海龟交易系统
海龟交易系统源码直接奉上了。帮大家节约下载的B： //+------------------------------------------------------------------+//| Ninja Tutle - System2 - (fixed lots) Beta.mq4 |//| Copyright ?2006, Mikhail Veneracion |//| |//+------------------------------------------------------------------+#property copyright "Copyright ?2006, Mikhail Veneracion"#property link "" extern double Lots = 0.1; // Assign Fixed Lot Size to be traded,AutoLotSize must be false extern int MaxUnits = 3, //Maximum units to trade per Currency Pair MagicNumber = 11282, EntryLookBack = 55, //Bars to lookback in calculating breakout prices ExitLookBack = 20, //Bars to lookback in calculating exit points ATRPeriod = 20;extern double SLMultiple = 2.5, //Multiply ATR by this to calculate StopLoss ReEntryMultiple = 0.5; //Multiple ATR by this to calculate Re Entry Pointextern bool ATRBreakEven = false;//if set to true SL will be moved to break even levelextern double BreakEvenMultiple = 2.5;extern bool LockProfit = true;extern double PipLockinStart = 50, //$ amount to start lock in LockinPercent = 30; //-------------------GLOBAL VARSbool Revenge = false; double RevengeSL = 3; static int TimeFrame; double LastEMAX, LastEMIN, LastXMAX, LastXMIN, LastOpen, PTLocked, PTPercent, spread, tickvalue, LastSL;double EMAX, EMIN, trueEMAX, trueEMIN, XMAX, N, XMIN; //+------------------------------------------------------------------+//| expert initialization function |//+------------------------------------------------------------------+ int init(){ //----------------------- GENERATE MAGIC NUMBER AND TICKET COMMENT//----------------------- SOURCE : PENGIE MagicNumber = subGenerateMagicNumber(MagicNumber, Symbol(), Period()); tickvalue = MarketInfo(Symbol(),MODE_TICKVALUE); subPrintDetails();//---- return(0);}//+------------------------------------------------------------------+//| expert deinitialization function |//+------------------------------------------------------------------+int deinit(){ //----------------------- PREVENT RE-COUNTING WHILE USER CHANGING TIME FRAME//----------------------- SOURCE : CODERSGURU TimeFrame=Period(); return(0); return(0);}//+------------------------------------------------------------------+//| expert start function |//+------------------------------------------------------------------+int start(){//-----------------SET VARIABLE VALUES int Ehighest_bar=Highest(NULL, 0, MODE_HIGH, EntryLookBack, 1); EMAX=NormalizeDouble (iHigh(NULL, 0, Ehighest_bar),Digits); int Elowest_bar=Lowest(NULL, 0, MODE_LOW, EntryLookBack, 1); EMIN=NormalizeDouble (iLow(NULL, 0, Elowest_bar),Digits); int Xhighest_bar=Highest(NULL, 0, MODE_HIGH, ExitLookBack, 1); XMAX=NormalizeDouble (iHigh(NULL, 0, Xhighest_bar),Digits); int Xlowest_bar=Lowest(NULL, 0, MODE_LOW, ExitLookBack, 1); XMIN=NormalizeDouble (iLow(NULL, 0, Xlowest_bar),Digits); N = NormalizeDouble ((iATR(NULL,0,20,1)),Digits); LastOpen = subLastOpenPrice(); LastSL = subLastSLPrice(); tickvalue = MarketInfo(Symbol(),MODE_TICKVALUE); subPrintDetails(); spread = MarketInfo(Symbol(),MODE_SPREAD); // Unit=(AccountBalance()/100/N/Point*MarketInfo(Symbol(),MODE_TICKVALUE)); double BStopLossLevel, SStopLossLevel; int BuyStopOrder = 0, SellStopOrder = 0, BuyOrder = 0, SellOrder = 0; int _GetLastError = 0, _OrdersTotal = OrdersTotal(); double NSL = NormalizeDouble( N*RevengeSL, Digits ); //-----------------TRAILING TOTAL PROFITS WITH REVENGEif(LockProfit) { PTPercent = NormalizeDouble(subPipProfitTotal()*(LockinPercent/100),0); if(subPipProfitTotal()>PipLockinStart) { if(PTPercent>PTLocked) { PTLocked = PTPercent; } } if(!Revenge) { if(PTLocked>0) { if(PTLocked>=subPipProfitTotal()) { subCloseOrder(); PTLocked = 0; } } } if(Revenge) { if(subOrderType()==OP_SELL){ if(PTLocked>0){ if(PTLocked>=subPipProfitTotal()) { subCloseOrder(); PTLocked = 0; if(OrderSend(Symbol(),OP_BUY,Lots,Ask,3,OrderOpenPrice()-NSL,0,"DocSniper EA",MagicNumber,0,Green)<0) { Print( "OrderOpen Error #", GetLastError() ); return(-1); } } } } if(subOrderType()==OP_BUY){ if(PTLocked>0){ if(PTLocked>=subPipProfitTotal()) { subCloseOrder(); PTLocked = 0; if(OrderSend(Symbol(),OP_SELL,Lots,Bid,3,OrderOpenPrice()+NSL,0,"DocSniper EA",MagicNumber,0,Green)<0) { Print( "OrderOpen Error #", GetLastError() ); return(-1); } } } } } } double Unit = Lots; for ( int z = _OrdersTotal - 1; z >= 0; z -- ) { if ( !OrderSelect( z, SELECT_BY_POS ) ) { _GetLastError = GetLastError(); Print( "OrderSelect( ", z, ", SELECT_BY_POS ) - Error #", _GetLastError ); continue; } if ( OrderSymbol() != Symbol() ) continue; if ( OrderMagicNumber() != MagicNumber ) continue; switch ( OrderType() ) { case OP_BUY: BuyOrder = OrderTicket(); break; case OP_SELL: SellOrder = OrderTicket(); break; case OP_BUYSTOP: BuyStopOrder = OrderTicket(); break; case OP_SELLSTOP: SellStopOrder = OrderTicket(); break; } } //-----------------------PENDING ORDERS PROCESS-----------------+ if(subTotalOpenTrade()<1) {PTLocked = 0; LastXMIN = 0; LastXMAX = 9999999; BStopLossLevel = NormalizeDouble( EMAX - N*SLMultiple, Digits ); SStopLossLevel = NormalizeDouble( EMIN + N*SLMultiple, Digits ); double Spread = NormalizeDouble(spread*Point,Digits); string Modify1 = "none"; string Modify2 = "none"; trueEMAX = EMAX + Spread; trueEMIN = EMIN - Spread; if((LastEMAX != trueEMAX)||(BuyStopOrder<1)) { if (BuyStopOrder>0) { int cnt; int total = subTotalBuyStopTrade(); for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { BuyStopOrder = OrderTicket(); } OrderDelete(BuyStopOrder); } BuyStopOrder = 0; } if(subTotalBuyStopTrade()<1) { if (OrderSend(Symbol(),OP_BUYSTOP,Unit,trueEMAX,6,BStopLossLevel,0,"TURTLE POWER",MagicNumber,0,Green)<0) { Print( "OrderSend Error #", GetLastError() ); return(-1); } LastEMAX = trueEMAX; double BuyPrice = LastEMAX; } } if((LastEMIN != trueEMIN)||(SellStopOrder<1)) { if (SellStopOrder>0) { total = subTotalSellStopTrade(); for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { SellStopOrder = OrderTicket(); } OrderDelete(SellStopOrder); } SellStopOrder = 0; } if(subTotalSellStopTrade()<1) { if (OrderSend(Symbol(),OP_SELLSTOP,Unit,trueEMIN,6,SStopLossLevel,0,"TURTLE POWER",MagicNumber,0,Green)<0) { Alert( "OrderSend Error #", GetLastError() ); return(-1); } LastEMIN = trueEMIN; double SellPrice = LastEMIN; } } } //-----------------------------------------------------+ //$$$$$$$$$$$$$$$$(OPEN BUY PROCESS)$$$$$$$$$$$$$$$$$$$+//-----------------------------------------------------+ if(BuyOrder>0) { if (SellStopOrder>0) { if ( !OrderDelete( SellStopOrder ) ) { Alert( "OrderDelete Error #", GetLastError() ); return(-1); } } LastOpen = subLastOpenPrice(); //-------------PENDING REENTRY PROCESS total = subTotalOpenTrade(); if(total<MaxUnits) { double PendingTotal = subTotalBuyStopTrade(); if(PendingTotal<1) { BuyPrice = NormalizeDouble((LastOpen+N*ReEntryMultiple),Digits); double SL = NormalizeDouble(BuyPrice - N*SLMultiple, Digits ); if(BuyPrice>Bid){ if (OrderSend(Symbol(),OP_BUYSTOP,Unit,BuyPrice,6,SL,0,"TURTLE POWER",MagicNumber,0,Green)<0) { Print( BuyPrice+"OrderSend Error #", GetLastError() ); return(-1); } LastOpen = subLastOpenPrice(); } } } //-----------MODIFY STOPS AFTER REENTRY LastOpen = subLastOpenPrice(); if((total>1)&&(XMIN<LastOpen)) { LastOpen = subLastOpenPrice(); BStopLossLevel = NormalizeDouble(LastOpen - N*SLMultiple, Digits ); total = OrdersTotal(); for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if ( BStopLossLevel > OrderStopLoss()|| OrderStopLoss() <= 0.0 ) { if ( !OrderModify( OrderTicket(), OrderOpenPrice(), BStopLossLevel,OrderTakeProfit(), OrderExpiration() ) ) { Print( "OrderModify Error #", GetLastError() ); return(-1); } return(0); } } } } LastOpen = subLastOpenPrice(); //-----------BREAK EVEN AFTER PIPS PROCESS if((ATRBreakEven)&&(XMIN<LastOpen)) { double BreakEvenPrice = NormalizeDouble(LastOpen + N*BreakEvenMultiple,Digits); if(Bid > BreakEvenPrice){ for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if ( LastOpen > OrderStopLoss()|| OrderStopLoss() <= 0.0 ) { if ( !OrderModify( OrderTicket(), OrderOpenPrice(), LastOpen,OrderTakeProfit(), OrderExpiration() ) ) { Print( "OrderModify Error #", GetLastError() ); return(-1); } } } } Modify2="done"; } } //-----------TRAILING STOP PROCESS LastSL = subLastSLPrice(); total = subTotalOpenTrade(); if(total>1) { if(LastSL < XMIN) { total = OrdersTotal(); for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if ( !OrderModify( OrderTicket(), OrderOpenPrice(), XMIN,OrderTakeProfit(), OrderExpiration() ) ) { Print( "OrderModify Error #", GetLastError() ); return(-1); } } } LastSL = subLastSLPrice(); } } //+----------END OF TRAILING STOP PROCESS }//-----------------------------------------------------+ //$$$$$$$$$$$$$$$(OPEN SELL PROCESS)$$$$$$$$$$$$$$$$$$$+//-----------------------------------------------------+ if(SellOrder>0) { if (BuyStopOrder>0) { if ( !OrderDelete( BuyStopOrder ) ) { Alert( "OrderDelete Error #", GetLastError() ); return(-1); } } LastOpen = subLastOpenPrice(); //-------------PENDING REENTRY PROCESS total = subTotalOpenTrade(); if(total<MaxUnits) { PendingTotal = subTotalSellStopTrade(); if(PendingTotal<1) { SellPrice = NormalizeDouble((LastOpen-N*ReEntryMultiple),Digits); SL = NormalizeDouble(SellPrice + N*SLMultiple, Digits ); if(SellPrice<Bid){ if (OrderSend(Symbol(),OP_SELLSTOP,Unit,SellPrice,6,SL,0,"TURTLE POWER",MagicNumber,0,Green)<0) { Print( BuyPrice+"OrderSend Error #", GetLastError() ); return(-1); } LastOpen = subLastOpenPrice(); } } } //-----------MODIFY STOPS AFTER REENTRY LastOpen = subLastOpenPrice(); if((total>1)&&(XMAX>LastOpen)) { SStopLossLevel = NormalizeDouble(LastOpen + N*SLMultiple, Digits ); total = OrdersTotal(); for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if ( SStopLossLevel < OrderStopLoss()|| OrderStopLoss() <= 0.0 ) { if ( !OrderModify( OrderTicket(), OrderOpenPrice(), SStopLossLevel,OrderTakeProfit(), OrderExpiration() ) ) { Print( "OrderModify Error #", GetLastError() ); return(-1); } return(0); } } } } //-----------BREAK EVEN AFTER PIPS PROCESS LastOpen = subLastOpenPrice(); if((ATRBreakEven)&&(XMAX>LastOpen)&&(total==MaxUnits)) {total = OrdersTotal(); BreakEvenPrice = NormalizeDouble(LastOpen - N*BreakEvenMultiple,Digits); if(Bid < BreakEvenPrice){ for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if ( LastOpen < OrderStopLoss()|| OrderStopLoss() <= 0.0 ) { if ( !OrderModify( OrderTicket(), OrderOpenPrice(), LastOpen,OrderTakeProfit(), OrderExpiration() ) ) { Print( "OrderModify Error #", GetLastError() ); return(-1); } } } } } } //-----------TRAILING STOP PROCESS LastSL = subLastSLPrice(); if(XMAX<=LastOpen) { if(LastSL > XMAX) { total = OrdersTotal(); for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if ( !OrderModify( OrderTicket(), OrderOpenPrice(), XMAX,OrderTakeProfit(), OrderExpiration() ) ) { Print( "OrderModify Error #", GetLastError() ); return(-1); } } } LastSL = subLastSLPrice(); } } //+----------END OF TRAILING STOP PROCESS } //---- return(0);}//+--------------------------END OF PROGRAM--------------------------+ //----------------------- GENERATE MAGIC NUMBER BASE ON SYMBOL AND TIME FRAME FUNCTION//----------------------- SOURCE : PENGIE int subGenerateMagicNumber(int MagicNumber, string symbol, int timeFrame){ int isymbol = 0; if (symbol == "EURUSD") isymbol = 1; else if (symbol == "GBPUSD")isymbol = 2; else if (symbol == "USDJPY")isymbol = 3; else if (symbol == "USDCHF")isymbol = 4; else if (symbol == "AUDUSD")isymbol = 5; else if (symbol == "USDCAD")isymbol = 6; else if (symbol == "EURGBP")isymbol = 7; else if (symbol == "EURJPY")isymbol = 8; else if (symbol == "EURCHF")isymbol = 9; else if (symbol == "EURAUD")isymbol = 10; else if (symbol == "EURCAD")isymbol = 11; else if (symbol == "GBPUSD")isymbol = 12; else if (symbol == "GBPJPY")isymbol = 13; else if (symbol == "GBPCHF")isymbol = 14; else if (symbol == "GBPAUD")isymbol = 15; else if (symbol == "GBPCAD")isymbol = 16; else isymbol = 17; if(isymbol<10) MagicNumber = MagicNumber * 10; return (StrToInteger(StringConcatenate(MagicNumber, isymbol, timeFrame))); }//----------------------- PRINT COMMENT FUNCTION//----------------------- SOURCE : CODERSGURUvoid subPrintDetails(){ string sComment = ""; string sp = "-------------------------------------------------------------\n"; string NL = "\n"; sComment = sp; sComment = sComment + sp; sComment = sComment + "BULL ENTRY= " + DoubleToStr(EMAX,4) + " | "; sComment = sComment + "BULL EXIT= " + DoubleToStr(XMIN,4) + " | "; sComment = sComment + NL; sComment = sComment + sp; sComment = sComment + "BEAR ENTRY= " + DoubleToStr(EMIN,4) + " | "; sComment = sComment + "BEAR EXIT= " + DoubleToStr(XMAX,4) + " | "; sComment = sComment + NL; sComment = sComment + sp; sComment = sComment + "ATR =" + DoubleToStr(N,4) + " | "; sComment = sComment + "Spread =" + DoubleToStr(spread,4) + " | "; sComment = sComment + "tickvalue =" + DoubleToStr(tickvalue,4) + " | "; sComment = sComment + NL; sComment = sComment + sp; sComment = sComment + "Total Pips= " +DoubleToStr(subPipProfitTotal(),0) + " | "; sComment = sComment + "Pips Locked in= " + DoubleToStr(PTLocked,0) + " | "; sComment = sComment + "T.P.Percent =" + DoubleToStr(PTPercent,4) + " | "; sComment = sComment + NL; sComment = sComment + sp; Comment(sComment);} //----------COUNT OPEN TRADES------------------+ int subTotalOpenTrade(){ int cnt, total = 0; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if((OrderType()==OP_SELL||OrderType()==OP_BUY) && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) total++; } return(total);}//----------GET LASt OPENED PRICE------------------+ double subLastOpenPrice(){ int cnt, total = 0; double OpenPrice; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if((OrderType()==OP_SELL||OrderType()==OP_BUY) && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) OpenPrice = OrderOpenPrice(); } return(OpenPrice);}//----------GET LASt SL PRICE------------------+ double subLastSLPrice(){ int cnt, total = 0; double SLPrice; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if((OrderType()==OP_SELL||OrderType()==OP_BUY) && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) SLPrice = OrderStopLoss(); } return(SLPrice);}//----------COUNT BUYSTOP ORDERS---------------+ int subTotalBuyStopTrade(){ int cnt, total = 0; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if(OrderType()==OP_BUYSTOP&& OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) total++; } return(total);}//-----------COUNT SELLSTOP ORDERS-------------+ int subTotalSellStopTrade(){ int cnt, total = 0; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if(OrderType()==OP_SELLSTOP&& OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) total++; } return(total);}//----------COUNT OPEN TRADES------------------+ double subPipProfitTotal(){ int cnt, total = 0; tickvalue = MarketInfo(Symbol(),MODE_TICKVALUE); double TotalProfit = 0; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if((OrderType()==OP_SELL||OrderType()==OP_BUY) && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { double PipProfit = (OrderProfit()/OrderLots()/tickvalue); TotalProfit = TotalProfit+PipProfit; } } return(TotalProfit);} //----------------------- CLOSE ORDER FUNCTION//----------------------- SOURCE: FIREDAVEvoid subCloseOrder(){ int cnt, total = 0, ticket = 0, err = 0, c = 0; total = OrdersTotal(); for(cnt=total-1;cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { switch(OrderType()) { case OP_BUY : for(c=0;c<10;c++) { ticket=OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); err=GetLastError(); if(err==0) { if(ticket>0) break; } else { if(err==0 || err==4 || err==136 || err==137 || err==138 || err==146) //Busy errors { Sleep(5000); continue; } else //normal error { if(ticket>0) break; } } } break; case OP_SELL : for(c=0;c<10;c++) { ticket=OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); err=GetLastError(); if(err==0) { if(ticket>0) break; } else { if(err==0 || err==4 || err==136 || err==137 || err==138 || err==146) //Busy errors { Sleep(5000); continue; } else //normal error { if(ticket>0) break; } } } break; case OP_BUYLIMIT : case OP_BUYSTOP: case OP_SELLLIMIT: case OP_SELLSTOP : OrderDelete(OrderTicket()); } } } }//----------GET ORDER TYPEint subOrderType(){ int cnt, total = 0; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); total = OrderType(); } return(total);}联系微：yy01xp看回测 及 策略讲解
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