想请教秃鹫老师一个很困扰的问题!谢谢!
秃鹫老师,我想做一个EA,想了很多天了,也在其他论坛寻求过帮助,但都没有结果,不知道是大家觉得无意义,或是太忙了,或是太难了。
EA的原理很简单,只需要一条均线,周期自定义。
我的假设是,如果均线向下穿越开盘价,就意味着进入了上升周期;
反之,就意味着进入了下降周期。
当D1、H4、H1全部进入上升周期的时候,就买入,反之就卖出。
EA的思路如下:
使用的指标:均线。
开仓条件:
D1:上一个K线开盘价低于均线,当前K线开盘价高于均线,视为信号,检查H4图。
如果没有信号,监视D1,直至出现信号进入下一步。
H4:上一个K线开盘价低于均线,当前K线开盘价高于均线,视为信号,检查H1图。
如果没有信号,监视H4,直至出现信号进入下一步。
H1:上一个K线开盘价低于均线,当前K线开盘价高于均线,视为信号,准备买入。
如果没有信号,监视H1,直至出现信号进入下一步。
最后,在H1给出买入信号的时间点上,检查H4、D1,是否开盘价高于均线,如果是,则以H1开盘价买入,如果不是则不操作,且在D1这一个上涨周期上,不再买卖,等待下跌周期。
循环。
以上是买单开仓条件,卖单的开仓条件为:上一个K线开盘价高于均线,当前K线开盘价低于均线,其余相同。
持仓的状态不是持有多单,就是持有空单,不锁单。
平仓条件:
1 如果盈利点数未达到100点,止损在-150点。
2 如果盈利点数达到100点,止损在0点;盈利点数达到200点,止损在100点;盈利点数达到300点,止损在200点;以此类推……
3 如果出现相反信号,平仓,按新的信号开仓。
资金管理:
每笔交易所承担的风险不超过总资本的10%,最大同时开仓单数为4单。
我自己钻研了几天,解决了平仓的问题,也就是移动止损的部分基本上写好了。
但是开仓的部分一直搞不懂,主要是跨周期取值,还有循环判断的问题。
以下是我能写出来的部分,绿色部分是我自己改写的,红色部分不知道该怎么办。
希望能得到您的指教!
//+------------------------------------------------------------------+
//| Designed by OKwh, China |
//| Copyright 2007, OKwh Dxdcn |
//| http://30/FXTrade |
//+------------------------------------------------------------------+
#property copyright "Copyright 2007 , Dxd, China."
#property link "http://30/FXTrade , http://www.mql4.com/users/DxdCn"
#define MAGICMA 200610011231
//+------------------------------------------------------------------+
//| 注意没有指标文件那些property |
//+------------------------------------------------------------------+
extern int whichmethod = 1; //1~4 种下单方式 1 仅开仓, 2 有止损无止赢, 3 有止赢无止损, 4 有止赢也有止损
extern double TakeProfit = 100; //止赢点数
extern double StopLoss = 20; //止损点数
extern double MaximumRisk = 0.3; //资金控制,控制下单量
extern int TP =100;
extern int maxOpen = 3; //最多开仓次数限制
extern double maxLots = 0.1; //最多单仓持仓量限制
extern int bb = 0; //非零就允许跟踪止赢
int i, p2, xxx,p1, res;
double Lots;
datetime lasttime; //时间控制, 仅当一个时间周期完成才检查条件
int init() //初始化
{
Lots = 1;
lasttime = NULL;
return(0);
}
int deinit() { return(0); } //反初始化
//主程序
int start()
{
CheckForOpen(); //开仓 平仓 条件检查 和操作
if (bb>0) CTP(); //跟踪止赢
return(0);
}
//+------下面是各子程序--------------------------------------------+
double LotsOptimized() //确定下单量,开仓调用 资金控制
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//MarketInfo(Symbol(),MODE_MINLOT); 相关信息
//MarketInfo(Symbol(),MODE_MAXLOT);
//MarketInfo(Symbol(),MODE_LOTSTEP);
lot=NormalizeDouble(MaximumRisk * AccountBalance()/AccountLeverage(),1); //开仓量计算
if(lot<0.1) lot=0.1;
if(lot>maxLots) lot=maxLots;
return(lot);
}
//平仓持有的买单
void CloseBuy()
{
if (OrdersTotal( ) > 0 )
{
for(i=OrdersTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderType()==OP_BUY)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
Sleep(5000);
}
}
}
}
//平仓持有的卖单
void CloseSell()
{
if (OrdersTotal( ) > 0 )
{
for(i=OrdersTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderType()==OP_SELL)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
Sleep(5000);
}
}
}
}
//判断是否买或卖或平仓
int buyorsell() //在这个函数计算设置你的交易信号 这里使用MACD 和MA 做例子
{
if()
return (1); // 买
if()
return (-1); // 卖
return (0); //不交易 }
} int nowbuyorsell = 0; void CheckForOpen() { if (Time[0] == lasttime ) return; //每时间周期检查一次 时间控制 lasttime = Time[0]; nowbuyorsell = buyorsell(); //获取买卖信号 if (nowbuyorsell == 1) //买 先结束已卖的 CloseSell(); if (nowbuyorsell == -1) //卖 先结束已买的 CloseBuy(); if (OrdersTotal( ) >= maxOpen) return ; //如果已持有开仓次数达到最大,不做 if (nowbuyorsell==0) return; //不交易 TradeOK(); //去下单交易 } void TradeOK() //去下单交易 { int error ; if (nowbuyorsell == 1) //买 { switch (whichmethod) { case 1: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break; case 2: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,0,"",MAGICMA,0,Blue); break; case 