2025-09-20 02:27:35 -04:00 | | | #include "..\IStrategy.mqh"
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| | | #include "..\KnowledgeBase.mqh"
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| | | #include "..\TradeManager.mqh"
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| | |
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| | | class CADXStrategy : public IStrategy
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| | | {
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| | | private:
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| | | int m_adxPeriod;
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| | | int m_adxThreshold;
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| | | int m_diPeriod;
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| | |
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| | | // Cached values
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| | | double m_adx_current, m_plus_di, m_minus_di;
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| | | double m_close0, m_close1;
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| | |
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| | | public:
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2026-02-05 23:31:20 -05:00 | | | CADXStrategy(const string symbol, const ENUM_TIMEFRAMES tf) : IStrategy("ADXStrategy", symbol, tf)
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2025-09-20 02:27:35 -04:00 | | | {
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| | | m_adxPeriod = 14; m_adxThreshold = 25; m_diPeriod = 14;
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| | | m_adx_current = m_plus_di = m_minus_di = 0;
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| | | m_close0 = m_close1 = 0;
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| | | }
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| | |
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| | | virtual string Name() { return "ADXStrategy"; }
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| | |
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| | | virtual void Refresh()
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| | | {
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2026-02-05 23:31:20 -05:00 | | | m_close0 = iClose(m_symbol, m_timeframe, 0);
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| | | m_close1 = iClose(m_symbol, m_timeframe, 1);
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2025-09-20 02:27:35 -04:00 | | |
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| | | double adx_buffer[], plus_di_buffer[], minus_di_buffer[];
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2026-02-05 23:31:20 -05:00 | | | int adx_handle = iADX(m_symbol, m_timeframe, m_adxPeriod);
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2025-09-20 02:27:35 -04:00 | | |
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| | | if(adx_handle > 0)
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| | | {
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| | | CopyBuffer(adx_handle, 0, 0, 1, adx_buffer);
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| | | CopyBuffer(adx_handle, 1, 0, 1, plus_di_buffer);
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| | | CopyBuffer(adx_handle, 2, 0, 1, minus_di_buffer);
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| | |
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| | | m_adx_current = adx_buffer[0];
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| | | m_plus_di = plus_di_buffer[0];
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| | | m_minus_di = minus_di_buffer[0];
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| | | }
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| | | }
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| | |
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| | | virtual TradeOrder CheckSignal()
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| | | {
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| | | TradeOrder ord; ord.strategy_name = Name();
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| | |
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| | | // Strong trend detection
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| | | if(m_adx_current > m_adxThreshold)
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| | | {
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| | | if(m_plus_di > m_minus_di && m_plus_di > 20)
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| | | {
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| | | // Strong uptrend
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| | | ord.action = ACTION_BUY;
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| | | ord.order_type = ORDER_TYPE_BUY;
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| | | double atr = GetATR(14, 0);
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| | | double spread = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - SymbolInfoDouble(_Symbol, SYMBOL_BID);
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| | | double min_stop = MathMax(atr * 1.5, MathMax(spread*3, SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * _Point));
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| | | ord.stop_loss = m_close0 - min_stop;
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| | | ord.take_profit = m_close0 + min_stop * 3.0;
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| | | if(spread > min_stop*0.5) return ord;
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| | | return ord;
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| | | }
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| | | else if(m_minus_di > m_plus_di && m_minus_di > 20)
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| | | {
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| | | // Strong downtrend
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| | | ord.action = ACTION_SELL;
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| | | ord.order_type = ORDER_TYPE_SELL;
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| | | double atr = GetATR(14, 0);
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| | | double spread = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - SymbolInfoDouble(_Symbol, SYMBOL_BID);
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| | | double min_stop = MathMax(atr * 1.5, MathMax(spread*3, SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * _Point));
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| | | ord.stop_loss = m_close0 + min_stop;
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| | | ord.take_profit = m_close0 - min_stop * 3.0;
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| | | if(spread > min_stop*0.5) return ord;
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| | | return ord;
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| | | }
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| | | }
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| | |
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| | | return ord;
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| | | }
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| | |
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| | | virtual void ExportFeatures(CFeaturesKB* kb, const datetime ts)
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| | | {
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| | | if(CheckPointer(kb)==POINTER_INVALID) return;
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "adx", m_adx_current);
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "plus_di", m_plus_di);
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "minus_di", m_minus_di);
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| | | }
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| | | };
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