Martingale 貿易シミュレーター戦略

概要

MartingaleTradeSimulatorStrategy は、StockSharp フレームワーク内で MetaTrader の「Martingale Trade Simulator」エキスパートアドバイザーを再作成します。この戦略は、トレーダーが追加の自動化スクリプトを作成することなく、即時成行注文を送信し、マーチンゲールスタイルの平均を適用し、トレーリング保護を管理できる手動取引パネルです。パラメータの切り替えにリアルタイムで反応するため、オリジナルの MQL ロボットと同様に、ストラテジーテスターの実験に適しています。

仕組み

手動マーケットボタン

Buy および Sell パラメータは仮想ボタンとして機能します。いずれかのパラメータが true に設定されている場合、ストラテジーは出来高 Order Volume の成行注文を送信し、パラメータを自動的に false にリセットします。
未決注文は使用されません。この戦略は完全に市場執行で機能し、MetaTrader のビジュアルテスター内のシミュレーターの動作を反映しています。

Martingale の平均化

Enable Martingale を有効にすると、Martingale パラメータが true に切り替えられたときにパネルで平均注文を行うことができます。
戦略はアクティブなポジションをチェックします。
- ロングポジション: 現在の売値が最低約定買値より少なくとも Martingale Step (points) 低い場合、新しい買い注文が送信されます。
- 空売りポジション: 現在の入札価格が約定した最高売価格を少なくとも Martingale Step (points) 上回る場合、新しい売り注文が発行されます。
各平均注文量は Order Volume × Martingale Multiplier^N に等しくなります。ここで、N は現在の方向の連続エントリの数です。
マーチンゲールがアクティブな場合、累積ドローダウンをカバーするために、加重平均エントリー価格プラス/マイナス Martingale TP Offset (points) にテイクプロフィットターゲットが再計算されます。

トレーリングストップモジュール

Enable Trailing は、最新の最良価格に従う保護トレーリングストップを有効にします。
トレーリングストップは市場価格から離れた Trailing Stop (points) で始まり、価格が少なくとも Trailing Step (points) 上昇した後にのみ前に進みます。
市場価格がトレーリングレベルを横切ると、この戦略は反対の成行注文でポジション全体を即座にクローズします。

ストップロスとテイクプロフィット

Stop Loss (points) と Take Profit (points) は、元のエキスパートアドバイザーの基本的なリスク管理を再現します。
ロングポジションの場合、ストップは平均エントリー価格よりも下に配置され、テイクプロフィットは上に配置されます。ショートポジションの場合、両方のレベルがミラーリングされます。
保護的出口は成行注文で実行されるため、この戦略は StockSharp でサポートされているコネクタとの互換性を維持します。

パラメーター

パラメータ	説明	デフォルト
`Order Volume`	手動成行注文の基本サイズ。	`1`
`Stop Loss (points)`	保護停止までの距離。ゼロはストップロスを無効にします。	`500`
`Take Profit (points)`	保護対象までの距離。ゼロはテイクプロフィットを無効にします。	`500`
`Enable Trailing`	トレーリングストップモジュールのオン/オフを切り替えます。	`true`
`Trailing Stop (points)`	価格とトレーリングストップ間の距離。	`50`
`Trailing Step (points)`	トレーリングストップを前進させるために必要な最小限の有利な動き。	`20`
`Enable Martingale`	`Martingale` ボタンで制御される注文の平均化を許可します。	`true`
`Martingale Multiplier`	追加の平均取引ごとに使用されるボリューム乗数。	`1.2`
`Martingale Step (points)`	平均化注文が許可される前に必要な逆方向の動き。	`150`
`Martingale TP Offset (points)`	平均化されたテイクプロフィットレベルに適用される追加のオフセット。	`50`
`Buy`	成行買い注文を送信するには、`true` に設定します (自動リセット)。	`false`
`Sell`	成行売り注文を送信するには、`true` に設定します (自動リセット)。	`false`
`Martingale`	平均注文を評価して発注するには、`true` に設定します (自動リセット)。	`false`

