| // BollAveragesStrategy.mqh
|
| // Strategy using the 2_Averages_with_BollingerBands indicator.
|
|
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| #property copyright "2025, Windsurf Engineering"
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| #property link "https://www.windsurf.ai"
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|
|
| #include "..\IStrategy.mqh"
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| // For CFeaturesKB
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| #include "..\KnowledgeBase.mqh"
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|
|
| // --- Buffer indices for the '2_Averages_with_BollingerBands' custom indicator
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| #define MA1_BUFFER 0
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| #define MA2_BUFFER 1
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| #define BB_UPPER_BUFFER 4
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| #define BB_MIDDLE_BUFFER 5
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| #define BB_LOWER_BUFFER 6
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|
|
| class CBollAveragesStrategy : public IStrategy
|
| {
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| private:
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| int m_indicator_handle;
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| string m_symbol;
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| ENUM_TIMEFRAMES m_timeframe;
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|
|
| // --- Data arrays
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| double m_ma1_buffer[];
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| double m_ma2_buffer[];
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|
|
| public:
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| CBollAveragesStrategy(string symbol, ENUM_TIMEFRAMES timeframe);
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| ~CBollAveragesStrategy();
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|
|
| // --- IStrategy interface methods
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| virtual void Refresh() override;
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| virtual TradeOrder CheckSignal() override;
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| virtual string Name() override { return "BollAveragesStrategy"; }
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| virtual void ExportFeatures(CFeaturesKB* kb, const datetime ts) override
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| {
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| if(CheckPointer(kb)==POINTER_INVALID) return;
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| if(m_indicator_handle==INVALID_HANDLE) return;
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| // Read latest buffers
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| double ma1[1], ma2[1], bb_up[1], bb_mid[1], bb_lo[1];
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| if(CopyBuffer(m_indicator_handle, MA1_BUFFER, 0, 1, ma1)==1)
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| (*kb).WriteKV(ts, m_symbol, Name(), "ma1", ma1[0]);
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| if(CopyBuffer(m_indicator_handle, MA2_BUFFER, 0, 1, ma2)==1)
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| (*kb).WriteKV(ts, m_symbol, Name(), "ma2", ma2[0]);
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| if(CopyBuffer(m_indicator_handle, BB_UPPER_BUFFER, 0, 1, bb_up)==1)
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| (*kb).WriteKV(ts, m_symbol, Name(), "bb_upper", bb_up[0]);
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| if(CopyBuffer(m_indicator_handle, BB_MIDDLE_BUFFER, 0, 1, bb_mid)==1)
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| (*kb).WriteKV(ts, m_symbol, Name(), "bb_middle", bb_mid[0]);
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| if(CopyBuffer(m_indicator_handle, BB_LOWER_BUFFER, 0, 1, bb_lo)==1)
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| (*kb).WriteKV(ts, m_symbol, Name(), "bb_lower", bb_lo[0]);
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| }
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| };
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|
|
| //+------------------------------------------------------------------+
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| //| Constructor |
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| //+------------------------------------------------------------------+
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| CBollAveragesStrategy::CBollAveragesStrategy(string symbol, ENUM_TIMEFRAMES timeframe)
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| {
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| m_symbol = symbol;
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| m_timeframe = timeframe;
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|
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| // --- Get indicator handle
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| m_indicator_handle = iCustom(m_symbol, m_timeframe, "Downloads\\2_Averages_with_BollingerBands");
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|
|
| // --- Set buffers as series
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| ArraySetAsSeries(m_ma1_buffer, true);
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| ArraySetAsSeries(m_ma2_buffer, true);
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| }
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|
|
| //+------------------------------------------------------------------+
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| //| Destructor |
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| //+------------------------------------------------------------------+
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| CBollAveragesStrategy::~CBollAveragesStrategy()
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| {
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| IndicatorRelease(m_indicator_handle);
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| }
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|
|
| //+------------------------------------------------------------------+
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| //| Refresh - Copies the latest indicator data into local buffers |
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| //+------------------------------------------------------------------+
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| void CBollAveragesStrategy::Refresh()
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| {
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| if(m_indicator_handle == INVALID_HANDLE)
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| {
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| Print("CBollAveragesStrategy: Invalid indicator handle.");
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| return;
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| }
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|
|
| // Copy the last 3 bars of data for crossover detection
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| CopyBuffer(m_indicator_handle, MA1_BUFFER, 0, 3, m_ma1_buffer);
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| CopyBuffer(m_indicator_handle, MA2_BUFFER, 0, 3, m_ma2_buffer);
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| }
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|
|
| //+------------------------------------------------------------------+
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| //| CheckSignal - Checks for a moving average crossover |
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| //+------------------------------------------------------------------+
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| TradeOrder CBollAveragesStrategy::CheckSignal()
|
| {
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| TradeOrder order;
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| order.strategy_name = Name();
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|
|
| // Check for bullish crossover (MA1 crosses above MA2)
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| // Bar 1 is the most recently closed bar
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| if (m_ma1_buffer[1] > m_ma2_buffer[1] && m_ma1_buffer[2] <= m_ma2_buffer[2])
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| {
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| order.action = ACTION_BUY;
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| order.order_type = ORDER_TYPE_BUY;
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| double price = SymbolInfoDouble(m_symbol, SYMBOL_ASK);
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| order.stop_loss = price - 150 * _Point; // Example SL
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| order.take_profit = price + 300 * _Point; // Example TP
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| return order;
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| }
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|
|
| // Check for bearish crossover (MA1 crosses below MA2)
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| if (m_ma1_buffer[1] < m_ma2_buffer[1] && m_ma1_buffer[2] >= m_ma2_buffer[2])
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| {
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| order.action = ACTION_SELL;
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| order.order_type = ORDER_TYPE_SELL;
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| double price = SymbolInfoDouble(m_symbol, SYMBOL_BID);
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| order.stop_loss = price + 150 * _Point; // Example SL
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| order.take_profit = price - 300 * _Point; // Example TP
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| return order;
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| }
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|
|
| return order; // Returns order with ACTION_NONE
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| }
|
