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Hercules A.T.C. 2006 Strategy

Overview

Hercules A.T.C. 2006 is a high time frame trend-following strategy that recreates the MetaTrader expert advisor published in 2006. The StockSharp version listens to completed candles on the primary time frame, watches for a bullish/bearish crossover between a fast EMA(1) and a slow SMA(72), and opens trades only when additional filters confirm the breakout. The strategy splits its position into two tranches with independent take-profit levels and trails the stop once price advances.

Indicators and Data

  • Primary candles: configurable (defaults to 1-hour candles).
  • Fast MA: EMA with length FastMaPeriod (default 1).
  • Slow MA: SMA with length SlowMaPeriod (default 72).
  • RSI filter: RSI of length RsiLength on the RsiTimeFrame (default 1-hour).
  • Daily envelope: SMA of length DailyEnvelopePeriod on DailyEnvelopeTimeFrame with ±DailyEnvelopeDeviation percent offset.
  • H4 envelope: SMA of length H4EnvelopePeriod on H4EnvelopeTimeFrame with ±H4EnvelopeDeviation percent offset.
  • Rolling high/low: highest high and lowest low for the past HighLowHours hours on the primary time frame.

Parameters

Name Default Description
TriggerPips 38 Offset in pips added/subtracted to the crossover price before triggering an order.
TrailingStopPips 90 Trailing stop distance in pips (0 disables trailing).
TakeProfit1Pips 210 First take-profit distance in pips for scaling out half of the position.
TakeProfit2Pips 280 Final take-profit distance in pips used to close the remaining position.
FastMaPeriod 1 Length of the fast EMA used in the crossover detector.
SlowMaPeriod 72 Length of the slow SMA baseline.
StopLossLookback 4 Number of completed candles used to pull the initial stop price.
HighLowHours 10 Size of the rolling window (in hours) used for the breakout filter.
BlackoutHours 144 Cooldown period (in hours) after a trade closes before a new entry is allowed.
RsiLength 10 RSI length on the higher time frame filter.
RsiUpper 55 Minimum RSI value required to allow long entries.
RsiLower 45 Maximum RSI value allowed before short entries are blocked.
DailyEnvelopePeriod 24 SMA length for the daily envelope filter.
DailyEnvelopeDeviation 0.99 Daily envelope deviation in percent.
H4EnvelopePeriod 96 SMA length for the four-hour envelope filter.
H4EnvelopeDeviation 0.1 Four-hour envelope deviation in percent.
CandleType 1 hour Primary working candle type.
RsiTimeFrame 1 hour Candle type used for the RSI filter.
DailyEnvelopeTimeFrame 1 day Candle type used for the daily envelope.
H4EnvelopeTimeFrame 4 hours Candle type used for the four-hour envelope.

Trading Rules

  1. Crossover detection

    • Watch the EMA(1) and SMA(72) values from the last three completed bars.
    • Detect a bullish signal when EMA crosses above SMA during either of the two previous bars.
    • Detect a bearish signal when EMA crosses below SMA during either of the two previous bars.
    • Store the crossover price (average of the fast and slow values) and start a two-bar trigger window.

  2. Trigger condition

    • Calculate TriggerPrice = CrossPrice ± TriggerPips (converted to price units).
    • The trigger remains valid for two primary candles after the crossover time.
    • Longs require the candle high to reach or exceed the bullish trigger price.
    • Shorts require the candle low to reach or break the bearish trigger price.

  3. Entry filters

    • No existing position and no open cooldown (BlackoutHours).
    • RSI filter: RSI > RsiUpper for longs, RSI < RsiLower for shorts.
    • Breakout filter: current close must exceed the rolling high for longs or fall below the rolling low for shorts.
    • Envelope confirmation: current close must be above both upper envelope bands for longs or below both lower bands for shorts.

