Problemi di chiusura, per favore aiutatemi - pagina 7

 
Ais wrote >>

Ciao Cameofx,
Grazie per la gentile risposta.
Questo sistema di codifica è molto semplice e facile.
Tutto fatto manualmente in MetaEditor.
Infatti, il sistema è stato progettato per sviluppare grandi programmi facilmente e con alta velocità.
Il sistema dovrebbe essere anche flessibile e affidabile.
Cordiali saluti!

Ciao Ais
Questo è un lavoro incredibile..... Come può il forum ringraziarti abbastanza? Un grazie e un hip, hip, hooray.
Riconosco anche la pazienza che hai avuto nello spiegare le molte domande che ti ho posto. Vi ringrazio
Oggi confronterò il programma che non ha funzionato, 1_20[1] con questo programma dichiarazione per dichiarazione. C'è molto da imparare da entrambi.
Lei ha menzionato prima nello sviluppo di questo programma, che con la flessibilità di questo programma, le caratteristiche possono essere aggiunte. Le caratteristiche possono essere indicatori, gestione del denaro, impilamento delle posizioni, modifica degli ordini in sospeso, ecc? Si può aggiungere una caratteristica che quando un trade è stato liquidato, non verranno eseguiti altri trade sulla barra corrente? Questo potrebbe non essere un problema per alcune persone del forum, ma vorrei fare un backtest con un'opzione in cui il sistema non scambiasse immediatamente sulla barra corrente dopo una liquidazione. È possibile?
Grazie per essere qui.
Ciao per ora.
 

Ciao Ais
Ci sono alcuni sottili cambiamenti nel confronto. Ci ho lavorato per poco tempo, non ho completato il lavoro. Ma una differenza che colpisce è con iNewBar (). Eliminando iNewBar (), e sostituendo la variabile iFirstRun con iTime_0, questo forza il
( ( ( iNewBar () ==TRUE) || (iFirst == 1 ) ) fuori dall'equazione del programma. iSignalOpen è semplificato con un'esecuzione più veloce.
Ottimo lavoro.
Saluti
< edited>
Quanto sopra dimostra lo stesso per iSignalClose. Molto facile capire il controllo che passa attraverso il programma.
Grazie.

 

Ciao Ais
Ho trovato una differenza più sottile in iTryOpen e iTryClose. Nessun impatto apparente. Ma mi documenterò sugli operatori 'else-if' per essere chiaro.
Grazie ancora.
Tornerò domani.
Saluti

 
////////////////////////////////////////////////////////////////////<         1>
// < Program : Property >                                         //<          >
//   #define   1    " "                                           //<          >
//   #define   2    " "                                           //<          >
// </Program : Property >                                         //<          >
//                                                                //<          >
// < Program : Content >                                          //<          >
//                                                                //<          >
// < Structure             18 elements  in      4 domains       > //<          >
// < 1. Data                9 elements  in      2 domains      /> //<          >
// < 2. Code                9 elements  in      2 domains      /> //<          >
// </Structure             18 elements  in      4 domains       > //<          >
//                                                                //<          >
// < 1. Data                9 =       4 i       3 d       - s   > //<          >
// < 1.1. Input             8 =       5 i       3 d       - s  /> //<          >
// < 1.2. Buffer            1 =       1 i       - d       - s  /> //<          >
// </1. Data                9 =       4 i       3 d       - s   > //<          >
//                                                                //<          >
// < 2. Code                9 /       - i      80 l       3 o   > //<          >
// < 2.1. Interface         6 /       - i      69 l       3 o  /> //<          >
// < 2.2. Special           3 /       - i      11 l       - o  /> //<          >
// </2. Code                9 /       - i      80 l       3 o   > //<          >
//                                                                //<          >
// </Program : Content >                                          //<          >

////////////////////////////////////////////////////////////////////<         2>
// < 1.1. Data : Input >                                          //<          >
//                                                                //<          >
// < 1.1. Input             8 =       5 i       3 d       - s   > //<          >
// <      1. Strategy       4 =       2 i       2 d       - s  /> //<          >
// <      2. Trading        4 =       3 i       1 d       - s  /> //<          >
// </1.1. Input             8 =       5 i       3 d       - s   > //<          >
//                                                                //<          >
// <      1.1.1. Strategy 4 >=====================================//<          >
                    int       iBaseLag          = 20            ; //<          >
                    int       iBaseBar          = 1             ; //<          >
                    double    dFactorTP         = 1.0           ; //<          >
                    double    dFactorSL         = 2.0           ; //<          >
// </     1.1.1. Strategy 4 >=====================================//<          >
//                                                                //<          >
// <      1.1.2. Trading 4 >======================================//<          >
                    int       iTradeBarOnce     = 1             ; //<          >
                    int       iSlippage         = 1             ; //<          >
                    int       iMagic            = 1             ; //<          >
                    double    dLots             = 0.1           ; //<          >
// </     1.1.2. Trading 4 >======================================//<          >
//                                                                //<          >
//                                                                //<          >
// </1.1. Data : Input >                                          //<          >
 
