Strategies - Master Overview¶

One page to orient fast: what orchestrators and presets are available, how to choose the right strategy, and jump links to every strategy spec in this docs set.

⚠️ IMPORTANT DISCLAIMER¶

🎓 EDUCATIONAL & DEMONSTRATION PURPOSE ONLY

All orchestrators and presets in this documentation are DEMONSTRATION EXAMPLES designed to showcase the CSharpMT5 API capabilities and serve as templates for building your own trading strategies.

These are NOT production-ready trading systems.

Critical Limitations:¶

Simplified Market Analysis:
Volatility calculation uses basic formula (spread × 10)
News detection uses hardcoded UTC schedule (not real economic calendar)
No advanced technical indicators or ML-based analysis
No Risk Management:
No account balance protection
No drawdown limits
No position correlation analysis
No portfolio-level risk controls
Basic Execution Logic:
No slippage handling
No adverse market condition detection
No dynamic parameter adjustment

⚠️ DEMO ACCOUNTS ONLY¶

NEVER use these strategies on live accounts without:

Complete understanding of the algorithm
Comprehensive backtesting on historical data
Forward testing on demo accounts for extended periods
Proper risk management implementation
Real-time monitoring and alerting systems
Professional trading strategy validation

Recommended approach:

Study the code and understand every line
Test on demo accounts extensively
Modify and enhance with proper risk management
Build your own strategies using these as templates
Only after thorough validation, consider live trading with minimal capital

By using these strategies, you acknowledge that:

You are fully responsible for any trading decisions
These are educational examples, not investment advice
Trading involves substantial risk of loss
Past performance does not guarantee future results

🚦 Start here - Strategy Types¶

Orchestrators - Single-Strategy Execution¶

What: Individual trading strategies that execute one specific algorithm.

When to use:

You know exactly which strategy fits current market conditions
Testing or optimizing a specific trading approach
Building custom presets with specific orchestrator combinations

Available Orchestrators:

GridTradingOrchestrator - Grid trading for range-bound markets
SimpleScalpingOrchestrator - Quick scalping trades with tight stops
QuickHedgeOrchestrator - Hedging strategy for high volatility
NewsStraddleOrchestrator - Breakout trading around news events
PendingBreakoutOrchestrator - Pending orders for breakout trading

Presets - Multi-Strategy Systems¶

What: Intelligent systems that combine multiple orchestrators with automatic strategy selection based on market analysis.

When to use:

Want automated strategy selection based on market conditions
Running strategies without constant monitoring
Testing complex multi-strategy systems
Production trading with adaptive behavior

Available Presets:

AdaptiveMarketModePreset - Intelligent multi-strategy system that analyzes market and selects optimal orchestrator

🧭 Quick Strategy Selector¶

Range-bound / Low volatility → GridTradingOrchestrator Captures oscillations within tight range.

Normal volatility / Trending → SimpleScalpingOrchestrator Quick entries/exits with tight risk control.

High volatility / Choppy → QuickHedgeOrchestrator Hedged positions reduce directional risk.

News events / Economic calendar → NewsStraddleOrchestrator Captures breakout in either direction.

Technical breakout setup → PendingBreakoutOrchestrator Pending orders at key levels.

Unknown / Dynamic conditions → AdaptiveMarketModePreset Automatically selects best strategy.

📚 Full Index · All Strategy Specs¶

🎯 Orchestrators¶

Grid Trading¶

GridTradingOrchestrator.md - Complete specification.
GridTradingOrchestrator.HOW_IT_WORKS.md - Detailed algorithm explanation.

Key Features:

Places Buy Limit orders below price, Sell Limit orders above
Configurable grid levels and spacing
Automatic TP/SL for each level
Best for: Range-bound markets (low volatility < 15 points)

Quick Start:

dotnet run grid

Configuration Example:

var orchestrator = new GridTradingOrchestrator(service)
{
    Symbol = "EURUSD",
    GridLevels = 3,              // 3 levels each direction
    GridSpacingPoints = 20,      // 20 points between levels
    VolumePerLevel = 0.01,       // 0.01 lots per level
    StopLossPoints = 50,         // 50 points SL
    TakeProfitPoints = 30,       // 30 points TP
    MaxRunMinutes = 15           // Run for 15 minutes
};

Scalping¶

SimpleScalpingOrchestrator.md - Complete specification.
SimpleScalpingOrchestrator.HOW_IT_WORKS.md - Detailed algorithm explanation.