  4. Order execution

    • Submit a market order using the strategy volume (defaults to 2 units, meaning two equal sub-positions).
    • Stop loss: previous StopLossLookback-th candle low (long) or high (short).
    • Take-profit levels: TakeProfit1Pips for the first half, TakeProfit2Pips for the remainder.
    • Start a blackout timer to block new entries for BlackoutHours hours.

  5. Position management

    • Trailing stop activates immediately if TrailingStopPips > 0 and moves in favor of the trade only.
    • Scale-out half of the position at the first take-profit level.
    • Close the remaining position when the final take-profit triggers, the stop loss is hit, or price crosses the trailing stop.

Risk Management

  • Stops are always derived from completed candles to reduce intrabar noise.
  • Two take-profit targets lock in partial profits before letting the trade run.
  • Trailing stops ensure gains are protected after the market moves in the desired direction.
  • A long blackout period (default 144 hours) prevents rapid re-entry after a breakout and mirrors the original EA behaviour.

Notes

  • The StockSharp port preserves the original money-management idea by defaulting the strategy volume to two units, so the partial exit leaves half of the position running.
  • Envelope shift values from MetaTrader are approximated by using the most recent envelope values because forward shifting is not supported by the high-level API.
  • The strategy requires price step information to translate pip distances correctly; ensure the security metadata is populated.
using System;
using System.Linq;
using System.Collections.Generic;

using Ecng.Common;
using Ecng.Collections;
using Ecng.Serialization;

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

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Port of the Hercules A.T.C. 2006 MetaTrader expert advisor.
/// Detects EMA/SMA crossovers with trigger windows and multiple filters
/// before submitting two staged take-profit orders and applying a trailing stop.
/// </summary>
public class HerculesATC2006Strategy : Strategy
{
	private readonly StrategyParam<int> _triggerPips;
	private readonly StrategyParam<int> _trailingStopPips;
	private readonly StrategyParam<int> _takeProfit1Pips;
	private readonly StrategyParam<int> _takeProfit2Pips;
	private readonly StrategyParam<int> _fastMaPeriod;
	private readonly StrategyParam<int> _slowMaPeriod;
	private readonly StrategyParam<int> _stopLossLookback;
	private readonly StrategyParam<int> _highLowHours;
	private readonly StrategyParam<int> _blackoutHours;
	private readonly StrategyParam<int> _rsiLength;
	private readonly StrategyParam<decimal> _rsiUpper;
	private readonly StrategyParam<decimal> _rsiLower;
	private readonly StrategyParam<int> _dailyEnvelopePeriod;
	private readonly StrategyParam<decimal> _dailyEnvelopeDeviation;
	private readonly StrategyParam<int> _h4EnvelopePeriod;
	private readonly StrategyParam<decimal> _h4EnvelopeDeviation;
	private readonly StrategyParam<DataType> _candleType;
	private readonly StrategyParam<DataType> _rsiTimeFrame;
	private readonly StrategyParam<DataType> _dailyEnvelopeTimeFrame;
	private readonly StrategyParam<DataType> _h4EnvelopeTimeFrame;

	private readonly RelativeStrengthIndex _rsi = new();
	private readonly SimpleMovingAverage _dailyEnvelopeMa = new();
	private readonly SimpleMovingAverage _h4EnvelopeMa = new();

	private readonly decimal[] _fastHistory = new decimal[4];
	private readonly decimal[] _slowHistory = new decimal[4];
	private readonly DateTimeOffset[] _timeHistory = new DateTimeOffset[4];
	private int _historyCount;

	private readonly decimal[] _highStopHistory = new decimal[5];
	private readonly decimal[] _lowStopHistory = new decimal[5];
	private int _stopHistoryCount;

	private readonly Queue<decimal> _recentHighs = new();
	private readonly Queue<decimal> _recentLows = new();
	private decimal _rollingHigh;
	private decimal _rollingLow;

	private decimal _priceStep;
	private decimal _pipSize;
	private TimeSpan _primaryTimeFrame;
	private int _highLowLength;

