Initial MQL5 EA Project

2026-05-27 12:32:26 -04:00
commit 2682cfdca1
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+//+------------------------------------------------------------------+
+//| Strategy.mqh - Trading strategy implementation                     |
+//| Simple MA crossover: Buy when Fast MA > Slow MA, Sell opposite    |
+//+------------------------------------------------------------------+
+
+#ifndef __STRATEGY_MQH__
+#define __STRATEGY_MQH__
+
+#include "Signal.mqh"
+#include "MarketData.mqh"
+#include "Logger.mqh"
+#include "Config.mqh"
+
+class CStrategy
+{
+private:
+   int m_ma_fast_handle;
+   int m_ma_slow_handle;
+   CMarketData *mp_market_data;
+   CLogger *mp_logger;
+   
+   int m_fast_period;
+   int m_slow_period;
+   int m_ma_shift;
+   ENUM_MA_METHOD m_ma_method;
+   ENUM_APPLIED_PRICE m_ma_price;
+
+public:
+   // Constructor
+   CStrategy(CMarketData *market_data, CLogger *logger)
+   {
+      mp_market_data = market_data;
+      mp_logger = logger;
+      
+      m_fast_period = g_ma_fast_period;
+      m_slow_period = g_ma_slow_period;
+      m_ma_shift = g_ma_shift;
+      m_ma_method = g_ma_method;
+      m_ma_price = g_ma_price;
+      
+      m_ma_fast_handle = INVALID_HANDLE;
+      m_ma_slow_handle = INVALID_HANDLE;
+   }
+
+   // Destructor - clean up indicator handles
+   ~CStrategy()
+   {
+      Cleanup();
+   }
+
+   // Initialize strategy and create indicator handles
+   bool Init()
+   {
+      // Create fast MA handle
+      m_ma_fast_handle = iMA(mp_market_data.GetSymbol(), PERIOD_CURRENT, 
+                             m_fast_period, m_ma_shift, m_ma_method, m_ma_price);
+      
+      if(m_ma_fast_handle == INVALID_HANDLE)
+      {
+         if(mp_logger)
+            mp_logger.Error("Failed to create Fast MA indicator");
+         return false;
+      }
+
+      // Create slow MA handle
+      m_ma_slow_handle = iMA(mp_market_data.GetSymbol(), PERIOD_CURRENT, 
+                             m_slow_period, m_ma_shift, m_ma_method, m_ma_price);
+      
+      if(m_ma_slow_handle == INVALID_HANDLE)
+      {
+         if(mp_logger)
+            mp_logger.Error("Failed to create Slow MA indicator");
+         return false;
+      }
+
+      if(mp_logger)
+         mp_logger.Info("Strategy initialized successfully");
+      
+      return true;
+   }
+
+   // Generate trading signal
+   E_SIGNAL GetSignal()
+   {
+      if(m_ma_fast_handle == INVALID_HANDLE || m_ma_slow_handle == INVALID_HANDLE)
+         return SIGNAL_NONE;
+
+      double ma_fast = iGetMainValue(m_ma_fast_handle, 0);
+      double ma_slow = iGetMainValue(m_ma_slow_handle, 0);
+      
+      if(ma_fast == 0 || ma_slow == 0)
+         return SIGNAL_NONE;
+
+      // Get previous values for confirmation
+      double ma_fast_prev = iGetMainValue(m_ma_fast_handle, 1);
+      double ma_slow_prev = iGetMainValue(m_ma_slow_handle, 1);
+
+      if(ma_fast_prev == 0 || ma_slow_prev == 0)
+         return SIGNAL_NONE;
+
+      // Simple MA crossover logic
+      // BUY: Fast MA crosses above Slow MA
+      if(ma_fast_prev <= ma_slow_prev && ma_fast > ma_slow)
+      {
+         if(mp_logger && g_debug_mode)
+            mp_logger.Info(StringFormat("BUY Signal: MA Fast=%.5f > MA Slow=%.5f", ma_fast, ma_slow));
+         return SIGNAL_BUY;
+      }
+
+      // SELL: Fast MA crosses below Slow MA
+      if(ma_fast_prev >= ma_slow_prev && ma_fast < ma_slow)
+      {
+         if(mp_logger && g_debug_mode)
+            mp_logger.Info(StringFormat("SELL Signal: MA Fast=%.5f < MA Slow=%.5f", ma_fast, ma_slow));
+         return SIGNAL_SELL;
+      }
+
+      return SIGNAL_NONE;
+   }
+
+   // Clean up indicator handles
+   void Cleanup()
+   {
+      if(m_ma_fast_handle != INVALID_HANDLE)
+      {
+         IndicatorRelease(m_ma_fast_handle);
+         m_ma_fast_handle = INVALID_HANDLE;
+      }
+
+      if(m_ma_slow_handle != INVALID_HANDLE)
+      {
+         IndicatorRelease(m_ma_slow_handle);
+         m_ma_slow_handle = INVALID_HANDLE;
+      }
+   }
+
+private:
+   // Safe way to get indicator value
+   double iGetMainValue(int handle, int shift)
+   {
+      double value[];
+      ArraySetAsSeries(value, true);
+      
+      if(CopyBuffer(handle, 0, shift, 1, value) <= 0)
+         return 0.0;
+      
+      return value[0];
+   }
+};
+
+#endif //__STRATEGY_MQH__