////////////////////////////////////////////////////////////////////<         3>
// < 1.2. Data : Buffer >                                         //<          >
//                                                                //<          >
// < 1.2. Buffer            1 =       1 i       - d       - s   > //<          >
// <      1. Flags          1 =       1 i       - d       - s  /> //<          >
// </1.2. Buffer            1 =       1 i       - d       - s   > //<          >
//                                                                //<          >
// <      1.2.1. Flags 1 >========================================//<          >
                    int       iTradeBarTime     = EMPTY         ; //<          >
// </     1.2.1. Flags 1 >========================================//<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </1.2. Data : Buffer >                                         //<          >

////////////////////////////////////////////////////////////////////<         4>
// < 2.1. Code : Interface >                                      //<          >
//                                                                //<          >
// < 2.1. Interface         6 /       - i      69 l       3 o   > //<          >
// <      1. iReserved_1              - i       - l       - o  /> //<          >
// <      2. iSignalOpen              - i      17 l       1 o  /> //<          >
// <      3. iSignalClose             - i      15 l       1 o  /> //<          >
// <      4. iGetTicket               - i       7 l       1 o  /> //<          >
// <      5. iTryOpen                 - i      15 l       - o  /> //<          >
// <      6. iTryClose                - i      15 l       - o  /> //<          >
// </2.1. Interface         6 /       - i      69 l       3 o   > //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </2.1. Code : Interface >                                      //<          >
 
////////////////////////////////////////////////////////////////////<         5>
// < 2.1.1. Code : Interface : iReserved_1 >                      //<          >
//int     iReserved_1 ()     //       - i       - l       - o     //<          >
//{                                                               //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//}                                                               //<          >
// </2.1.1. Code : Interface : iReserved_1 >                      //<          >

////////////////////////////////////////////////////////////////////<         6>
// < 2.1.2. Code : Interface : iSignalOpen >                      //<          >
int       iSignalOpen ()     //       - i      17 l       1 o     //<          >
{                                                                 //<          >
if      ( iTradeBarTime    == iTime   ( 0 , 0 , 0 ) )             //<          >
if      ( iTradeBarOnce    == 1 )       return    ( EMPTY     ) ; //<          >
//                                                                //<          >
static    int       iTime_0 = EMPTY                             ; //<          >
if      (           iTime_0 < iTime   ( 0 , 0 , 0 ) )             //<          >
        {           iTime_0 = iTime   ( 0 , 0 , 0 )             ; //<          >
          iTradeBarTime     = EMPTY                             ; //<          >
          static    double    dHighest , dLowest                ; //<          >
          dHighest = High   [ iHighest ( 0 , 0    , MODE_HIGH ,   //<          >
                              iBaseLag , iBaseBar           ) ] ; //<          >
          dLowest  = Low    [ iLowest  ( 0 , 0    , MODE_LOW  ,   //<          >
                              iBaseLag , iBaseBar           ) ] ; //<          >
        } // if                                                   //<          >
double    dAsk    = MarketInfo        ( Symbol () , MODE_ASK  ) ; //<          >
double    dBid    = MarketInfo        ( Symbol () , MODE_BID  ) ; //<          >
if      ( dAsk    > dHighest )          return    ( OP_BUY    ) ; //<          >
if      ( dBid    < dLowest  )          return    ( OP_SELL   ) ; //<          >
                                        return    ( EMPTY     ) ; //<          >
}                                                                 //<          >
// </2.1.2. Code : Interface : iSignalOpen >                      //<          >
 