	private int _pendingDirection;
	private decimal _triggerPrice;
	private DateTimeOffset? _windowEndTime;
	private decimal _crossPrice;

	private decimal _lastRsi;
	private bool _rsiReady;

	private decimal _dailyUpper;
	private decimal _dailyLower;
	private bool _dailyReady;

	private decimal _h4Upper;
	private decimal _h4Lower;
	private bool _h4Ready;

	private DateTimeOffset? _blackoutUntil;

	private decimal? _entryPrice;
	private decimal? _stopLoss;
	private decimal? _tp1;
	private decimal? _tp2;
	private decimal? _trailingStop;
	private bool _tp1Hit;

	/// <summary>
	/// Number of pips added to the crossover price to form the trigger level.
	/// </summary>
	public int TriggerPips
	{
		get => _triggerPips.Value;
		set => _triggerPips.Value = value;
	}

	/// <summary>
	/// Trailing stop distance expressed in pips.
	/// </summary>
	public int TrailingStopPips
	{
		get => _trailingStopPips.Value;
		set => _trailingStopPips.Value = value;
	}

	/// <summary>
	/// First take-profit distance in pips.
	/// </summary>
	public int TakeProfit1Pips
	{
		get => _takeProfit1Pips.Value;
		set => _takeProfit1Pips.Value = value;
	}

	/// <summary>
	/// Second take-profit distance in pips.
	/// </summary>
	public int TakeProfit2Pips
	{
		get => _takeProfit2Pips.Value;
		set => _takeProfit2Pips.Value = value;
	}

	/// <summary>
	/// Fast EMA period used for the trigger.
	/// </summary>
	public int FastMaPeriod
	{
		get => _fastMaPeriod.Value;
		set => _fastMaPeriod.Value = value;
	}

	/// <summary>
	/// Slow SMA period used as the baseline.
	/// </summary>
	public int SlowMaPeriod
	{
		get => _slowMaPeriod.Value;
		set => _slowMaPeriod.Value = value;
	}

	/// <summary>
	/// Number of completed candles used to fetch the stop-loss reference.
	/// </summary>
	public int StopLossLookback
	{
		get => _stopLossLookback.Value;
		set => _stopLossLookback.Value = value;
	}

	/// <summary>
	/// Number of hours used for the rolling high/low breakout filter.
	/// </summary>
	public int HighLowHours
	{
		get => _highLowHours.Value;
		set => _highLowHours.Value = value;
	}

	/// <summary>
	/// Cooldown duration in hours after a successful trade.
	/// </summary>
	public int BlackoutHours
	{
		get => _blackoutHours.Value;
		set => _blackoutHours.Value = value;
	}

	/// <summary>
	/// RSI length applied on the higher timeframe filter.
	/// </summary>
	public int RsiLength
	{
		get => _rsiLength.Value;
		set => _rsiLength.Value = value;
	}

	/// <summary>
	/// Upper RSI threshold required for long positions.
	/// </summary>
	public decimal RsiUpper
	{
		get => _rsiUpper.Value;
		set => _rsiUpper.Value = value;
	}

	/// <summary>
	/// Lower RSI threshold required for short positions.
	/// </summary>
	public decimal RsiLower
	{
		get => _rsiLower.Value;
		set => _rsiLower.Value = value;
	}
	/// <summary>
	/// Daily envelope moving average period.
	/// </summary>
	public int DailyEnvelopePeriod
	{
		get => _dailyEnvelopePeriod.Value;
		set => _dailyEnvelopePeriod.Value = value;
	}

	/// <summary>
	/// Daily envelope deviation in percent.
	/// </summary>
	public decimal DailyEnvelopeDeviation
	{
		get => _dailyEnvelopeDeviation.Value;
		set => _dailyEnvelopeDeviation.Value = value;
	}

	/// <summary>
	/// Four-hour envelope moving average period.
	/// </summary>
	public int H4EnvelopePeriod
	{
		get => _h4EnvelopePeriod.Value;
		set => _h4EnvelopePeriod.Value = value;
	}

