a.每次操作量为1手(1：100) b.根据选汇条件及进场价位setorder(). c.止损100 point、止赢150 point,不采取跟踪止损。 d.当日获利小于150 point或亏损小于100 point时，次日开盘价必须closeorder()！ http://chenhj.sosoo.net/eurusd1990-2004.htm http://chenhj.sosoo.net/gbpusd1990-2004.htm http://chenhj.sosoo.net/audusd1990-2004.htm http://chenhj.sosoo.net/usdchf1990-2004.htm http://chenhj.sosoo.net/usdjpy1990-2004.htm http://chenhj.sosoo.net/usdcad1990-2004.htm [ 此消息由 chj0525 在 2004-05-11.09:31:31 编辑过 ]

靠我越来越佩服你了,我编了一个只能做usd/jpy时略有赢利做其他币种时都亏损【动作】zcz1955无奈地耸了耸肩。

事实证明外汇市场要比我国股市规范多了,一种有效的方法应该有效于全部外汇市场,我测试的其它交叉盘同样也有效. 你不是开玩笑吧,usd/jpy略有赢利做其他币种时都亏损,唯一的可能是你摸透了usd/jpy的脾性!jpy是最难凌驾的货币,有点类似我国股市,哎.....,东亞人都差不多!

我公布给大家看吧反正我也不会真抄汇 Name := zcz1955 Author := Copyright ?2002, MetaQuotes Software Corp Link :=http://www.metaquotes.ru Notes := Lots := 1 Stop Loss := 0 Take Profit := 80 Trailing Stop := 30 ]]*/ defines: Slippage(2),MAFastPeriod(16),MASlowPeriod(60); var: cnt(0),mode(0); var: FastMa(0),FastMa2(0),FastMa5(0); var: SlowMa(0),SlowMa2(0),SlowMa5(0); If Bars<;200 or TakeProfit<;10 or TrailingStop<;10 then Exit; // setup values FastMa=iMA(MAFastPeriod,MODE_EMA,0); FastMa2=iMA(MAFastPeriod,MODE_EMA,2); FastMa5=iMA(MAFastPeriod,MODE_EMA,5); SlowMa=iMA(MASlowPeriod,MODE_EMA,0); SlowMa2=iMA(MASlowPeriod,MODE_EMA,2); SlowMa5=iMA(MASlowPeriod,MODE_EMA,5); // if there are no open positions and orders If TotalTrades<;1 then { If FreeMargin<;1000 then Exit;// not enough money // there are no open positions - check the BUY option // the opening condition: // if EMA(16) crosses EMA(60) upwards // and the current bar is bullish (Close>;Open), we place // waiting order BUY LIMIT 15 pips below the execution // price for more optimal entering into the market // If FastMa>;SlowMa and FastMa2<;SlowMa2 and FastMa5<;SlowMa5 and Close>;Open then If (FastMa-SlowMa)>;=Point and (SlowMa2-FastMa2)>;=Point and (SlowMa5-FastMa5)>;=Point and Close>;Open then { // try to place a waiting order at the (Ask-15) points price // with maximum slippage 2 points, // while not settingStop Loss and setting Take Profit // 40 points above the opening price. // at the chart an upward green arrow appears SetOrder(OP_BUYLIMIT,Lots,Ask-15*Point,Slippage,0,Ask+(TakeProfit-10)*Point,RED); Exit; // now we exit as we are not allowed to operate the account in the nearest 10 sec }; // the opening SELL condition: // if EMA(16) crosses EMA(60) downwards // and the current bar is bearish (Close<;Open), than we place // a waiting order SELL LIMIT 15 points above // the execution price for more optimal entering the market If (SlowMa-FastMa)>;=Point and (FastMa2-SlowMa2)>;=Point and (FastMa5-SlowMa5)>;=Point and Close<;Open then { // try to place 1 lot order at Bid+15 points price // with 2 points maximum slippage, // when not settingStop Loss and settingTake Profit // 40 points below opening price. // on the chart the downward red arrow will appear SetOrder(OP_SELLLIMIT,Lots,Bid+15*Point,Slippage,0,Bid-(TakeProfit-10)*Point,RED); Exit; }; // all we need to check in the empty terminal // we have checked already, now we exit Exit; }; // here is the code of checking of the positions opened earlier // (the placed orders will be checked // in the other block, now we check the already opened