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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,115 @@ | ||
| /** | ||
| * @file | ||
| * Implements Arrows strategy based on the Arrows indicator. | ||
| */ | ||
|
|
||
| // User input params. | ||
| INPUT_GROUP("Arrows strategy: strategy params"); | ||
| INPUT float Arrows_LotSize = 0; // Lot size | ||
| INPUT int Arrows_SignalOpenMethod = 0; // Signal open method | ||
| INPUT float Arrows_SignalOpenLevel = 0; // Signal open level | ||
| INPUT int Arrows_SignalOpenFilterMethod = 32; // Signal open filter method | ||
| INPUT int Arrows_SignalOpenFilterTime = 3; // Signal open filter time (0-31) | ||
| INPUT int Arrows_SignalOpenBoostMethod = 0; // Signal open boost method | ||
| INPUT int Arrows_SignalCloseMethod = 0; // Signal close method | ||
| INPUT int Arrows_SignalCloseFilter = 32; // Signal close filter (-127-127) | ||
| INPUT float Arrows_SignalCloseLevel = 0; // Signal close level | ||
| INPUT int Arrows_PriceStopMethod = 0; // Price limit method | ||
| INPUT float Arrows_PriceStopLevel = 2; // Price limit level | ||
| INPUT int Arrows_TickFilterMethod = 32; // Tick filter method (0-255) | ||
| INPUT float Arrows_MaxSpread = 4.0; // Max spread to trade (in pips) | ||
| INPUT short Arrows_Shift = 0; // Shift | ||
| INPUT float Arrows_OrderCloseLoss = 80; // Order close loss | ||
| INPUT float Arrows_OrderCloseProfit = 80; // Order close profit | ||
| INPUT int Arrows_OrderCloseTime = -30; // Order close time in mins (>0) or bars (<0) | ||
| INPUT_GROUP("Arrows strategy: Arrows indicator params"); | ||
| INPUT int Arrows_Indi_Arrows_Shift = 0; // Shift | ||
| INPUT ENUM_IDATA_SOURCE_TYPE Arrows_Indi_Arrows_SourceType = IDATA_INDICATOR; // Source type | ||
|
|
||
| // Structs. | ||
|
|
||
| // Defines struct with default user strategy values. | ||
| struct Stg_Arrows_Params_Defaults : StgParams { | ||
| Stg_Arrows_Params_Defaults() | ||
| : StgParams(::Arrows_SignalOpenMethod, ::Arrows_SignalOpenFilterMethod, ::Arrows_SignalOpenLevel, | ||
| ::Arrows_SignalOpenBoostMethod, ::Arrows_SignalCloseMethod, ::Arrows_SignalCloseFilter, | ||
| ::Arrows_SignalCloseLevel, ::Arrows_PriceStopMethod, ::Arrows_PriceStopLevel, | ||
| ::Arrows_TickFilterMethod, ::Arrows_MaxSpread, ::Arrows_Shift) { | ||
| Set(STRAT_PARAM_LS, Arrows_LotSize); | ||
| Set(STRAT_PARAM_OCL, Arrows_OrderCloseLoss); | ||
| Set(STRAT_PARAM_OCP, Arrows_OrderCloseProfit); | ||
| Set(STRAT_PARAM_OCT, Arrows_OrderCloseTime); | ||
| Set(STRAT_PARAM_SOFT, Arrows_SignalOpenFilterTime); | ||
| } | ||
| }; | ||
|
|
||
| #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_Arrows : public Strategy { | ||
| public: | ||
| Stg_Arrows(StgParams &_sparams, TradeParams &_tparams, ChartParams &_cparams, string _name = "") | ||
| : Strategy(_sparams, _tparams, _cparams, _name) {} | ||
|
|
||
| static Stg_Arrows *Init(ENUM_TIMEFRAMES _tf = NULL, EA *_ea = NULL) { | ||
| // Initialize strategy initial values. | ||
| Stg_Arrows_Params_Defaults stg_arrows_defaults; | ||
| StgParams _stg_params(stg_arrows_defaults); | ||
| #ifdef __config__ | ||
| SetParamsByTf<StgParams>(_stg_params, _tf, stg_arrows_m1, stg_arrows_m5, stg_arrows_m15, stg_arrows_m30, | ||
| stg_arrows_h1, stg_arrows_h4, stg_arrows_h8); | ||
| #endif | ||
| // Initialize indicator. | ||
| // Initialize Strategy instance. | ||
| ChartParams _cparams(_tf, _Symbol); | ||
| TradeParams _tparams; | ||
| Strategy *_strat = new Stg_Arrows(_stg_params, _tparams, _cparams, "Arrows"); | ||
| return _strat; | ||
| } | ||
|
|
||
| /** | ||
| * Event on strategy's init. | ||
| */ | ||
| void OnInit() { | ||
| IndiArrowsParams _indi_params(::Arrows_Indi_Arrows_Shift); | ||
| _indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF)); | ||
| SetIndicator(new Indi_Arrows(_indi_params)); | ||
| } | ||
|
|
||
| /** | ||
| * Check strategy's opening signal. | ||
| */ | ||
| bool SignalOpen(ENUM_ORDER_TYPE _cmd, int _method, float _level = 0.0f, int _shift = 0) { | ||
| Indi_Arrows *_indi = GetIndicator(); | ||
| bool _result = | ||
| _indi.GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) && _indi.GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1); | ||
| if (!_result) { | ||
| // Returns false when indicator data is not valid. | ||
| return false; | ||
| } | ||
| IndicatorSignal _signals = _indi.GetSignals(4, _shift); | ||
| switch (_cmd) { | ||
| case ORDER_TYPE_BUY: | ||
| // Buy signal. | ||
| _result &= _indi.IsIncreasing(1, 0, _shift); | ||
| _result &= _indi.IsIncByPct(_level / 10, 0, _shift, 2); | ||
| _result &= _method > 0 ? _signals.CheckSignals(_method) : _signals.CheckSignalsAll(-_method); | ||
| break; | ||
| case ORDER_TYPE_SELL: | ||
| // Sell signal. | ||
| _result &= _indi.IsDecreasing(1, 0, _shift); | ||
| _result &= _indi.IsDecByPct(_level / 10, 0, _shift, 2); | ||
| _result &= _method > 0 ? _signals.CheckSignals(_method) : _signals.CheckSignalsAll(-_method); | ||
| break; | ||
| } | ||
| return _result; | ||
| } | ||
| }; |
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