	/// <summary>
	/// Four-hour envelope deviation in percent.
	/// </summary>
	public decimal H4EnvelopeDeviation
	{
		get => _h4EnvelopeDeviation.Value;
		set => _h4EnvelopeDeviation.Value = value;
	}

	/// <summary>
	/// Primary candle type that drives entries and exits.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Candle type used to compute RSI.
	/// </summary>
	public DataType RsiTimeFrame
	{
		get => _rsiTimeFrame.Value;
		set => _rsiTimeFrame.Value = value;
	}

	/// <summary>
	/// Candle type used for the daily envelope filter.
	/// </summary>
	public DataType DailyEnvelopeTimeFrame
	{
		get => _dailyEnvelopeTimeFrame.Value;
		set => _dailyEnvelopeTimeFrame.Value = value;
	}

	/// <summary>
	/// Candle type used for the four-hour envelope filter.
	/// </summary>
	public DataType H4EnvelopeTimeFrame
	{
		get => _h4EnvelopeTimeFrame.Value;
		set => _h4EnvelopeTimeFrame.Value = value;
	}
	/// <summary>
	/// Initializes a new instance of <see cref="HerculesATC2006Strategy"/>.
	/// </summary>
	public HerculesATC2006Strategy()
	{
		_triggerPips = Param(nameof(TriggerPips), 38)
			.SetGreaterThanZero()
			.SetDisplay("Trigger Pips", "Distance above/below crossover required to trigger", "Entries")
			
			.SetOptimize(10, 80, 5);

		_trailingStopPips = Param(nameof(TrailingStopPips), 90)
			.SetNotNegative()
			.SetDisplay("Trailing Stop (pips)", "Trailing stop distance in pips", "Risk Management")
			
			.SetOptimize(20, 150, 10);

		_takeProfit1Pips = Param(nameof(TakeProfit1Pips), 210)
			.SetNotNegative()
			.SetDisplay("Take Profit 1 (pips)", "First take-profit distance", "Risk Management")
			
			.SetOptimize(100, 260, 10);

		_takeProfit2Pips = Param(nameof(TakeProfit2Pips), 280)
			.SetNotNegative()
			.SetDisplay("Take Profit 2 (pips)", "Second take-profit distance", "Risk Management")
			
			.SetOptimize(150, 360, 10);

		_fastMaPeriod = Param(nameof(FastMaPeriod), 1)
			.SetGreaterThanZero()
			.SetDisplay("Fast EMA", "Length of the fast EMA", "Indicators");

		_slowMaPeriod = Param(nameof(SlowMaPeriod), 72)
			.SetGreaterThanZero()
			.SetDisplay("Slow SMA", "Length of the slow SMA", "Indicators")
			
			.SetOptimize(40, 120, 4);

		_stopLossLookback = Param(nameof(StopLossLookback), 4)
			.SetGreaterThanZero()
			.SetDisplay("Stop-Loss Lookback", "Number of completed candles used for stop-loss", "Risk Management");

		_highLowHours = Param(nameof(HighLowHours), 10)
			.SetGreaterThanZero()
			.SetDisplay("High/Low Window (hours)", "Duration used for breakout filter", "Filters");

		_blackoutHours = Param(nameof(BlackoutHours), 4)
			.SetGreaterThanZero()
			.SetDisplay("Blackout Hours", "Cooldown after a trade", "Filters");

		_rsiLength = Param(nameof(RsiLength), 10)
			.SetGreaterThanZero()
			.SetDisplay("RSI Length", "RSI period on higher timeframe", "Filters");

		_rsiUpper = Param(nameof(RsiUpper), 55m)
			.SetDisplay("RSI Upper", "Upper RSI threshold for longs", "Filters");

		_rsiLower = Param(nameof(RsiLower), 45m)
			.SetDisplay("RSI Lower", "Lower RSI threshold for shorts", "Filters");