positions) for cnt=1 to TotalTrades { mode=Ordervalue(cnt,VAL_TYPE); If mode=OP_BUY then // if the already opened position were BUY { // lets check if EMA(16) has crossed EMA(60) downwards? If iMA(MAFastPeriod,MODE_EMA,0) <; iMA(MASlowPeriod,MODE_EMA,0) and iMA(MAFastPeriod,MODE_EMA,2) >; iMA(MASlowPeriod,MODE_EMA,2) and iMA(MAFastPeriod,MODE_EMA,5) >; iMA(MASlowPeriod,MODE_EMA,5) then { // try to close the position at current Bid price CloseOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_LOTS),Bid,Slippage,RED); Exit; }; // Here we check the trailing stop at open position. // Trailing stop ( Stop Loss) of the BUY position is being // kept at level 20 points below the market. // If the profit (current Bid-OpenPrice) more than TrailingStop (20) pips If (Bid-Ordervalue(cnt,VAL_OPENPRICE))>;(TrailingStop*Point) then { // we have won already not less than 'TrailingStop' pips! If Ordervalue(cnt,VAL_STOPLOSS)<;(Bid-TrailingStop*Point) then { // move the trailing stop (Stop Loss) to the level 'TrailingStop' from the market ModifyOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_OPENPRICE), Bid-Point*TrailingStop,Ordervalue(cnt,VAL_TAKEPROFIT),Red); Exit; }; }; }; If mode=OP_SELL then // if the already opened position were SELL { // check if EMA(16) has crossed already EMA(60) upwards? If iMA(MAFastPeriod,MODE_EMA,0) >; iMA(MASlowPeriod,MODE_EMA,0) and iMA(MAFastPeriod,MODE_EMA,2) <; iMA(MASlowPeriod,MODE_EMA,2) and iMA(MAFastPeriod,MODE_EMA,5) <; iMA(MASlowPeriod,MODE_EMA,5) then { // try to close the position at current Ask price CloseOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_LOTS),Ask,Slippage,RED); Exit; }; // Here we check the trailing stop at open position. // Trailing stop ( Stop Loss) of the BUY position is being // kept at level 20 points below the market. // If the profit (current Bid-OpenPrice) more than TrailingStop (20) pips If (Ordervalue(cnt,VAL_OPENPRICE)-Ask)>;(TrailingStop*Point) then { // we have won already not less than 'TrailingStop' pips! If Ordervalue(cnt,VAL_STOPLOSS)>;(Ask+TrailingStop*Point) or Ordervalue(cnt,VAL_STOPLOSS)=0 then { // move the trailing stop (Stop Loss) to the level 'TrailingStop' from the market ModifyOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_OPENPRICE), Ask+Point*TrailingStop,Ordervalue(cnt,VAL_TAKEPROFIT),Red); Exit; }; }; }; // there is one very important point - the control // over the waiting orders.An order cannot be valid more than 0.5 hour. // After which It should be canceled // For that purpose we compare current time // and time the order is placed If mode>;OP_SELL then// this is a waiting order! { // check how long it exists in the trading terminal // time is counted in seconds: // 10 minutes = 600 seconds, 30 minutes = 1800, 1 hour = 3600, 1 day = 86400 If (CurTime-Ordervalue(cnt,VAL_OPENTIME))>;1800 then { DeleteOrder(Ordervalue(cnt,VAL_TICKET),RED); Exit; }; }; }; // the end

另外我想问问象在setorder中设立了止损后又在程序开头stoploss中设置止损,以哪个为准呢

以setorder()为准!一般setorder()中的止损、止赢参数单位都是以具体价位price（比如1.1683等）值为准，而程序开头stop loss，Take Profit则是以points点作为单位，需要换算，你的程序不是已在换算了吗？ 根据你提的问题，可能你还没彻底摸透你自己上面的代码，再仔细看一下！我有空也帮你瞧一瞧，这几天忙于公司系统打补丁，“震荡波”太厉害了，今天又出现了F变种！ [ 此消息由 chj0525 在 2004-05-12.19:37:13 编辑过 ]

