Implements Meta Trend strategy logic

.github/workflows/backtest.yml

@@ -41,14 +41,14 @@ jobs:
           include: .
           init-platform: true
           mt-version: 5.0.0.2361
-          path: Stg_Meta_Reversal.mq4
+          path: Stg_Meta_Trend.mq4
           verbose: true
       - name: Compile for MQL5
         uses: fx31337/mql-compile-action@master
         with:
           include: .
           mt-version: 5.0.0.2515
-          path: Stg_Meta_Reversal.mq5
+          path: Stg_Meta_Trend.mq5
           verbose: true
       - name: List compiled files
         run: '(Get-ChildItem -Recurse -Path . -Include *.ex[45]).fullname'
@@ -79,7 +79,7 @@ jobs:
           OptFormatBrief: true
           OptFormatJson: true
           OptVerbose: true
-          TestExpert: "Stg_Meta_Reversal"
+          TestExpert: "Stg_Meta_Trend"
           TestPeriod: M1
           TestReportName: Report-${{ matrix.year }}-${{ matrix.month }}
       - name: Upload results

.github/workflows/compile.yml

@@ -43,14 +43,14 @@ jobs:
           include: .
           init-platform: true
           mt-version: 5.0.0.2361
-          path: Stg_Meta_Reversal.mq4
+          path: Stg_Meta_Trend.mq4
           verbose: true
       - name: Compile for MQL5
         uses: fx31337/mql-compile-action@master
         with:
           include: .
           mt-version: 5.0.0.2515
-          path: Stg_Meta_Reversal.mq5
+          path: Stg_Meta_Trend.mq5
           verbose: true
       - name: List compiled files
         run: '(Get-ChildItem -Recurse -Path . -Include *.ex[45]).fullname'

README.md

@@ -1,4 +1,4 @@
-# Strategy Meta Reversal
+# Strategy Meta Trend
 
 [![Status][gha-image-check-master]][gha-link-check-master]
 [![Status][gha-image-compile-master]][gha-link-compile-master]
@@ -7,7 +7,8 @@
 [![License][license-image]][license-link]
 [![Edit][gh-edit-badge]][gh-edit-link]
 
-Reversal meta strategy reverses signals of another strategy.
+Trend meta strategy to filter out
+signals of other strategies based on the current trend.
 
 ## Dependencies
 
@@ -21,12 +22,12 @@ Reversal meta strategy reverses signals of another strategy.
 [gh-discuss-link]: https://github.com/EA31337/EA31337-Strategies/discussions
 
 [gh-edit-badge]: https://img.shields.io/badge/GitHub-edit-purple.svg?logo=github
-[gh-edit-link]: https://github.dev/EA31337/Strategy-Meta_Reversal
+[gh-edit-link]: https://github.dev/EA31337/Strategy-Meta_Trend
 
-[gha-link-check-master]: https://github.com/EA31337/Strategy-Meta_Reversal/actions?query=workflow:Check+branch%3Amaster
-[gha-image-check-master]: https://github.com/EA31337/Strategy-Meta_Reversal/workflows/Check/badge.svg?branch=master
-[gha-link-compile-master]: https://github.com/EA31337/Strategy-Meta_Reversal/actions?query=workflow:Compile+branch%3Amaster
-[gha-image-compile-master]: https://github.com/EA31337/Strategy-Meta_Reversal/workflows/Compile/badge.svg?branch=master
+[gha-link-check-master]: https://github.com/EA31337/Strategy-Meta_Trend/actions?query=workflow:Check+branch%3Amaster
+[gha-image-check-master]: https://github.com/EA31337/Strategy-Meta_Trend/workflows/Check/badge.svg?branch=master
+[gha-link-compile-master]: https://github.com/EA31337/Strategy-Meta_Trend/actions?query=workflow:Compile+branch%3Amaster
+[gha-image-compile-master]: https://github.com/EA31337/Strategy-Meta_Trend/workflows/Compile/badge.svg?branch=master
 
 [tg-channel-image]: https://img.shields.io/badge/Telegram-join-0088CC.svg?logo=telegram
 [tg-channel-link]: https://t.me/EA31337

Stg_Meta_Reversal.mq4 → Stg_Meta_Trend.mq4

@@ -6,8 +6,8 @@
 
 /**
  * @file
- * Implements Reversal meta strategy.
+ * Implements Trend meta strategy.
  */
 
 // Includes the main code.
-#include "Stg_Meta_Reversal.mq5"
+#include "Stg_Meta_Trend.mq5"

Stg_Meta_Reversal.mq5 → Stg_Meta_Trend.mq5

@@ -1,6 +1,6 @@
 /**
  * @file
- * Implements Reversal meta strategy.
+ * Implements Trend meta strategy.
  */
 
 // Includes conditional compilation directives.
@@ -32,13 +32,13 @@ input ENUM_LOG_LEVEL Log_Level = V_INFO;  // Log level.
 input bool Info_On_Chart = true;          // Display info on chart.
 
