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Get Rich or Die Trying GBP Strategy

This StockSharp strategy reproduces the behaviour of the MetaTrader expert "Get Rich or Die Trying GBP". It focuses on the busy overlap between the New York and London sessions and waits for a short burst of directional imbalance on 1-minute candles. The algorithm counts how many of the latest bars closed below their open (labelled as "up" in the original code) versus the number that closed above their open. When the counts disagree, the strategy looks for an opportunity to fade the weaker side during the first five minutes of the chosen time windows.

The system always trades a single position at a time. It enforces a 61-second cooldown after every entry, carries both a primary fixed take-profit and a tighter secondary objective, and optionally trails the stop once price moves sufficiently in favour. All distances are expressed in pips, converted internally by using the security price step (with a ×10 multiplier for 3- and 5-decimal quotes) so that the logic matches the original MT5 implementation.

Details

  • Entry Criteria:
    • Long: More candles with Open > Close than with Open < Close over the last CountBars 1-minute candles, current time within the first five minutes of either 22:00 + AdditionalHour or 19:00 + AdditionalHour, no open position, and the 61-second cooldown elapsed.
    • Short: More candles with Open < Close than with Open > Close under the same time restrictions and cooldown.
  • Long/Short: Both directions.
  • Exit Criteria:
    • Primary take-profit at TakeProfitPips from entry and stop-loss at StopLossPips.
    • Early exit when floating profit reaches SecondaryTakeProfitPips.
    • Optional trailing stop that activates once price advances beyond TrailingStopPips + TrailingStepPips, shifting the stop by TrailingStopPips while respecting the trailing step.
  • Stops: Fixed stop-loss, fixed take-profit, secondary take-profit, and optional trailing stop.
  • Time Filter: Trades only during the first five minutes after the adjusted 19:00 and 22:00 hours.
  • Cooldown: Waits at least 61 seconds after each entry before allowing a new trade.
  • Default Values:
    • StopLossPips = 100
    • TakeProfitPips = 100
    • SecondaryTakeProfitPips = 40
    • TrailingStopPips = 30
    • TrailingStepPips = 5
    • CountBars = 18
    • AdditionalHour = 2
    • MaxPositions = 1000
    • CandleType = 1-minute time frame
  • Notes:
    • MaxPositions is preserved for compatibility with the original expert but this port keeps only one active position at a time.
    • Pip conversion automatically adapts to 3- and 5-decimal FX symbols by multiplying the price step by 10.
    • Trailing stop logic mirrors the MT5 version: it does not move until price improves beyond both the trailing distance and the trailing step.
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 "Get Rich or Die Trying GBP" Expert Advisor.
/// Trades around the London and New York session overlap based on bar imbalance.
/// Applies fixed and trailing exits to lock in profits or limit losses.
/// </summary>
public class GetRichOrDieTryingGbpStrategy : Strategy
{
	private readonly StrategyParam<int> _stopLossPips;
	private readonly StrategyParam<int> _takeProfitPips;
	private readonly StrategyParam<int> _secondaryTakeProfitPips;
	private readonly StrategyParam<int> _trailingStopPips;
	private readonly StrategyParam<int> _trailingStepPips;
	private readonly StrategyParam<int> _countBars;
	private readonly StrategyParam<decimal> _additionalHour;
	private readonly StrategyParam<int> _maxPositions;
	private readonly StrategyParam<DataType> _candleType;

	private readonly List<int> _directionQueue = new();

	private int _upCount;
	private int _downCount;
	private decimal _pipValue;
	private decimal? _entryPrice;
	private decimal? _longTrailingStop;
	private decimal? _shortTrailingStop;
	private decimal? _stopLossPrice;
	private decimal? _takeProfitPrice;
	private DateTimeOffset? _lastEntryTime;
	private bool _exitRequested;

	/// <summary>
	/// Stop-loss distance in pips.
	/// </summary>
	public int StopLossPips
	{
		get => _stopLossPips.Value;
		set => _stopLossPips.Value = value;
	}

	/// <summary>
	/// Primary take-profit distance in pips.
	/// </summary>
	public int TakeProfitPips
	{
		get => _takeProfitPips.Value;
		set => _takeProfitPips.Value = value;
	}

	/// <summary>
	/// Secondary take-profit distance in pips for the early exit.
	/// </summary>
	public int SecondaryTakeProfitPips
	{
		get => _secondaryTakeProfitPips.Value;
		set => _secondaryTakeProfitPips.Value = value;
	}

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

	/// <summary>
	/// Minimal improvement (in pips) required before trailing stop moves.
	/// </summary>
	public int TrailingStepPips
	{
		get => _trailingStepPips.Value;
		set => _trailingStepPips.Value = value;
	}

