160 lines
6 KiB
MQL5
160 lines
6 KiB
MQL5
// Strategies/AssetRegistry.mqh
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// Per-asset-class strategy registration for a given symbol/timeframe
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#property strict
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#ifndef __ASSET_REGISTRY_MQH__
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#define __ASSET_REGISTRY_MQH__
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#include <Arrays/ArrayObj.mqh>
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#include "..\\IStrategy.mqh"
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// Concrete strategies - ALL 18 strategies included
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#include "BollAveragesStrategy.mqh"
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#include "MeanReversionBBStrategy.mqh"
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#include "SuperTrendADXKamaStrategy.mqh"
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#include "RSI2BBReversionStrategy.mqh"
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#include "DonchianATRBreakoutStrategy.mqh"
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#include "OpeningRangeBreakoutStrategy.mqh"
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#include "VWAPReversionStrategy.mqh"
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#include "EMAPullbackStrategy.mqh"
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#include "KeltnerMomentumStrategy.mqh"
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#include "ADXStrategy.mqh"
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#include "CTestStrategy.mqh"
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#include "AcceleratorOscillatorStrategy.mqh"
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#include "AlligatorStrategy.mqh"
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#include "AroonStrategy.mqh"
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#include "AwesomeOscillatorStrategy.mqh"
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#include "BearsPowerStrategy.mqh"
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#include "BullsPowerStrategy.mqh"
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#include "ForexTrendStrategy.mqh"
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#include "GoldVolatilityStrategy.mqh"
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#include "IndicesEnergiesStrategy.mqh"
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#include "MultiIndicatorStrategy.mqh"
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enum AssetClass
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{
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ASSET_FX_MAJOR,
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ASSET_FX_MINOR,
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ASSET_STOCK,
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ASSET_COMMODITY,
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ASSET_CRYPTO,
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ASSET_OTHER
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};
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AssetClass ClassifySymbol(const string symbol)
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{
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string upper = symbol;
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StringToUpper(upper);
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// FX classification
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if (StringFind(upper, "USD") >= 0)
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{
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if (StringFind(upper, "EUR") >= 0 || StringFind(upper, "GBP") >= 0 ||
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StringFind(upper, "JPY") >= 0 || StringFind(upper, "CHF") >= 0 ||
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StringFind(upper, "CAD") >= 0 || StringFind(upper, "AUD") >= 0 ||
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StringFind(upper, "NZD") >= 0)
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return ASSET_FX_MAJOR;
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return ASSET_FX_MINOR;
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}
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return ASSET_OTHER;
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}
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struct StrategyInfo
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{
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string name;
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IStrategy* strategy;
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};
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void RegisterStrategiesForSymbol(CArrayObj* out, const string symbol, const ENUM_TIMEFRAMES tf)
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{
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if (CheckPointer(out) == POINTER_INVALID) return;
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StrategyInfo strategies[30];
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int count = 0;
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AssetClass asset = ClassifySymbol(symbol);
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switch (asset)
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{
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case ASSET_FX_MAJOR:
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strategies[count].name = "SuperTrendADXKama";
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strategies[count++].strategy = new CSuperTrendADXKamaStrategy(symbol, tf);
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strategies[count].name = "RSI2BBReversion";
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strategies[count++].strategy = new CRSI2BBReversionStrategy(symbol, tf);
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strategies[count].name = "DonchianATRBreakout";
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strategies[count++].strategy = new CDonchianATRBreakoutStrategy(symbol, tf);
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strategies[count].name = "MeanReversionBB";
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strategies[count++].strategy = new CMeanReversionBBStrategy(symbol, tf);
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strategies[count].name = "KeltnerMomentum";
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strategies[count++].strategy = new CKeltnerMomentumStrategy(symbol, tf);
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strategies[count].name = "VWAPReversion";
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strategies[count++].strategy = new CVWAPReversionStrategy(symbol, tf);
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strategies[count].name = "EMAPullback";
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strategies[count++].strategy = new CEMAPullbackStrategy(symbol, tf);
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strategies[count].name = "OpeningRangeBreakout";
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strategies[count++].strategy = new COpeningRangeBreakoutStrategy(symbol, tf);
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strategies[count].name = "ADXStrategy";
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strategies[count++].strategy = new CADXStrategy(symbol, tf);
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strategies[count].name = "AcceleratorOscillator";
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strategies[count++].strategy = new CAcceleratorOscillatorStrategy(symbol, tf);
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strategies[count].name = "Alligator";
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strategies[count++].strategy = new CAlligatorStrategy(symbol, tf);
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strategies[count].name = "Aroon";
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strategies[count++].strategy = new CAroonStrategy(symbol, tf);
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strategies[count].name = "AwesomeOscillator";
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strategies[count++].strategy = new CAwesomeOscillatorStrategy(symbol, tf);
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strategies[count].name = "BearsPower";
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strategies[count++].strategy = new CBearsPowerStrategy(symbol, tf);
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strategies[count].name = "BullsPower";
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strategies[count++].strategy = new CBullsPowerStrategy(symbol, tf);
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strategies[count].name = "MultiIndicator";
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strategies[count++].strategy = new CMultiIndicatorStrategy(symbol, tf);
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break;
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case ASSET_FX_MINOR:
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strategies[count].name = "MeanReversionBB";
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strategies[count++].strategy = new CMeanReversionBBStrategy(symbol, tf);
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strategies[count].name = "EMAPullback";
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strategies[count++].strategy = new CEMAPullbackStrategy(symbol, tf);
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strategies[count].name = "ForexTrend";
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strategies[count++].strategy = new CForexTrendStrategy(symbol, tf);
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strategies[count].name = "BollAverages";
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strategies[count++].strategy = new CBollAveragesStrategy(symbol, tf);
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break;
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case ASSET_STOCK:
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strategies[count].name = "VWAPReversion";
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strategies[count++].strategy = new CVWAPReversionStrategy(symbol, tf);
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strategies[count].name = "OpeningRangeBreakout";
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strategies[count++].strategy = new COpeningRangeBreakoutStrategy(symbol, tf);
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break;
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case ASSET_COMMODITY:
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strategies[count].name = "KeltnerMomentum";
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strategies[count++].strategy = new CKeltnerMomentumStrategy(symbol, tf);
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strategies[count].name = "GoldVolatility";
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strategies[count++].strategy = new CGoldVolatilityStrategy(symbol, tf);
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strategies[count].name = "IndicesEnergies";
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strategies[count++].strategy = new CIndicesEnergiesStrategy(symbol, tf);
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break;
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case ASSET_CRYPTO:
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strategies[count].name = "SuperTrendADXKama";
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strategies[count++].strategy = new CSuperTrendADXKamaStrategy(symbol, tf);
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break;
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default:
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strategies[count].name = "MeanReversionBB";
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strategies[count++].strategy = new CMeanReversionBBStrategy(symbol, tf);
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strategies[count].name = "TestStrategy";
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strategies[count++].strategy = new CTestStrategy(symbol, tf);
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break;
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}
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for (int i = 0; i < count; i++)
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{
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out.Add(strategies[i].strategy);
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}
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}
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#endif // __ASSET_REGISTRY_MQH__
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