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Order Stabilization Strategy

Overview

The Order Stabilization Strategy is a conversion of the MetaTrader expert advisor hjueiisyx8lp2o379e_www_forex-instruments_info.mq4. The original robot places a pair of stop orders around the current price and waits for a breakout. Once a position is opened, the system monitors recent candle bodies to determine whether price action has stalled ("stabilized") and exits the trade when the market loses momentum or when a predefined profit threshold is reached.

This C# port keeps the same logic by using the high-level StockSharp API. It relies on completed candles instead of raw ticks, making the behaviour deterministic during backtesting and live trading.

Trading Rules

  1. When there are no open positions or active orders, the strategy submits a buy stop above the market and a sell stop below the market. The distance is measured in MetaTrader points (usually equal to one pip).
  2. If a stop order executes:
    • The filled order opens a position of OrderVolume lots.
    • The opposite stop order remains pending to catch a breakout in the other direction.
  3. While a position is open the strategy checks the body size of the two most recent finished candles:
    • If the latest candle body is smaller than StabilizationPoints and the floating profit is higher than ProfitThreshold, the position is closed and the opposite pending order is cancelled.
    • If two consecutive candles are smaller than StabilizationPoints, the trade is closed regardless of current profit.
    • If the profit reaches AbsoluteFixation, the trade is closed immediately.
  4. Pending orders are cancelled and recreated after ExpirationMinutes unless the value is set to zero (infinite lifetime).

Parameters

Name Description Default
OrderVolume Trade volume in lots used for both stop entries. 0.1
OrderDistancePoints Distance between the current close price and each stop order, expressed in MetaTrader points. 20
ProfitThreshold Minimum floating profit (account currency) required before an exit triggered by stabilization is allowed. -2
AbsoluteFixation Profit level (account currency) that forces an immediate exit. 30
StabilizationPoints Maximum candle body size (points) that signals a flat market. 25
ExpirationMinutes Lifetime of pending stop orders in minutes. 0 disables expiration. 20
CandleType Candle type used to evaluate stabilization (defaults to 5-minute time frame). TimeFrame(5m)

Conversion Notes

  • The original expert advisor operated on chart ticks. This port evaluates only finished candles, preserving the logic while ensuring reproducible backtests.
  • MetaTrader "points" are mapped to the StockSharp PriceStep. If the instrument lacks a price step, a step of 1 is assumed.
  • Profit is approximated using PriceStep and StepPrice to translate price movement into account currency.
  • All code comments were rewritten in English, and parameter metadata includes user-friendly descriptions with grouping.

Usage

  1. Add the strategy to your StockSharp solution and assign the desired security and portfolio.
  2. Configure the parameters, especially the candle time frame and distance in points to match the instrument characteristics.
  3. Start the strategy. It will submit paired stop orders and manage positions according to the stabilization logic described above.

Further Ideas

  • Experiment with different candle intervals to balance responsiveness and noise filtering.
  • Combine the strategy with volatility filters (ATR, Bollinger Bands) to avoid trading during extremely quiet sessions.
  • Extend the logic with trailing stops or partial position exits once the absolute profit target is approached.
using System;
using System.Collections.Generic;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Order stabilization strategy - trades breakouts after periods of low volatility.
/// When candle body is small (stabilization), waits for a directional breakout.
/// Goes long on bullish breakout candle after stabilization, short on bearish.
/// </summary>
public class OrderStabilizationStrategy : Strategy
{
	private readonly StrategyParam<int> _atrPeriod;
	private readonly StrategyParam<decimal> _stabilizationFactor;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevBody;
	private decimal _prevAtr;
	private bool _hasPrev;

	public int AtrPeriod { get => _atrPeriod.Value; set => _atrPeriod.Value = value; }
	public decimal StabilizationFactor { get => _stabilizationFactor.Value; set => _stabilizationFactor.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public OrderStabilizationStrategy()
	{
		_atrPeriod = Param(nameof(AtrPeriod), 14)
			.SetDisplay("ATR Period", "ATR period for volatility", "Indicators");

		_stabilizationFactor = Param(nameof(StabilizationFactor), 0.5m)
			.SetDisplay("Stabilization Factor", "Body must be less than ATR * factor for stabilization", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

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

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

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		_hasPrev = false;

		var atr = new AverageTrueRange { Length = AtrPeriod };

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

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

		var body = Math.Abs(candle.ClosePrice - candle.OpenPrice);
		var threshold = atrValue * StabilizationFactor;

		if (!_hasPrev)
		{
			_prevBody = body;
			_prevAtr = atrValue;
			_hasPrev = true;
			return;
		}

		var prevThreshold = _prevAtr * StabilizationFactor;
		var wasStabilized = _prevBody < prevThreshold;

		// After stabilization, trade breakout candle
		if (wasStabilized && body > threshold)
		{
			var bullish = candle.ClosePrice > candle.OpenPrice;

			if (bullish && Position <= 0)
			{
				if (Position < 0)
					BuyMarket();
				BuyMarket();
			}
			else if (!bullish && Position >= 0)
			{
				if (Position > 0)
					SellMarket();
				SellMarket();
			}
		}

		_prevBody = body;
		_prevAtr = atrValue;
	}
}