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Manual EA Strategy

The Manual EA Strategy is a one-to-one StockSharp high-level API conversion of the MetaTrader 4 expert advisor Manual_EA.mq4 (folder MQL/8159). The original system issues discretionary buy or sell orders whenever the Stochastic oscillator leaves extreme zones. The StockSharp port keeps the same 5-3-3 oscillator configuration, automatically nets existing exposure before placing the next market order, and exposes the common money-management options through strategy parameters.

Trading logic

  1. The strategy subscribes to the CandleType series (default: 15-minute candles) and feeds the close prices into a Stochastic Oscillator configured with:
    • %K lookback = KPeriod (default 5 bars)
    • %K slowing = Slowing (default 3 bars)
    • %D smoothing = DPeriod (default 3 bars)
  2. Signals are evaluated on the final value of the %D (signal) line of each finished candle. Two consecutive readings are compared to detect level crossings.
  3. Long entry – When the previous %D value was below or equal to OversoldLevel (default 10) and the latest value rises above that threshold. The strategy first neutralizes any short exposure and then buys Volume + |short position| by market order.
  4. Short entry – When the previous %D value was above or equal to OverboughtLevel (default 90) and the latest value falls below that threshold. Any existing long position is closed before selling Volume + |long position| at market.
  5. Protective orders are handled via StartProtection. A positive StopLoss and/or TakeProfit (measured in price points) activates automatic risk management. Setting a parameter to 0 disables the corresponding protection.

The port deliberately avoids indicator buffer access patterns and unfinished-candle logic, complying with StockSharp high-level API best practices.

Parameters

Parameter Description Default
CandleType Timeframe (as DataType) used to build candles and drive the oscillator. 15-minute time frame
KPeriod Lookback length of the Stochastic %K line. 5
DPeriod Smoothing length of the Stochastic %D signal line. 3
Slowing Additional smoothing applied to %K before %D is computed. 3
OverboughtLevel Upper bound that triggers short entries when crossed downward by %D. 90
OversoldLevel Lower bound that triggers long entries when crossed upward by %D. 10
StopLoss Distance in price points for the protective stop-loss (0 = disabled). 100
TakeProfit Distance in price points for the take-profit target (0 = disabled). 100
Volume Order size sent with each new signal (lots). Existing opposite positions are netted first. 0.1

Additional notes

  • The strategy uses SubscribeCandles together with BindEx to stream StochasticOscillatorValue updates, ensuring indicator values are final before trading decisions are taken.
  • Chart visualization automatically plots the selected candle series, the Stochastic oscillator, and own trades when a chart area is available.
  • Because %D crossings are evaluated on consecutive finished candles, the behaviour matches the MQL implementation that compared MODE_SIGNAL values at shifts 1 and 2.
using System;
using System.Collections.Generic;

using Ecng.Common;

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

namespace StockSharp.Samples.Strategies;

public class ManualEaStrategy : Strategy
{
	private readonly StrategyParam<int> _rsiPeriod;
	private readonly StrategyParam<int> _emaPeriod;
	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 int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public ManualEaStrategy()
	{
		_rsiPeriod = Param(nameof(RsiPeriod), 9).SetDisplay("RSI Period", "RSI lookback", "Indicators");
		_emaPeriod = Param(nameof(EmaPeriod), 20).SetDisplay("EMA Period", "EMA filter", "Indicators");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).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();
		_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 ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(rsi, ema, ProcessCandle).Start();

		StartProtection(
			takeProfit: new Unit(2, UnitTypes.Percent),
			stopLoss: new Unit(1, UnitTypes.Percent)
		);
	}

	private void ProcessCandle(ICandleMessage candle, decimal rsi, decimal ema)
	{
		if (candle.State != CandleStates.Finished) return;
		var close = candle.ClosePrice;
		if (!_hasPrev) { _prevRsi = rsi; _hasPrev = true; return; }
		if (_cooldown > 0)
		{
			_cooldown--;
			_prevRsi = rsi;
			return;
		}

		if (_prevRsi <= 20 && rsi > 20 && close > ema && Position == 0)
		{
			BuyMarket();
			_cooldown = 2;
		}
		else if (_prevRsi >= 80 && rsi < 80 && close < ema && Position == 0)
		{
			SellMarket();
			_cooldown = 2;
		}
		_prevRsi = rsi;
	}
}