Strategy Modules

Classes for Creating and Testing Trading Strategies

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.