MQLArticles/Strategy

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Strategy

Framework for building EAs by composition: a base strategy template plus chainable entry/exit filters and a text-based logic engine to combine them.

Main features

• Base strategy template with TP/SL by ATR or fixed points, lot sizing modes and buy/sell control (CStrategyBaseTemplate<TPadre>).
• Chainable technical filters (RSI, Stochastic, Bollinger Bands, SuperTrend, FVG, AD, liquidity...).
• A small logic-rule engine that combines filters using a text expression (and/or, groups, indices) instead of hardcoded if-chains (CStrategyFilterParserClasific).
• Time filters: by day of week and by year (Strategy/Utils).

Basic usage

Basic configuration

CAtrUltraOptimized* atr_ultra = new CAtrUltraOptimized();
atr_ultra.SetVariables(PERIOD_CURRENT, _Symbol, 0, 14);
atr_ultra.SetInternalPointer();
strategy.AddLogFlags(InpStrategyLogLevel);
strategy.SetAtrTP_SL(atr_ultra, INP_STRATEGY_ATR_MULTIPLIER_TP, INP_STRATEGY_ATR_MULTIPLIER_SL); // TP/SL by ATR
strategy.SetOperateMode(TR_BUY_SELL, INP_STRATEGY_TYPE_TPSL);
strategy.SetTP_SL(INP_STRATEGY_SL_POINT, INP_STRATEGY_TP_POINT); // TP/SL by points
if(InpRmLoteType == Fijo)
  strategy.FixedLotSize(InpRmLote);

Filters

// RSI filter
if(INP_FILTER_RSI_ENABLE)
  {
   CSFilterRsi* f = new CSFilterRsi();
   strategy.AddFilter(f);
  }

// Stochastic filter
if(INP_FILTER_STOCH_ENABLE)
  {
   CSFilterStochastic* f = new CSFilterStochastic();
   strategy.AddFilter(f);
  }

// Bollinger Bands filter
if(INP_FILTER_BANDS_ENABLE)
  {
   CSFilterBands* f = new CSFilterBands();
   strategy.AddFilter(f);
  }

// Logic combining filters as text
strategy.CodeCompra<CStrategyFilterEmptyFuncFac>(StringFormat(
    "#group oAnd (%s,%s,%s,%s,%s,%s,%s) == 0 oAnd ([%s] == 0 oOr [%s] == 2)",
    CSFIlterAD_NAME, CSFilterSuperTrend_NAME, CSFilterFvg_NAME, CSFilterBands_NAME,
    CSFilterRsi_NAME, CSFilterStochastic_NAME, CSFilterLiqEstimed_NAME,
    CMediationsByZoneFilterName, CMediationsByZoneFilterName), 5);

// Summary of registered filters
strategy.PrintFilters();

Only the most representative classes are shown here.