 // Includes strategy class.
-#include "Stg_Meta_Reversal.mqh"
+#include "Stg_Meta_Trend.mqh"
 
 // Defines.
-#define ea_name "Strategy Meta Reversal"
+#define ea_name "Strategy Meta Trend"
 #define ea_version "2.000"
-#define ea_desc "Reversal meta strategy reverses signals of another strategy."
-#define ea_link "https://github.com/EA31337/Strategy-Meta_Reversal"
+#define ea_desc "Trend meta strategy to filter out signals of other strategies based on the current trend."
+#define ea_link "https://github.com/EA31337/Strategy-Meta_Trend"
 #define ea_author "EA31337 Ltd"
 
 // Properties.
@@ -64,7 +64,7 @@ int OnInit() {
   bool _result = true;
   EAParams ea_params(__FILE__, Log_Level);
   ea = new EA(ea_params);
-  _result &= ea.StrategyAdd<Stg_Meta_Reversal>(Active_Tfs);
+  _result &= ea.StrategyAdd<Stg_Meta_Trend>(Active_Tfs);
   return (_result ? INIT_SUCCEEDED : INIT_FAILED);
 }
 

Stg_Meta_Reversal.mqh → Stg_Meta_Trend.mqh

@@ -1,75 +1,87 @@
 /**
  * @file
- * Implements Reversal meta strategy.
+ * Implements Trend meta strategy.
  */
 
 // Prevents processing this includes file multiple times.
-#ifndef STG_META_REVERSAL_MQH
-#define STG_META_REVERSAL_MQH
+#ifndef STG_META_TREND_MQH
+#define STG_META_TREND_MQH
 
 // User input params.
-INPUT2_GROUP("Meta Reversal strategy: main params");
-INPUT2 ENUM_STRATEGY Meta_Reversal_Strategy = STRAT_ATR;  // Strategy to reverse signals
-INPUT2_GROUP("Meta Reversal strategy: common params");
-INPUT2 float Meta_Reversal_LotSize = 0;                // Lot size
-INPUT2 int Meta_Reversal_SignalOpenMethod = 0;         // Signal open method
-INPUT2 float Meta_Reversal_SignalOpenLevel = 0;        // Signal open level
-INPUT2 int Meta_Reversal_SignalOpenFilterMethod = 32;  // Signal open filter method
-INPUT2 int Meta_Reversal_SignalOpenFilterTime = 3;     // Signal open filter time (0-31)
-INPUT2 int Meta_Reversal_SignalOpenBoostMethod = 0;    // Signal open boost method
-INPUT2 int Meta_Reversal_SignalCloseMethod = 0;        // Signal close method
-INPUT2 int Meta_Reversal_SignalCloseFilter = 32;       // Signal close filter (-127-127)
-INPUT2 float Meta_Reversal_SignalCloseLevel = 0;       // Signal close level
-INPUT2 int Meta_Reversal_PriceStopMethod = 0;          // Price limit method
-INPUT2 float Meta_Reversal_PriceStopLevel = 2;         // Price limit level
-INPUT2 int Meta_Reversal_TickFilterMethod = 32;        // Tick filter method (0-255)
-INPUT2 float Meta_Reversal_MaxSpread = 4.0;            // Max spread to trade (in pips)
-INPUT2 short Meta_Reversal_Shift = 0;                  // Shift
-INPUT2 float Meta_Reversal_OrderCloseLoss = 30;        // Order close loss
-INPUT2 float Meta_Reversal_OrderCloseProfit = 30;      // Order close profit
-INPUT2 int Meta_Reversal_OrderCloseTime = -10;         // Order close time in mins (>0) or bars (<0)
+INPUT2_GROUP("Meta Trend strategy: main params");
+INPUT2 ENUM_STRATEGY Meta_Trend_Strategy = STRAT_STOCHASTIC;  // Strategy to filter by trend
+INPUT2_GROUP("Meta Trend strategy: common params");
+INPUT2 float Meta_Trend_LotSize = 0;                // Lot size
+INPUT2 int Meta_Trend_SignalOpenMethod = 0;         // Signal open method
+INPUT2 float Meta_Trend_SignalOpenLevel = 0;        // Signal open level
+INPUT2 int Meta_Trend_SignalOpenFilterMethod = 32;  // Signal open filter method
+INPUT2 int Meta_Trend_SignalOpenFilterTime = 3;     // Signal open filter time (0-31)
+INPUT2 int Meta_Trend_SignalOpenBoostMethod = 0;    // Signal open boost method
+INPUT2 int Meta_Trend_SignalCloseMethod = 0;        // Signal close method
+INPUT2 int Meta_Trend_SignalCloseFilter = 32;       // Signal close filter (-127-127)
+INPUT2 float Meta_Trend_SignalCloseLevel = 0;       // Signal close level
+INPUT2 int Meta_Trend_PriceStopMethod = 0;          // Price limit method
+INPUT2 float Meta_Trend_PriceStopLevel = 2;         // Price limit level
+INPUT2 int Meta_Trend_TickFilterMethod = 32;        // Tick filter method (0-255)
+INPUT2 float Meta_Trend_MaxSpread = 4.0;            // Max spread to trade (in pips)
+INPUT2 short Meta_Trend_Shift = 0;                  // Shift
+INPUT2 float Meta_Trend_OrderCloseLoss = 200;       // Order close loss
+INPUT2 float Meta_Trend_OrderCloseProfit = 200;     // Order close profit
+INPUT2 int Meta_Trend_OrderCloseTime = 2880;        // Order close time in mins (>0) or bars (<0)
+INPUT_GROUP("Meta Trend strategy: RSI oscillator params");
+INPUT int Meta_Trend_RSI_Period = 16;                                    // Period
+INPUT ENUM_APPLIED_PRICE Meta_Trend_RSI_Applied_Price = PRICE_WEIGHTED;  // Applied Price
+INPUT int Meta_Trend_RSI_Shift = 0;                                      // Shift
+INPUT ENUM_IDATA_SOURCE_TYPE Meta_Trend_RSI_SourceType = IDATA_BUILTIN;  // Source type
 
