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Simple Trailing Stop Strategy

This example demonstrates how to manage an open position with a trailing stop using StockSharp's high level API.

Overview

  • Opens a single long position after receiving the first finished candle.
  • Enables position protection with a trailing stop.
  • The stop price follows the current price at a fixed distance.

Parameters

  • TrailPoints – distance in price points used to trail the stop.
  • CandleType – type of candles processed by the strategy.

Logic

  1. On start the strategy subscribes to candles and enables StartProtection with trailing.
  2. After the first completed candle the strategy buys at market price.
  3. When price moves in favour of the position the stop level is moved to keep the distance defined by TrailPoints.
  4. If price reverses and touches the trailing stop, the position is closed automatically.

The strategy is simplified and intended to show basic trailing stop usage.

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;

/// <summary>
/// Simple trailing stop strategy.
/// Uses EMA crossover for entries with a trailing stop for protection.
/// </summary>
public class SimpleTrailingStopStrategy : Strategy
{
	private readonly StrategyParam<decimal> _trailPercent;
	private readonly StrategyParam<int> _fastLength;
	private readonly StrategyParam<int> _slowLength;
	private readonly StrategyParam<DataType> _candleType;

	public decimal TrailPercent { get => _trailPercent.Value; set => _trailPercent.Value = value; }
	public int FastLength { get => _fastLength.Value; set => _fastLength.Value = value; }
	public int SlowLength { get => _slowLength.Value; set => _slowLength.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public SimpleTrailingStopStrategy()
	{
		_trailPercent = Param(nameof(TrailPercent), 2m)
			.SetDisplay("Trail %", "Trailing stop distance as percentage", "Protection");

		_fastLength = Param(nameof(FastLength), 10)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicator");

		_slowLength = Param(nameof(SlowLength), 30)
			.SetGreaterThanZero()
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicator");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(8).TimeFrame())
			.SetDisplay("Candle Type", "Type of candles", "General");
	}

	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		return [(Security, CandleType)];
	}

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

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		StartProtection(
			takeProfit: null,
			stopLoss: new Unit(TrailPercent, UnitTypes.Percent),
			isStopTrailing: true,
			useMarketOrders: true);

		var fast = new ExponentialMovingAverage { Length = FastLength };
		var slow = new ExponentialMovingAverage { Length = SlowLength };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fast, slow, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, fast);
			DrawIndicator(area, slow);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal fastVal, decimal slowVal)
	{
		if (candle.State != CandleStates.Finished)
			return;

		if (fastVal > slowVal && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
		}
		else if (fastVal < slowVal && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
		}
	}
}