Português PT
Ver no GitHub

Synchronized Hour Breakout Strategy

Overview

The Synchronized Hour Breakout Strategy is a StockSharp port of the MetaTrader 4 expert advisor JK_sinkhro1. It analyses the balance of bullish and bearish candles during the recent trading window and only trades during two carefully selected synchronization hours (by default 19:00 and 22:00 plus an offset). The strategy focuses on capturing directional breakouts while enforcing conservative risk management rules similar to the original EA.

Trading Logic

  • Works on the candle series selected by the Candle Type parameter (default: 1-hour candles).
  • Maintains a sliding window of the latest Analysis Period completed candles and counts how many closed bullish vs. bearish.
  • When the bullish count exceeds the bearish count, the strategy prepares for a long breakout during the first synchronization hour (22 + Hour Offset).
  • When the bearish count exceeds the bullish count, it prepares for a short breakout during the second synchronization hour (19 + Hour Offset).
  • Signals are only valid within the first five minutes of the hour so that the order is synchronized with the new bar open, as in the MQL original.
  • New trades are ignored if there are already Max Active Orders registered or an open position is present.

Risk Management and Trade Management

  • Positions are opened with either a fixed lot size (Fixed Volume) or a risk-based size using the account cash and Risk % parameter. The risk model divides the permitted cash risk by the stop distance in price steps to approximate the behaviour of the source EA.
  • Every position uses three layers of exit logic:
    • A primary take-profit at Take Profit (pts) from the entry price.
    • A secondary faster take-profit at Secondary TP (pts) to mimic the early manual close in the original code.
    • A hard stop-loss at Stop Loss (pts) below/above the entry price.
  • Optional trailing stop: once the price advances more than Trailing Stop (pts), the trailing threshold follows the favourable extreme and closes the position if price retreats beyond the trailing distance.
  • Position state is reset after every full exit to prepare for the next synchronization window.

Parameters

Parameter Description
Take Profit (pts) Primary take-profit distance in security price steps.
Secondary TP (pts) Faster take-profit distance triggered before the main target.
Stop Loss (pts) Stop-loss distance measured in price steps.
Trailing Stop (pts) Trailing stop distance; set to 0 to disable.
Analysis Period Number of recent candles inspected when counting bullish/bearish closes.
Hour Offset Offset added to the original 19:00 and 22:00 trading hours.
Max Active Orders Maximum number of simultaneously active orders allowed before new entries are blocked.
Fixed Volume Trade volume used when risk-based sizing is disabled.
Use Risk Volume Enables dynamic position sizing based on portfolio cash and stop distance.
Risk % Percentage of portfolio cash risked per trade in risk-based mode.
Candle Type Candle type/timeframe used for calculations and signal generation.

Usage Notes

  • The default configuration emulates the MetaTrader version that traded EURUSD during the New York session; adjust the hour offset to match your broker/server time zone.
  • Ensure the security definition provides accurate PriceStep, VolumeStep, and MinVolume values so that the risk-based position sizing can align volumes with the exchange lot increments.
  • Because the strategy relies on candle close data, attach it to a history provider or live data feed that can deliver the selected candle series with minimal delay.
  • The trailing exit uses close prices from finished candles, which closely matches the tick-based trailing logic from the source EA while remaining compatible with StockSharp's high-level API.
using System;

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

namespace StockSharp.Samples.Strategies;

public class SynchronizedHourBreakoutStrategy : Strategy
{
	private readonly StrategyParam<int> _emaPeriod;
	private readonly StrategyParam<int> _atrPeriod;
	private readonly StrategyParam<int> _cooldownCandles;
	private readonly StrategyParam<DataType> _candleType;

	private decimal _prevClose;
	private decimal _prevEma;
	private bool _hasPrev;
	private int _cooldownRemaining;

	public int EmaPeriod { get => _emaPeriod.Value; set => _emaPeriod.Value = value; }
	public int AtrPeriod { get => _atrPeriod.Value; set => _atrPeriod.Value = value; }
	public int CooldownCandles { get => _cooldownCandles.Value; set => _cooldownCandles.Value = value; }
	public DataType CandleType { get => _candleType.Value; set => _candleType.Value = value; }

	public SynchronizedHourBreakoutStrategy()
	{
		_emaPeriod = Param(nameof(EmaPeriod), 50).SetDisplay("EMA Period", "EMA lookback", "Indicators");
		_atrPeriod = Param(nameof(AtrPeriod), 14).SetDisplay("ATR Period", "ATR lookback", "Indicators");
		_cooldownCandles = Param(nameof(CooldownCandles), 200).SetDisplay("Cooldown", "Candles between signals", "General");
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(5).TimeFrame()).SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	/// <inheritdoc />
	protected override void OnReseted()
	{
		base.OnReseted();
		_prevClose = default;
		_prevEma = default;
		_hasPrev = default;
		_cooldownRemaining = default;
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);
		_prevClose = 0;
		_prevEma = 0;
		_hasPrev = false;
		_cooldownRemaining = 0;

		var ema = new ExponentialMovingAverage { Length = EmaPeriod };
		var atr = new AverageTrueRange { Length = AtrPeriod };
		var subscription = SubscribeCandles(CandleType);
		subscription.Bind(ema, atr, ProcessCandle).Start();
	}

	private void ProcessCandle(ICandleMessage candle, decimal ema, decimal atr)
	{
		if (candle.State != CandleStates.Finished) return;
		var close = candle.ClosePrice;
		if (!_hasPrev) { _prevClose = close; _prevEma = ema; _hasPrev = true; return; }

		if (_cooldownRemaining > 0)
		{
			_cooldownRemaining--;
			_prevClose = close;
			_prevEma = ema;
			return;
		}

		if (_prevClose <= _prevEma && close > ema && Position <= 0)
		{
			if (Position < 0) BuyMarket();
			BuyMarket();
			_cooldownRemaining = CooldownCandles;
		}
		else if (_prevClose >= _prevEma && close < ema && Position >= 0)
		{
			if (Position > 0) SellMarket();
			SellMarket();
			_cooldownRemaining = CooldownCandles;
		}
		_prevClose = close;
		_prevEma = ema;
	}
}