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Refactors code to load strategies using StrategiesManager
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@kenorb
kenorb committed Oct 28, 2023
1 parent 47e63e0 commit eeca20a
Showing 1 changed file with 27 additions and 209 deletions.
236 changes: 27 additions & 209 deletions Stg_Meta_Reversal.mqh
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Original file line number Diff line number Diff line change
Expand Up @@ -49,7 +49,7 @@ struct Stg_Meta_Reversal_Params_Defaults : StgParams {

class Stg_Meta_Reversal : public Strategy {
protected:
Ref<Strategy> strat;
DictStruct<long, Ref<Strategy>> strats;

public:
Stg_Meta_Reversal(StgParams &_sparams, TradeParams &_tparams, ChartParams &_cparams, string _name = "")
Expand All @@ -69,225 +69,42 @@ class Stg_Meta_Reversal : public Strategy {
/**
* Event on strategy's init.
*/
void OnInit() { SetStrategy(Meta_Reversal_Strategy); }
void OnInit() { StrategyAdd(Meta_Reversal_Strategy, 0); }

/**
* Sets strategy.
*/
bool SetStrategy(ENUM_STRATEGY _sid) {
bool _result = true;
long _magic_no = Get<long>(STRAT_PARAM_ID);
bool StrategyAdd(ENUM_STRATEGY _sid, long _index = -1) {
ENUM_TIMEFRAMES _tf = Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF);

