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没有人知道怎样改善这个智能交易？ 干杯！

Author: Mark

[[删除]]

//+------------------------------------------------------------------+
//|                                                  Cashmachine.mq4 |
//|                      Copyright ?2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright ?2008, Mark Johnson."
#property link      "[e-mail]"
//+------------------------------------------------------------------+
//| Input parameters                                                 |
//+------------------------------------------------------------------+
extern int TakeProfit=100;
extern string Base="EURUSD";
extern string Hedge="USDCHF";
extern int EMAShortPeriod=24;
extern int EMALongPeriod=62;
//+------------------------------------------------------------------+
//| Lets start trading                                               |
//+------------------------------------------------------------------+
int start()
  {
    double FastEMA=0, SlowEMA=0, RSI=0, CorDiff=0;
     
    if( TotalProfit() > TakeProfit )
  
      {
      CloseOrders();
      }
    if( Day() > 5 || ( Day() == 5 && Hour() > 18 ) )
  
      {
      return(0);
      }
   
    FastEMA = iMA(Base,0,EMAShortPeriod,0,MODE_EMA,PRICE_CLOSE,1);
    SlowEMA = iMA(Base,0,EMALongPeriod,0,MODE_EMA,PRICE_CLOSE,1);
    RSI     = iRSI(Base,0,14,PRICE_CLOSE,0);
    
    CorDiff = Cor(Base,Hedge);
         
    if( OrdersTotal() == 0 )
    
      {
      
        if( FastEMA-SlowEMA > 0 && RSI <= 30 && CorDiff < 0 )
      
          {
            if( IsTradeAllowed() )
        
                {
          
                OrderSend(Base,OP_BUY,LotsOptimized(),MarketInfo(Base,MODE_ASK),3,0,0,Base,255,0,CLR_NONE);
          
                OrderSend(Hedge,OP_BUY,LotsOptimized(),MarketInfo(Hedge,MODE_ASK),3,0,0,Hedge,255,0,CLR_NONE);
          
                }
          }
         
       if( FastEMA-SlowEMA < 0 && RSI >= 70 && CorDiff < 0 )
      
         {
            if( IsTradeAllowed() )
        
                {
          
                OrderSend(Base,OP_SELL,LotsOptimized(),MarketInfo(Base,MODE_BID),3,0,0,Base,255,0,CLR_NONE);
                OrderSend(Hedge,OP_SELL,LotsOptimized(),MarketInfo(Hedge,MODE_BID),3,0,0,Hedge,255,0,CLR_NONE);
          
                }
       
          }
        
      }
            
    return(0);
   
  }
//+------------------------------------------------------------------+
//| CLOSE ORDERS                                                     |
//+------------------------------------------------------------------+
bool CloseOrders()
  {  
  if( IsTradeAllowed() )
  
    {
    
    for(int i = OrdersTotal() - 1; i >= 0; i--)
      {         
      if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) )
        {
        OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), MarketInfo(OrderSymbol(), MODE_SPREAD), CLR_NONE);
        }
      }
      
    }
  RefreshRates();
  }   
//+------------------------------------------------------------------+
//| CORRELATION                                                      |
//+------------------------------------------------------------------+
double symboldif(string symbol, int shift)
  {
   return(iClose(symbol, 1440, shift) - 
          iMA(symbol, 1440, Period(), 0, MODE_SMA, PRICE_CLOSE, shift));
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double powdif(double val)
  {
   return(MathPow(val, 2));
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double u(double val1, double val2)
  {
   return((val1*val2));
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double Cor(string base, string hedge)
  {  
   double u1 = 0, l1 = 0, s1 = 0;
   for(int i = Period() - 1; i >= 0; i--)
     {
       u1 += u(symboldif(base, i), symboldif(hedge, i));
       l1 += powdif(symboldif(base, i));
       s1 += powdif(symboldif(hedge, i));
     }
   if(l1*s1 > 0) 
       return(u1 / MathSqrt(l1*s1));
  }
//+------------------------------------------------------------------+
//| TOTAL PROFIT                                                     |
//+------------------------------------------------------------------+
double TotalProfit()
  {   
   double MyCurrentProfit = 0;
   for(int cnt = 0; cnt < OrdersTotal(); cnt++)
     {
       OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
       MyCurrentProfit += (OrderProfit() + OrderSwap());
     }
   return(MyCurrentProfit);
  }
//+------------------------------------------------------------------+
//| LOTS OPTIMIZED                                                   |
//+------------------------------------------------------------------+
double LotsOptimized()
  
  {
  
  double Lots = 0;
  
  Lots = NormalizeDouble( AccountFreeMargin() / 100000, 1 );
    
  if( Lots < 0.1 ) Lots = 0.1;
  
    return( Lots );
  
  }

林焕才2011年4月10日阅，谢谢提供