使い方のヒント

ストラテジをインストゥルメントにアタッチし、Order Volume を設定して、テスターモードまたはライブモードで開始します。
Buy / Sell トグルを使用して、MetaTrader パネルからのボタンのクリックをシミュレートします。
最初の取引後、価格がポジションに対して変動するたびに、Martingale トグルをトリガーします。この戦略は価格距離を検証し、条件が満たされた場合に取引量を増やします。
トレーリングパラメータとリスクパラメータを調整して、元の EA の動作を再現するか、別の設定を試してください。

注意事項

この戦略は、レベル 1 データ (最良の買値/売値および最後の取引) に基づいて市場の状況を評価します。
C# コード内のすべてのコメントは英語であり、リポジトリのガイドラインとの一貫性が保たれています。

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>
/// Manual martingale simulator that reproduces the "Martingale Trade Simulator" expert advisor.
/// Provides buy/sell buttons, optional martingale averaging and trailing stop automation.
/// </summary>
public class MartingaleTradeSimulatorStrategy : Strategy
{
	private readonly StrategyParam<decimal> _orderVolume;
	private readonly StrategyParam<decimal> _stopLossPoints;
	private readonly StrategyParam<decimal> _takeProfitPoints;
	private readonly StrategyParam<bool> _enableTrailing;
	private readonly StrategyParam<decimal> _trailingStopPoints;
	private readonly StrategyParam<decimal> _trailingStepPoints;
	private readonly StrategyParam<bool> _enableMartingale;
	private readonly StrategyParam<decimal> _martingaleMultiplier;
	private readonly StrategyParam<decimal> _martingaleStepPoints;
	private readonly StrategyParam<decimal> _martingaleTakeProfitOffset;
	private readonly StrategyParam<bool> _buyRequest;
	private readonly StrategyParam<bool> _sellRequest;
	private readonly StrategyParam<bool> _martingaleRequest;

	private decimal? _lastTradePrice;
	private decimal? _bestBidPrice;
	private decimal? _bestAskPrice;

	private decimal? _longTrailingStop;
	private decimal? _shortTrailingStop;

	private decimal? _lowestLongPrice;
	private decimal? _highestShortPrice;
	private decimal? _longTakeProfit;
	private decimal? _shortTakeProfit;

	private int _longEntriesCount;
	private int _shortEntriesCount;
	private decimal _previousPosition;
	private bool _longMartingaleActive;
	private bool _shortMartingaleActive;

	/// <summary>
	/// Volume used for manual market orders.
	/// </summary>
	public decimal OrderVolume
	{
		get => _orderVolume.Value;
		set => _orderVolume.Value = value;
	}

	/// <summary>
	/// Stop-loss distance expressed in price points.
	/// </summary>
	public decimal StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take-profit distance expressed in price points.
	/// </summary>
	public decimal TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Enables the trailing stop automation.
	/// </summary>
	public bool EnableTrailing
	{
		get => _enableTrailing.Value;
		set => _enableTrailing.Value = value;
	}

	/// <summary>
	/// Distance from price to the trailing stop in points.
	/// </summary>
	public decimal TrailingStopPoints
	{
		get => _trailingStopPoints.Value;
		set => _trailingStopPoints.Value = value;
	}

	/// <summary>
	/// Minimal step required to move the trailing stop in points.
	/// </summary>
	public decimal TrailingStepPoints
	{
		get => _trailingStepPoints.Value;
		set => _trailingStepPoints.Value = value;
	}

	/// <summary>
	/// Enables martingale averaging logic.
	/// </summary>
	public bool EnableMartingale
	{
		get => _enableMartingale.Value;
		set => _enableMartingale.Value = value;
	}

	/// <summary>
	/// Multiplier applied to the volume of each martingale order.
	/// </summary>
	public decimal MartingaleMultiplier
	{
		get => _martingaleMultiplier.Value;
		set => _martingaleMultiplier.Value = value;
	}

	/// <summary>
	/// Price step in points before a new martingale order can be placed.
	/// </summary>
	public decimal MartingaleStepPoints
	{
		get => _martingaleStepPoints.Value;
		set => _martingaleStepPoints.Value = value;
	}