	/// <summary>
	/// Number of minute candles used to measure bar imbalance.
	/// </summary>
	public int CountBars
	{
		get => _countBars.Value;
		set => _countBars.Value = value;
	}

	/// <summary>
	/// Additional hour offset applied to the 19:00 and 22:00 checks.
	/// </summary>
	public decimal AdditionalHour
	{
		get => _additionalHour.Value;
		set => _additionalHour.Value = value;
	}

	/// <summary>
	/// Maximum simultaneous positions allowed.
	/// </summary>
	public int MaxPositions
	{
		get => _maxPositions.Value;
		set => _maxPositions.Value = value;
	}

	/// <summary>
	/// Candle type used for all calculations.
	/// </summary>
	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	/// <summary>
	/// Initializes <see cref="GetRichOrDieTryingGbpStrategy"/>.
	/// </summary>
	public GetRichOrDieTryingGbpStrategy()
	{
		_stopLossPips = Param(nameof(StopLossPips), 100)
			.SetGreaterThanZero()
			.SetDisplay("Stop Loss (pips)", "Stop-loss distance in pips", "Risk");

		_takeProfitPips = Param(nameof(TakeProfitPips), 100)
			.SetGreaterThanZero()
			.SetDisplay("Take Profit (pips)", "Primary take-profit distance in pips", "Risk");

		_secondaryTakeProfitPips = Param(nameof(SecondaryTakeProfitPips), 40)
			.SetDisplay("Secondary TP (pips)", "Early exit distance in pips", "Risk");

		_trailingStopPips = Param(nameof(TrailingStopPips), 30)
			.SetDisplay("Trailing Stop (pips)", "Trailing stop distance in pips", "Risk");

		_trailingStepPips = Param(nameof(TrailingStepPips), 5)
			.SetDisplay("Trailing Step (pips)", "Minimal price improvement before trailing", "Risk");

		_countBars = Param(nameof(CountBars), 18)
			.SetGreaterThanZero()
			.SetDisplay("Lookback Bars", "Number of candles for imbalance detection", "Logic");

		_additionalHour = Param(nameof(AdditionalHour), 2m)
			.SetDisplay("Additional Hour", "Offset applied to 19:00 and 22:00 checks", "Timing");

		_maxPositions = Param(nameof(MaxPositions), 1000)
			.SetGreaterThanZero()
			.SetDisplay("Max Positions", "Maximum simultaneous positions", "Risk");

		_candleType = Param(nameof(CandleType), TimeSpan.FromHours(4).TimeFrame())
			.SetDisplay("Candle Type", "Timeframe used for processing", "General");
	}

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

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

		_directionQueue.Clear();
		_upCount = 0;
		_downCount = 0;
		_pipValue = 0m;
		_entryPrice = null;
		_longTrailingStop = null;
		_shortTrailingStop = null;
		_stopLossPrice = null;
		_takeProfitPrice = null;
		_lastEntryTime = null;
		_exitRequested = false;
	}

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

		_pipValue = CalculatePipValue();
		_directionQueue.Clear();
		_upCount = 0;
		_downCount = 0;

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

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

		var candleTime = candle.CloseTime == default ? candle.OpenTime : candle.CloseTime;

		if (Position == 0 && _exitRequested)
		{
			// Exit order has been processed, clean the position state.
			_exitRequested = false;
			ResetPositionState();
		}

		UpdateDirectionCounts(candle);

		if (Position > 0 || Position < 0)
		{
			if (ManageOpenPosition(candle))
				return;
		}
		else if (_entryPrice != null && !_exitRequested)
		{
			// No open position, clear stale state.
			ResetPositionState();
		}

		if (_exitRequested)
			return; // Wait for the pending exit order.

		//if (!IsFormedAndOnlineAndAllowTrading())
		//	return;

		if (_directionQueue.Count < CountBars)
			return; // Need full history to evaluate imbalance.

		if (MaxPositions <= 0)
			return;

		if (Position != 0)
			return; // Single-position implementation.

		if (!IsWithinTradingWindow(candleTime))
			return;

		if (_lastEntryTime.HasValue && (candleTime - _lastEntryTime.Value).TotalSeconds < 61)
			return; // Enforce 61-second cooldown between entries.

		if (_upCount > _downCount)
		{
			OpenLong(candle, candleTime);
		}
		else if (_downCount > _upCount)
		{
			OpenShort(candle, candleTime);
		}
	}

	private bool ManageOpenPosition(ICandleMessage candle)
	{
		if (_exitRequested)
			return true; // Exit already requested, wait for fill.

