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 CAroonStrategy : public IStrategy
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| | | {
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| | | private:
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| | | int m_period;
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| | | int m_upThreshold;
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| | | int m_downThreshold;
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| | |
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| | | // Cached values
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| | | double m_aroon_up, m_aroon_down;
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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 | | | CAroonStrategy(const string symbol, const ENUM_TIMEFRAMES tf) : IStrategy("AroonStrategy", symbol, tf)
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2025-09-20 02:27:35 -04:00 | | | {
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| | | m_period = 14; m_upThreshold = 70; m_downThreshold = 30;
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| | | m_aroon_up = m_aroon_down = 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 "AroonStrategy"; }
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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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| | | // Manual Aroon computation: Up = (period - barsSinceHigh)/period * 100
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| | | // Down = (period - barsSinceLow)/period * 100
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2026-02-05 23:31:20 -05:00 | | | int bars_since_high = iHighest(m_symbol, m_timeframe, MODE_HIGH, m_period, 0);
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| | | int bars_since_low = iLowest(m_symbol, m_timeframe, MODE_LOW, m_period, 0);
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2025-09-20 02:27:35 -04:00 | | | if(bars_since_high>=0 && bars_since_low>=0)
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| | | {
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| | | m_aroon_up = 100.0 * (m_period - bars_since_high) / m_period;
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| | | m_aroon_down = 100.0 * (m_period - bars_since_low) / m_period;
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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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| | | // Aroon crossover strategy
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| | | if(m_aroon_up > m_upThreshold && m_aroon_down < m_downThreshold)
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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; // skip if spread is too high
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| | | return ord;
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| | | }
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| | | else if(m_aroon_down > m_upThreshold && m_aroon_up < m_downThreshold)
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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; // skip if spread is too high
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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(), "aroon_up", m_aroon_up);
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "aroon_down", m_aroon_down);
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| | | }
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| | | };
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