Key Features:

Quick market entries with tight stops
Risk-based position sizing
Configurable hold time (seconds)
Random or fixed direction
Best for: Normal volatility (15-40 points)

Quick Start:

dotnet run scalping

Configuration Example:

var orchestrator = new SimpleScalpingOrchestrator(service)
{
    Symbol = "EURUSD",
    RiskAmount = 20.0,           // Risk $20 per trade
    StopLossPoints = 15,         // 15 points SL
    TakeProfitPoints = 25,       // 25 points TP (R:R ≈ 1:1.67)
    MaxHoldSeconds = 60,         // Hold max 60 seconds
    IsBuy = true                 // Buy direction (or false for Sell)
};

Hedging¶

QuickHedgeOrchestrator.md - Complete specification.
QuickHedgeOrchestrator.HOW_IT_WORKS.md - Detailed algorithm explanation.

Key Features:

Opens hedged positions (Buy + Sell simultaneously)
Closes losing position, keeps winner
Reduces directional risk
Best for: High volatility (> 40 points)

Quick Start:

dotnet run hedge

Configuration Example:

var orchestrator = new QuickHedgeOrchestrator(service)
{
    Symbol = "EURUSD",
    Volume = 0.01,               // 0.01 lots per position
    StopLossPoints = 30,         // 30 points SL
    TakeProfitPoints = 50,       // 50 points TP
    MaxHoldSeconds = 120         // Hold max 2 minutes
};

News Straddle¶

NewsStraddleOrchestrator.md - Complete specification.
NewsStraddleOrchestrator.HOW_IT_WORKS.md - Detailed algorithm explanation.

Key Features:

Places Buy Stop above + Sell Stop below current price
Captures breakout in either direction
Cancels opposite order after one triggers
Best for: News events (UTC schedule: 08:30, 12:30, 14:00, 18:00, 19:00)

Quick Start:

dotnet run news

Configuration Example:

var orchestrator = new NewsStraddleOrchestrator(service)
{
    Symbol = "EURUSD",
    Volume = 0.01,               // 0.01 lots per position
    DistancePoints = 30,         // 30 points above/below price
    StopLossPoints = 20,         // 20 points SL
    TakeProfitPoints = 40,       // 40 points TP
    MaxWaitSeconds = 300         // Wait max 5 minutes
};

Pending Breakout¶

PendingBreakoutOrchestrator.md - Complete specification.
PendingBreakoutOrchestrator.HOW_IT_WORKS.md - Detailed algorithm explanation.

Key Features:

Places pending orders at technical levels
Multiple levels with configurable spacing
Automatic order management
Best for: Technical breakout setups (spread > 3 points)

Quick Start:

dotnet run breakout

Configuration Example:

var orchestrator = new PendingBreakoutOrchestrator(service)
{
    Symbol = "EURUSD",
    Volume = 0.01,               // 0.01 lots per order
    Levels = 3,                  // 3 pending orders
    LevelSpacingPoints = 25,     // 25 points between levels
    StopLossPoints = 40,         // 40 points SL
    TakeProfitPoints = 60,       // 60 points TP
    MaxRunMinutes = 20           // Run for 20 minutes
};

🎛️ Presets¶

Adaptive Market Mode¶

AdaptiveMarketModePreset.md - Complete specification with decision tree.

Key Features:

Analyzes market every cycle (5 minutes)
Calculates volatility: spread × 10 (simplified)
Checks news schedule (hardcoded UTC times)
Detects breakouts (spread > 3 points)
Automatically selects and executes optimal orchestrator
Combines ALL 5 orchestrators into one adaptive system

Decision Tree:

1. NEWS TIME? (UTC: 08:30, 12:30, 14:00, 18:00, 19:00)
   └─► YES → NewsStraddleOrchestrator (HIGHEST PRIORITY)

2. SPREAD > 3 points? (Breakout signal)
   └─► YES → PendingBreakoutOrchestrator

3. VOLATILITY < 15 points? (Range-bound)
   └─► YES → GridTradingOrchestrator

4. VOLATILITY < 40 points? (Normal)
   └─► YES → SimpleScalpingOrchestrator

5. DEFAULT (High volatility > 40 points)
   └─► QuickHedgeOrchestrator (Protection mode)

Quick Start:

dotnet run preset

Configuration Example:

var preset = new AdaptiveMarketModePreset(service)
{
    Symbol = "EURUSD",
    BaseRiskAmount = 20.0,           // Base risk for scalping
    LowVolatilityThreshold = 15.0,   // < 15 pts = grid
    HighVolatilityThreshold = 40.0,  // > 40 pts = hedge
    EnableNewsMode = true,            // Enable news detection
    MinutesBeforeNews = 10,          // Start 10 min before news
    CycleDurationMinutes = 5,        // 5 minutes per cycle
    TotalRunMinutes = 60             // Run for 1 hour
};

