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Brakeout Trader v1

Brakeout Trader v1 is a simple breakout system built around a static price level. The strategy watches the closing prices of completed candles and enters when the market closes through the chosen breakout level. When the close crosses above the level, a long position is opened (subject to direction filters); when it crosses below, a short position is taken. Position size is calculated from the configured risk percentage and the distance to the stop-loss, enabling automatic scaling with the account equity.

Trading Logic

  • Process finished candles from the selected CandleType only. Unfinished candles are ignored.
  • Keep the last closed price to detect breakouts of the user-specified BreakoutLevel.
  • Long entry: the latest candle closes above BreakoutLevel while the previous close was at or below the level, and EnableLong is true. Any open short is flattened before the new order is submitted.
  • Short entry: the latest candle closes below BreakoutLevel while the previous close was at or above the level, and EnableShort is true. Any open long is closed first.
  • Orders are sent at market. The quantity is computed so that the loss between the entry price and the stop-loss distance corresponds to RiskPercent of the current account equity. If the risk-based size cannot be determined, the strategy falls back to the base Volume value.
  • After each entry the strategy stores static profit-taking and stop-loss levels expressed in pip points (StopLossPoints and TakeProfitPoints). When price reaches either level, the open position is closed at market and the cached levels are cleared.
  • Multiple trades are never open in the same direction simultaneously because the net position is managed explicitly.

Position Management

  • A protective stop is set below the entry for long trades and above the entry for shorts. The distance is StopLossPoints * pip, where pip is derived from Security.PriceStep and its precision (3 or 5 decimal places imply a tenfold adjustment, as in the original MQL implementation).
  • A profit target is set symmetrically using TakeProfitPoints.
  • If both stop and target would trigger during the same candle, the stop check is evaluated first, mirroring conservative server-side execution.
  • Opposite signals always close any active position before establishing the new one, preventing hedged exposure.
  • The helper automatically resets cached levels whenever the position returns to zero.

Parameters

  • BreakoutLevel – Static price level monitored for breakouts.
  • EnableLong / EnableShort – Directional filters that allow opening longs or shorts.
  • StopLossPoints – Stop-loss distance in pip points (multiples of the derived pip size).
  • TakeProfitPoints – Take-profit distance in pip points.
  • RiskPercent – Percentage of account equity to risk per trade. Used to determine the order volume from the stop-loss distance.
  • CandleType – Candle data series used for signal generation (default 15-minute candles).
  • Volume – Base order size used when the risk-based calculation is not available.

Details

  • Entry Criteria: Close crosses above/below BreakoutLevel on the last completed candle.
  • Long/Short: Trades both directions, controlled by the EnableLong and EnableShort flags.
  • Exit Criteria: Static stop-loss and take-profit levels, plus flattening on opposite breakout signals.
  • Stops: Fixed-distance stop-loss measured in pip points.
  • Default Values: BreakoutLevel = 0, StopLossPoints = 140, TakeProfitPoints = 180, RiskPercent = 10, CandleType = 15-minute, EnableLong = EnableShort = true.
  • Filters: None beyond the direction toggles; no trend or volatility filters are applied.

Usage Notes

  • The instrument should support the pip calculation used by the original EA. For symbols with 3 or 5 decimal places the pip is automatically scaled by ten.
  • Ensure the connected portfolio provides CurrentValue so that risk-based sizing functions properly. If equity is unavailable, trades will default to the configured Volume.
  • Because orders are executed at market, actual fills may differ from the candle close. Adjust stop and take distances to account for slippage if needed.
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>
/// Breakout strategy that trades when the closing price crosses a predefined level.
/// The strategy sizes positions based on the selected risk percentage and applies static stop-loss and take-profit levels.
/// </summary>
public class BrakeoutTraderV1Strategy : Strategy
{
	private readonly StrategyParam<decimal> _breakoutLevel;
	private readonly StrategyParam<bool> _enableLong;
	private readonly StrategyParam<bool> _enableShort;
	private readonly StrategyParam<decimal> _stopLossPoints;
	private readonly StrategyParam<decimal> _takeProfitPoints;
	private readonly StrategyParam<decimal> _riskPercent;
	private readonly StrategyParam<DataType> _candleType;

	private decimal? _previousClose;
	private decimal? _entryPrice;
	private decimal? _stopPrice;
	private decimal? _takePrice;
	private decimal _pipSize;

