MT4自动交易系统实例四.doc

MT4自动交易系统实例四实际运行测试合格程序（可以在进行优化）extern double TakeProfit = 950; /盈利50点就出场extern double Lots =6;/每单手数0.1extern double TrailingStop = 370;/移动止损30extern double MACDOpenLevel=3;/开仓指标之一extern double MACDCloseLevel=2;/平仓指标之一extern double MATrendPeriod=26;/取26指数平滑平均线int start() double MacdCurrent, MacdPrevious, SignalCurrent;/即当前MACD(红绿柱子),之前一根的MACD,和一般来说参数是9的对EMA移动平均线 double SignalPrevious, MaCurrent, MaPrevious;/前一根K线的signal,现在的MA,前一根的MA int cnt, ticket, total;/cnt是,ticket是判断开平仓是否成功的,其实就是flag.total是持仓单数量./ initial data checks/ it is important to make sure that the expert works with a normal/ chart and the user did not make any mistakes setting external / variables (Lots, StopLoss, TakeProfit, / TrailingStop) in our case, we check TakeProfit/ on a chart of less than 100 bars if(Bars15) Print(bars less than 100);/如果K线小于100根,那么判断不能做. return(0); if(TakeProfit400)/如果设定的利润小于10点,那么判断程序有问题(10点太少了) Print(TakeProfit less than 10); return(0); / check TakeProfit / to simplify the coding and speed up access/ data are put into internal variables MacdCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);/初始化MACD/signal与MA. MacdPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);/iMacd最后一个参数是往回移动值,即取上一根K线的数据 SignalCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,0); SignalPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,1); MaCurrent=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,0); MaPrevious=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,1); total=OrdersTotal();/total定义为orders数量.(持仓单) if(total1) /如果total小于1,那么进入保证金充足判定. / no opened orders identified if(AccountFreeMargin()(1000*Lots)/如果保证金足够(1手1000),那么进入下一个判定:开仓判定. Print(We have no money. Free Margin = , AccountFreeMargin();/证金不足 return(0); / check for long position (BUY) possibility /开仓判定: if(MacdCurrentSignalCurrent & MacdPrevious(MACDOpenLevel*Point) & MaCurrentMaPrevious)/并且MA呈上升趋势,那么就尝试多单开仓. ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Point,macd sample,16384,0,Green);/尝试多单开仓,盈利目标50点(TakeProfit) if(ticket0)/无固定止损.ticket是1时成功. / if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES) Print(BUY order opened : ,OrderOpenPrice();/表示多单已开仓. / else Print(Error opening BUY order : ,GetLastError(); /ticket=0时开仓失败,打印错误结果. return(0); / check for short position (SELL) possibility if(MacdCurrent0 & MacdCurrentSignalPrevious & /如果MACD大于0,并且MACD下破signal,并且Macd的绝对值大于3*1点 MacdCurrent(MACDOpenLevel*Point) & MaCurrent0) if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES) Print(SELL order opened : ,OrderOpenPrice();/表示空单已开仓. else Print(Error opening SELL order : ,GetLastError(); /否则开仓失败,打印错误结果. return(0); return(0); / it is important to enter the market correctly, / but it is more important to exit it correctly. for(cnt=0;cnttotal;cnt+)/平仓判定. OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);/选择第cnt个单子. if(OrderType()0 & MacdCurrentSignalPrevious &/如果Macd高位死叉,出场. MacdCurrent(MACDCloseLevel*Point) OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); / close position return(0); / exit / check for trailing stop if(TrailingStop0) /如果有移动止损,判定: / if(Bid-OrderOpenPrice()Point*TrailingStop)/如果当前的卖价减去开仓价格大于移动止损 /那么判定:(现在已经上升了一段了) if(OrderStopLoss()Bid-Point*TrailingStop)/如果现止损值小于卖价减去移动止损 OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);/那么更改止损值到现在的卖价-移动止损 return(0); else / go to short position / should it be closed? if(MacdCurrentSignalCurrent & MacdPrevious(MACDCloseLevel*Point)/同理,判断空单是否需要平仓. OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); / close position return(0); / exit / check for trailing stop if(TrailingStop0) if(OrderOpenPrice()-Ask)(Point*TrailingStop)