MQLArticles/Strategy/Drv/Ao/Main.mqh

//+------------------------------------------------------------------+
//|                                                   StrategyAO.mqh |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                     https://www.mql5.com/es/users/nique_372/news |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Niquel Mendoza."
#property link      "https://www.mql5.com/es/users/nique_372/news"
#property strict

#ifndef MQLARTICLES_STRATEGY_DRV_AO_MAIN_MQH
#define MQLARTICLES_STRATEGY_DRV_AO_MAIN_MQH


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
#include "..\\..\\Core\\Base.mqh"

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CStrategyAO :  public CStrategyBase
 {
protected:
  //--- Atr para auto-optimizacion (simulacion)
  int                m_simulation_atr_handle;
  double             m_simulation_atr_arr[];
  bool               m_in_simulate_mode;
  bool               CopyDataAtrSimulate(int start, int count);

  //--- Hooks
  virtual bool       OnSimulationStart() { return true; }
  virtual void       OnSimulationEnd() { }

public:
                     CStrategyAO(ulong magic_number_, string symbol_, ENUM_TIMEFRAMES timeframe_ = PERIOD_CURRENT,
              long chart_id_ = 0, int subwindow_ = 0, ulong max_deviation_ = NO_MAX_DEVIATION_DEFINED, string name = "Strategy");
                    ~CStrategyAO(void);

  //---
  using              CStrategyBase::GetSL;
  using              CStrategyBase::GetTP;
  double             GetSL(double entry_price, ENUM_POSITION_TYPE position_type, datetime curr_time, int index);
  double             GetTP(double entry_price, ENUM_POSITION_TYPE position_type, datetime curr_time, int index);

  //--- Funciones de seteo
  void               SetAtrTP_SLOptimizer(int handle);

  //--- Funciones para la simulacion de la estrategia - para la autooptimizacion
  virtual bool       SimulateBar(int index, double open, double high, double low, double close, datetime time, long tick_volume,
                                 const float &genes[], OptimizationOrderTime &trades[]) { return false; } // En la simulacion de una vela

  bool               OnInitSimulate(int start, int count); // Al inicio de la simuation (vela start numero de velas)
  void               OnEndSimulate();// Al finalizar la simulacion

  //--- Getters extra
  inline bool        InSimulation() const { return m_in_simulate_mode; }
  inline int         SimulationAtrHandle() const { return m_simulation_atr_handle; }
 };

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CStrategyAO::CStrategyAO(ulong magic_number_, string symbol_, ENUM_TIMEFRAMES timeframe_ = PERIOD_CURRENT, long chart_id_ = 0
                         , int subwindow_ = 0, ulong max_deviation_ = 0, string name = "Strategy")
  : CStrategyBase(magic_number_, symbol_, timeframe_, chart_id_, subwindow_, max_deviation_, name),
    m_simulation_atr_handle(INVALID_HANDLE), m_in_simulate_mode(false)
 {
//---
  ::ArraySetAsSeries(m_simulation_atr_arr, true);
  ::ArrayResize(m_simulation_atr_arr, 0);
 }

//+------------------------------------------------------------------+
//| Funciones para la simulacion                                     |
//+------------------------------------------------------------------+
bool CStrategyAO::CopyDataAtrSimulate(int start, int count)
 {
  ::ResetLastError();
  if(::CopyBuffer(m_simulation_atr_handle, 0, start, count, m_simulation_atr_arr) < count)
   {
    LogError(::StringFormat("No se pudieron copiar datos del atr, ultimo error= %d", GetLastError()), FUNCION_ACTUAL);
    return false;
   }
  return true;
 }

//+------------------------------------------------------------------+
bool CStrategyAO::OnInitSimulate(int start, int count)
 {
// Antes de la simulacion copiamos el atr para el uso del tp y sl
  if(!CopyDataAtrSimulate(start, count))
    return false;
  if(!OnSimulationStart())
    return false;
//---
  m_in_simulate_mode = true;
  return true;
 }
//+------------------------------------------------------------------+
void CStrategyAO::OnEndSimulate(void)
 {
  m_in_simulate_mode = false;
  OnSimulationEnd();
 }

//+------------------------------------------------------------------+
void CStrategyAO::SetAtrTP_SLOptimizer(int handle)
 {
  if(handle == INVALID_HANDLE)
   {
    LogError("El handle del indicador atr para la simulacion es invalido", FUNCION_ACTUAL);
    Remover();
    return;
   }
  m_simulation_atr_handle = handle;
 }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double CStrategyAO::GetTP(double entry_price, ENUM_POSITION_TYPE position_type, datetime curr_time, int index)
 {
  double val = m_point_value;
  double val_to = m_TP_POINTS;

  if(m_tp_sl_mode == TP_SL_ATR)
   {
    val_to = m_atr_multiplier_tp;
    val = m_simulation_atr_arr[index];
   }

  const double spr = (m_tick.ask - m_tick.bid);
  const double to_sum = ::fmax(m_stops_leevel + spr, (val * val_to));
  return  position_type == POSITION_TYPE_BUY ? entry_price + to_sum : entry_price - to_sum;
 }

//+------------------------------------------------------------------+
double CStrategyAO::GetSL(double entry_price, ENUM_POSITION_TYPE position_type, datetime curr_time, int index)
 {
  double val = m_point_value;
  double val_to = m_SL_POINTS;
  if(m_tp_sl_mode == TP_SL_ATR)
   {
    val_to = m_atr_multiplier_sl;
    val = m_simulation_atr_arr[index];
   }

  const double spr = (m_tick.ask - m_tick.bid);
  const double to_sum = ::fmax(m_stops_leevel + spr, (val * val_to));
  return  position_type == POSITION_TYPE_BUY ? entry_price - to_sum : entry_price + to_sum;
 }
//+------------------------------------------------------------------+
#endif // MQLARTICLES_STRATEGY_DRV_AO_MAIN_MQH