MetaTrader编程入门－－智能交易系统基础

cwit

forex81909 - 2008-1-24 15:25:00
//+------------------------------------------------------------------+
//|                          Designed by OKwh, China  |
//|                  Copyright 2006, OKwh |
//|                                            |
//+------------------------------------------------------------------+
#property copyright "Copyright 2006, OKwh "
#property link    ""
#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
extern double TakeProfit = 100;  
extern  double StopLoss = 20;
extern double MaximumRisk    = 0.3;
extern double TrailingStop =25;
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(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
{
  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(MacdCurrent<0 && MacdCurrent>SignalCurrent && MacdPrevious<SignalPrevious
    && MaCurrent>MaPrevious)
  return (1); // 买 Ma在上升，Macd在0线上，并且两线上交叉
if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious
    && MaCurrent<MaPrevious)
  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
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 (TimeDayOfWeek(CurTime()) == 1)
  {
  if (TimeHour(CurTime()) < 3 ) return; //周一早8点前不做
  }
if (TimeDayOfWeek(CurTime()) == 5)
  {
  if (TimeHour(CurTime()) > 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()  //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;
for (int i = 0; i < OrdersTotal(); i++)
{
  if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)    break;
  if (OrderType() == OP_BUY)
  {
    if ((Bid - OrderOpenPrice()) > (TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT)))
    {
    if (OrderStopLoss() < Bid - TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT))
    {
      bs = OrderModify(OrderTicket(), OrderOpenPrice(), Bid - TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(),0, Green);
    }
    }
  }
  else if (OrderType() == OP_SELL)
  {
    if ((OrderOpenPrice() - Ask) > (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);
}
    }
  }
}
}

风子 - 2008-1-26 17:31:00
智能交易系统的大框架是这样的，主要将交易信号的部分改成自己的就可以了，其他部分稍微改下就可以了。

cupid_venus

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