switch (_sid) {
case STRAT_NONE:
break;
case STRAT_AC:
_result &= StrategyAdd<Stg_AC>(_tf, _magic_no, _sid);
break;
case STRAT_AD:
_result &= StrategyAdd<Stg_AD>(_tf, _magic_no, _sid);
break;
case STRAT_ADX:
_result &= StrategyAdd<Stg_ADX>(_tf, _magic_no, _sid);
break;
case STRAT_AMA:
_result &= StrategyAdd<Stg_AMA>(_tf, _magic_no, _sid);
break;
case STRAT_ARROWS:
_result &= StrategyAdd<Stg_Arrows>(_tf, _magic_no, _sid);
break;
case STRAT_ASI:
_result &= StrategyAdd<Stg_ASI>(_tf, _magic_no, _sid);
break;
case STRAT_ATR:
_result &= StrategyAdd<Stg_ATR>(_tf, _magic_no, _sid);
break;
case STRAT_ALLIGATOR:
_result &= StrategyAdd<Stg_Alligator>(_tf, _magic_no, _sid);
break;
case STRAT_AWESOME:
_result &= StrategyAdd<Stg_Awesome>(_tf, _magic_no, _sid);
break;
case STRAT_BWMFI:
_result &= StrategyAdd<Stg_BWMFI>(_tf, _magic_no, _sid);
break;
case STRAT_BANDS:
_result &= StrategyAdd<Stg_Bands>(_tf, _magic_no, _sid);
break;
case STRAT_BEARS_POWER:
_result &= StrategyAdd<Stg_BearsPower>(_tf, _magic_no, _sid);
break;
case STRAT_BULLS_POWER:
_result &= StrategyAdd<Stg_BullsPower>(_tf, _magic_no, _sid);
break;
case STRAT_CCI:
_result &= StrategyAdd<Stg_CCI>(_tf, _magic_no, _sid);
break;
case STRAT_CHAIKIN:
_result &= StrategyAdd<Stg_Chaikin>(_tf, _magic_no, _sid);
break;
case STRAT_DEMA:
_result &= StrategyAdd<Stg_DEMA>(_tf, _magic_no, _sid);
break;
case STRAT_DPO:
_result &= StrategyAdd<Stg_DPO>(_tf, _magic_no, _sid);
break;
case STRAT_DEMARKER:
_result &= StrategyAdd<Stg_DeMarker>(_tf, _magic_no, _sid);
break;
case STRAT_ENVELOPES:
_result &= StrategyAdd<Stg_Envelopes>(_tf, _magic_no, _sid);
break;
case STRAT_FORCE:
_result &= StrategyAdd<Stg_Force>(_tf, _magic_no, _sid);
break;
case STRAT_FRACTALS:
_result &= StrategyAdd<Stg_Fractals>(_tf, _magic_no, _sid);
break;
case STRAT_GATOR:
_result &= StrategyAdd<Stg_Gator>(_tf, _magic_no, _sid);
break;
case STRAT_HEIKEN_ASHI:
_result &= StrategyAdd<Stg_HeikenAshi>(_tf, _magic_no, _sid);
break;
case STRAT_ICHIMOKU:
_result &= StrategyAdd<Stg_Ichimoku>(_tf, _magic_no, _sid);
break;
case STRAT_INDICATOR:
_result &= StrategyAdd<Stg_Indicator>(_tf, _magic_no, _sid);
break;
case STRAT_MA:
_result &= StrategyAdd<Stg_MA>(_tf, _magic_no, _sid);
break;
case STRAT_MA_BREAKOUT:
_result &= StrategyAdd<Stg_MA_Breakout>(_tf, _magic_no, _sid);
break;
case STRAT_MA_CROSS_PIVOT:
_result &= StrategyAdd<Stg_MA_Cross_Pivot>(_tf, _magic_no, _sid);
break;
case STRAT_MA_CROSS_SHIFT:
_result &= StrategyAdd<Stg_MA_Cross_Shift>(_tf, _magic_no, _sid);
break;
case STRAT_MA_CROSS_SUP_RES:
_result &= StrategyAdd<Stg_MA_Cross_Sup_Res>(_tf, _magic_no, _sid);
break;
case STRAT_MA_TREND:
_result &= StrategyAdd<Stg_MA_Trend>(_tf, _magic_no, _sid);
break;
case STRAT_MACD:
_result &= StrategyAdd<Stg_MACD>(_tf, _magic_no, _sid);
break;
case STRAT_MFI:
_result &= StrategyAdd<Stg_MFI>(_tf, _magic_no, _sid);
break;
case STRAT_MOMENTUM:
_result &= StrategyAdd<Stg_Momentum>(_tf, _magic_no, _sid);
break;
case STRAT_OBV:
_result &= StrategyAdd<Stg_OBV>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR:
_result &= StrategyAdd<Stg_Oscillator>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR_DIVERGENCE:
_result &= StrategyAdd<Stg_Oscillator_Divergence>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR_MULTI:
_result &= StrategyAdd<Stg_Oscillator_Multi>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR_CROSS:
_result &= StrategyAdd<Stg_Oscillator_Cross>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR_CROSS_SHIFT:
_result &= StrategyAdd<Stg_Oscillator_Cross_Shift>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR_CROSS_ZERO:
_result &= StrategyAdd<Stg_Oscillator_Cross_Zero>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR_RANGE:
_result &= StrategyAdd<Stg_Oscillator_Range>(_tf, _magic_no, _sid);
break;
case STRAT_OSCILLATOR_TREND:
_result &= StrategyAdd<Stg_Oscillator_Trend>(_tf, _magic_no, _sid);
break;
case STRAT_OSMA:
_result &= StrategyAdd<Stg_OsMA>(_tf, _magic_no, _sid);
break;
case STRAT_PATTERN:
_result &= StrategyAdd<Stg_Pattern>(_tf, _magic_no, _sid);
break;
case STRAT_PINBAR:
_result &= StrategyAdd<Stg_Pinbar>(_tf, _magic_no, _sid);
break;
case STRAT_PIVOT:
_result &= StrategyAdd<Stg_Pivot>(_tf, _magic_no, _sid);
break;
case STRAT_RSI:
_result &= StrategyAdd<Stg_RSI>(_tf, _magic_no, _sid);
break;
case STRAT_RVI:
_result &= StrategyAdd<Stg_RVI>(_tf, _magic_no, _sid);
break;
case STRAT_SAR:
_result &= StrategyAdd<Stg_SAR>(_tf, _magic_no, _sid);
break;
case STRAT_STDDEV:
_result &= StrategyAdd<Stg_StdDev>(_tf, _magic_no, _sid);
break;
case STRAT_STOCHASTIC:
_result &= StrategyAdd<Stg_Stochastic>(_tf, _magic_no, _sid);
break;
case STRAT_WPR:
_result &= StrategyAdd<Stg_WPR>(_tf, _magic_no, _sid);
break;
case STRAT_ZIGZAG:
_result &= StrategyAdd<Stg_ZigZag>(_tf, _magic_no, _sid);
break;
default:
logger.Warning(StringFormat("Unknown strategy: %d", _sid), __FUNCTION_LINE__, GetName());
break;
Ref<Strategy> _strat = StrategiesManager::StrategyInitByEnum(_sid, _tf);
if (_strat.IsSet()) {
_strat.Ptr().Set<long>(STRAT_PARAM_ID, Get<long>(STRAT_PARAM_ID));
_strat.Ptr().Set<ENUM_TIMEFRAMES>(STRAT_PARAM_TF, _tf);
_strat.Ptr().Set<int>(STRAT_PARAM_TYPE, _sid);
_strat.Ptr().OnInit();
if (_index >= 0) {
strats.Set(_index, _strat);
} else {
strats.Push(_strat);
}
}