🏗️ Architecture Overview¶

Three-Layer System¶

LAYER 3: PRESETS
  Multi-strategy systems with automatic selection
  • AdaptiveMarketModePreset
    ↓
LAYER 2: ORCHESTRATORS
  Single-strategy execution engines
  • GridTrading  • Scalping  • Hedge
  • NewsStraddle • PendingBreakout
    ↓
LAYER 1: MT5 SERVICE
  Core trading API (Account, Service, Sugar)
  • MT5Account (low-level gRPC)
  • MT5Service (simplified wrappers)
  • MT5Sugar (high-level helpers)

Common Features (All Orchestrators)¶

Market Analysis:

Real-time volatility calculation
Spread monitoring
Price movement tracking
Time-based conditions

Risk Management:

Configurable stop loss (points)
Configurable take profit (points)
Volume/lot size control
Risk-based position sizing (where applicable)

Execution Control:

Maximum runtime limits
Emergency stop functionality
Position monitoring
Automatic cleanup on exit

Progress Reporting:

Console output with status updates
Performance metrics (balance, equity, profit/loss)
Order placement confirmations
Error handling and logging

🔌 Usage Patterns¶

Running an Orchestrator¶

// 1. Create MT5 connection
var config = ConnectionHelper.BuildConfiguration();
var account = await ConnectionHelper.CreateAndConnectAccountAsync(config);
var service = new MT5Service(account);

// 2. Configure orchestrator
var orchestrator = new GridTradingOrchestrator(service)
{
    Symbol = "EURUSD",
    GridLevels = 3,
    GridSpacingPoints = 20,
    VolumePerLevel = 0.01,
    StopLossPoints = 50,
    TakeProfitPoints = 30,
    MaxRunMinutes = 15
};

// 3. Run orchestrator
await orchestrator.RunAsync();

Running a Preset¶

// 1. Create MT5 connection (same as above)
var config = ConnectionHelper.BuildConfiguration();
var account = await ConnectionHelper.CreateAndConnectAccountAsync(config);
var service = new MT5Service(account);

// 2. Configure preset
var preset = new AdaptiveMarketModePreset(service)
{
    Symbol = "EURUSD",
    BaseRiskAmount = 20.0,
    LowVolatilityThreshold = 15.0,
    HighVolatilityThreshold = 40.0,
    EnableNewsMode = true,
    CycleDurationMinutes = 5,
    TotalRunMinutes = 60
};

// 3. Run preset (will automatically select strategies)
await preset.RunAsync();

Command-Line Shortcuts¶

Every orchestrator and preset has multiple command-line aliases:

# Orchestrators
dotnet run grid          # or: gridtrading, 9
dotnet run scalping      # or: scalp, 10
dotnet run hedge         # or: quickhedge, 11
dotnet run news          # or: newsstraddle, 12
dotnet run breakout      # or: pendingbreakout, 13

# Presets
dotnet run preset        # or: adaptive, adaptivemarket, 14

🎯 Strategy Selection Guide¶

By Market Volatility¶

LOW VOLATILITY (< 15 points)
└─► GridTradingOrchestrator
    • Tight range
    • Frequent oscillations
    • Low spread

MEDIUM VOLATILITY (15-40 points)
└─► SimpleScalpingOrchestrator
    • Normal movement
    • Clear short-term trends
    • Moderate spread

HIGH VOLATILITY (> 40 points)
└─► QuickHedgeOrchestrator
    • Choppy price action
    • Wide spread
    • Uncertain direction

By Market Event¶

NEWS EVENT (Economic Calendar)
└─► NewsStraddleOrchestrator
    • High-impact news release
    • Expected volatility spike
    • Directional breakout likely

