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Hercules Strategy

The Hercules strategy is a StockSharp port of the MetaTrader expert Hercules v1.3 (Majors). It combines a fast/slow moving average crossover with multi-timeframe confirmation filters and executes two independent profit targets per signal.

Trading Logic

  • Signal arm – compute a fast EMA (default 1 period) on candle closes and a slow SMA (72 periods) on candle opens. Detect crossovers that happened on the last or the penultimate bar. The crossover price is averaged across both moving averages, and a trigger level is placed TriggerPips above (for longs) or below (for shorts).
  • Execution window – once a crossover is detected, the setup remains valid for two full bars. Only when the current close exceeds the trigger price inside this window is the order allowed to fire.
  • Filters –
    • H1 RSI (default length 10, typical price input) must be above RsiUpper for longs and below RsiLower for shorts.
    • The current close must break the recent high/low collected over LookbackMinutes of candles on the trading timeframe.
    • Daily envelope (SMA 24 with ±DailyEnvelopeDeviation%) requires the price to close outside the band in the direction of the trade.
    • H4 envelope (SMA 96 with ±H4EnvelopeDeviation%) adds a second higher-timeframe confirmation.
  • Risk management – the stop-loss is set to the high/low of the bar four candles back. Volume can be fixed (OrderVolume) or recalculated from RiskPercent of the current portfolio value.
  • Trade management – each signal opens two market orders of equal volume. The first is liquidated at TakeProfitFirstPips, the second at TakeProfitSecondPips. A trailing stop of TrailingStopPips keeps both orders protected. When either the stop or both targets complete, the strategy enters a blackout period of BlackoutHours during which no new trades are taken.

Parameters

Parameter Description
OrderVolume Volume of each market order before money-management adjustments.
UseMoneyManagement When enabled, recomputes the volume from RiskPercent of the portfolio and the current stop distance.
RiskPercent Percentage of the portfolio value to risk per setup.
TriggerPips Distance from the crossover price that must be exceeded to allow an entry.
TrailingStopPips Trailing stop distance in pips applied to the combined position.
TakeProfitFirstPips Pip distance of the first partial take profit.
TakeProfitSecondPips Pip distance of the second partial take profit.
FastPeriod Length of the fast EMA trigger line.
SlowPeriod Length of the slow SMA baseline.
RsiPeriod Length of the RSI confirmation filter.
RsiUpper / RsiLower RSI thresholds that enable long and short trades.
LookbackMinutes Window (in minutes) used to compute the recent high/low breakout filter.
BlackoutHours Hours to pause after an execution before accepting a new setup.
DailyEnvelopePeriod / DailyEnvelopeDeviation Parameters of the daily envelope filter.
H4EnvelopePeriod / H4EnvelopeDeviation Parameters of the H4 envelope filter.
CandleType Main timeframe used for trade execution.
RsiTimeFrame Timeframe that feeds the RSI indicator.
DailyTimeFrame Timeframe that feeds the daily envelope calculation.
H4TimeFrame Timeframe that feeds the H4 envelope calculation.

Files

  • CS/HerculesStrategy.cs – C# implementation of the Hercules strategy.
  • README.md – this document.
  • README_ru.md – Russian description.
  • README_zh.md – Chinese description.
using System;



using StockSharp.Algo.Indicators;

using StockSharp.Algo.Strategies;

using StockSharp.BusinessEntities;

using StockSharp.Messages;



namespace StockSharp.Samples.Strategies;



public class HerculesStrategy : Strategy

{

	private readonly StrategyParam<int> _rsiPeriod;

	private readonly StrategyParam<DataType> _candleType;



	private decimal _prevRsi; private bool _hasPrev;

	private int _cooldown;



	public int RsiPeriod { get => _rsiPeriod.Value; set => _rsiPeriod.Value = value; }

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }



	public HerculesStrategy()

	{

		_rsiPeriod = Param(nameof(RsiPeriod), 14).SetDisplay("RSI Period", "RSI lookback", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(15).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");

	}



	/// <inheritdoc />

	protected override void OnReseted()

	{

		base.OnReseted();

		_prevRsi = default;

		_hasPrev = default;

		_cooldown = default;

	}



	/// <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 rsi)

	{

		if (candle.State != CandleStates.Finished) return;

		if (!IsFormedAndOnlineAndAllowTrading()) return;

		if (!_hasPrev) { _prevRsi = rsi; _hasPrev = true; return; }

		if (_cooldown > 0)

		{

			_cooldown--;

			_prevRsi = rsi;

			return;

		}



		if (_prevRsi <= 30 && rsi > 30 && Position <= 0)

		{

			var volume = Volume + Math.Abs(Position);

			BuyMarket(volume);

			_cooldown = 2;

		}

		else if (_prevRsi >= 70 && rsi < 70 && Position >= 0)

		{

			var volume = Volume + Math.Abs(Position);

			SellMarket(volume);

			_cooldown = 2;

		}

		_prevRsi = rsi;

	}

}