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Stg_ATR_MA_Trend.mqh
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Stg_ATR_MA_Trend.mqh
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//+------------------------------------------------------------------+
//| EA31337 - multi-strategy advanced trading robot |
//| Copyright 2016-2023, FX31337 |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/**
* @file
* Implements ATR MA Trend strategy
* based on the Average True Range (ATR) and Moving Average (MA) indicators.
*/
// Includes.
#include "Indi_ATR_MA_Trend.mqh"
// User input params.
INPUT float ATR_MA_Trend_LotSize = 0; // Lot size
INPUT int ATR_MA_Trend_SignalOpenMethod = 0; // Signal open method
INPUT int ATR_MA_Trend_SignalOpenFilterMethod = 32; // Signal open filter method
INPUT int ATR_MA_Trend_SignalOpenFilterTime = 9; // Signal open filter time
INPUT float ATR_MA_Trend_SignalOpenLevel = 0.0f; // Signal open level
INPUT int ATR_MA_Trend_SignalOpenBoostMethod = 0; // Signal open boost method
INPUT int ATR_MA_Trend_SignalCloseMethod = 0; // Signal close method
INPUT int ATR_MA_Trend_SignalCloseFilter = 32; // Signal close filter (-127-127)
INPUT float ATR_MA_Trend_SignalCloseLevel = 0.0f; // Signal close level
INPUT int ATR_MA_Trend_PriceStopMethod = 1; // Price stop method (0-127)
INPUT float ATR_MA_Trend_PriceStopLevel = 2; // Price stop level
INPUT int ATR_MA_Trend_TickFilterMethod = 28; // Tick filter method (0-255)
INPUT float ATR_MA_Trend_MaxSpread = 4.0; // Max spread to trade (in pips)
INPUT short ATR_MA_Trend_Shift = 0; // Shift (relative to the current bar, 0 - default)
INPUT int ATR_MA_Trend_OrderCloseLoss = 0; // Order close loss
INPUT int ATR_MA_Trend_OrderCloseProfit = 0; // Order close profit
INPUT int ATR_MA_Trend_OrderCloseTime = -30; // Order close time in mins (>0) or bars (<0)
INPUT string __ATR_MA_Trend_Indi_ATR_MA_Trend_Params__ =
"-- TMA True: ATR MA Trend indicator params --"; // >>> ATR MA Trend strategy: ATR MA Trend indicator <<<
INPUT int ATR_MA_Trend_Indi_ATR_MA_Trend_Period = 13; // Main Period
INPUT double ATR_MA_Trend_Indi_ATR_MA_Trend_Shift_Pc = 0; // Indicator Shift Percentage
INPUT int ATR_MA_Trend_Indi_ATR_MA_Trend_ATR_Period = 15; // ATR Period
INPUT double ATR_MA_Trend_Indi_ATR_MA_Trend_ATR_Sensitivity = 1.5; // ATR Sensitivity
INPUT int ATR_MA_Trend_Indi_ATR_MA_Trend_Indi_Shift = 0; // Indicator Shift
INPUT int ATR_MA_Trend_Indi_ATR_MA_Trend_Shift = 0; // Shift (relative to the current bar, 0 - default)
// Defines struct with default user strategy values.