TECHNICAL BREAKOUT (Chart Pattern)
└─► PendingBreakoutOrchestrator
    • Support/resistance level
    • Consolidation pattern
    • Pending breakout setup

By Trading Style¶

PASSIVE / HANDS-OFF
└─► AdaptiveMarketModePreset
    • Let system choose strategy
    • Automatic market analysis
    • Multi-hour runtime

ACTIVE / MANUAL CONTROL
└─► Individual Orchestrators
    • You analyze market conditions
    • Select specific strategy
    • Shorter runtime (5-20 minutes)

💡 Key Concepts¶

Volatility Calculation (Simplified)¶

All strategies use this simplified volatility metric:

var tick = await service.SymbolInfoTickAsync(symbol);
var point = await service.GetPointAsync(symbol);
var spreadPoints = (tick.Ask - tick.Bid) / point;
var volatility = spreadPoints * 10;  // Simplified metric

Real Production Note: This is a demonstration formula. In real production systems, use proper volatility indicators:

ATR (Average True Range)
Standard deviation of price changes
Bollinger Band width
Historical volatility calculations

News Detection (Hardcoded Schedule)¶

Current Implementation: Hardcoded UTC time schedule.

int[] newsHours = { 8, 12, 14, 18, 19 };  // UTC hours
int[] newsMinutes = { 30 };                // xx:30

Real Production Note: This is a demonstration approach. In real production systems:

Integrate with economic calendar API (e.g., Forex Factory, Investing.com)
Parse real news events with impact levels (high/medium/low)
Dynamic schedule updates
Currency-specific news filtering

Point-Based Calculations¶

All orchestrators use points (not pips) for distance calculations:

// For EURUSD (5 digits):
// 1 pip = 10 points
// 20 points = 2 pips = 0.00020 price distance

// Conversion:
double priceDistance = points * symbolPoint;
double points = priceDistance / symbolPoint;

Why points? Universal across all instruments (forex, metals, indices, crypto).

Risk Management¶

Position Sizing Options:

Fixed Volume: VolumePerLevel = 0.01 (Grid, Hedge, News)
Risk-Based: RiskAmount = 20.0 (Scalping) - calculates volume based on SL distance

Stop Loss / Take Profit:

Always specified in points
Automatically normalized to symbol precision
Applied to every order/position

Maximum Runtime:

MaxRunMinutes - hard limit on execution time
Prevents runaway strategies
Automatic cleanup on timeout

⚠️ Important Notes¶

Trading Environment¶

Demo account first: Always test on demo before live trading
Network stability: gRPC connection required throughout runtime
Broker compatibility: Some features may not be available on all brokers
Hedging support: QuickHedgeOrchestrator requires hedging-enabled account

Execution Safety¶

Emergency stop: Press Ctrl+C to stop any strategy immediately
Position cleanup: All orchestrators close positions on exit
Order cancellation: Pending orders are cancelled on exit
Error handling: Connection errors trigger retry logic (3 attempts with exponential backoff)

Performance Considerations¶

Retry logic: Built-in retry with exponential backoff (1s → 2s → 4s)
Rate limiting: 3-second delay between order placements
Connection pooling: Single gRPC connection shared across operations
Progress bars: Visual feedback for long-running operations

📋 Best Practices¶

1. Strategy Selection¶

// ❌ BAD: Running grid strategy in high volatility
var grid = new GridTradingOrchestrator(service)
{
    GridLevels = 5,  // Will hit all SL levels quickly!
    // ...
};

// ✅ GOOD: Use preset for automatic selection
var preset = new AdaptiveMarketModePreset(service)
{
    Symbol = "EURUSD",
    // Preset will detect high volatility and switch to hedge
};

2. Risk Configuration¶

// ❌ BAD: Excessive risk per trade
var scalping = new SimpleScalpingOrchestrator(service)
{
    RiskAmount = 500.0,  // Too high for demo account!
    StopLossPoints = 10,  // Very tight SL
};

// ✅ GOOD: Conservative risk settings
var scalping = new SimpleScalpingOrchestrator(service)
{
    RiskAmount = 20.0,   // 1-2% of typical demo balance
    StopLossPoints = 15, // Reasonable SL distance
};

3. Runtime Limits¶

// ❌ BAD: No runtime limit
var orchestrator = new GridTradingOrchestrator(service)
{
    MaxRunMinutes = 999999,  // Runs indefinitely!
};

