| #include "..\IStrategy.mqh"
|
| #include "..\KnowledgeBase.mqh"
|
| #include "..\TradeManager.mqh"
|
|
|
| class CBullsPowerStrategy : public IStrategy
|
| {
|
| private:
|
| // Bulls Power parameters
|
| int m_emaPeriod, m_bullsPeriod;
|
|
|
| // Cached values
|
| double m_bulls_power, m_ema;
|
| double m_close0, m_close1;
|
|
|
| public:
|
| CBullsPowerStrategy(const string symbol, const ENUM_TIMEFRAMES tf) : IStrategy("BullsPowerStrategy", symbol, tf)
|
| {
|
| m_emaPeriod = 13; m_bullsPeriod = 13;
|
| ResetValues();
|
| }
|
|
|
| virtual string Name() { return "BullsPowerStrategy"; }
|
|
|
| void ResetValues()
|
| {
|
| m_bulls_power = m_ema = 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 Bulls Power
|
| double high = iHigh(m_symbol, m_timeframe, 0);
|
| double ema_buffer[];
|
| int ema_handle = iMA(m_symbol, m_timeframe, m_emaPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
|
|
| if(ema_handle > 0)
|
| {
|
| CopyBuffer(ema_handle, 0, 0, 1, ema_buffer);
|
| m_ema = ema_buffer[0];
|
| m_bulls_power = high - m_ema;
|
| }
|
| }
|
|
|
| virtual TradeOrder CheckSignal()
|
| {
|
| TradeOrder ord; ord.strategy_name = Name();
|
|
|
| // Bulls Power reversal strategy
|
| bool bearish_reversal = (m_bulls_power > 0 && m_bulls_power < 0.0010 &&
|
| m_close0 < m_ema);
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| bool bullish_continuation = (m_bulls_power > 0.0010 && m_close0 > m_ema);
|
|
|
| // Zero line cross
|
| bool zero_cross_down = (m_bulls_power < 0);
|
|
|
| // Bullish continuation
|
| if(bullish_continuation)
|
| {
|
| ord.action = ACTION_BUY;
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| ord.order_type = ORDER_TYPE_BUY;
|
| ord.stop_loss = m_close0 - 20 * _Point;
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| ord.take_profit = m_close0 + 60 * _Point;
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| return ord;
|
| }
|
|
|
| // Bearish reversal
|
| else if(bearish_reversal || zero_cross_down)
|
| {
|
| ord.action = ACTION_SELL;
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| ord.order_type = ORDER_TYPE_SELL;
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| ord.stop_loss = m_close0 + 20 * _Point;
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| ord.take_profit = m_close0 - 60 * _Point;
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| return ord;
|
| }
|
|
|
| return ord;
|
| }
|
|
|
| virtual void ExportFeatures(CFeaturesKB* kb, const datetime ts)
|
| {
|
| if(CheckPointer(kb)==POINTER_INVALID) return;
|
| (*kb).WriteKV(ts, m_symbol, Name(), "bulls_power", m_bulls_power);
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| (*kb).WriteKV(ts, m_symbol, Name(), "ema", m_ema);
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| (*kb).WriteKV(ts, m_symbol, Name(), "bulls_ema_distance", m_bulls_power);
|
| }
|
| };
|