		_dailyEnvelopePeriod = Param(nameof(DailyEnvelopePeriod), 24)
			.SetGreaterThanZero()
			.SetDisplay("Daily Envelope Period", "Daily SMA length for envelope", "Filters");

		_dailyEnvelopeDeviation = Param(nameof(DailyEnvelopeDeviation), 0.99m)
			.SetGreaterThanZero()
			.SetDisplay("Daily Envelope %", "Envelope deviation in percent", "Filters");

		_h4EnvelopePeriod = Param(nameof(H4EnvelopePeriod), 96)
			.SetGreaterThanZero()
			.SetDisplay("H4 Envelope Period", "Four-hour SMA length for envelope", "Filters");

		_h4EnvelopeDeviation = Param(nameof(H4EnvelopeDeviation), 0.1m)
			.SetGreaterThanZero()
			.SetDisplay("H4 Envelope %", "Envelope deviation in percent", "Filters");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Primary Candle", "Working timeframe for entries", "General");

		_rsiTimeFrame = Param(nameof(RsiTimeFrame), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("RSI Candle", "Timeframe used for RSI filter", "Filters");

		_dailyEnvelopeTimeFrame = Param(nameof(DailyEnvelopeTimeFrame), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Daily Envelope TF", "Timeframe for the daily envelope", "Filters");

		_h4EnvelopeTimeFrame = Param(nameof(H4EnvelopeTimeFrame), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("H4 Envelope TF", "Timeframe for the four-hour envelope", "Filters");

		Volume = 2m;
	}
	/// <inheritdoc />
	public override IEnumerable<(Security sec, DataType dt)> GetWorkingSecurities()
	{
		var uniqueTypes = new HashSet<DataType> { CandleType, RsiTimeFrame, DailyEnvelopeTimeFrame, H4EnvelopeTimeFrame };

		foreach (var type in uniqueTypes)
		{
			yield return (Security, type);
		}
	}

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

		_rsi.Reset();
		_rsi.Length = RsiLength;
		_dailyEnvelopeMa.Reset();
		_dailyEnvelopeMa.Length = DailyEnvelopePeriod;
		_h4EnvelopeMa.Reset();
		_h4EnvelopeMa.Length = H4EnvelopePeriod;

		Array.Clear(_fastHistory, 0, _fastHistory.Length);
		Array.Clear(_slowHistory, 0, _slowHistory.Length);
		Array.Clear(_timeHistory, 0, _timeHistory.Length);
		Array.Clear(_highStopHistory, 0, _highStopHistory.Length);
		Array.Clear(_lowStopHistory, 0, _lowStopHistory.Length);

		_historyCount = 0;
		_stopHistoryCount = 0;

		_recentHighs.Clear();
		_recentLows.Clear();
		_rollingHigh = 0m;
		_rollingLow = 0m;

		_priceStep = 0m;
		_pipSize = 0m;
		_primaryTimeFrame = default;
		_highLowLength = 0;

		_lastRsi = 0m;
		_rsiReady = false;

		_dailyUpper = 0m;
		_dailyLower = 0m;
		_dailyReady = false;

		_h4Upper = 0m;
		_h4Lower = 0m;
		_h4Ready = false;

		_blackoutUntil = null;

		_entryPrice = null;
		_stopLoss = null;
		_tp1 = null;
		_tp2 = null;
		_trailingStop = null;
		_tp1Hit = false;

		_pendingDirection = 0;
		_triggerPrice = 0m;
		_windowEndTime = null;
		_crossPrice = 0m;
	}
	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		StartProtection(null, null);

		_priceStep = Security?.PriceStep ?? 1m;
		var decimals = Security?.Decimals ?? 0;
		var pipFactor = decimals is 3 or 5 ? 10m : 1m;
		_pipSize = _priceStep * pipFactor;