	/// <summary>
	/// Offset in points added to the averaged take-profit price.
	/// </summary>
	public decimal MartingaleTakeProfitOffset
	{
		get => _martingaleTakeProfitOffset.Value;
		set => _martingaleTakeProfitOffset.Value = value;
	}

	/// <summary>
	/// Manual trigger for a market buy order.
	/// </summary>
	public bool BuyRequest
	{
		get => _buyRequest.Value;
		set => _buyRequest.Value = value;
	}

	/// <summary>
	/// Manual trigger for a market sell order.
	/// </summary>
	public bool SellRequest
	{
		get => _sellRequest.Value;
		set => _sellRequest.Value = value;
	}

	/// <summary>
	/// Manual trigger for martingale averaging.
	/// </summary>
	public bool MartingaleRequest
	{
		get => _martingaleRequest.Value;
		set => _martingaleRequest.Value = value;
	}

	/// <summary>
	/// Initializes <see cref="MartingaleTradeSimulatorStrategy"/>.
	/// </summary>
	public MartingaleTradeSimulatorStrategy()
	{
		_orderVolume = Param(nameof(OrderVolume), 1m)
		.SetGreaterThanZero()
		.SetDisplay("Order Volume", "Base volume for manual market orders.", "Manual Controls");

		_stopLossPoints = Param(nameof(StopLossPoints), 500m)
		.SetNotNegative()
		.SetDisplay("Stop Loss (points)", "Distance from entry to protective stop.", "Risk");

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 500m)
		.SetNotNegative()
		.SetDisplay("Take Profit (points)", "Distance from entry to protective target.", "Risk");

		_enableTrailing = Param(nameof(EnableTrailing), true)
		.SetDisplay("Enable Trailing", "Turn the trailing stop automation on or off.", "Trailing")
		;

		_trailingStopPoints = Param(nameof(TrailingStopPoints), 50m)
		.SetNotNegative()
		.SetDisplay("Trailing Stop (points)", "Distance of the trailing stop from market price.", "Trailing");

		_trailingStepPoints = Param(nameof(TrailingStepPoints), 20m)
		.SetNotNegative()
		.SetDisplay("Trailing Step (points)", "Minimal gain required to move the trailing stop.", "Trailing");

		_enableMartingale = Param(nameof(EnableMartingale), true)
		.SetDisplay("Enable Martingale", "Allow averaging orders using martingale sizing.", "Martingale")
		;

		_martingaleMultiplier = Param(nameof(MartingaleMultiplier), 1.2m)
		.SetGreaterThanZero()
		.SetDisplay("Martingale Multiplier", "Volume multiplier for each averaging order.", "Martingale");

		_martingaleStepPoints = Param(nameof(MartingaleStepPoints), 150m)
		.SetNotNegative()
		.SetDisplay("Martingale Step (points)", "Minimal adverse move before adding a new order.", "Martingale");

		_martingaleTakeProfitOffset = Param(nameof(MartingaleTakeProfitOffset), 50m)
		.SetNotNegative()
		.SetDisplay("Martingale TP Offset (points)", "Extra distance added to averaged take-profit.", "Martingale");

		_buyRequest = Param(nameof(BuyRequest), false)
		.SetDisplay("Buy", "Set to true to send a market buy order.", "Manual Controls")
		;

		_sellRequest = Param(nameof(SellRequest), false)
		.SetDisplay("Sell", "Set to true to send a market sell order.", "Manual Controls")
		;

		_martingaleRequest = Param(nameof(MartingaleRequest), false)
		.SetDisplay("Martingale", "Set to true to evaluate and place an averaging order.", "Manual Controls")
		;

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
		.SetDisplay("Candle Type", "Primary timeframe", "General");
	}

	private SimpleMovingAverage _smaFast = null!;
	private SimpleMovingAverage _smaSlow = null!;
	private readonly StrategyParam<DataType> _candleType;

	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();

