| #include "..\IStrategy.mqh"
|
| #include "..\KnowledgeBase.mqh"
|
| #include "..\TradeManager.mqh"
|
|
|
| class CAwesomeOscillatorStrategy : public IStrategy
|
| {
|
| private:
|
| // AO parameters
|
| int m_fastPeriod, m_slowPeriod;
|
|
|
| // Cached values
|
| double m_ao_current, m_ao_prev1, m_ao_prev2;
|
| double m_close0, m_close1;
|
|
|
| public:
|
| CAwesomeOscillatorStrategy(const string symbol, const ENUM_TIMEFRAMES tf) : IStrategy("AwesomeOscillatorStrategy", symbol, tf)
|
| {
|
| m_fastPeriod = 5; m_slowPeriod = 34;
|
| ResetValues();
|
| }
|
|
|
| virtual string Name() { return "AwesomeOscillatorStrategy"; }
|
|
|
| void ResetValues()
|
| {
|
| m_ao_current = m_ao_prev1 = m_ao_prev2 = 0;
|
| m_close0 = m_close1 = 0;
|
| }
|
|
|
| virtual void Refresh()
|
| {
|
| ResetValues();
|
| m_close0 = iClose(m_symbol, m_timeframe, 0);
|
| m_close1 = iClose(m_symbol, m_timeframe, 1);
|
|
|
| // Calculate Awesome Oscillator
|
| double ao_buffer[];
|
| int ao_handle = iAO(m_symbol, m_timeframe);
|
| if(ao_handle > 0 && CopyBuffer(ao_handle, 0, 0, 3, ao_buffer) == 3)
|
| {
|
| m_ao_current = ao_buffer[0];
|
| m_ao_prev1 = ao_buffer[1];
|
| m_ao_prev2 = ao_buffer[2];
|
| }
|
| }
|
|
|
| virtual TradeOrder CheckSignal()
|
| {
|
| TradeOrder ord; ord.strategy_name = Name();
|
|
|
| // Saucer strategy - three consecutive bars
|
| bool saucer_bullish = (m_ao_prev2 < m_ao_prev1 && m_ao_prev1 < m_ao_current &&
|
| m_ao_prev1 > 0 && m_ao_current > 0);
|
| bool saucer_bearish = (m_ao_prev2 > m_ao_prev1 && m_ao_prev1 > m_ao_current &&
|
| m_ao_prev1 < 0 && m_ao_current < 0);
|
|
|
| // Zero line cross
|
| bool zero_cross_up = (m_ao_prev1 < 0 && m_ao_current > 0);
|
| bool zero_cross_down = (m_ao_prev1 > 0 && m_ao_current < 0);
|
|
|
| // Twin peaks strategy
|
| bool twin_peaks_bullish = false;
|
| bool twin_peaks_bearish = false;
|
|
|
| // Bullish saucer or zero cross
|
| if(saucer_bullish || zero_cross_up)
|
| {
|
| ord.action = ACTION_BUY;
|
| ord.order_type = ORDER_TYPE_BUY;
|
| ord.stop_loss = m_close0 - 30 * _Point;
|
| ord.take_profit = m_close0 + 90 * _Point;
|
| return ord;
|
| }
|
|
|
| // Bearish saucer or zero cross
|
| else if(saucer_bearish || zero_cross_down)
|
| {
|
| ord.action = ACTION_SELL;
|
| ord.order_type = ORDER_TYPE_SELL;
|
| ord.stop_loss = m_close0 + 30 * _Point;
|
| ord.take_profit = m_close0 - 90 * _Point;
|
| return ord;
|
| }
|
|
|
| return ord;
|
| }
|
|
|
| virtual void ExportFeatures(CFeaturesKB* kb, const datetime ts)
|
| {
|
| if(CheckPointer(kb)==POINTER_INVALID) return;
|
| (*kb).WriteKV(ts, m_symbol, Name(), "ao_current", m_ao_current);
|
| (*kb).WriteKV(ts, m_symbol, Name(), "ao_prev1", m_ao_prev1);
|
| (*kb).WriteKV(ts, m_symbol, Name(), "ao_prev2", m_ao_prev2);
|
| (*kb).WriteKV(ts, m_symbol, Name(), "ao_momentum", m_ao_current - m_ao_prev1);
|
| }
|
| };
|