3: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break; case 4: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break; default : res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break; } if (res <=0) { error=GetLastError(); if(error==134)Print("Received 134 Error after OrderSend() !! "); // not enough money if(error==135) RefreshRates(); // prices have changed } Sleep(5000); return ; } if (nowbuyorsell == -1) //卖 { switch (whichmethod) { case 1: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); break; case 2: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Point,0,"",MAGICMA,0,Red); break; case 3: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,Bid-TakeProfit*Point,"",MAGICMA,0,Red); break; case 4: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Point,Bid-TakeProfit*Point,"",MAGICMA,0,Red); break; default : res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); break; } if (res <=0) { error=GetLastError(); if(error==134) Print("Received 134 Error after OrderSend() !! "); // not enough money if(error==135) RefreshRates(); // prices have changed } Sleep(5000); return ; } } void CTP() //跟踪止赢 { bool bs = false; int yz;
for (int i = 0; i < OrdersTotal(); i++) { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if (OrderType() == OP_BUY) { yz=(Bid - OrderOpenPrice())/Point/TP; { if(yz>0 && OrderStopLoss()0 && OrderStopLoss()>OrderOpenPrice()-(yz-1)*TP*Point)
bs=OrderModify(OrderTicket(), OrderOpenPrice(),OrderOpenPrice()-(yz-1)*TP*Point , OrderTakeProfit(),0, Green); }
}
}
}
} int nowbuyorsell = 0; void CheckForOpen() { if (Time[0] == lasttime ) return; //每时间周期检查一次 时间控制 lasttime = Time[0]; nowbuyorsell = buyorsell(); //获取买卖信号 if (nowbuyorsell == 1) //买 先结束已卖的 CloseSell(); if (nowbuyorsell == -1) //卖 先结束已买的 CloseBuy(); if (OrdersTotal( ) >= maxOpen) return ; //如果已持有开仓次数达到最大,不做 if (nowbuyorsell==0) return; //不交易 TradeOK(); //去下单交易 } void TradeOK() //去下单交易 { int error ; if (nowbuyorsell == 1) //买 { switch (whichmethod) { case 1: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break; case 2: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,0,"",MAGICMA,0,Blue); break; case 3: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break; case 4: res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break; default : res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break; } if (res <=0) { error=GetLastError(); if(error==134)Print("Received 134 Error after OrderSend() !! "); // not enough money if(error==135) RefreshRates(); // prices have changed } Sleep(5000); return ; } if (nowbuyorsell == -1) //卖 { switch (whichmethod) { case 1: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); break; case 2: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Point,0,"",MAGICMA,0,Red); break; case 3: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,Bid-TakeProfit*Point,"",MAGICMA,0,Red); break; case 4: res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Point,Bid-TakeProfit*Point,"",MAGICMA,0,Red); break; default : res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); break; } if (res <=0) { error=GetLastError(); if(error==134) Print("Received 134 Error after OrderSend() !! "); // not enough money if(error==135) RefreshRates(); // prices have changed } Sleep(5000); return ; } } void CTP() //跟踪止赢 { bool bs = false; int yz;
for (int i = 0; i < OrdersTotal(); i++) { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if (OrderType() == OP_BUY) { yz=(Bid - OrderOpenPrice())/Point/TP; { if(yz>0 && OrderStopLoss()
}