| #ifndef __DUALEA_VOLATILITYEXIT_MQH__
|
| #define __DUALEA_VOLATILITYEXIT_MQH__
|
|
|
| #include <Trade/PositionInfo.mqh>
|
| #include "..\LogMiddleware.mqh"
|
|
|
| class CVolatilityExit
|
| {
|
| public:
|
| // Evaluate ATR-based trailing exit. Returns true when exit is advised,
|
| // and fills close_price_out/reason_out.
|
| static bool Evaluate(const string symbol,
|
| const int atr_period,
|
| const double atr_mult,
|
| const ENUM_POSITION_TYPE ptype,
|
| const double bid,
|
| const double ask,
|
| const double current_sl,
|
| double &close_price_out,
|
| string &reason_out)
|
| {
|
| close_price_out = 0.0; reason_out = "";
|
| if(atr_mult<=0.0 || atr_period<=0) return false;
|
|
|
| int handle = iATR(symbol, PERIOD_CURRENT, atr_period);
|
| if(handle==INVALID_HANDLE) return false;
|
| double buf[]; int copied = CopyBuffer(handle, 0, 0, 1, buf);
|
| IndicatorRelease(handle);
|
| if(copied!=1) return false;
|
| double atr = buf[0]; if(atr<=0.0) return false;
|
|
|
| if(ptype==POSITION_TYPE_BUY)
|
| {
|
| double trail = bid - (atr * atr_mult);
|
| if(current_sl>0.0 && trail<=current_sl) return false; // SL already protective
|
| if(trail>0.0 && bid <= trail - _Point)
|
| {
|
| close_price_out = bid; reason_out = "VolatilityExit"; return true;
|
| }
|
| }
|
| else if(ptype==POSITION_TYPE_SELL)
|
| {
|
| double trail = ask + (atr * atr_mult);
|
| if(current_sl>0.0 && trail>=current_sl) return false;
|
| if(trail>0.0 && ask >= trail + _Point)
|
| {
|
| close_price_out = ask; reason_out = "VolatilityExit"; return true;
|
| }
|
| }
|
| return false;
|
| }
|
| };
|
|
|
| #endif // __DUALEA_VOLATILITYEXIT_MQH__
|