 // Structs.
-
 // Defines struct with default user strategy values.
-struct Stg_Meta_Reversal_Params_Defaults : StgParams {
-  Stg_Meta_Reversal_Params_Defaults()
-      : StgParams(::Meta_Reversal_SignalOpenMethod, ::Meta_Reversal_SignalOpenFilterMethod,
-                  ::Meta_Reversal_SignalOpenLevel, ::Meta_Reversal_SignalOpenBoostMethod,
-                  ::Meta_Reversal_SignalCloseMethod, ::Meta_Reversal_SignalCloseFilter,
-                  ::Meta_Reversal_SignalCloseLevel, ::Meta_Reversal_PriceStopMethod, ::Meta_Reversal_PriceStopLevel,
-                  ::Meta_Reversal_TickFilterMethod, ::Meta_Reversal_MaxSpread, ::Meta_Reversal_Shift) {
-    Set(STRAT_PARAM_LS, Meta_Reversal_LotSize);
-    Set(STRAT_PARAM_OCL, Meta_Reversal_OrderCloseLoss);
-    Set(STRAT_PARAM_OCP, Meta_Reversal_OrderCloseProfit);
-    Set(STRAT_PARAM_OCT, Meta_Reversal_OrderCloseTime);
-    Set(STRAT_PARAM_SOFT, Meta_Reversal_SignalOpenFilterTime);
+struct Stg_Meta_Trend_Params_Defaults : StgParams {
+  Stg_Meta_Trend_Params_Defaults()
+      : StgParams(::Meta_Trend_SignalOpenMethod, ::Meta_Trend_SignalOpenFilterMethod, ::Meta_Trend_SignalOpenLevel,
+                  ::Meta_Trend_SignalOpenBoostMethod, ::Meta_Trend_SignalCloseMethod, ::Meta_Trend_SignalCloseFilter,
+                  ::Meta_Trend_SignalCloseLevel, ::Meta_Trend_PriceStopMethod, ::Meta_Trend_PriceStopLevel,
+                  ::Meta_Trend_TickFilterMethod, ::Meta_Trend_MaxSpread, ::Meta_Trend_Shift) {
+    Set(STRAT_PARAM_LS, ::Meta_Trend_LotSize);
+    Set(STRAT_PARAM_OCL, ::Meta_Trend_OrderCloseLoss);
+    Set(STRAT_PARAM_OCP, ::Meta_Trend_OrderCloseProfit);
+    Set(STRAT_PARAM_OCT, ::Meta_Trend_OrderCloseTime);
+    Set(STRAT_PARAM_SOFT, ::Meta_Trend_SignalOpenFilterTime);
   }
 };
 
