10万智能EA来源全球外汇网.doc

10万智能EA来源全球外汇网+-+/| FX185mq4 |/| Copyright 2006, Hua Ai (aha) |/| |/+-+#property copyright Copyright 2006, Hua Ai (aha)#property link /*Bago system can be categorized as a trend following system based on the cross of ema 5 and ema 12. When used properly on hourly chart it can capture daily swings of 100+ pips.The use of small number emas gives Bago system the sensitivity to generate early signals following 10-20 minutes scale waves, but also produces a great deal of false signals that can quickly drain a traders account. So filters are extremely important for Bago system.While Bago system is largely a discretionary system, the integration of two excellent filters may make it possible to use a computer programgenerate signals with great high successful rate. This program is writtern to investigate this possiblity.The mechanism to generate a raw Bago signal is simple: ema 5 crosses ema 12 in the same direction as RSI 21 crosses 50 level. To abstract real signals, we need to pay attention to context: where the price are,and when the crosses happens.The greatest meaning of integrating Vegas tunnel into Bago system is, the tunnel as well as its fibo lines changes the original plain 2-dspace into a twisted 2-d space. The twisted price trends now have thecoordinates. With this coordinates system we may see the entry and exitwith higher accuracy.So, this program will first construct the simple rules upon which the the raw signals are generated, then will add rules to filter those signals. Those new rules are quantified as parameters so they can be easily changed and optimized based on the output results.Enough talking, now come to business.*/Adjustable parameters/*extern intTrailingStop = 30;extern intCrossEffectiveTime = 2; extern intTunnelBandWidth= 0;extern intTunnelSafeZone = 120;extern intHardStopLoss = 30;extern intStopLossToFibo = 20;extern boolLondonOpen = true;extern boolNewYorkOpen = true;extern boolTokyoOpen = true;*/extern intFasterEMA = 5;extern intSlowerEMA = 12;extern intRSIPeriod = 21;extern double TotalLots = 3.0;extern intTPLevel1 = 55;extern double TPLevel1Lots = 1.0;extern intTPLevel2 = 89;extern double TPLevel2Lots = 1.0;extern intTPLevel3 = 144;/Parameters optimized for different pairsintTrailingStop = 30;intCrossEffectiveTime = 2; intTunnelBandWidth= 0;intTunnelSafeZone = 120;intHardStopLoss = 30;intStopLossToFibo = 20;boolLondonOpen = true;boolNewYorkOpen = true;boolTokyoOpen = true;/ Indicator buffers to mark the signaldouble CrossUp;double CrossDown;/ State registers store cross up/down information bool EMACrossedUp;bool EMACrossedDown;bool RSICrossedUp;bool RSICrossedDown;bool TunnelCrossedUp;bool TunnelCrossedDown;/ Cross up/down info should expire in a couple of bars./ Timer registers to control the EMACrossedUpTimer;int RSICrossedUpTimer;int EMACrossedDownTimer;int RSICrossedDownTimer;/bool startup;/int SignalLabeled; / 0: initial state; 1: up; 2: down./bool upalert,downalert;/+-+/| expert initialization function |/+-+int init()if (Symbol() = EURUSD) TrailingStop = 25; CrossEffectiveTime= 2; TunnelBandWidth = 5; TunnelSafeZone = 120; HardStopLoss = 30; StopLossToFibo = 50; LondonOpen = true; / ok NewYorkOpen = true; / the best TokyoOpen = false;/ disasterelse if (Symbol() = GBPUSD) TrailingStop = 50; CrossEffectiveTime= 2; TunnelBandWidth = 8; TunnelSafeZone = 160; HardStopLoss = 30; StopLossToFibo = 15; LondonOpen = true; / ok NewYorkOpen = false;/ so so TokyoOpen = true; / the bestelse if (Symbol() = USDCHF) TrailingStop = 70; CrossEffectiveTime= 2; TunnelBandWidth = 9; TunnelSafeZone = 160; HardStopLoss = 30; StopLossToFibo = 30; LondonOpen = true; / Great NewYorkOpen = true; / Ok TokyoOpen = true; / so soelse if (Symbol() = AUDUSD) TrailingStop = 60; CrossEffectiveTime= 2; TunnelBandWidth = 6; TunnelSafeZone = 70; HardStopLoss = 30; StopLossToFibo = 30; LondonOpen = true; / Great NewYorkOpen = true; / Ok TokyoOpen = true; / so so/ No crossEMACrossedUp = false;RSICrossedUp = false;TunnelCrossedUp = false;EMACrossedDown = false;RSICrossedDown = false;TunnelCrossedDown = false;/ Reset timersEMACrossedUpTimer = 0;RSICrossedUpTimer = 0;EMACrossedDownTimer = 0;RSICrossedDownTimer = 0;/-return(0);/+-+/| expert deinitialization function |/+-+int deinit()/-EMACrossedUp = false;RSICrossedUp = false;TunnelCrossedUp = false;EMACrossedDown = false;RSICrossedDown = false;TunnelCrossedDown = false;EMACrossedUpTimer = 0;RSICrossedUpTimer = 0;EMACrossedDownTimer = 0;RSICrossedDownTimer = 0;/-return(0);/+-+/| expert start function |/+-+int start() int i, cnt, total, ticket, orders;double fasterEMAnow, slowerEMAnow;double fasterEMAprevious, slowerEMAprevious;double