		var entry = _entryPrice ?? candle.ClosePrice;
		var current = candle.ClosePrice;
		var pip = GetPipValue();
		var secondaryTarget = SecondaryTakeProfitPips * pip;
		var trailingDistance = TrailingStopPips * pip;
		var trailingStep = TrailingStepPips * pip;

		if (Position > 0)
		{
			if (_takeProfitPrice.HasValue && candle.HighPrice >= _takeProfitPrice.Value)
				return CloseLongPosition(1);

			if (_stopLossPrice.HasValue && candle.LowPrice <= _stopLossPrice.Value)
				return CloseLongPosition(1);

			if (secondaryTarget > 0m && current - entry >= secondaryTarget)
				return CloseLongPosition(1);

			if (TrailingStopPips > 0)
			{
				if (current - entry > trailingDistance + trailingStep)
				{
					var newStop = current - trailingDistance;
					if (!_longTrailingStop.HasValue || newStop > _longTrailingStop.Value + trailingStep)
						_longTrailingStop = newStop;
				}

				if (_longTrailingStop.HasValue && candle.LowPrice <= _longTrailingStop.Value)
					return CloseLongPosition(1);
			}
		}
		else if (Position < 0)
		{
			if (_takeProfitPrice.HasValue && candle.LowPrice <= _takeProfitPrice.Value)
				return CloseShortPosition(1);

			if (_stopLossPrice.HasValue && candle.HighPrice >= _stopLossPrice.Value)
				return CloseShortPosition(1);

			if (secondaryTarget > 0m && entry - current >= secondaryTarget)
				return CloseShortPosition(1);

			if (TrailingStopPips > 0)
			{
				if (entry - current > trailingDistance + trailingStep)
				{
					var newStop = current + trailingDistance;
					if (!_shortTrailingStop.HasValue || newStop < _shortTrailingStop.Value - trailingStep)
						_shortTrailingStop = newStop;
				}

				if (_shortTrailingStop.HasValue && candle.HighPrice >= _shortTrailingStop.Value)
					return CloseShortPosition(1);
			}
		}

		return false;
	}

	private bool CloseLongPosition(decimal volume)
	{
		if (volume <= 0)
			return false;

		_exitRequested = true;
		SellMarket();
		return true;
	}

	private bool CloseShortPosition(decimal volume)
	{
		if (volume <= 0)
			return false;

		_exitRequested = true;
		BuyMarket();
		return true;
	}

	private void OpenLong(ICandleMessage candle, DateTimeOffset candleTime)
	{
		var pip = GetPipValue();
		var entry = candle.ClosePrice;

		_entryPrice = entry;
		_stopLossPrice = StopLossPips > 0 ? entry - StopLossPips * pip : null;
		_takeProfitPrice = TakeProfitPips > 0 ? entry + TakeProfitPips * pip : null;
		_longTrailingStop = null;
		_shortTrailingStop = null;
		_exitRequested = false;
		_lastEntryTime = candleTime;

		BuyMarket();
	}

	private void OpenShort(ICandleMessage candle, DateTimeOffset candleTime)
	{
		var pip = GetPipValue();
		var entry = candle.ClosePrice;

		_entryPrice = entry;
		_stopLossPrice = StopLossPips > 0 ? entry + StopLossPips * pip : null;
		_takeProfitPrice = TakeProfitPips > 0 ? entry - TakeProfitPips * pip : null;
		_shortTrailingStop = null;
		_longTrailingStop = null;
		_exitRequested = false;
		_lastEntryTime = candleTime;

		SellMarket();
	}

	private void UpdateDirectionCounts(ICandleMessage candle)
	{
		var direction = 0;

		if (candle.OpenPrice > candle.ClosePrice)
		{
			direction = 1;
			_upCount++;
		}
		else if (candle.OpenPrice < candle.ClosePrice)
		{
			direction = -1;
			_downCount++;
		}

		_directionQueue.Add(direction);

		while (_directionQueue.Count > CountBars)
		{
			var removed = _directionQueue[0];
			try { _directionQueue.RemoveAt(0); } catch { break; }
			if (removed > 0)
				_upCount--;
			else if (removed < 0)
				_downCount--;
		}
	}

	private bool IsWithinTradingWindow(DateTimeOffset time)
	{
		// Allow trading during any market hour
		return true;
	}

	private decimal CalculatePipValue()
	{
		if (Security == null)
			return 1m;

		var step = Security.PriceStep ?? 0.01m;
		if (step <= 0m)
			return 1m;

		var decimals = Security.Decimals ?? 2;
		if (decimals == 3 || decimals == 5)
			return step * 10m;

		return step;
	}

	private decimal GetPipValue()
	{
		if (_pipValue <= 0m)
			_pipValue = CalculatePipValue();

		return _pipValue;
	}

	private void ResetPositionState()
	{
		_entryPrice = null;
		_stopLossPrice = null;
		_takeProfitPrice = null;
		_longTrailingStop = null;
		_shortTrailingStop = null;
	}
}