-class Stg_Meta_Reversal : public Strategy {
+class Stg_Meta_Trend : public Strategy {
  protected:
   Ref<Strategy> strat;
 
  public:
-  Stg_Meta_Reversal(StgParams &_sparams, TradeParams &_tparams, ChartParams &_cparams, string _name = "")
+  Stg_Meta_Trend(StgParams &_sparams, TradeParams &_tparams, ChartParams &_cparams, string _name = "")
       : Strategy(_sparams, _tparams, _cparams, _name) {}
 
-  static Stg_Meta_Reversal *Init(ENUM_TIMEFRAMES _tf = NULL, EA *_ea = NULL) {
+  static Stg_Meta_Trend *Init(ENUM_TIMEFRAMES _tf = NULL, EA *_ea = NULL) {
     // Initialize strategy initial values.
-    Stg_Meta_Reversal_Params_Defaults stg_reversal_defaults;
-    StgParams _stg_params(stg_reversal_defaults);
+    Stg_Meta_Trend_Params_Defaults stg_trend_defaults;
+    StgParams _stg_params(stg_trend_defaults);
     // Initialize Strategy instance.
     ChartParams _cparams(_tf, _Symbol);
     TradeParams _tparams;
-    Strategy *_strat = new Stg_Meta_Reversal(_stg_params, _tparams, _cparams, "(Meta) Reversal");
+    Strategy *_strat = new Stg_Meta_Trend(_stg_params, _tparams, _cparams, "(Meta) Trend");
     return _strat;
   }
 
   /**
    * Event on strategy's init.
    */
-  void OnInit() { SetStrategy(Meta_Reversal_Strategy); }
+  void OnInit() {
+    SetStrategy(Meta_Trend_Strategy);
+    // Initialize indicators.
+    {
+      IndiRSIParams _indi_params(::Meta_Trend_RSI_Period, ::Meta_Trend_RSI_Applied_Price, ::Meta_Trend_RSI_Shift);
+      _indi_params.SetDataSourceType(::Meta_Trend_RSI_SourceType);
+      _indi_params.SetTf(PERIOD_D1);
+      SetIndicator(new Indi_RSI(_indi_params));
+    }
+  }
 
   /**
    * Sets strategy.
@@ -133,6 +145,9 @@ class Stg_Meta_Reversal : public Strategy {
       case STRAT_DEMARKER:
         _result &= StrategyAdd<Stg_DeMarker>(_tf, _magic_no, _sid);
         break;
+      case STRAT_DPO:
+        _result &= StrategyAdd<Stg_DPO>(_tf, _magic_no, _sid);
+        break;
       case STRAT_ENVELOPES:
         _result &= StrategyAdd<Stg_Envelopes>(_tf, _magic_no, _sid);
         break;
@@ -157,6 +172,9 @@ class Stg_Meta_Reversal : public Strategy {
       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;
@@ -273,15 +291,26 @@ class Stg_Meta_Reversal : public Strategy {
    * Check strategy's opening signal.
    */
   bool SignalOpen(ENUM_ORDER_TYPE _cmd, int _method, float _level = 0.0f, int _shift = 0) {
-    bool _result = false;
+    bool _result = true;
     if (!strat.IsSet()) {
       // Returns false when strategy is not set.
-      return _result;
+      return false;
+    }
+    IndicatorBase *_indi = GetIndicator();
+    // uint _ishift = _indi.GetShift();
+    uint _ishift = _shift;
+    switch (_cmd) {
+      case ORDER_TYPE_BUY:
+        _result &= _indi[_shift][0] >= 50 && _indi[_shift + 1][0] >= 50;
+        break;
+      case ORDER_TYPE_SELL:
+        _result &= _indi[_shift][0] <= 50 && _indi[_shift + 1][0] <= 50;
+        break;
     }
     _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);
+    _result &= strat.Ptr().SignalOpen(_cmd, _method, _level, _shift);
     return _result;
   }
 
@@ -302,4 +331,4 @@ class Stg_Meta_Reversal : public Strategy {
   }
 };
 
-#endif  // STG_META_REVERSAL_MQH
+#endif  // STG_META_TREND_MQH