		_primaryTimeFrame = CandleType.Arg is TimeSpan span && span > TimeSpan.Zero ? span : TimeSpan.FromMinutes(1);
		_highLowLength = Math.Max(1, (int)Math.Round(HighLowHours * 60m / (decimal)_primaryTimeFrame.TotalMinutes, MidpointRounding.AwayFromZero));

		var fastMa = new EMA { Length = FastMaPeriod };
		var slowMa = new SMA { Length = SlowMaPeriod };

		var mainSubscription = SubscribeCandles(CandleType);

		mainSubscription
			.Bind(fastMa, slowMa, ProcessPrimary)
			.Start();

		_rsi.Length = RsiLength;
		SubscribeCandles(RsiTimeFrame)
			.Bind(_rsi, ProcessRsi)
			.Start();

		_dailyEnvelopeMa.Length = DailyEnvelopePeriod;
		SubscribeCandles(DailyEnvelopeTimeFrame)
			.Bind(_dailyEnvelopeMa, ProcessDailyEnvelope)
			.Start();

		_h4EnvelopeMa.Length = H4EnvelopePeriod;
		SubscribeCandles(H4EnvelopeTimeFrame)
			.Bind(_h4EnvelopeMa, ProcessH4Envelope)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, mainSubscription);
			DrawIndicator(area, fastMa);
			DrawIndicator(area, slowMa);
			DrawOwnTrades(area);
		}
	}
	private void ProcessPrimary(ICandleMessage candle, decimal fast, decimal slow)
	{
		if (candle.State != CandleStates.Finished)
			return;

		UpdateHighLow(candle);
		UpdateStopHistory(candle);
		UpdateHistory(candle, fast, slow);
		UpdateBlackout(candle.OpenTime);

		if (!IsFormedAndOnlineAndAllowTrading())
			return;

		EvaluateEntry(candle);
		ManagePosition(candle);
	}

	private void ProcessRsi(ICandleMessage candle, decimal rsiValue)
	{
		if (candle.State != CandleStates.Finished)
			return;

		_lastRsi = rsiValue;
		_rsiReady = true;
	}

	private void ProcessDailyEnvelope(ICandleMessage candle, decimal basis)
	{
		if (candle.State != CandleStates.Finished)
			return;

		var deviation = DailyEnvelopeDeviation / 100m;
		_dailyUpper = basis * (1 + deviation);
		_dailyLower = basis * (1 - deviation);
		_dailyReady = _dailyEnvelopeMa.IsFormed;
	}

	private void ProcessH4Envelope(ICandleMessage candle, decimal basis)
	{
		if (candle.State != CandleStates.Finished)
			return;

		var deviation = H4EnvelopeDeviation / 100m;
		_h4Upper = basis * (1 + deviation);
		_h4Lower = basis * (1 - deviation);
		_h4Ready = _h4EnvelopeMa.IsFormed;
	}

	private void UpdateBlackout(DateTimeOffset currentTime)
	{
		if (_blackoutUntil is DateTimeOffset until && currentTime >= until)
		{
			_blackoutUntil = null;
		}
	}
	private void UpdateHistory(ICandleMessage candle, decimal fast, decimal slow)
	{
		ShiftHistory(_fastHistory, fast);
		ShiftHistory(_slowHistory, slow);
		ShiftHistory(_timeHistory, candle.OpenTime);

		if (_historyCount < _fastHistory.Length)
		{
			_historyCount++;
		}

		if (_historyCount < _fastHistory.Length)
			return;

		var crossUp1 = _fastHistory[1] > _slowHistory[1] && _fastHistory[2] < _slowHistory[2];
		var crossUp2 = _fastHistory[2] > _slowHistory[2] && _fastHistory[3] < _slowHistory[3];
		var crossDown1 = _fastHistory[1] < _slowHistory[1] && _fastHistory[2] > _slowHistory[2];
		var crossDown2 = _fastHistory[2] < _slowHistory[2] && _fastHistory[3] > _slowHistory[3];

