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News Trader Strategy

This strategy reproduces the behavior of the original NewsTrader.mq4 script by arming both sides of the market shortly before a scheduled macroeconomic release. Ten minutes ahead of the configured news timestamp the bot submits a pair of breakout stop orders and immediately attaches protective exits when one side is triggered.

Core Logic

  • Uses a 1-minute candle subscription (configurable) purely as a timing source.
  • Calculates the activation moment as news time - LeadMinutes and waits until the first finished candle whose open time is at or beyond that point.
  • Places a sell stop below the current price and a buy stop above it, offset by BiasPips converted through Security.PriceStep (mirrors the bias * Point logic in MQL4).
  • Once a pending order is filled the opposite pending order is cancelled; dedicated stop-loss and take-profit orders are placed using the configured pip distances.
  • Stop-loss or take-profit fills cancel the remaining protective order and flatten the strategy.
  • Calls StartProtection() on start so the strategy cooperates with higher-level StockSharp safeguards.

Parameters

Name Description Default
TradeVolume Contracts submitted with each pending order. 1
StopLossPips Stop-loss distance in pips (0 disables the stop order). 10
TakeProfitPips Take-profit distance in pips (0 disables the target order). 10
BiasPips Distance from the reference price to the breakout stop orders. 20
LeadMinutes Minutes before the news timestamp when the breakout orders are armed. 10
NewsYear, NewsMonth, NewsDay, NewsHour, NewsMinute Components of the scheduled news time (platform clock). 2010, 3, 8, 1, 30
CandleType Candle data type used to track time progression. 1 Minute

Implementation Notes

  • The strategy sets Volume to TradeVolume during OnStarted, ensuring that helper methods such as BuyStop and SellStop use the expected size.
  • Security.PriceStep must be defined; otherwise the logic throws an exception because pip-based distances cannot be translated to prices.
  • Candle close prices are used as a proxy for the latest bid/ask when computing stop levels—matching the original MQL4 logic that relied on the most recent quote at trigger time.
  • Pending orders are placed only once; the algorithm does not re-arm itself after the configured news event passes.
  • Protective orders are skipped when their respective pip distance is zero, which keeps the behavior configurable for manual intervention.

Files

  • CS/NewsTraderStrategy.cs — C# implementation of the strategy.

Python version is intentionally omitted as requested.

using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// News Trader: RSI breakout with EMA filter and ATR stops.
/// </summary>
public class NewsTraderStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<int> _emaLength;
	private readonly StrategyParam<int> _atrLength;

	private decimal _prevRsi;
	private decimal _entryPrice;

	public NewsTraderStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(8).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");
		_rsiLength = Param(nameof(RsiLength), 14)
			.SetDisplay("RSI Length", "RSI period.", "Indicators");
		_emaLength = Param(nameof(EmaLength), 30)
			.SetDisplay("EMA Length", "Trend filter.", "Indicators");
		_atrLength = Param(nameof(AtrLength), 14)
			.SetDisplay("ATR Length", "ATR period.", "Indicators");
	}

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int RsiLength { get => _rsiLength.Value; set => _rsiLength.Value = value; }
	public int EmaLength { get => _emaLength.Value; set => _emaLength.Value = value; }
	public int AtrLength { get => _atrLength.Value; set => _atrLength.Value = value; }

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();

		_prevRsi = 0; _entryPrice = 0;
	}

		protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevRsi = 0; _entryPrice = 0;
		var rsi = new RelativeStrengthIndex { Length = RsiLength };
		var ema = new ExponentialMovingAverage { Length = EmaLength };
		var atr = new AverageTrueRange { Length = AtrLength };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(rsi, ema, atr, ProcessCandle).Start();
		var area = CreateChartArea();
		if (area != null) { DrawCandles(area, subscription); DrawIndicator(area, ema); DrawOwnTrades(area); }
	}

	private void ProcessCandle(ICandleMessage candle, decimal rsiVal, decimal emaVal, decimal atrVal)
	{
		if (candle.State != CandleStates.Finished) return;
		if (_prevRsi == 0 || atrVal <= 0) { _prevRsi = rsiVal; return; }
		var close = candle.ClosePrice;

		if (Position > 0)
		{
			if (close >= _entryPrice + atrVal * 2.5m || close <= _entryPrice - atrVal * 1.5m || rsiVal > 70) { SellMarket(); _entryPrice = 0; }
		}
		else if (Position < 0)
		{
			if (close <= _entryPrice - atrVal * 2.5m || close >= _entryPrice + atrVal * 1.5m || rsiVal < 30) { BuyMarket(); _entryPrice = 0; }
		}

		if (Position == 0)
		{
			if (rsiVal > 55 && _prevRsi <= 55 && close > emaVal) { _entryPrice = close; BuyMarket(); }
			else if (rsiVal < 45 && _prevRsi >= 45 && close < emaVal) { _entryPrice = close; SellMarket(); }
		}
		_prevRsi = rsiVal;
	}
}