What is done to prop setting of a CSP Aircrafts.
 

What is the correct sequence when shutting down the engine of a constant speed prop aircraft? I mean to say do we change the pitch of the prop?fine or coarse?and why?is it to avoid the hydraulic lock after next start or what?please help me ATR or some turbo prop captains.

Speaking generically, as the start of your question asks: It depends on the engine used to drive the const. speed prop.

A piston engine with a CS prop will usually have the prop selected to max RPM/full fine to aid starting next time. It reducing the load on the engine & starter next time it's cranked.

A turbine like the Garret used in a Metro is also left in full fine for similar reasons.

A turbine like a PT6 will automatically go into feather during shutdown. The time it takes to get to a stopped prop can be quickened a bit by selecting feather as part of your shutdown actions instead of waiting for the reducing RPM cause feathering.

Don't fly an ATR so can't speak for that aircraft specifically.

From memory the PW100 series has a 'shut down and feather' process, you can't shut them down in normal ops without them being in feather. Metros etc have a fine pitch lock, which ensures the prop doesn't feather on shutdown, which alows quick spool-up of the gas generator on start-up. As the PW100/PT6 family does not have a direct link from hp (or compressor) turbine to the propellor gearbox, the engine can quite happily run without the propellor turning