		if (crossUp1)
		{
			PrepareTrigger(1, (_fastHistory[1] + _fastHistory[2] + _slowHistory[1] + _slowHistory[2]) / 4m, _timeHistory[1]);
		}
		else if (crossUp2)
		{
			PrepareTrigger(1, (_fastHistory[2] + _fastHistory[3] + _slowHistory[2] + _slowHistory[3]) / 4m, _timeHistory[2]);
		}
		else if (crossDown1)
		{
			PrepareTrigger(-1, (_fastHistory[1] + _fastHistory[2] + _slowHistory[1] + _slowHistory[2]) / 4m, _timeHistory[1]);
		}
		else if (crossDown2)
		{
			PrepareTrigger(-1, (_fastHistory[2] + _fastHistory[3] + _slowHistory[2] + _slowHistory[3]) / 4m, _timeHistory[2]);
		}
	}

	private void PrepareTrigger(int direction, decimal crossPrice, DateTimeOffset crossTime)
	{
		_pendingDirection = direction;
		_crossPrice = crossPrice;
		_triggerPrice = direction > 0 ? crossPrice + TriggerPips * _pipSize : crossPrice - TriggerPips * _pipSize;
		_windowEndTime = crossTime + _primaryTimeFrame + _primaryTimeFrame;
	}

	private void UpdateStopHistory(ICandleMessage candle)
	{
		ShiftHistory(_highStopHistory, candle.HighPrice);
		ShiftHistory(_lowStopHistory, candle.LowPrice);

		if (_stopHistoryCount < _highStopHistory.Length)
		{
			_stopHistoryCount++;
		}
	}

	private void UpdateHighLow(ICandleMessage candle)
	{
		lock (_recentHighs)
		{
			_recentHighs.Enqueue(candle.HighPrice);
			TrimQueue(_recentHighs, _highLowLength);
			if (_recentHighs.Count >= _highLowLength)
			{
				var highs = new decimal[_recentHighs.Count];
				_recentHighs.CopyTo(highs, 0);
				_rollingHigh = GetExtreme(highs, true);
			}
		}

		lock (_recentLows)
		{
			_recentLows.Enqueue(candle.LowPrice);
			TrimQueue(_recentLows, _highLowLength);
			if (_recentLows.Count >= _highLowLength)
			{
				var lows = new decimal[_recentLows.Count];
				_recentLows.CopyTo(lows, 0);
				_rollingLow = GetExtreme(lows, false);
			}
		}
	}
	private void EvaluateEntry(ICandleMessage candle)
	{
		if (_pendingDirection == 0)
			return;

		if (_windowEndTime is DateTimeOffset end && candle.OpenTime > end)
		{
			_pendingDirection = 0;
			return;
		}

		if (_blackoutUntil is not null && candle.OpenTime < _blackoutUntil)
			return;

		if (Position != 0 || _entryPrice.HasValue)
			return;

		if (!_rsiReady)
			return;

		var priceReached = _pendingDirection > 0
			? candle.HighPrice >= _triggerPrice
			: candle.LowPrice <= _triggerPrice;

		if (!priceReached)
			return;

		if (_pendingDirection > 0)
		{
			if (_lastRsi <= RsiUpper)
				return;

			var stopLoss = GetStopPrice(false);
			if (stopLoss is null)
				return;

			BuyMarket();

			InitializePositionState(candle.ClosePrice, stopLoss.Value, true);
		}
		else
		{
			if (_lastRsi >= RsiLower)
				return;

			var stopLoss = GetStopPrice(true);
			if (stopLoss is null)
				return;

			SellMarket();