		_lastTradePrice = null;
		_bestBidPrice = null;
		_bestAskPrice = null;
		_longTrailingStop = null;
		_shortTrailingStop = null;
		_lowestLongPrice = null;
		_highestShortPrice = null;
		_longTakeProfit = null;
		_shortTakeProfit = null;
		_longEntriesCount = 0;
		_shortEntriesCount = 0;
		_previousPosition = 0m;
		_longMartingaleActive = false;
		_shortMartingaleActive = false;
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_smaFast = new SimpleMovingAverage { Length = 10 };
		_smaSlow = new SimpleMovingAverage { Length = 30 };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(_smaFast, _smaSlow, ProcessCandle)
			.Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal fast, decimal slow)
	{
		if (candle.State != CandleStates.Finished)
			return;

		_lastTradePrice = candle.ClosePrice;

		if (fast > slow && Position <= 0)
		{
			if (Position < 0)
				BuyMarket(Math.Abs(Position));
			BuyMarket(OrderVolume);
		}
		else if (fast < slow && Position >= 0)
		{
			if (Position > 0)
				SellMarket(Position);
			SellMarket(OrderVolume);
		}
	}

	private void ProcessMartingaleCommand()
	{
		if (!MartingaleRequest)
		return;

		MartingaleRequest = false;

		if (!EnableMartingale)
		return;

		if (!IsOnline)
		return;

		if (Security == null || Portfolio == null)
		return;

		var step = GetPriceStep() * MartingaleStepPoints;
		if (step <= 0m)
		return;

		if (Position > 0)
		{
			var ask = GetAskPrice();
			if (ask == null)
			return;

			var referencePrice = _lowestLongPrice ?? _lastTradePrice;
			if (referencePrice == null)
			return;

			if (referencePrice.Value - ask.Value >= step)
			{
				var volume = CalculateNextVolume(true);
				if (volume > 0m)
				{
					BuyMarket(volume);
					_longMartingaleActive = true;
				}
			}
		}
		else if (Position < 0)
		{
			var bid = GetBidPrice();
			if (bid == null)
			return;

			var referencePrice = _highestShortPrice ?? _lastTradePrice;
			if (referencePrice == null)
			return;

			if (bid.Value - referencePrice.Value >= step)
			{
				var volume = CalculateNextVolume(false);
				if (volume > 0m)
				{
					SellMarket(volume);
					_shortMartingaleActive = true;
				}
			}
		}
	}

	private void ManageRisk()
	{
		if (Position == 0)
		{
			_longTrailingStop = null;
			_shortTrailingStop = null;
			return;
		}

		var marketPrice = GetMarketPrice();
		if (marketPrice == null)
		return;

		var step = GetPriceStep();
		var positionPrice = _lastTradePrice;
		if (positionPrice == null)
		return;

		if (Position > 0)
		{
			ApplyLongProtection(marketPrice.Value, positionPrice.Value, step);
		}
		else
		{
			ApplyShortProtection(marketPrice.Value, positionPrice.Value, step);
		}
	}

	private void ApplyLongProtection(decimal marketPrice, decimal positionPrice, decimal priceStep)
	{
		if (StopLossPoints > 0m)
		{
			var stopPrice = positionPrice - StopLossPoints * priceStep;
			if (marketPrice <= stopPrice)
			SellMarket(Math.Abs(Position));
		}

		var takePrice = _longMartingaleActive ? _longTakeProfit : (TakeProfitPoints > 0m ? positionPrice + TakeProfitPoints * priceStep : null);
		if (takePrice != null && marketPrice >= takePrice.Value)
		SellMarket(Math.Abs(Position));

		if (!EnableTrailing || TrailingStopPoints <= 0m)
		{
			_longTrailingStop = null;
			return;
		}

		var trailingDistance = TrailingStopPoints * priceStep;
		var trailingStep = TrailingStepPoints * priceStep;

		if (_longTrailingStop == null)
		{
			_longTrailingStop = marketPrice - trailingDistance;
		}
		else
		{
			var candidate = marketPrice - trailingDistance;
			if (candidate - _longTrailingStop.Value >= trailingStep)
			_longTrailingStop = candidate;
		}

		if (_longTrailingStop != null && marketPrice <= _longTrailingStop.Value)
		SellMarket(Math.Abs(Position));
	}