////////////////////////////////////////////////////////////////////<         7>
// < 2.1.3. Code : Interface : iSignalClose >                     //<          >
int       iSignalClose ()    //       - i      15 l       1 o     //<          >
{                                                                 //<          >
static    int       iTime_0 = EMPTY                             ; //<          >
if      (           iTime_0 < iTime   ( 0 , 0 , 0 ) )             //<          >
        {           iTime_0 = iTime   ( 0 , 0 , 0 )             ; //<          >
          static    double    dATR    , dProfit  , dLoss        ; //<          >
          dATR    = iATR    ( 0 , 0   , iBaseLag , iBaseBar   ) ; //<          >
        } // if                                                   //<          >
//                                                                //<          >
double    dDelta  = OrderOpenPrice () - OrderClosePrice ()      ; //<          >
//                                                                //<          >
if      ( OrderType ()     == OP_BUY  )                           //<          >
        { dProfit = -dDelta ; dLoss  =  dDelta                ; } //<          >
else if ( OrderType ()     == OP_SELL )                           //<          >
        { dProfit =  dDelta ; dLoss  = -dDelta                ; } //<          >
else                                    return    ( EMPTY     ) ; //<          >
//                                                                //<          >
if      ( dProfit > dATR * dFactorTP )  return    ( TRUE      ) ; //<          >
if      ( dLoss   > dATR * dFactorSL )  return    ( TRUE      ) ; //<          >
                                        return    ( EMPTY     ) ; //<          >
}                                                                 //<          >
// </2.1.3. Code : Interface : iSignalClose >                     //<          >

////////////////////////////////////////////////////////////////////<         8>
// < 2.1.4. Code : Interface : iGetTicket >                       //<          >
int       iGetTicket ()      //       - i       7 l       1 o     //<          >
{                                                                 //<          >
for     ( int i   = OrdersTotal () - 1 ; i >= 0 ; i -- )          //<          >
        {                                                         //<          >
          if      ( OrderSelect ( i , SELECT_BY_POS ) == TRUE   ) //<          >
          if      ( OrderMagicNumber ()               == iMagic ) //<          >
                                      return ( OrderTicket () ) ; //<          >
        } // for                                                  //<          >
                                      return ( EMPTY          ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.1.4. Code : Interface : iGetTicket >                       //<          >
 
////////////////////////////////////////////////////////////////////<         9>
// < 2.1.5. Code : Interface : iTryOpen >                         //<          >
int       iTryOpen ()        //       - i      15 l       - o     //<          >
{                                                                 //<          >
int       iCommand          = iSignalOpen ()                    ; //<          >
if      ( iCommand         == EMPTY  )                return    ; //<          >
if      ( iCommand         == OP_BUY )                            //<          >
        { string    sType   = "Buy"  ;  int  iColor = Blue    ; } //<          >
else    {           sType   = "Sell" ;       iColor = Red     ; } //<          >
//                                                                //<          >
if      ( iCommand         == OP_BUY )  int  iMode  = MODE_ASK  ; //<          >
                                        else iMode  = MODE_BID  ; //<          >
double    dPrice  = MarketInfo ( Symbol () , iMode            ) ; //<          >
//                                                                //<          >
OrderSend  ( Symbol ()       , iCommand             , dLots   ,   //<          >
             NormalizeDouble ( dPrice , Digits )              ,   //<          >
             iSlippage  , 0  , 0 , "" , iMagic , 0  , iColor  ) ; //<          >
//                                                                //<          >
int       iTrap   = GetLastError ()                             ; //<          >
if      ( iTrap  == 0 )                                           //<          >
        { Alert   ( sType , " Was a Big Success"            ) ; } //<          >
else    { Alert   ( sType , " open exception "      , iTrap ) ; } //<          >
}                                                                 //<          >
// </2.1.5. Code : Interface : iTryOpen >                         //<          >

////////////////////////////////////////////////////////////////////<        10>
// < 2.1.6. Code : Interface : iTryClose >                        //<          >
int       iTryClose ()       //       - i      15 l       - o     //<          >
{                                                                 //<          >
int       iCommand          = iSignalClose ()                   ; //<          >
if      ( iCommand         == EMPTY  )                return    ; //<          >
if      ( OrderType ()     == OP_BUY )                            //<          >
        { string    sType   = "Buy"  ;  int  iColor = Red     ; } //<          >
else    {           sType   = "Sell" ;       iColor = Blue    ; } //<          >
//                                                                //<          >
if      ( OrderProfit ()    > 0      )  string sAct = "Take"    ; //<          >
                                        else   sAct = "Stop"    ; //<          >
double    dPrice  = OrderClosePrice ()                          ; //<          >
//                                                                //<          >
OrderClose ( OrderTicket ()  , OrderLots ()                   ,   //<          >
             NormalizeDouble ( dPrice , Digits )              ,   //<          >
             iSlippage                              , iColor  ) ; //<          >
//                                                                //<          >
int       iTrap   = GetLastError ()                             ; //<          >
if      ( iTrap  == 0 ) iTradeBarTime = iTime ( 0 , 0 , 0 ) ;   //<          >
          Alert   ( sType , " closed with Hard "    , sAct  ) ; } //<          >
else    { Alert   ( sType , " close exception "     , iTrap ) ; } //<          >
}                                                                 //<          >
// </2.1.6. Code : Interface : iTryClose >                        //<          >
 