struct Stg_ATR_MA_Trend_Params_Defaults : StgParams {
Stg_ATR_MA_Trend_Params_Defaults()
: StgParams(::ATR_MA_Trend_SignalOpenMethod, ::ATR_MA_Trend_SignalOpenFilterMethod,
::ATR_MA_Trend_SignalOpenLevel, ::ATR_MA_Trend_SignalOpenBoostMethod,
::ATR_MA_Trend_SignalCloseMethod, ::ATR_MA_Trend_SignalCloseFilter, ::ATR_MA_Trend_SignalCloseLevel,
::ATR_MA_Trend_PriceStopMethod, ::ATR_MA_Trend_PriceStopLevel, ::ATR_MA_Trend_TickFilterMethod,
::ATR_MA_Trend_MaxSpread, ::ATR_MA_Trend_Shift) {
Set(STRAT_PARAM_LS, ATR_MA_Trend_LotSize);
Set(STRAT_PARAM_OCL, ATR_MA_Trend_OrderCloseLoss);
Set(STRAT_PARAM_OCP, ATR_MA_Trend_OrderCloseProfit);
Set(STRAT_PARAM_OCT, ATR_MA_Trend_OrderCloseTime);
Set(STRAT_PARAM_SOFT, ATR_MA_Trend_SignalOpenFilterTime);
}
} stg_atrmat_defaults;
#ifdef __config__
// Loads pair specific param values.
#include "config/H1.h"
#include "config/H4.h"
//#include "config/H8.h"
#include "config/M1.h"
#include "config/M15.h"
#include "config/M30.h"
#include "config/M5.h"
#endif
class Stg_ATR_MA_Trend : public Strategy {
public:
Stg_ATR_MA_Trend(StgParams &_sparams, TradeParams &_tparams, ChartParams &_cparams, string _name = "")
: Strategy(_sparams, _tparams, _cparams, _name) {}
static Stg_ATR_MA_Trend *Init(ENUM_TIMEFRAMES _tf = NULL) {
// Initialize strategy initial values.
StgParams _stg_params(stg_atrmat_defaults);
#ifdef __config__
SetParamsByTf<StgParams>(_stg_params, _tf, stg_atr_ma_trend_m1, stg_atr_ma_trend_m5, stg_atr_ma_trend_m15,
stg_atr_ma_trend_m30, stg_atr_ma_trend_h1, stg_atr_ma_trend_h4, stg_atr_ma_trend_h4);
#endif
// Initialize indicator.
// Initialize strategy instance.
ChartParams _cparams(_tf, _Symbol);
TradeParams _tparams;
Strategy *_strat = new Stg_ATR_MA_Trend(_stg_params, _tparams, _cparams, "ATR MA Trend");
return _strat;
}
/**
* Event on strategy's init.
*/
void OnInit() {
Indi_ATR_MA_Trend_Params _indi_params(
::ATR_MA_Trend_Indi_ATR_MA_Trend_Period, ::ATR_MA_Trend_Indi_ATR_MA_Trend_Shift_Pc,
::ATR_MA_Trend_Indi_ATR_MA_Trend_ATR_Period, ::ATR_MA_Trend_Indi_ATR_MA_Trend_ATR_Sensitivity,
::ATR_MA_Trend_Indi_ATR_MA_Trend_Indi_Shift, ::ATR_MA_Trend_Indi_ATR_MA_Trend_Shift);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_ATR_MA_Trend(_indi_params));
}
/**
* Check strategy's opening signal.
*/
bool SignalOpen(ENUM_ORDER_TYPE _cmd, int _method = 0, float _level = 0.0f, int _shift = 0) {
Indi_ATR_MA_Trend *_indi = GetIndicator();
Chart *_chart = (Chart *)_indi;
bool _result = _indi.GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift);
if (!_result) {
// Returns false when indicator data is not valid.
return false;
}
double _down1 = _indi[_shift][(int)INDI_ATR_MA_TREND_DOWN];
double _down2 = _indi[_shift][(int)INDI_ATR_MA_TREND_DOWN2];
double _up1 = _indi[_shift][(int)INDI_ATR_MA_TREND_UP];
double _up2 = _indi[_shift][(int)INDI_ATR_MA_TREND_UP2];
switch (_cmd) {
case ORDER_TYPE_BUY:
_result &= _indi[_shift][(int)INDI_ATR_MA_TREND_DOWN2] > 0;
break;
case ORDER_TYPE_SELL:
_result &= _indi[_shift][(int)INDI_ATR_MA_TREND_UP2] > 0;
break;
}
return _result;
}
};