本人在学习当中,拿出心得跟大家分享吧
下面的代码是一个智能交易系统,并不是很麻烦,仅有200多行代码
开仓手数为了方便并未使用资金管理,如果还有不明白的地方可以跟帖询问。
复制内容到剪贴板
代码:
//+------------------------------------------------------------------+
//| Designed by . China |
//| Copyright 2007, |
//| 这是一个智能交易系统,不是指标 |
//+------------------------------------------------------------------+
#property copyright \"Copyright 2007, haha \"
#property link \"\"
#define MAGICMA 200708081234
//+------------------------------------------------------------------+
//| 注意没有指标文件那些property |
//+------------------------------------------------------------------+
//在主函数和子函数外定义的变量为全局变量,全局变量的值在系统执行过程中是不变的,使用extern的作用是
//定义时对全局变量进行赋值,系统使用过程中,用户可以修改.
extern int whichmethod = 1; //1~4 种下单方式
extern double TakeProfit = 100; //这个参数是止赢
extern double StopLoss = 20; //止损
extern double MaximumRisk = 0.3; //最大开仓量
extern double TrailingStop =25; //追止
extern int maxOpen = 3; //最多持仓限制
extern int maxLots = 5; //最多单仓限制
extern int bb = 0; //非零就跟踪止赢
extern double MATrendPeriod=26;//使用26均线
int i, p2, xxx,p1, res;
double Lots;
datetime lasttime;
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();
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
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//MarketInfo(Symbol(),MODE_MINLOT);
//MarketInfo(Symbol(),MODE_MAXLOT);
//MarketInfo(Symbol(),MODE_LOTSTEP);
lot=NormalizeDouble(MaximumRisk * AccountBalance()/AccountLeverage(),1);
if(lotmaxLots) 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);
}
}
}
}
//判断买或卖或平仓
int buyorsell() //在这个函数计算设置你的交易信号
{
double MacdCurrent, MacdPrevious, SignalCurrent;
double SignalPrevious, MaCurrent, MaPrevious;
MacdCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
MacdPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
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);
if(MacdCurrentSignalCurrent && MacdPreviousMaPrevious)
return (1); // 买 Ma在上升,Macd在0线上,并且两线上交叉
if(MacdCurrent>0 && MacdCurrentSignalPrevious && MaCurrent 19 ) return; //周五晚11点后不做
}
if (OrdersTotal( ) >= maxOpen) return ;
//如果已持有开仓数达到最大,不做
if (nowbuyorsell==0) return; //不交易
TradeOK(); //去下单交易
}
void TradeOK() //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 (TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT)))
{
if ((OrderStopLoss()) > (Ask + TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT)))
{
bs = OrderModify(OrderTicket(), OrderOpenPrice(),
Ask + TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(),0, Tan);
}
}
}
}
}
以上代码已编译通过,可直接在mt4上编译执行,感兴趣的可以下载编译后进行测试 |