有个问题，就是max drawdown，必须注意的是它所标注的亏损比例是按照你从最高点（即开始最大亏损的地方）开始计算，所以以你的欧元为例，最大亏损2020，亏损比例为3.8％，但是如果你从3000圆的本金刚好从那个位置开始交易，那么实际的亏损就是2020/3000，大约65％，这一点很重要，因为你不能保证你开始交易的地方就是资金曲线的最低点。

我把zcz1955兄的代码拷到我的机器上测试，怎么没有结果呀。一次成交也没有，报告栏也是空的。

你的交易系统全面性较好，我的只有欧元盈利很好，其余的都一般（chf 150%, JPY 90%gbp 60%），我的环境是，小时图，每次只作1 lot，不平仓就不作新单，时间是从2003年2月到今年5月初.我修改后的测试，欧元最大亏损在1500美金。

原文由 SAXO 发表: 我把zcz1955兄的代码拷到我的机器上测试，怎么没有结果呀。一次成交也没有，报告栏也是空的。

有啊你再试试 /*[[  ; ; ; Name := zcz1955  ; ; ; Author := Copyright ?2004, MetaQuotes Software Corp.  ; ; ; Link := http://www.metaquotes.net/  ; ; ; Lots := 1.00  ; ; ; Stop Loss := 0  ; ; ; Take Profit := 80  ; ; ; Trailing Stop := 30 ]]*/ defines: Slippage(2),MAFastPeriod(16),MASlowPeriod(60); var: cnt(0),mode(0); var: FastMa(0),FastMa2(0),FastMa5(0); var: SlowMa(0),SlowMa2(0),SlowMa5(0); If Bars<;200 or TakeProfit<;10 or TrailingStop<;10 then Exit; // setup values FastMa=iMA(MAFastPeriod,MODE_EMA,0); FastMa2=iMA(MAFastPeriod,MODE_EMA,2); FastMa5=iMA(MAFastPeriod,MODE_EMA,5); SlowMa=iMA(MASlowPeriod,MODE_EMA,0); SlowMa2=iMA(MASlowPeriod,MODE_EMA,2); SlowMa5=iMA(MASlowPeriod,MODE_EMA,5); // if there are no open positions and orders If TotalTrades<;1 then { If FreeMargin<;1000 then Exit;// not enough money // there are no open positions - check the BUY option // the opening condition: // if EMA(16) crosses EMA(60) upwards // and the current bar is bullish (Close>;Open), we place // waiting order BUY LIMIT 15 pips below the execution // price for more optimal entering into the market // If FastMa>;SlowMa and FastMa2<;SlowMa2 and FastMa5<;SlowMa5 and Close>;Open then If (FastMa-SlowMa)>;=Point and (SlowMa2-FastMa2)>;=Point and (SlowMa5-FastMa5)>;=Point and Close>;Open then { // try to place a waiting order at the (Ask-15) points price // with maximum slippage 2 points, // while not settingStop Loss and setting Take Profit // 40 points above the opening price. // at the chart an upward green arrow appears SetOrder(OP_BUYLIMIT,Lots,Ask-15*Point,Slippage,0,Ask+(TakeProfit-10)*Point,RED); Exit; // now we exit as we are not allowed to operate the account in the nearest 10 sec }; // the opening SELL condition: // if EMA(16) crosses EMA(60) downwards // and the current bar is bearish (Close<;Open), than we place // a waiting order SELL LIMIT 15 points above // the execution price for more optimal entering the market If (SlowMa-FastMa)>;=Point and (FastMa2-SlowMa2)>;=Point and (FastMa5-SlowMa5)>;=Point and Close<;Open then { // try to place 1 lot order at Bid+15 points price // with 2 points maximum slippage, // when not settingStop Loss and settingTake Profit // 40 points below opening price. // on the chart the downward red arrow will appear SetOrder(OP_SELLLIMIT,Lots,Bid+15*Point,Slippage,0,Bid-(TakeProfit-10)*Point,RED); Exit; }; // all we need to check in the empty terminal // we have checked already, now we exit Exit; }; // here is the code of checking of the positions opened earlier // (the placed orders will be checked // in the other block, now we check the already opened positions) for cnt=1 to TotalTrades { mode=Ordervalue(cnt,VAL_TYPE); If mode=OP_BUY then // if