// ✅ GOOD: Reasonable runtime with monitoring
var orchestrator = new GridTradingOrchestrator(service)
{
    MaxRunMinutes = 15,  // Clear exit condition
};

4. Error Handling¶

try
{
    await orchestrator.RunAsync();
}
catch (OperationCanceledException)
{
    Console.WriteLine("Strategy stopped by user (Ctrl+C)");
}
catch (Exception ex)
{
    Console.WriteLine($"Strategy error: {ex.Message}");
    // Cleanup positions/orders here if needed
}

🎓 Learning Path¶

Beginner Path¶

1. Start with: GridTradingOrchestrator
   • Simplest to understand
   • Visual grid concept
   • Clear entry/exit rules

2. Study: Program.cs routing logic
   • How commands map to orchestrators
   • Configuration patterns

3. Read: GridTradingOrchestrator.HOW_IT_WORKS.md
   • Understand algorithm step-by-step
   • Learn MT5Sugar methods used

4. Experiment: Modify grid parameters
   • Change GridLevels
   • Adjust GridSpacingPoints
   • Test on demo account

Intermediate Path¶

1. Compare: All 5 orchestrators side-by-side
   • Identify common patterns (MT5Service usage)
   • See differences in algorithms
   • Understand when to use each

2. Study: AdaptiveMarketModePreset
   • How it analyzes market conditions
   • Decision tree logic
   • Orchestrator instantiation

3. Modify: Add custom orchestrator
   • Copy existing orchestrator as template
   • Implement your algorithm
   • Add to Program.cs routing

4. Test: Run preset for extended period
   • Observe strategy switching
   • Analyze performance across conditions

Advanced Path¶

1. Enhance: Market analysis algorithms
   • Replace simplified volatility with ATR
   • Integrate real economic calendar API
   • Add ML-based condition detection

2. Build: Custom preset with your logic
   • Define your market conditions
   • Create decision tree
   • Combine orchestrators your way

3. Optimize: Parameters via backtesting
   • Historical data analysis
   • Parameter sensitivity testing
   • Walk-forward optimization

4. Production: Deploy with monitoring
   • Add logging and metrics
   • Implement alerting
   • Set up performance tracking

MT5Account - Master Overview - Low-level gRPC API reference.
MT5Service Documentation - Simplified wrapper methods.
MT5Sugar Documentation - High-level convenience API.
GRPC_STREAM_MANAGEMENT.md - Streaming subscriptions guide.
Sync_vs_Async.md - Async/sync patterns explained.
UserCode_Sandbox_Guide.md - How to write custom strategies.

🎯 Quick Jump - All Files¶

Orchestrators¶

Presets¶

AdaptiveMarketModePreset.md

"Trade smart, code clean, and may your orchestrators always close positions profitably."

Strategies - Master Overview¶

⚠️ IMPORTANT DISCLAIMER¶

Critical Limitations:¶

⚠️ DEMO ACCOUNTS ONLY¶

🚦 Start here - Strategy Types¶

Orchestrators - Single-Strategy Execution¶

Presets - Multi-Strategy Systems¶

🧭 Quick Strategy Selector¶

📚 Full Index · All Strategy Specs¶

🎯 Orchestrators¶

Grid Trading¶

Scalping¶

Hedging¶

News Straddle¶

Pending Breakout¶

🎛️ Presets¶

Adaptive Market Mode¶

🏗️ Architecture Overview¶

Three-Layer System¶

Common Features (All Orchestrators)¶

🔌 Usage Patterns¶

Running an Orchestrator¶

Running a Preset¶

Command-Line Shortcuts¶

🎯 Strategy Selection Guide¶

By Market Volatility¶

By Market Event¶

By Trading Style¶

💡 Key Concepts¶

Volatility Calculation (Simplified)¶

News Detection (Hardcoded Schedule)¶

Point-Based Calculations¶

Risk Management¶

⚠️ Important Notes¶

Trading Environment¶

Execution Safety¶

Performance Considerations¶

📋 Best Practices¶

1. Strategy Selection¶

2. Risk Configuration¶

3. Runtime Limits¶

4. Error Handling¶

🎓 Learning Path¶

Beginner Path¶

Intermediate Path¶

Advanced Path¶

📖 Related Documentation¶

🎯 Quick Jump - All Files¶

Orchestrators¶

Presets¶