			InitializePositionState(candle.ClosePrice, stopLoss.Value, false);
		}

		_blackoutUntil = candle.OpenTime + TimeSpan.FromHours(BlackoutHours);
		_pendingDirection = 0;
	}

	private decimal? GetStopPrice(bool isShort)
	{
		if (_stopHistoryCount <= StopLossLookback)
			return null;

		var index = StopLossLookback;
		return isShort ? _highStopHistory[index] : _lowStopHistory[index];
	}

	private void InitializePositionState(decimal entryPrice, decimal stopPrice, bool isLong)
	{
		_entryPrice = entryPrice;
		_stopLoss = stopPrice;
		_tp1Hit = false;
		_trailingStop = null;

		if (TakeProfit1Pips > 0)
		{
			_tp1 = isLong ? entryPrice + TakeProfit1Pips * _pipSize : entryPrice - TakeProfit1Pips * _pipSize;
		}
		else
		{
			_tp1 = null;
		}

		if (TakeProfit2Pips > 0)
		{
			_tp2 = isLong ? entryPrice + TakeProfit2Pips * _pipSize : entryPrice - TakeProfit2Pips * _pipSize;
		}
		else
		{
			_tp2 = null;
		}
	}
	private void ManagePosition(ICandleMessage candle)
	{
		if (_entryPrice is null)
			return;

		if (Position > 0)
		{
			UpdateTrailingStop(candle.ClosePrice, true);

			if (_stopLoss is decimal stop && candle.LowPrice <= stop)
			{
				SellMarket(Position);
				ResetPositionState();
				return;
			}

			if (_trailingStop is decimal trail && candle.LowPrice <= trail)
			{
				SellMarket(Position);
				ResetPositionState();
				return;
			}

			if (!_tp1Hit && _tp1 is decimal tp1 && candle.HighPrice >= tp1)
			{
				SellMarket(Position / 2m);
				_tp1Hit = true;
			}

			if (_tp2 is decimal tp2 && candle.HighPrice >= tp2)
			{
				SellMarket(Position);
				ResetPositionState();
			}
		}
		else if (Position < 0)
		{
			UpdateTrailingStop(candle.ClosePrice, false);

			if (_stopLoss is decimal stop && candle.HighPrice >= stop)
			{
				BuyMarket(Math.Abs(Position));
				ResetPositionState();
				return;
			}

			if (_trailingStop is decimal trail && candle.HighPrice >= trail)
			{
				BuyMarket(Math.Abs(Position));
				ResetPositionState();
				return;
			}

			if (!_tp1Hit && _tp1 is decimal tp1 && candle.LowPrice <= tp1)
			{
				BuyMarket(Math.Abs(Position) / 2m);
				_tp1Hit = true;
			}

			if (_tp2 is decimal tp2 && candle.LowPrice <= tp2)
			{
				BuyMarket(Math.Abs(Position));
				ResetPositionState();
			}
		}
		else
		{
			ResetPositionState();
		}
	}

	private void UpdateTrailingStop(decimal closePrice, bool isLong)
	{
		if (TrailingStopPips <= 0)
			return;

		var candidate = isLong
			? closePrice - TrailingStopPips * _pipSize
			: closePrice + TrailingStopPips * _pipSize;

		if (_trailingStop is null)
		{
			_trailingStop = candidate;
		}
		else if (isLong && candidate > _trailingStop)
		{
			_trailingStop = candidate;
		}
		else if (!isLong && candidate < _trailingStop)
		{
			_trailingStop = candidate;
		}
	}

	private void ResetPositionState()
	{
		_entryPrice = null;
		_stopLoss = null;
		_tp1 = null;
		_tp2 = null;
		_trailingStop = null;
		_tp1Hit = false;
	}

	private static void ShiftHistory<T>(T[] array, T value)
	{
		for (var i = array.Length - 1; i > 0; i--)
		{
			array[i] = array[i - 1];
		}

		array[0] = value;
	}

	private static void TrimQueue(Queue<decimal> queue, int maxLength)
	{
		while (queue.Count > maxLength)
		{
			queue.Dequeue();
		}
	}

	private static decimal GetExtreme(IEnumerable<decimal> values, bool isMax)
	{
		var extreme = isMax ? decimal.MinValue : decimal.MaxValue;

		foreach (var value in values)
		{
			extreme = isMax
				? (value > extreme ? value : extreme)
				: (value < extreme ? value : extreme);
		}

		return extreme;
	}
}