forked from nique_372/MQLArticles
62 lines
2.1 KiB
Markdown
62 lines
2.1 KiB
Markdown
[← MQLArticles](../README.md)
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# Strategy
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Framework for building EAs by composition: a base strategy template plus chainable entry/exit filters and a text-based logic engine to combine them.
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## Main features
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- Base strategy template with TP/SL by ATR or fixed points, lot sizing modes and buy/sell control (`CStrategyBaseTemplate<TPadre>`).
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- Chainable technical filters (RSI, Stochastic, Bollinger Bands, SuperTrend, FVG, AD, liquidity...).
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- A small logic-rule engine that combines filters using a text expression (`and`/`or`, groups, indices) instead of hardcoded if-chains (`CStrategyFilterParserClasific`).
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- Time filters: by day of week and by year (`Strategy/Utils`).
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## Basic usage
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### Basic configuration
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```mql5
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CAtrUltraOptimized* atr_ultra = new CAtrUltraOptimized();
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atr_ultra.SetVariables(PERIOD_CURRENT, _Symbol, 0, 14);
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atr_ultra.SetInternalPointer();
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strategy.AddLogFlags(InpStrategyLogLevel);
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strategy.SetAtrTP_SL(atr_ultra, INP_STRATEGY_ATR_MULTIPLIER_TP, INP_STRATEGY_ATR_MULTIPLIER_SL); // TP/SL by ATR
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strategy.SetOperateMode(TR_BUY_SELL, INP_STRATEGY_TYPE_TPSL);
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strategy.SetTP_SL(INP_STRATEGY_SL_POINT, INP_STRATEGY_TP_POINT); // TP/SL by points
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if(InpRmLoteType == Fijo)
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strategy.FixedLotSize(InpRmLote);
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```
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### Filters
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```mql5
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// RSI filter
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if(INP_FILTER_RSI_ENABLE)
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{
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CSFilterRsi* f = new CSFilterRsi();
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strategy.AddFilter(f);
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}
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// Stochastic filter
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if(INP_FILTER_STOCH_ENABLE)
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{
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CSFilterStochastic* f = new CSFilterStochastic();
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strategy.AddFilter(f);
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}
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// Bollinger Bands filter
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if(INP_FILTER_BANDS_ENABLE)
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{
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CSFilterBands* f = new CSFilterBands();
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strategy.AddFilter(f);
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}
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// Logic combining filters as text
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strategy.CodeCompra<CStrategyFilterEmptyFuncFac>(StringFormat(
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"#group oAnd (%s,%s,%s,%s,%s,%s,%s) == 0 oAnd ([%s] == 0 oOr [%s] == 2)",
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CSFIlterAD_NAME, CSFilterSuperTrend_NAME, CSFilterFvg_NAME, CSFilterBands_NAME,
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CSFilterRsi_NAME, CSFilterStochastic_NAME, CSFilterLiqEstimed_NAME,
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CMediationsByZoneFilterName, CMediationsByZoneFilterName), 5);
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// Summary of registered filters
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strategy.PrintFilters();
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```
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> Only the most representative classes are shown here.
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