return _result;
}

/**
* Adds strategy to specific timeframe.
*
* @param
* _tf - timeframe to add the strategy.
* _magic_no - unique order identified
*
* @return
* Returns true if the strategy has been initialized correctly, otherwise false.
*/
template <typename SClass>
bool StrategyAdd(ENUM_TIMEFRAMES _tf, long _magic_no = 0, int _type = 0) {
bool _result = true;
_magic_no = _magic_no > 0 ? _magic_no : rand();
Ref<Strategy> _strat = ((SClass *)NULL).Init(_tf);
_strat.Ptr().Set<long>(STRAT_PARAM_ID, _magic_no);
_strat.Ptr().Set<ENUM_TIMEFRAMES>(STRAT_PARAM_TF, _tf);
_strat.Ptr().Set<int>(STRAT_PARAM_TYPE, _type);
_strat.Ptr().OnInit();
strat = _strat;
return _result;
return _strat.IsSet();
}

/**
* Check strategy's opening signal.
*/
bool SignalOpen(ENUM_ORDER_TYPE _cmd, int _method, float _level = 0.0f, int _shift = 0) {
bool _result = false;
if (!strat.IsSet()) {
Ref<Strategy> _strat = strats.GetByKey(0);
if (!_strat.IsSet()) {
// Returns false when strategy is not set.
return _result;
}
_level = _level == 0.0f ? strat.Ptr().Get<float>(STRAT_PARAM_SOL) : _level;
_method = _method == 0 ? strat.Ptr().Get<int>(STRAT_PARAM_SOM) : _method;
_shift = _shift == 0 ? strat.Ptr().Get<int>(STRAT_PARAM_SHIFT) : _shift;
_result |= strat.Ptr().SignalOpen(Order::NegateOrderType(_cmd), _method, _level, _shift);
_level = _level == 0.0f ? _strat.Ptr().Get<float>(STRAT_PARAM_SOL) : _level;
_method = _method == 0 ? _strat.Ptr().Get<int>(STRAT_PARAM_SOM) : _method;
_shift = _shift == 0 ? _strat.Ptr().Get<int>(STRAT_PARAM_SHIFT) : _shift;
_result |= _strat.Ptr().SignalOpen(Order::NegateOrderType(_cmd), _method, _level, _shift);
return _result;
}

Expand All @@ -296,14 +113,15 @@ class Stg_Meta_Reversal : public Strategy {
*/
bool SignalClose(ENUM_ORDER_TYPE _cmd, int _method, float _level = 0.0f, int _shift = 0) {
bool _result = false;
if (!strat.IsSet()) {
Ref<Strategy> _strat = strats.GetByKey(0);
if (!_strat.IsSet()) {
// Returns false when strategy is not set.
return _result;
}
_level = _level == 0.0f ? strat.Ptr().Get<float>(STRAT_PARAM_SCL) : _level;
_method = _method == 0 ? strat.Ptr().Get<int>(STRAT_PARAM_SCM) : _method;
_shift = _shift == 0 ? strat.Ptr().Get<int>(STRAT_PARAM_SHIFT) : _shift;
_result |= strat.Ptr().SignalClose(Order::NegateOrderType(_cmd), _method, _level, _shift);
_level = _level == 0.0f ? _strat.Ptr().Get<float>(STRAT_PARAM_SCL) : _level;
_method = _method == 0 ? _strat.Ptr().Get<int>(STRAT_PARAM_SCM) : _method;
_shift = _shift == 0 ? _strat.Ptr().Get<int>(STRAT_PARAM_SHIFT) : _shift;
_result |= _strat.Ptr().SignalClose(Order::NegateOrderType(_cmd), _method, _level, _shift);
return _result;
}
};
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