assistant will take over the protection of those positions.
  • The logic relies on level1 quotes; make sure the selected connector provides best bid/ask updates.
  • The term points refers to the instrument price step (Security.PriceStep). For forex symbols with five decimal places this equals one pip.

Parameters

Name Type Default Description
StopLossPoints decimal 30 Distance (in price steps) used when placing the initial protective stop. Set to 0 to skip sending a stop order.
TakeProfitPoints decimal 100 Distance (in price steps) used when placing the initial take-profit order. Set to 0 to skip the take-profit.
BreakEvenTriggerPoints decimal 15 Profit in price steps that must be reached before the stop is moved to break-even.
BreakEvenOffsetPoints decimal 5 Extra distance (in price steps) added above/below the entry price when the stop is shifted to break-even.

Conversion status

  • ✅ Core logic: break-even stop handling based on MetaTrader input parameters.
  • ✅ High-level API usage: SubscribeLevel1() with delegate binding.
  • ✅ Protective orders: created via SellStop, BuyStop, SellLimit, and BuyLimit helpers.
  • ❌ No Python port – only the C# strategy is provided, matching the request.
namespace StockSharp.Samples.Strategies;

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

/// <summary>
/// Scalping Assistant strategy: RSI + EMA filter.
/// Buys when RSI crosses above 30 with price above EMA, sells when RSI crosses below 70 with price below EMA.
/// </summary>
public class ScalpingAssistantStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<int> _emaPeriod;

	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 int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }

	public ScalpingAssistantStrategy()
	{
		_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");
		_emaPeriod = Param(nameof(EmaPeriod), 20)
			.SetGreaterThanZero()
			.SetDisplay("EMA Period", "EMA trend filter period", "Indicators");
	}

	/// <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 ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(rsi, ema, ProcessCandle).Start();
	}

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

		if (_hasPrev)
		{
			if (_prevRsi < 30 && rsiValue >= 30 && candle.ClosePrice > emaValue && Position <= 0)
				BuyMarket();
			else if (_prevRsi > 70 && rsiValue <= 70 && candle.ClosePrice < emaValue && Position >= 0)
				SellMarket();
		}

		_prevRsi = rsiValue;
		_hasPrev = true;
	}
}