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 CAcceleratorOscillatorStrategy : public IStrategy
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| | | {
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| | | private:
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| | | int m_aoFast;
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| | | int m_aoSlow;
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| | | int m_aoSignal;
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| | | double m_threshold;
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| | |
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| | | // Cached values
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| | | double m_ao_current, m_ao_prev;
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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 | | | CAcceleratorOscillatorStrategy(const string symbol, const ENUM_TIMEFRAMES tf) : IStrategy("AcceleratorOscillatorStrategy", symbol, tf)
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2025-09-20 02:27:35 -04:00 | | | {
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| | | m_aoFast = 5; m_aoSlow = 34; m_aoSignal = 5;
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| | | m_threshold = 0.0001;
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| | | m_ao_current = m_ao_prev = 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 "AcceleratorOscillatorStrategy"; }
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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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| | | // Calculate Accelerator Oscillator
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| | | double ao_buffer[];
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2026-02-05 23:31:20 -05:00 | | | int ao_handle = iAO(m_symbol, m_timeframe);
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2025-09-20 02:27:35 -04:00 | | | if(ao_handle > 0 && CopyBuffer(ao_handle, 0, 0, 2, ao_buffer) == 2)
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| | | {
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| | | m_ao_current = ao_buffer[0];
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| | | m_ao_prev = ao_buffer[1];
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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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| | | // Zero line cross strategy
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| | | if(m_ao_prev < 0 && m_ao_current > 0)
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| | | {
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| | | // Bullish crossover
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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_ao_prev > 0 && m_ao_current < 0)
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| | | {
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| | | // Bearish crossover
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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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| | | 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(), "ao_current", m_ao_current);
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "ao_prev", m_ao_prev);
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| | | }
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| | | };
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