	/// <summary>
	/// Price level that must be broken to generate signals.
	/// </summary>
	public decimal BreakoutLevel
	{
		get => _breakoutLevel.Value;
		set => _breakoutLevel.Value = value;
	}

	/// <summary>
	/// Enables or disables long breakout trades.
	/// </summary>
	public bool EnableLong
	{
		get => _enableLong.Value;
		set => _enableLong.Value = value;
	}

	/// <summary>
	/// Enables or disables short breakout trades.
	/// </summary>
	public bool EnableShort
	{
		get => _enableShort.Value;
		set => _enableShort.Value = value;
	}

	/// <summary>
	/// Stop-loss distance in points relative to the pip size.
	/// </summary>
	public decimal StopLossPoints
	{
		get => _stopLossPoints.Value;
		set => _stopLossPoints.Value = value;
	}

	/// <summary>
	/// Take-profit distance in points relative to the pip size.
	/// </summary>
	public decimal TakeProfitPoints
	{
		get => _takeProfitPoints.Value;
		set => _takeProfitPoints.Value = value;
	}

	/// <summary>
	/// Percentage of account equity to risk on each trade.
	/// </summary>
	public decimal RiskPercent
	{
		get => _riskPercent.Value;
		set => _riskPercent.Value = value;
	}

	/// <summary>
	/// Candle type used to evaluate breakouts.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes a new instance of <see cref="BrakeoutTraderV1Strategy"/>.
	/// </summary>
	public BrakeoutTraderV1Strategy()
	{
		_breakoutLevel = Param(nameof(BreakoutLevel), 65000m)
			.SetDisplay("Breakout Level", "Static price level monitored for breakouts", "Signal");

		_enableLong = Param(nameof(EnableLong), true)
			.SetDisplay("Enable Long", "Allow long breakout positions", "Signal");

		_enableShort = Param(nameof(EnableShort), true)
			.SetDisplay("Enable Short", "Allow short breakout positions", "Signal");

		_stopLossPoints = Param(nameof(StopLossPoints), 140m)
			.SetGreaterThanZero()
			.SetDisplay("Stop Loss Points", "Stop-loss distance expressed in pip points", "Risk");

		_takeProfitPoints = Param(nameof(TakeProfitPoints), 180m)
			.SetGreaterThanZero()
			.SetDisplay("Take Profit Points", "Take-profit distance expressed in pip points", "Risk");

		_riskPercent = Param(nameof(RiskPercent), 10m)
			.SetGreaterThanZero()
			.SetDisplay("Risk %", "Percentage of equity risked per trade", "Risk Management");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame())
			.SetDisplay("Candle Type", "Time frame used for breakout detection", "General");
	}

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

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

		_previousClose = null;
		_entryPrice = null;
		_stopPrice = null;
		_takePrice = null;
		_pipSize = 0m;
	}

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

		var priceStep = Security?.PriceStep ?? 1m;
		var decimals = Security?.Decimals;
		_pipSize = priceStep;

		if (decimals is 3 or 5)
			_pipSize *= 10m;

		if (_pipSize <= 0m)
			_pipSize = 1m;

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

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

		// removed StartProtection(null, null)
	}

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

		if (ManageOpenPosition(candle))
		{
			UpdatePreviousClose(candle.ClosePrice);
			return;
		}

		var prevClose = _previousClose;
		if (prevClose is null)
		{
			_previousClose = candle.ClosePrice;
			return;
		}

		var currentClose = candle.ClosePrice;
		var prevValue = prevClose.Value;

		var breakoutUp = currentClose > BreakoutLevel && prevValue <= BreakoutLevel;
		var breakoutDown = currentClose < BreakoutLevel && prevValue >= BreakoutLevel;

		if (breakoutUp && EnableLong)
		{
			EnterLong(currentClose);
		}
		else if (breakoutDown && EnableShort)
		{
			EnterShort(currentClose);
		}