the already opened position were BUY { // lets check if EMA(16) has crossed EMA(60) downwards? If iMA(MAFastPeriod,MODE_EMA,0) <; iMA(MASlowPeriod,MODE_EMA,0) and iMA(MAFastPeriod,MODE_EMA,2) >; iMA(MASlowPeriod,MODE_EMA,2) and iMA(MAFastPeriod,MODE_EMA,5) >; iMA(MASlowPeriod,MODE_EMA,5) then { // try to close the position at current Bid price CloseOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_LOTS),Bid,Slippage,RED); Exit; }; // Here we check the trailing stop at open position. // Trailing stop ( Stop Loss) of the BUY position is being // kept at level 20 points below the market. // If the profit (current Bid-OpenPrice) more than TrailingStop (20) pips If (Bid-Ordervalue(cnt,VAL_OPENPRICE))>;(TrailingStop*Point) then { // we have won already not less than 'TrailingStop' pips! If Ordervalue(cnt,VAL_STOPLOSS)<;(Bid-TrailingStop*Point) then { // move the trailing stop (Stop Loss) to the level 'TrailingStop' from the market ModifyOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_OPENPRICE), Bid-Point*TrailingStop,Ordervalue(cnt,VAL_TAKEPROFIT),Red); Exit; }; }; }; If mode=OP_SELL then // if the already opened position were SELL { // check if EMA(16) has crossed already EMA(60) upwards? If iMA(MAFastPeriod,MODE_EMA,0) >; iMA(MASlowPeriod,MODE_EMA,0) and iMA(MAFastPeriod,MODE_EMA,2) <; iMA(MASlowPeriod,MODE_EMA,2) and iMA(MAFastPeriod,MODE_EMA,5) <; iMA(MASlowPeriod,MODE_EMA,5) then { // try to close the position at current Ask price CloseOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_LOTS),Ask,Slippage,RED); Exit; }; // Here we check the trailing stop at open position. // Trailing stop ( Stop Loss) of the BUY position is being // kept at level 20 points below the market. // If the profit (current Bid-OpenPrice) more than TrailingStop (20) pips If (Ordervalue(cnt,VAL_OPENPRICE)-Ask)>;(TrailingStop*Point) then { // we have won already not less than 'TrailingStop' pips! If Ordervalue(cnt,VAL_STOPLOSS)>;(Ask+TrailingStop*Point) or Ordervalue(cnt,VAL_STOPLOSS)=0 then { // move the trailing stop (Stop Loss) to the level 'TrailingStop' from the market ModifyOrder(Ordervalue(cnt,VAL_TICKET),Ordervalue(cnt,VAL_OPENPRICE), Ask+Point*TrailingStop,Ordervalue(cnt,VAL_TAKEPROFIT),Red); Exit; }; }; }; // there is one very important point - the control // over the waiting orders.An order cannot be valid more than 0.5 hour. // After which It should be canceled // For that purpose we compare current time // and time the order is placed If mode>;OP_SELL then// this is a waiting order! { // check how long it exists in the trading terminal // time is counted in seconds: // 10 minutes = 600 seconds, 30 minutes = 1800, 1 hour = 3600, 1 day = 86400 If (CurTime-Ordervalue(cnt,VAL_OPENTIME))>;1800 then { DeleteOrder(Ordervalue(cnt,VAL_TICKET),RED); Exit; }; }; }; // the end

原文由 alan_txy 发表: 你的交易系统全面性较好，我的只有欧元盈利很好，其余的都一般（chf 150%, JPY 90%gbp 60%），我的环境是，小时图，每次只作1 lot，不平仓就不作新单，时间是从2003年2月到今年5月初.我修改后的测试，欧元最大亏损......

那么高的赢利不错了,贴出来大家学习学习啊这也没什么好藏的啊

谁能给我个编的复杂点的啊最好是macd加布林线再你看着加点东西做gbp/usd赢利就行了,要不这回我的毕业论文死翘翘了哎,都怪自己忙于找工作都没塌塌时时学哎

现在可以了，肯定是“]]*/”的问题，谢谢zcz1955兄。我现在也是有思路，编不成语言测试。