	private void ApplyShortProtection(decimal marketPrice, decimal positionPrice, decimal priceStep)
	{
		if (StopLossPoints > 0m)
		{
			var stopPrice = positionPrice + StopLossPoints * priceStep;
			if (marketPrice >= stopPrice)
			BuyMarket(Math.Abs(Position));
		}

		var takePrice = _shortMartingaleActive ? _shortTakeProfit : (TakeProfitPoints > 0m ? positionPrice - TakeProfitPoints * priceStep : null);
		if (takePrice != null && marketPrice <= takePrice.Value)
		BuyMarket(Math.Abs(Position));

		if (!EnableTrailing || TrailingStopPoints <= 0m)
		{
			_shortTrailingStop = null;
			return;
		}

		var trailingDistance = TrailingStopPoints * priceStep;
		var trailingStep = TrailingStepPoints * priceStep;

		if (_shortTrailingStop == null)
		{
			_shortTrailingStop = marketPrice + trailingDistance;
		}
		else
		{
			var candidate = marketPrice + trailingDistance;
			if (_shortTrailingStop.Value - candidate >= trailingStep)
			_shortTrailingStop = candidate;
		}

		if (_shortTrailingStop != null && marketPrice >= _shortTrailingStop.Value)
		BuyMarket(Math.Abs(Position));
	}

	/// <inheritdoc />
	protected override void OnOwnTradeReceived(MyTrade trade)
	{
		base.OnOwnTradeReceived(trade);

		var price = trade.Trade?.Price;
		if (price is null)
		return;

		if (Position > 0)
		{
			_longMartingaleActive = _longMartingaleActive && Position > 0;
			_shortMartingaleActive = false;
			_shortTrailingStop = null;
			_shortTakeProfit = null;

			if (trade.Order.Side == Sides.Buy)
			{
				_lowestLongPrice = _lowestLongPrice.HasValue ? Math.Min(_lowestLongPrice.Value, price.Value) : price.Value;
				UpdateLongTakeProfit();
			}
			else if (Position <= 0)
			{
				ResetLongState();
			}
		}
		else if (Position < 0)
		{
			_shortMartingaleActive = _shortMartingaleActive && Position < 0;
			_longMartingaleActive = false;
			_longTrailingStop = null;
			_longTakeProfit = null;

			if (trade.Order.Side == Sides.Sell)
			{
				_highestShortPrice = _highestShortPrice.HasValue ? Math.Max(_highestShortPrice.Value, price.Value) : price.Value;
				UpdateShortTakeProfit();
			}
			else if (Position >= 0)
			{
				ResetShortState();
			}
		}
		else
		{
			ResetLongState();
			ResetShortState();
		}
	}

	/// <inheritdoc />
	protected override void OnPositionReceived(Position position)
	{
		base.OnPositionReceived(position);

		var delta = Position - _previousPosition;

		if (Position > 0)
		{
			if (_previousPosition <= 0m)
			{
				_longEntriesCount = 1;
			}
			else if (delta > 0m)
			{
				_longEntriesCount++;
			}
			else if (delta < 0m)
			{
				_longEntriesCount = Math.Max(1, _longEntriesCount - 1);
			}

			_shortEntriesCount = 0;
		}
		else if (Position < 0)
		{
			if (_previousPosition >= 0m)
			{
				_shortEntriesCount = 1;
			}
			else if (delta < 0m)
			{
				_shortEntriesCount++;
			}
			else if (delta > 0m)
			{
				_shortEntriesCount = Math.Max(1, _shortEntriesCount - 1);
			}

			_longEntriesCount = 0;
		}
		else
		{
			_longEntriesCount = 0;
			_shortEntriesCount = 0;
		}

		if (Position == 0m)
		{
			ResetLongState();
			ResetShortState();
		}

		_previousPosition = Position;
	}

	private void UpdateLongTakeProfit()
	{
		if (!_longMartingaleActive)
		return;

		var positionPrice = _lastTradePrice;
		if (positionPrice == null)
		return;

		var offset = MartingaleTakeProfitOffset * GetPriceStep();
		_longTakeProfit = positionPrice.Value + offset;
	}

	private void UpdateShortTakeProfit()
	{
		if (!_shortMartingaleActive)
		return;

		var positionPrice = _lastTradePrice;
		if (positionPrice == null)
		return;

