2025-09-20 02:27:35 -04:00 | | | #ifndef DUALEA_STRATEGIES_EMA_PULLBACK_MQH
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| | | #define DUALEA_STRATEGIES_EMA_PULLBACK_MQH
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| | |
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| | | #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 CEMAPullbackStrategy : public IStrategy
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| | | {
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| | | private:
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| | | int m_fastPeriod;
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| | | int m_slowPeriod;
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| | | int m_hFast;
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| | | int m_hSlow;
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| | |
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| | | int m_adxPeriod;
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| | | int m_hADX;
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| | |
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| | | int m_atrPeriod;
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| | | double m_atrMult;
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| | | int m_hATR;
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| | |
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| | | // cached
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| | | double m_close1, m_close2;
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| | | double m_fast1, m_slow1;
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| | | double m_adx1, m_atr1;
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| | |
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| | | public:
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2026-02-05 23:31:20 -05:00 | | | CEMAPullbackStrategy(const string symbol, const ENUM_TIMEFRAMES tf) : IStrategy("EMAPullbackStrategy", symbol, tf)
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2025-09-20 02:27:35 -04:00 | | | {
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| | | m_fastPeriod=20; m_slowPeriod=50;
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| | | m_hFast = iMA(symbol, tf, m_fastPeriod, 0, MODE_EMA, PRICE_CLOSE);
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| | | m_hSlow = iMA(symbol, tf, m_slowPeriod, 0, MODE_EMA, PRICE_CLOSE);
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| | | m_adxPeriod=14; m_hADX=iADX(symbol, tf, m_adxPeriod);
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| | | m_atrPeriod=14; m_atrMult=2.0; m_hATR=iATR(symbol, tf, m_atrPeriod);
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| | | m_close1=m_close2=0; m_fast1=m_slow1=0; m_adx1=0; m_atr1=0;
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| | | }
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| | |
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| | | virtual string Name(){ return "EMAPullbackStrategy"; }
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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_close1=iClose(m_symbol, m_timeframe, 1);
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| | | m_close2=iClose(m_symbol, m_timeframe, 2);
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2025-09-20 02:27:35 -04:00 | | | double b[1];
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| | | m_fast1=0.0; if(m_hFast>0 && CopyBuffer(m_hFast,0,1,1,b)==1) m_fast1=b[0];
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| | | m_slow1=0.0; if(m_hSlow>0 && CopyBuffer(m_hSlow,0,1,1,b)==1) m_slow1=b[0];
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| | | m_adx1 =0.0; if(m_hADX>0 && CopyBuffer(m_hADX, 0,1,1,b)==1) m_adx1=b[0];
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| | | m_atr1 =0.0; if(m_hATR>0 && CopyBuffer(m_hATR, 0,1,1,b)==1) m_atr1=b[0];
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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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| | | if(m_close1<=0 || m_fast1<=0 || m_slow1<=0 || m_atr1<=0) return ord;
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| | | bool up_trend = (m_fast1 > m_slow1);
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| | | bool down_trend = (m_fast1 < m_slow1);
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| | | bool strong = (m_adx1 >= 20.0 || m_adx1==0.0);
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| | | int digits = (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS);
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| | |
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| | | // Long: cross above fast EMA from below in an uptrend
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| | | if(up_trend && strong && m_close1 > m_fast1 && m_close2 <= m_fast1)
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| | | {
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| | | ord.action = ACTION_BUY; ord.order_type = ORDER_TYPE_BUY;
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| | | double sl = m_close1 - m_atrMult*m_atr1;
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| | | double tp = m_close1 + 2.0*(m_close1 - sl);
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| | | ord.stop_loss = NormalizeDouble(sl, digits);
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| | | ord.take_profit = NormalizeDouble(tp, digits);
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| | | ord.trailing_enabled=true; ord.trailing_type=TRAIL_ATR; ord.atr_period=m_atrPeriod; ord.atr_multiplier=m_atrMult;
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| | | return ord;
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| | | }
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| | |
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| | | // Short: cross below fast EMA from above in a downtrend
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| | | if(down_trend && strong && m_close1 < m_fast1 && m_close2 >= m_fast1)
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| | | {
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| | | ord.action = ACTION_SELL; ord.order_type = ORDER_TYPE_SELL;
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| | | double sl = m_close1 + m_atrMult*m_atr1;
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| | | double tp = m_close1 - 2.0*(sl - m_close1);
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| | | ord.stop_loss = NormalizeDouble(sl, digits);
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| | | ord.take_profit = NormalizeDouble(tp, digits);
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| | | ord.trailing_enabled=true; ord.trailing_type=TRAIL_ATR; ord.atr_period=m_atrPeriod; ord.atr_multiplier=m_atrMult;
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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(), "ema_fast", m_fast1);
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "ema_slow", m_slow1);
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "adx", m_adx1);
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| | | (*kb).WriteKV(ts, m_symbol, Name(), "atr", m_atr1);
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| | | }
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| | | };
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| | |
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| | | #endif // DUALEA_STRATEGIES_EMA_PULLBACK_MQH
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