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RandomT Strategy

Overview

This strategy is a StockSharp port of the MetaTrader 4 expert advisor "RandomT". The original EA waits for a ZigZag swing that coincides with a confirmed fractal and then filters the entry with a MACD comparison. The StockSharp version keeps the same decision process: it watches a configurable number of candles (BarWatch), confirms that a five-bar fractal marks the most recent swing extreme, and only trades when the MACD main line is above or below the signal line on the same historical bar.

Trading logic

  • Build rolling candle buffers and compute the MACD signal on each finished bar of the selected timeframe (CandleType).
  • Look Shift bars into the past and check whether that bar forms an up or down fractal (two candles on each side).
  • Validate the fractal against the surrounding price action: the high must be the greatest value, or the low the smallest value, inside the BarWatch lookback window. This mirrors the ZigZag swing confirmation used by the MetaTrader version.
  • For a short setup the MACD main value must be greater than the signal value on the shifted bar. For a long setup the opposite comparison must be true.
  • When a signal appears the strategy uses a single market order whose volume neutralises any opposite position before opening the new trade.

Trailing stop management

  • The trailing block activates only when UseTrailingProfit is enabled and the floating profit (converted through PriceStep and StepPrice) exceeds MinProfit.
  • The trailing distance is measured in price points. When AutoStopLevel is true, the engine uses StartStopLevelPoints; otherwise it uses StopLevelPoints.
  • For long positions the stop tracks ClosePrice - distance, for short positions it follows ClosePrice + distance. If the candle pierces the stop level the strategy closes the trade with a market order.

Parameters

Parameter Description
TradeVolume Base trade size in lots used for every entry.
BarWatch Number of bars used to validate that a fractal is also a ZigZag swing extreme.
Shift Number of bars back in history that are evaluated for signals. Should stay at 2 for classic fractals.
UseTrailingProfit Enables the trailing stop logic.
AutoStopLevel Switches the trailing distance to StartStopLevelPoints.
StartStopLevelPoints Alternate trailing distance (points).
StopLevelPoints Primary trailing distance (points).
MinProfit Minimum floating profit (account currency) required before trailing is applied.
CandleType Timeframe used for candles and indicator calculations.
MacdFastLength Fast EMA period for the MACD filter.
MacdSlowLength Slow EMA period for the MACD filter.
MacdSignalLength Signal EMA period for the MACD filter.

Notes

  • The strategy calculates fractals internally (two bars on each side) and reuses the result for ZigZag validation, closely matching the buffers accessed in the MQL code.
  • The ZigZag confirmation is approximated by checking the surrounding BarWatch candles instead of re-running the full MetaTrader indicator, which keeps the behaviour deterministic inside StockSharp.
  • Trailing-stop profit is derived from the instrument's PriceStep and StepPrice. Verify these values for your instrument before running the strategy.
using System;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// RandomT: EMA crossover with RSI filter and ATR stops.
/// </summary>
public class RandomTStrategy : 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 RandomTStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe.", "General");
		_fastEmaLength = Param(nameof(FastEmaLength), 12)
			.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;
	}
}