日本語 JA
GitHub で見る

OsMaMaster Strategy

Overview

The OsMaMaster strategy reproduces the behaviour of the original OsMaSter_V0 MetaTrader 4 expert by relying on the MACD histogram (OsMA) to detect momentum reversals. The strategy subscribes to a single candle series and evaluates the most recent OsMA turning point once a candle is closed, which aligns with the repository guideline of working on finished bars only.

Trading Logic

  • Indicator stack – a MovingAverageConvergenceDivergence indicator is processed on every finished candle. The fast, slow and signal periods mirror the MQL input parameters and default to 9/26/5 respectively.
  • Applied price – the AppliedPrice parameter maps the classic MetaTrader PRICE_* constants (0 = close, 1 = open, 2 = high, 3 = low, 4 = median, 5 = typical, 6 = weighted). The selected price is fed directly into the MACD indicator.
  • Signal detection – four OsMA readings are compared according to the supplied Shift1–Shift4 offsets. The default configuration (0,1,2,3) looks for a local minimum or maximum of the histogram:
    • Long setup: OsMA[shift4] > OsMA[shift3], OsMA[shift3] < OsMA[shift2], OsMA[shift2] < OsMA[shift1].
    • Short setup: OsMA[shift4] < OsMA[shift3], OsMA[shift3] > OsMA[shift2], OsMA[shift2] > OsMA[shift1].
  • Single position policy – a new trade is submitted only when no position is currently open, matching the original EA that checked for existing orders via ExistPositions.

Position Management

  • Stop-loss – StopLossPips defines the optional distance (in pips) between the fill price and the protective stop. A value of 0 disables the stop.
  • Take-profit – TakeProfitPips mirrors the EA's take-profit parameter. When set to 0, no fixed target is used.
  • Execution model – both stop and target are evaluated against candle extremes (HighPrice/LowPrice). If a threshold is breached within a candle, the position is closed at the candle close using market orders.
  • State reset – whenever the position is closed, all pending stop/target references are cleared so that the next entry can configure them afresh.

Parameters

Parameter Description Default
CandleType Time frame of the candle series used for all calculations. 1 hour
FastEmaPeriod Fast EMA length inside the MACD indicator. 9
SlowEmaPeriod Slow EMA length inside the MACD indicator. 26
SignalPeriod Signal EMA length used to build the histogram. 5
AppliedPrice MetaTrader PRICE_* code defining which candle price feeds the MACD. 0 (close)
Shift1 First OsMA shift (usually the current bar). 0
Shift2 Second OsMA shift. 1
Shift3 Third OsMA shift. 2
Shift4 Fourth OsMA shift. 3
StopLossPips Protective stop distance in pips. 50
TakeProfitPips Profit target distance in pips. 50

Conversion Notes

  • The StockSharp implementation keeps a compact ring buffer of recent OsMA values instead of repeatedly requesting indicator history, ensuring compliance with the repository rule about avoiding custom data collections.
  • All trading decisions use finished candles to avoid working with incomplete indicator values.
  • Stop-loss and take-profit logic emulate the MQL order placement by monitoring candle highs and lows and closing positions with market orders.
  • The default strategy volume is set to 0.01, reflecting the EA's default lot size.

Usage Tips

  • Adjust CandleType and the MACD periods to match the instrument's volatility. Faster markets may benefit from shorter EMA lengths.
  • Consider disabling the take-profit by setting TakeProfitPips to 0 if you want to ride extended trends and manage exits manually.
  • When experimenting with different Shift values, ensure the largest shift is not excessively big; the strategy keeps only as many histogram values as required by the maximum shift.
  • Because exits are evaluated on candle data, using shorter time frames reduces the delay between the actual threshold breach and the exit execution.
using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// OsMA Master: Dual EMA crossover with RSI confirmation and ATR stops.
/// </summary>
public class OsMaMasterStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<int> _fastEmaLength;
	private readonly StrategyParam<int> _slowEmaLength;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<int> _atrLength;

	private decimal _prevFast;
	private decimal _prevSlow;
	private decimal _entryPrice;

	public OsMaMasterStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(2).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");
		_fastEmaLength = Param(nameof(FastEmaLength), 9)
			.SetDisplay("Fast EMA Length", "Fast EMA period.", "Indicators");
		_slowEmaLength = Param(nameof(SlowEmaLength), 26)
			.SetDisplay("Slow EMA Length", "Slow EMA period.", "Indicators");
		_rsiLength = Param(nameof(RsiLength), 14)
			.SetDisplay("RSI Length", "RSI period.", "Indicators");
		_atrLength = Param(nameof(AtrLength), 14)
			.SetDisplay("ATR Length", "ATR period.", "Indicators");
	}

	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }
	public int FastEmaLength { get => _fastEmaLength.Value; set => _fastEmaLength.Value = value; }
	public int SlowEmaLength { get => _slowEmaLength.Value; set => _slowEmaLength.Value = value; }
	public int RsiLength { get => _rsiLength.Value; set => _rsiLength.Value = value; }
	public int AtrLength { get => _atrLength.Value; set => _atrLength.Value = value; }

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

		_prevFast = 0; _prevSlow = 0; _entryPrice = 0;
	}

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

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

		if (Position > 0)
		{
			if ((fastVal < slowVal && _prevFast >= _prevSlow) || close <= _entryPrice - atrVal * 2m) { SellMarket(); _entryPrice = 0; }
		}
		else if (Position < 0)
		{
			if ((fastVal > slowVal && _prevFast <= _prevSlow) || close >= _entryPrice + atrVal * 2m) { BuyMarket(); _entryPrice = 0; }
		}

		if (Position == 0)
		{
			if (fastVal > slowVal && _prevFast <= _prevSlow && rsiVal > 50) { _entryPrice = close; BuyMarket(); }
			else if (fastVal < slowVal && _prevFast >= _prevSlow && rsiVal < 50) { _entryPrice = close; SellMarket(); }
		}
		_prevFast = fastVal; _prevSlow = slowVal;
	}
}