| //+------------------------------------------------------------------+
|
| //| IStrategy.mqh - Strategy Interface Definition |
|
| //| Defines the base interface for all trading strategies |
|
| //+------------------------------------------------------------------+
|
| #ifndef ISTRATEGY_MQH
|
| #define ISTRATEGY_MQH
|
|
|
| #include <Object.mqh> // Required for CObject base class
|
|
|
| //+------------------------------------------------------------------+
|
| //| Trailing Stop Types |
|
| //+------------------------------------------------------------------+
|
| enum TrailingType
|
| {
|
| TRAIL_NONE = 0, // No trailing stop
|
| TRAIL_FIXED = 1, // Fixed points trailing
|
| TRAIL_FIXED_POINTS = 1,
|
| TRAIL_ATR = 2, // ATR-based trailing
|
| TRAIL_PERCENT = 3, // Percentage trailing
|
| TRAIL_STEP = 4 // Step-based trailing
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Trading Signal Structure |
|
| //+------------------------------------------------------------------+
|
| struct TradingSignal
|
| {
|
| // Core identity
|
| string id; // Unique signal id (for logging/telemetry)
|
| string strategy_name; // Legacy strategy name field
|
| string strategy; // Canonical strategy identifier
|
| string symbol; // Symbol
|
| ENUM_TIMEFRAMES timeframe; // Timeframe
|
|
|
| // Direction / type
|
| int direction; // -1=Sell, 0=None, 1=Buy (legacy)
|
| int type; // 0=buy,1=sell (used by execution logic)
|
| ENUM_ORDER_TYPE order_type; // Order type: BUY, SELL, BUY_STOP, SELL_STOP, BUY_LIMIT, SELL_LIMIT, etc.
|
|
|
| // Prices and risk
|
| double confidence; // 0.0-1.0
|
| double entry_price; // Entry price (for gates)
|
| double stop_loss; // Stop loss level (for gates)
|
| double take_profit; // Take profit level (for gates)
|
| double price; // Canonical price (used by PaperEA and optimizers)
|
| double sl; // Canonical SL
|
| double tp; // Canonical TP
|
| double volume; // Lots
|
|
|
| // Context
|
| datetime timestamp; // Signal timestamp
|
| bool is_exit; // Is exit signal
|
| string regime; // Regime tag
|
| string market_regime; // Market regime tag
|
| double volatility; // Volatility metric
|
| double correlation; // Correlation metric
|
|
|
| TradingSignal() { Init(); }
|
|
|
| void Init()
|
| {
|
| id = "";
|
| strategy_name = "";
|
| strategy = "";
|
| symbol = "";
|
| timeframe = PERIOD_CURRENT;
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| direction = 0;
|
| type = 0;
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| order_type = ORDER_TYPE_BUY; // Default to market buy
|
| confidence = 0.0;
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| entry_price = 0.0;
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| stop_loss = 0.0;
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| take_profit = 0.0;
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| price = 0.0;
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| sl = 0.0;
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| tp = 0.0;
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| volume = 0.0;
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| timestamp = 0;
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| is_exit = false;
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| regime = "";
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| market_regime = "";
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| volatility = 0.0;
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| correlation = 0.0;
|
| }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Trade Order Structure |
|
| //+------------------------------------------------------------------+
|
| struct TradeOrder
|
| {
|
| int action; // ACTION_BUY, ACTION_SELL, ACTION_NONE
|
| ENUM_ORDER_TYPE order_type;
|
| double lots;
|
| double price;
|
| double stop_loss;
|
| double take_profit;
|
| string strategy_name;
|
| datetime timestamp;
|
| double volume;
|
|
|
| bool trailing_enabled;
|
| TrailingType trailing_type;
|
| double trail_distance_points;
|
| double trail_activation_points;
|
| double trail_step_points;
|
| int atr_period;
|
| double atr_multiplier;
|
|
|
| TradeOrder()
|
| {
|
| action = 0; // ACTION_NONE
|
| order_type = (ENUM_ORDER_TYPE)0;
|
| lots = 0.0;
|
| price = 0.0;
|
| stop_loss = 0.0;
|
| take_profit = 0.0;
|
| strategy_name = "";
|
| timestamp = 0;
|
| volume = 0.0;
|
|
|
| trailing_enabled = false;
|
| trailing_type = TRAIL_NONE;
|
| trail_distance_points = 0.0;
|
| trail_activation_points = 0.0;
|
| trail_step_points = 0.0;
|
| atr_period = 14;
|
| atr_multiplier = 2.0;
|
| }
|
| };
|
|
|
| double GetATR(const int period = 14, const int shift = 0)
|
| {
|
| int handle = iATR(_Symbol, _Period, period);
|
| if(handle == INVALID_HANDLE) return 0.0;
|
| double buf[1];
|
| if(CopyBuffer(handle, 0, shift, 1, buf) != 1) { IndicatorRelease(handle); return 0.0; }
|
| IndicatorRelease(handle);
|
| return buf[0];
|
| }
|
|
|
| // Constants for action types
|
| #define ACTION_NONE 0
|
| #define ACTION_BUY 1
|
| #define ACTION_SELL 2
|
|
|
| //+------------------------------------------------------------------+
|
| //| Base Strategy Interface |
|
| //+------------------------------------------------------------------+
|
| class IStrategy : public CObject
|
| {
|
| protected:
|
| string m_name; // Strategy name
|
| string m_symbol; // Trading symbol
|
| ENUM_TIMEFRAMES m_timeframe; // Timeframe
|
| bool m_enabled; // Enabled flag
|
|
|
| public:
|
| // Constructor
|
| IStrategy(string name, string symbol, ENUM_TIMEFRAMES tf)
|
| : m_name(name), m_symbol(symbol), m_timeframe(tf), m_enabled(true) {}
|
|
|
| // Pure virtual methods that must be implemented
|
| virtual void Refresh() = 0; // Update indicator calculations
|
| virtual TradeOrder CheckSignal() = 0; // Check for trading signal
|
| virtual string Name() const { return m_name; } // Get strategy name
|
| virtual string Symbol() const { return m_symbol; } // Get symbol
|
| virtual int Magic() const { return 0; } // Get magic number
|
|
|
| // Feature export for ML (optional)
|
| virtual void ExportFeatures(CObject* kb, const datetime ts) {}
|
|
|
| // Position management (optional overrides)
|
| virtual double GetStopLossPoints() const { return 0; }
|
| virtual double GetTakeProfitPoints() const { return 0; }
|
| virtual bool IsExitSignal() const { return false; }
|
| virtual void SetExitSignal(bool exit) {}
|
| virtual bool IsBullish() const { return false; }
|
| virtual bool IsBearish() const { return false; }
|
|
|
| // Lifecycle
|
| virtual bool Init() { return true; }
|
| virtual void Deinit() {}
|
|
|
| // Enable/disable
|
| void SetEnabled(bool enabled) { m_enabled = enabled; }
|
| bool IsEnabled() const { return m_enabled; }
|
| };
|
|
|
| #endif // ISTRATEGY_MQH
|