		var offset = MartingaleTakeProfitOffset * GetPriceStep();
		_shortTakeProfit = positionPrice.Value - offset;
	}

	private decimal? GetMarketPrice()
	{
		if (_lastTradePrice != null)
		return _lastTradePrice;

		if (_bestBidPrice != null && _bestAskPrice != null)
		return (_bestBidPrice.Value + _bestAskPrice.Value) / 2m;

		return _bestBidPrice ?? _bestAskPrice;
	}

	private decimal? GetBidPrice()
	{
		return _bestBidPrice ?? _lastTradePrice;
	}

	private decimal? GetAskPrice()
	{
		return _bestAskPrice ?? _lastTradePrice;
	}

	private decimal GetPriceStep()
	{
		var step = Security?.PriceStep;
		return step is null || step == 0m ? 1m : step.Value;
	}

	private decimal CalculateNextVolume(bool isLong)
	{
		var entries = isLong ? _longEntriesCount : _shortEntriesCount;
		var multiplier = MartingaleMultiplier;

		if (multiplier <= 0m)
		return 0m;

		var power = entries;
		var factor = (decimal)Math.Pow((double)multiplier, power);
		return OrderVolume * factor;
	}

	private void ResetLongState()
	{
		_longMartingaleActive = false;
		_longTrailingStop = null;
		_longTakeProfit = null;
		_lowestLongPrice = null;
	}

	private void ResetShortState()
	{
		_shortMartingaleActive = false;
		_shortTrailingStop = null;
		_shortTakeProfit = null;
		_highestShortPrice = null;
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy

class martingale_trade_simulator_strategy(Strategy):
    """
    Martingale Trade Simulator: simplified to SMA crossover entry.
    The full C# version has manual buy/sell buttons, trailing stop, and martingale averaging.
    """

    def __init__(self):
        super(martingale_trade_simulator_strategy, self).__init__()
        self._fast_period = self.Param("FastPeriod", 10).SetDisplay("Fast SMA", "Fast SMA period", "Indicators")
        self._slow_period = self.Param("SlowPeriod", 30).SetDisplay("Slow SMA", "Slow SMA period", "Indicators")
        self._cooldown_bars = self.Param("CooldownBars", 10).SetDisplay("Cooldown", "Bars between signals", "Risk")
        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(5))).SetDisplay("Candle Type", "Candles", "General")

        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._cooldown = 0

    @property
    def candle_type(self):
        return self._candle_type.Value

    def OnReseted(self):
        super(martingale_trade_simulator_strategy, self).OnReseted()
        self._prev_fast = 0.0
        self._prev_slow = 0.0
        self._cooldown = 0

    def OnStarted2(self, time):
        super(martingale_trade_simulator_strategy, self).OnStarted2(time)
        fast = SimpleMovingAverage()
        fast.Length = self._fast_period.Value
        slow = SimpleMovingAverage()
        slow.Length = self._slow_period.Value
        subscription = self.SubscribeCandles(self.candle_type)
        subscription.Bind(fast, slow, self._process_candle).Start()
        area = self.CreateChartArea()
        if area is not None:
            self.DrawCandles(area, subscription)
            self.DrawIndicator(area, fast)
            self.DrawIndicator(area, slow)
            self.DrawOwnTrades(area)

    def _process_candle(self, candle, fast_val, slow_val):
        if candle.State != CandleStates.Finished:
            return
        fast = float(fast_val)
        slow = float(slow_val)
        if self._cooldown > 0:
            self._cooldown -= 1
            self._prev_fast = fast
            self._prev_slow = slow
            return
        if self._prev_fast > 0 and self._prev_slow > 0:
            if self._prev_fast <= self._prev_slow and fast > slow and self.Position <= 0:
                self.BuyMarket()
                self._cooldown = self._cooldown_bars.Value
            elif self._prev_fast >= self._prev_slow and fast < slow and self.Position >= 0:
                self.SellMarket()
                self._cooldown = self._cooldown_bars.Value
        self._prev_fast = fast
        self._prev_slow = slow

    def CreateClone(self):
        return martingale_trade_simulator_strategy()