RSInow, RSIprevious;double VegasTunnelFast, VegasTunnelSlow;double VegasPriceCrossedL, VegasPriceCrossedS;if (Minute()2 & Seconds() 50) & (RSIprevious =CrossEffectiveTime) RSICrossedUp = false; / Reset state register when crossed 3 bars ago / Check if there is a RSI cross down if (RSInow 50) & (RSICrossedDown = false) RSICrossedUp= false; RSICrossedDown = true; if (RSICrossedDown = true) RSICrossedDownTimer+; / Record the number of bars the cross has happened else RSICrossedDownTimer=0; / Reset the timer once the cross is reversed if (RSICrossedDownTimer=CrossEffectiveTime) RSICrossedDown = false; / Reset register when crossed 3 bars ago / Check if there is a EMA cross up if ( (fasterEMAnow slowerEMAnow) & (fasterEMAprevious =CrossEffectiveTime) EMACrossedUp = false; / Reset register when crossed 3 bars ago / Check if there is a EMA cross down if ( (fasterEMAnow slowerEMAprevious) & (EMACrossedDown = false) ) EMACrossedUp= false; EMACrossedDown = true; if (EMACrossedDown = true) EMACrossedDownTimer+; / Record the number of bars the cross has happened else EMACrossedDownTimer=0; / Reset the timer once the cross is reversed if (EMACrossedDownTimer=CrossEffectiveTime) EMACrossedDown = false; / Reset register when crossed 3 bars ago if (Close1VegasTunnelFast & Close1VegasTunnelSlow) & (Close2VegasTunnelFast | Close2VegasTunnelSlow) TunnelCrossedUp= true; TunnelCrossedDown = false; if (Close1VegasTunnelFast & Close1VegasTunnelFast | Close2VegasTunnelSlow) TunnelCrossedUp= false; TunnelCrossedDown = true; / * / Based on states, determine exit situations. / * total=OrdersTotal(); for(cnt=0;cnttotal;cnt+) OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()=(VegasTunnelSlow+TPLevel3*Point) if (OrderStopLoss()=(VegasTunnelSlow+TPLevel2*Point) VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderLots()1 & OrderOpenPrice()VegasTunnelSlow+(TPLevel2-12)*Point) OrderClose(OrderTicket(),TPLevel2Lots,Bid,3,Violet); /OrderModify(OrderTicket(),Ask,VegasPriceCrossedL+(TPLevel2-StopLossToFibo)*Point,OrderTakeProfit(),0); if (OrderStopLoss()=(VegasTunnelSlow+TPLevel1*Point) VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderLots()2 & OrderOpenPrice()VegasTunnelSlow+(TPLevel1-12)*Point) OrderClose(OrderTicket(),TPLevel1Lots,Bid,3,Violet); /OrderModify(OrderTicket(),Ask,VegasPriceCrossedL+(TPLevel1-StopLossToFibo)*Point,OrderTakeProfit(),0); if (OrderStopLoss()Bid-TrailingStop*Point) OrderModify(OrderTicket(),Ask,Bid-TrailingStop*Point,OrderTakeProfit(),0); continue; /Tunnel crossed, move stop to below the tunnel; VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()=(VegasTunnelSlow-TPLevel1*Point) VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()=(VegasTunnelSlow-TPLevel2*Point) VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()=(VegasTunnelSlow-TPLevel3*Point) VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()VegasPriceCrossedL-(TPLevel3+StopLossToFibo)*Point) OrderModify(OrderTicket(),Ask,VegasPriceCrossedL-(TPLevel3+StopLossToFibo)*Point,OrderTakeProfit(),0); continue; else / Short Exits / When EMA or RSI crosses reverse, exit all lots if(EMACrossedUp = true) | (RSICrossedUp = true) OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); continue; if(TunnelCrossedDown = true) if(AskAsk+TrailingStop*Point) OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0); continue; / Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo / Or start trailing stop else if(Ask1 & OrderOpenPrice()VegasTunnelSlow-(TPLevel2-12)*Point) OrderClose(OrderTicket(),TPLevel2Lots,Ask,3,Violet); /OrderModify(OrderTicket(),Bid,VegasPriceCrossedS-(TPLevel2+StopLossToFibo)*Point,OrderTakeProfit(),0); if (OrderStopLoss()Ask+TrailingStop*Point) OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0); continue; / Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo else if(Ask2 & OrderOpenPrice()VegasTunnelSlow-(TPLevel1-12)*Point) OrderClose(OrderTicket(),TPLevel1Lots,Ask,3,Violet); /OrderModify(OrderTicket(),Bid,VegasPriceCrossedS-(TPLevel1+StopLossToFibo)*Point,OrderTakeProfit(),0); if (OrderStopLoss()Ask+TrailingStop*Point) OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0); continue; /Tunnel crossed, move stop to above the tunnel; VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()VegasPriceCrossedS+(TunnelBandWidth+StopLossToFibo)*Point) OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TunnelBandWidth+StopLossToFibo)*Point,OrderTakeProfit(),0); continue; else if(AskVegasPriceCrossedS+(TPLevel1+StopLossToFibo)*Point) OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TPLevel1+StopLossToFibo)*Point,OrderTakeProfit(),0); continue; / Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossT