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