////////////////////////////////////////////////////////////////////<        11>
// < 2.2. Code : Special >                                        //<          >
//                                                                //<          >
// < 2.2. Special           3 /       - i      11 l       - o   > //<          >
// <      1. init                     - i       1 l       - o  /> //<          >
// <      2. deinit                   - i       1 l       - o  /> //<          >
// <      3. start                    - i       9 l       - o  /> //<          >
// </2.2. Special           3 /       - i      11 l       - o   > //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </2.2. Code : Special >                                        //<          >

////////////////////////////////////////////////////////////////////<        12>
// < 2.2.1. Code : Special : Init >                               //<          >
int       init    ()         //       - i       1 l       - o     //<          >
{                                                                 //<          >
Alert   ( ""               , "Start " , UninitializeReason () ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.2.1. Code : Special : Init >                               //<          >
 
////////////////////////////////////////////////////////////////////<        13>
// < 2.2.2. Code : Special : Deinit >                             //<          >
int       deinit  ()         //       - i       1 l       - o     //<          >
{                                                                 //<          >
Alert   ( ""               , "Stop "  , UninitializeReason () ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.2.2. Code : Special : Deinit >                             //<          >

////////////////////////////////////////////////////////////////////<        14>
// < 2.2.3. Code : Special : Start >                              //<          >
int       start   ()         //       - i       9 l       - o     //<          >
{                                                                 //<          >
// < 2.2.3.1. History data inspection 4 >`````````````````````````//<          >
static    int       iTrigger   = 0       ; if ( iTrigger == 0 ) { //<          >
  if  ( ( iTime ( 0 , 0 , 0 ) == 0                          )     //<          >
  ||    ( iBars ( 0 , 0     )  < iBaseLag     + iBaseBar    ) )   //<          >
          return                         ; else iTrigger  = 1 ; } //<          >
// </2.2.3.1. History data inspection 4 >`````````````````````````//<          >
//                                                                //<          >
// < 2.2.3.2. Main routine 3 >````````````````````````````````````//<          >
int       iTicket           = iGetTicket ()                     ; //<          >
//                                                                //<          >
if      ( iTicket < 0 )       iTryOpen   ()                     ; //<          >
else                          iTryClose  ()                     ; //<          >
// </2.2.3.2. Main routine 3 >````````````````````````````````````//<          >
//                                                                //<          >
// < 2.2.3.3. Exception handler 2 >```````````````````````````````//<          >
int       iTrap   =           GetLastError ()                   ; //<          >
if      ( iTrap   > 0 )       Alert  ( "Exception " , iTrap   ) ; //<          >
// </2.2.3.3. Exception handler 2 >```````````````````````````````//<          >
}                                                                 //<          >
// </2.2.3. Code : Special : Start >                              //<          >
////////////////////////////////////////////////////////////////////<         0>


Elenco completo delle modifiche:

1. La variabile globale "int iTradeBarOnce = 1 ;" è stata aggiunta nel dominio "Data : Input".
2. Il dominio "Data : Buffer" è stato creato.
3. La variabile globale "int iTradeBarTime" è stata aggiunta nel dominio "Data : Buffer".
4. E' stata aggiunta la funzione vuota "iReserved_1 ()".
5. La funzione "iSignalOpen ()" è stata modificata.
6. È stata cambiata la funzione "iTryClose ()".


Note:

1. La variabile globale "int iTradeBarOnce" permette / vieta di ripetere l'operazione sulla stessa barra.
2. Il valore di questa variabile "0" permette e il valore "1" vieta di ripetere l'operazione sulla stessa barra.
3. La variabile globale "int iTradeBarTime" trasmette il tempo di apertura della barra scambiata dalla funzione "iTryClose ()".
4. La funzione "iSignalOpen ()" riceve questo valore e lo usa per controllare la ripetizione del trade.
5. Mi piace usare i valori "1" e "0" invece di "TRUE" e "FALSE".
6.

Le

seguenti dichiarazioni sono equivalenti, ma la prima funziona più velocemente:

if      ( iTradeBarTime    == iTime   ( 0 , 0 , 0 ) )             //<          >
if      ( iTradeBarOnce    == 1 )       return    ( EMPTY     ) ; //<          >

if    ( ( iTradeBarTime    == iTime   ( 0 , 0 , 0 ) )             //<          >
     && ( iTradeBarOnce    == 1 ) )     return    ( EMPTY     ) ; //<          >

7. La funzione vuota "iReserved_1" è stata aggiunta per uso futuro.


Ultima modifica: 2010.03.18 22:54
Stato: Pronto



Ciao Huckleberry e ciao!
Più tardi estenderò leggermente il programma per renderlo più leggibile.
Saluti!

File:
1_29.mq4  27 kb