		_previousClose = currentClose;
	}

	private bool ManageOpenPosition(ICandleMessage candle)
	{
		if (Position > 0)
		{
			// Exit long if stop-loss is touched.
			if (_stopPrice is decimal stop && candle.LowPrice <= stop)
			{
				SellMarket();
				ResetPositionState();
				return true;
			}

			// Exit long if take-profit is reached.
			if (_takePrice is decimal take && candle.HighPrice >= take)
			{
				SellMarket();
				ResetPositionState();
				return true;
			}
		}
		else if (Position < 0)
		{
			// Exit short if stop-loss is touched.
			if (_stopPrice is decimal stop && candle.HighPrice >= stop)
			{
				BuyMarket();
				ResetPositionState();
				return true;
			}

			// Exit short if take-profit is reached.
			if (_takePrice is decimal take && candle.LowPrice <= take)
			{
				BuyMarket();
				ResetPositionState();
				return true;
			}
		}
		else if (_entryPrice.HasValue)
		{
			// Reset cached levels after position is fully closed.
			ResetPositionState();
		}

		return false;
	}

	private void EnterLong(decimal price)
	{
		if (Position > 0)
			return;

		var volume = CalculateOrderVolume();
		var closingVolume = Position < 0 ? Math.Abs(Position) : 0m;
		var totalVolume = closingVolume + volume;

		if (totalVolume <= 0m)
			return;

		if (closingVolume > 0m)
			ResetPositionState();

		BuyMarket();
		SetPositionTargets(price, true, volume > 0m);
	}

	private void EnterShort(decimal price)
	{
		if (Position < 0)
			return;

		var volume = CalculateOrderVolume();
		var closingVolume = Position > 0 ? Position : 0m;
		var totalVolume = closingVolume + volume;

		if (totalVolume <= 0m)
			return;

		if (closingVolume > 0m)
			ResetPositionState();

		SellMarket();
		SetPositionTargets(price, false, volume > 0m);
	}

	private void SetPositionTargets(decimal entryPrice, bool isLong, bool hasNewPosition)
	{
		if (!hasNewPosition)
		{
			return;
		}

		_entryPrice = entryPrice;

		if (StopLossPoints > 0m && _pipSize > 0m)
			_stopPrice = isLong
				? entryPrice - StopLossPoints * _pipSize
				: entryPrice + StopLossPoints * _pipSize;
		else
			_stopPrice = null;

		if (TakeProfitPoints > 0m && _pipSize > 0m)
			_takePrice = isLong
				? entryPrice + TakeProfitPoints * _pipSize
				: entryPrice - TakeProfitPoints * _pipSize;
		else
			_takePrice = null;
	}

	private decimal CalculateOrderVolume()
	{
		var baseVolume = Volume;
		var stopDistance = StopLossPoints * _pipSize;

		if (stopDistance <= 0m || RiskPercent <= 0m)
			return AdjustVolume(baseVolume);

		var equity = Portfolio?.CurrentValue ?? 0m;
		if (equity <= 0m)
			return AdjustVolume(baseVolume);

		var riskValue = equity * RiskPercent / 100m;
		if (riskValue <= 0m)
			return AdjustVolume(baseVolume);

		var qty = riskValue / stopDistance;
		var adjusted = AdjustVolume(qty);

		return adjusted > 0m ? adjusted : AdjustVolume(baseVolume);
	}

	private decimal AdjustVolume(decimal volume)
	{
		var security = Security;
		if (security != null)
		{
			var step = security.VolumeStep;
			if (step is decimal s && s > 0m)
			{
				volume = Math.Floor(volume / s) * s;
			}

			var min = security.MinVolume;
			if (min is decimal minVol && volume < minVol)
				volume = minVol;

			var max = security.MaxVolume;
			if (max is decimal maxVol && maxVol > 0m && volume > maxVol)
				volume = maxVol;

			if (volume <= 0m)
				volume = step is decimal stepVal && stepVal > 0m ? stepVal : 0m;
		}

		if (volume <= 0m)
			volume = volume == 0m ? 1m : Math.Abs(volume);

		return volume;
	}

	private void UpdatePreviousClose(decimal close)
	{
		_previousClose = close;
	}

	private void ResetPositionState()
	{
		_entryPrice = null;
		_stopPrice = null;
		_takePrice = null;
	}
}