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MQL5 ReferenceStandard LibraryTrading Strategy Classes 

Trading Strategy Classes

This section contains technical details of working with classes for creation and testing of trading strategies and description of the relevant components of the MQL5 standard library.

The use of these classes will save time when creating (and especially testing) trading strategies.

MQL5 Standard Library (in terms of trading strategies) is placed in the terminal directory, in the Include\Expert folder.

Base classes

Description

CExpertBase

Base class for all trading strategy classes

CExpert

Base class for Expert Advisor

CExpertSignal

Base class for Trading Signal classes

CExpertTrailing

Base class for Trailing Stop classes

CExpertMoney

Base class for Money Management classes

Trading signal classes

Description

CSignalAC

The module of signals based on market models of the indicator Accelerator Oscillator.

CSignalAMA

The module of signals based on market models of the indicator Adaptive Moving Average.

CSignalAO

The module of signals based on market models of the indicator Awesome Oscillator.

CSignalBearsPower

The module of signals based on market models of the oscillator Bears Power.

CSignalBullsPower

The module of signals based on market models of the oscillator Bulls Power.

CSignalCCI

The module of signals based on market models of the oscillator Commodity Channel Index.

CSignalDeM

The module of signals based on market models of the oscillator DeMarker.

CSignalDEMA

The module of signals based on market models of the indicator Double Exponential Moving Average.

CSignalEnvelopes

The module of signals based on market models of the indicator Envelopes.

CSignalFrAMA

The module of signals based on market models of the indicator Fractal Adaptive Moving Average.

CSignalITF

The module of filtration of signals by time.

CSignalMACD

The module of signals based on market models of the oscillator MACD.

CSignalMA

The module of signals based on market models of the indicator Moving Average.

CSignalSAR

The module of signals based on market models of the indicator Parabolic SAR.

CSignalRSI

The module of signals based on market models of the oscillator Relative Strength Index.

CSignalRVI

The module of signals based on market models of the oscillator Relative Vigor Index.

CSignalStoch

The module of signals based on market models of the oscillator Stochastic.

CSignalTRIX

The module of signals based on market models of the oscillator Triple Exponential Average.

CSignalTEMA

The module of signals based on market models of the indicator Triple Exponential Moving Average.

CSignalWPR

The module of signals based on market models of the oscillator Williams Percent Range.

Trailing Stop classes

Description

CTrailingFixedPips

This class implements Trailing Stop algorithm based on fixed points

CTrailingMA

This class implements Trailing Stop algorithm based on the values of Moving Average indicator

CTrailingNone

A stub class, it does not use any Trailing Stop algorithm

CTrailingPSAR

This class implements Trailing Stop algorithm based on the values of Parabolic SAR indicator

Money Management classes

Description

CMoneyFixedLot

A class with an algorithm based on trading with predefined fixed lot size.

CMoneyFixedMargin

A class with an algorithm based on trading with predefined fixed margin.

CMoneyFixedRisk

A class with an algorithm based on trading with predefined risk.

CMoneyNone

A class with an algorithm based on trading with minimal allowed lot size.

CMoneySizeOptimized

A class with an algorithm based on trading with variable lot size, depending on the results of the previous deals.

 


Updated: 2016.05.31