How to add a new strategy?

[umutt]

Hi, is there a guide for adding new custom strategies and indicators ?
For example if i have a custom indicator like SuperTrend, how can i convert and import it into the system.
Thanks.

[kenorb]

There is no guide yet, as the steps are not finalized. In general, you should check the structure of other strategies.

In general, to create a new strategy, you can:

1. Create a new repository by forking one of the existing strategies, or use them as a template (Use this template option). For the basic strategy (based on 1 indicator), you can use Demo strategy as a starting point.
2. Replace 'Demo' (code and filenames) with your new strategy name.
3. In Stg_X.mqh (strategy class), find a line with SetIndicator() and point it to your existing indicator class. If your indicator is new and needs to be added, check the separate steps below.

Adding a new indicator to strategy:

1. If your indicator is new (not part of framework), upload indicator file to new Indicators/ directory of your strategy repository. See example here.
2. Optionally, if you're uploading MQL4 indicator, you can create a MQL5 wrapper code around it by creating .mq5 file such as this one.
3. Create an indicator class to implement your indicator file (Indi_YourIndicator.mqh) and change the code accordingly. See Indi_TMA_True.mqh for example.
4. Compile a strategy file to check for any errors. Comment out any lines of code that you're not sure of (can be changed later on).

Updating strategy class:

1. If your indicator provides any input parameters, these should be added to strategy class (e.g. StrategyName_Indi_IndicatorName_Shift for indicator shift).
2. Any new parameters should be passed in structure with default indicator values. See: Stg_TMA_True_Indi_TMA_True_Params_Defaults for the example.
3. Writing trading conditions: Edit Stg_YourStrategy.mqh and update SignalOpen() code to put new signal conditions. See: Stg_TMA_True.mqh for the example.

Testing new strategy:

1. Each strategy should come with files that you can compile and run (.mq5/.mq4). This can be used to test your strategy alone without being part of EA.
2. Optimize any params that you feel should work better in general (default recommended symbol is: EURUSD).

Proposing strategy to be part of EA:

1. Once your strategy works as expected, you can create a new request on EA31337-strategies to be included in EA (so it's going to be forked and included into the main collection).
2. Or you can include it on your own, by updating the code in relevant parts (enums, functions) and re-compiling the EA (EA31337-Libre is a good start).

Having said above, I'll try to help and implement this mentioned indicator and let you know how it goes.

---

Demo

Update: I've already generated the initial strategy. And I'm attaching a 3 minute quick textual video how the strategy has been created:

It's a bit code mess, but each version is going to simplify the process.

Hope that helps!

[umutt]

Thank you so much for your detailed explanation. At this point, I'm trying to understand the framework and you are really helpful.
Looking forward to follow supertrend integration process. I hope some day I will propose my favorite trend tracker strategies like https://www.tradingview.com/script/zVhoDQME/ to EA31337 community.

[kenorb]

I've added your strategy idea/suggestion to new section at Strategy Ideas.

[kenorb]

I've uploaded a textual video above to show the conversion process from Demo to any strategy (as example). It's just initial code which compiles and runs, there is still some work around integration and finding the right signals for this new strategy.

[umutt]

Thanks, I have managed to compile and run with following little modification, I guess it is something about master vs dev branch.

ADD**_stg_params.SetIndicator(new Indi_SuperTrend(_indi_params));**
ChartParams _cparams(_tf, _Symbol);
TradeParams _tparams;
Strategy *_strat = new Stg_SuperTrend(_stg_params, _tparams, _cparams, "SuperTrend");
COMMENT**//_strat.SetIndicator(new Indi_SuperTrend(_indi_params));**