97 lines
3.3 KiB
MQL5
97 lines
3.3 KiB
MQL5
// IStrategy.mqh
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// Defines the interface for all trading strategies.
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#property copyright "2025, Windsurf Engineering"
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#property link "https://www.windsurf.ai"
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#include <Trade/Trade.mqh>
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#include <Object.mqh> // Required for CObject
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// Forward declaration to avoid circular include; concrete users should include KnowledgeBase.mqh
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class CFeaturesKB;
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// --- Trailing stop policy
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enum TrailingType
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{
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TRAIL_NONE = 0,
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TRAIL_FIXED_POINTS = 1,
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TRAIL_ATR = 2
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};
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// --- Enum for the type of trade action
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enum TradeAction
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{
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ACTION_NONE,
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ACTION_BUY,
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ACTION_SELL
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};
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// --- Struct to hold all details for a trade order
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struct TradeOrder
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{
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TradeAction action; // Buy, Sell, or None
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ENUM_ORDER_TYPE order_type; // Market, Stop, Limit
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double price; // Entry price for pending orders
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double stop_loss; // Stop loss price
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double take_profit; // Take profit price
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string strategy_name; // Name of the strategy that generated the signal
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// Trailing policy
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bool trailing_enabled; // Enable trailing stop handling after entry
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TrailingType trailing_type; // Trailing algorithm
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double trail_distance_points; // Distance of SL from price in points
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double trail_activation_points;// Profit in points before trailing starts
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double trail_step_points; // Minimum step in points to move SL
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// ATR-based trailing parameters (used when trailing_type == TRAIL_ATR)
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int atr_period; // ATR period
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double atr_multiplier; // Distance = ATR * multiplier
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// --- Constructor to initialize with default values
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TradeOrder()
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{
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action = ACTION_NONE;
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order_type = ORDER_TYPE_BUY; // Default, should be overwritten
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price = 0;
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stop_loss = 0;
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take_profit = 0;
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strategy_name = "";
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trailing_enabled = false;
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trailing_type = TRAIL_NONE;
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trail_distance_points = 0;
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trail_activation_points = 0;
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trail_step_points = 0;
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atr_period = 14;
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atr_multiplier = 2.0;
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}
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// --- Copy constructor to handle assignments correctly
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TradeOrder(const TradeOrder &other)
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{
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action = other.action;
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order_type = other.order_type;
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price = other.price;
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stop_loss = other.stop_loss;
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take_profit = other.take_profit;
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strategy_name = other.strategy_name;
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trailing_enabled = other.trailing_enabled;
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trailing_type = other.trailing_type;
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trail_distance_points = other.trail_distance_points;
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trail_activation_points = other.trail_activation_points;
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trail_step_points = other.trail_step_points;
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atr_period = other.atr_period;
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atr_multiplier = other.atr_multiplier;
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}
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};
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// --- The interface for all trading strategies
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class IStrategy : public CObject
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{
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public:
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virtual void Refresh() { }
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virtual TradeOrder CheckSignal() { TradeOrder order; return order; }
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virtual string Name() { return "IStrategy"; }
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// Allow a strategy to export its indicator/context features at a timestamp
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// Concrete strategies should include KnowledgeBase.mqh and write via kb->WriteKV(ts, symbol, Name(), feature, value)
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virtual void ExportFeatures(CFeaturesKB* kb, const datetime ts) { }
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};
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