96 lines
2.9 KiB
MQL5
96 lines
2.9 KiB
MQL5
#include "..\IStrategy.mqh"
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#include "..\KnowledgeBase.mqh"
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#include "..\TradeManager.mqh"
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class CAwesomeOscillatorStrategy : public IStrategy
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{
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private:
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// AO parameters
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int m_fastPeriod, m_slowPeriod;
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// Cached values
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double m_ao_current, m_ao_prev1, m_ao_prev2;
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double m_close0, m_close1;
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public:
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CAwesomeOscillatorStrategy(const string symbol, const ENUM_TIMEFRAMES tf) : IStrategy("AwesomeOscillatorStrategy", symbol, tf)
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{
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m_fastPeriod = 5; m_slowPeriod = 34;
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ResetValues();
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}
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virtual string Name() { return "AwesomeOscillatorStrategy"; }
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void ResetValues()
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{
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m_ao_current = m_ao_prev1 = m_ao_prev2 = 0;
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m_close0 = m_close1 = 0;
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}
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virtual void Refresh()
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{
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ResetValues();
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m_close0 = iClose(m_symbol, m_timeframe, 0);
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m_close1 = iClose(m_symbol, m_timeframe, 1);
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// Calculate Awesome Oscillator
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double ao_buffer[];
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int ao_handle = iAO(m_symbol, m_timeframe);
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if(ao_handle > 0 && CopyBuffer(ao_handle, 0, 0, 3, ao_buffer) == 3)
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{
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m_ao_current = ao_buffer[0];
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m_ao_prev1 = ao_buffer[1];
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m_ao_prev2 = ao_buffer[2];
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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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// Saucer strategy - three consecutive bars
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bool saucer_bullish = (m_ao_prev2 < m_ao_prev1 && m_ao_prev1 < m_ao_current &&
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m_ao_prev1 > 0 && m_ao_current > 0);
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bool saucer_bearish = (m_ao_prev2 > m_ao_prev1 && m_ao_prev1 > m_ao_current &&
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m_ao_prev1 < 0 && m_ao_current < 0);
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// Zero line cross
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bool zero_cross_up = (m_ao_prev1 < 0 && m_ao_current > 0);
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bool zero_cross_down = (m_ao_prev1 > 0 && m_ao_current < 0);
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// Twin peaks strategy
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bool twin_peaks_bullish = false;
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bool twin_peaks_bearish = false;
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// Bullish saucer or zero cross
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if(saucer_bullish || zero_cross_up)
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{
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ord.action = ACTION_BUY;
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ord.order_type = ORDER_TYPE_BUY;
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ord.stop_loss = m_close0 - 30 * _Point;
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ord.take_profit = m_close0 + 90 * _Point;
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return ord;
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}
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// Bearish saucer or zero cross
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else if(saucer_bearish || zero_cross_down)
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{
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ord.action = ACTION_SELL;
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ord.order_type = ORDER_TYPE_SELL;
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ord.stop_loss = m_close0 + 30 * _Point;
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ord.take_profit = m_close0 - 90 * _Point;
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return ord;
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}
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return ord;
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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(), "ao_current", m_ao_current);
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(*kb).WriteKV(ts, m_symbol, Name(), "ao_prev1", m_ao_prev1);
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(*kb).WriteKV(ts, m_symbol, Name(), "ao_prev2", m_ao_prev2);
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(*kb).WriteKV(ts, m_symbol, Name(), "ao_momentum", m_ao_current - m_ao_prev1);
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}
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};
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