练手MQL5
#property copyright "text" #property link "https://www.mql5.com" #property version "1.00" #include <shuju.mqh> #include <jiaoyi.mqh> input int magic=888; //魔幻号 input double lot =0.1;//手数 input int tp =200;//止盈 input int sl =300;//止损 input int 盈利多少点=100; input int move_SL =50; //移动止损 input int 最近多少根Zg均值 = 11;//用于优化策略 input ENUM_TIMEFRAMES periodH1 = PERIOD_H1;//小时周期K input ENUM_TIMEFRAMES periodH4 = PERIOD_H1;//大周期K input int bars = 500; input int ExtDepth=12; input int ExtDeviation=5; input int ExtBackstep=3; shuju sj; jiaoyi jy; int a; double zigzagdata[11][3]; double zigzag[]; double start_index1; double start_index2;//记录挂单在高点还是地点的状态 double start_price1; double start_price2; double sec_price1; double sec_price2; ulong order_buy = 0; ulong order_sell= 0; int OnInit() { a = iCustom(Symbol(),periodH1,"Examples\\ZigZag",ExtDepth,ExtDeviation,ExtBackstep); ArraySetAsSeries(zigzag,true); EventSetTimer(3600); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ bool market(double &array[][2],double price_ask,double price_bid) { double sum1 = 0.0; double sum2 = 0.0; double average = 0.0; int a =0; for(int i = 最近多少根Zg均值-1; i>0 ; i--) { if(array[i][0] = 1 && array[i-1][0]>array[i][0]) { sum1 = array[i-1][0] - array[i][0]; } if(array[i][0] = 2 && array[i-1][0]<array[i][0]) { sum2 = array[i][0] - array[i-1][0]; } } average = (sum1+sum2)/10; if(average > 0.001) a = 1; return(a); } void OnTick() { double open_buy,open_sell; datetime optime_buy,optime_sell; double lots; int total = OrdersTotal(); int posit_total = PositionsTotal(); double now_pice = SymbolInfoDouble(Symbol(),SYMBOL_ASK); double now_pice2= SymbolInfoDouble(Symbol(),SYMBOL_BID); //if(market(zigzagdata,now_pice,now_pice2)==true) //+------------------------------------------------------------------+ //| buy | //+------------------------------------------------------------------+ //jy.getlasthistory(Symbol(),DEAL_TYPE_SELL ,0,open_buy,optime_buy,lots);//最后一张多单 if(zigzagdata[1][1] == 1 ) //高点挂多单 { //挂单且记录下挂单号 double pricebuy = zigzagdata[1][0]+5*_Point; if(zigzagdata[1][0]>now_pice) { if(total==0) { order_buy = jy.buyguaplus(pricebuy,Symbol(),lot,sl,tp,"挂多单",magic,0); start_index1 = zigzagdata[1][1]; start_price1 = zigzagdata[1][0]; sec_price1 = zigzagdata[2][0]; } if(total>1) { for(int i = 0; i < total;i++) { OrderGetTicket(i); if(OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_STOP && OrderGetInteger(ORDER_MAGIC)==magic) { break; } if(OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_STOP && OrderGetInteger(ORDER_MAGIC)==magic && total==1) { order_buy = jy.buyguaplus(pricebuy,Symbol(),lot,sl,tp,"挂多单",magic,0); start_index1 = zigzagdata[1][1]; start_price1 = zigzagdata[1][0]; sec_price1 = zigzagdata[2][0]; } } } } } //---什么情况下删除定单 if(start_index1 != zigzagdata[1][1] && start_price1 >now_pice && sec_price1>now_pice) { for(int i = 0; i <total ;i++) { OrderGetTicket(i); if(OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_STOP) { if(OrdersTotal()>0) jy.delor_one_ders(Symbol(),order_buy,magic); } } } //+------------------------------------------------------------------+ //| buy end ---next sell | //+------------------------------------------------------------------+ //jy.getlasthistory(Symbol(),DEAL_TYPE_BUY ,0,open_sell,optime_sell,lots);//最后一张空单 if(zigzagdata[1][1] == 2 ) //低点挂空单 { //挂单且记录下挂单号 double pricesell = zigzagdata[1][0]-5*_Point; if(zigzagdata[1][0]<now_pice2) { if(total == 0) { order_sell = jy.sellguaplus(pricesell,Symbol(),lot,sl,tp,"挂空单",magic,0); start_index2 = zigzagdata[1][1]; start_price2 = zigzagdata[1][0]; sec_price2 = zigzagdata[2][0]; } if(total > 1) { for(int i = 0; i < total;i++) { OrderGetTicket(i); if(OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_STOP && OrderGetInteger(ORDER_MAGIC)==magic) { break; } if(OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_STOP && OrderGetInteger(ORDER_MAGIC)==magic && total==1) { order_sell = jy.sellguaplus(pricesell,Symbol(),lot,sl,tp,"挂空单",magic,0); start_index2 = zigzagdata[1][1]; start_price2 = zigzagdata[1][0]; sec_price2 = zigzagdata[2][0]; } } } } } //---什么情况下删除定单 if( start_index2 != zigzagdata[1][1] && start_price2 <now_pice && sec_price2<now_pice) { for(int i = 0; i <total ;i++) { OrderGetTicket(i); if(OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_STOP) { if(OrdersTotal()>0) { jy.delor_one_ders(Symbol(),order_sell,magic); start_index2 = 0; } } } } //+------------------------------------------------------------------+ //| sell_end | //+------------------------------------------------------------------+ /*if(OrdersTotal() == 0 && posit_total == 0) { if(zigzagdata[1][1] == 1 && zigzagdata[1][0] > now_pice && zigzagdata[2][0] < now_pice2) { //挂单且记录下挂单号 double pricebuy = zigzagdata[1][0]+5*_Point; double pricesell =zigzagdata[2][0]- 5*_Point; jy.buyguaplus(pricebuy,Symbol(),lot,sl,tp,"挂多单",magic,0); jy.sellguaplus(pricesell,Symbol(),lot,sl,tp,"挂空单",magic,0); } //后加的策略二号 if(zigzagdata[1][1] == 2 && zigzagdata[1][0] < now_pice && zigzagdata[2][0] > now_pice2) { //挂单且记录下挂单号 double pricesell = zigzagdata[1][0]-5*_Point; double pricebuy =zigzagdata[2][0]+ 5*_Point; jy.buyguaplus(pricebuy,Symbol(),lot,sl,tp,"挂多单",magic,0); jy.sellguaplus(pricesell,Symbol(),lot,sl,tp,"挂空单",magic,0); } } if(total == 1) { for(int i = 0; i < total; i++) { OrderGetTicket(i); jy.delorders(Symbol(),magic); } } //--- 遍历挂单成交的情况 if(posit_total != 0) { for(int i = 0; i<posit_total ; i++) { string name = PositionGetSymbol(i); double open = PositionGetDouble( POSITION_PRICE_OPEN); //搜索多单且盈利超过10个点时，修改止损到盈利5点 if(PositionGetInteger(POSITION_MAGIC) ==magic && PositionGetInteger(POSITION_TYPE)== POSITION_TYPE_BUY && (PositionGetDouble( POSITION_PRICE_CURRENT)- PositionGetDouble( POSITION_PRICE_OPEN)) >= 盈利多少点* _Point) { double sll_1 = move_SL*_Point+PositionGetDouble( POSITION_PRICE_OPEN); double tpl_1 = tp*_Point+PositionGetDouble( POSITION_PRICE_OPEN); jy.modifysltp(Symbol(),POSITION_TYPE_BUY,sll_1,tpl_1,magic); //jy.modifysltp(Symbol(),POSITION_TYPE_BUY,(move_SL+PositionGetDouble( POSITION_PRICE_OPEN)),(tp*_Point+PositionGetDouble( POSITION_PRICE_OPEN)),magic); //jy.modifysltp(Symbol(),POSITION_TYPE_BUY,1.13484,1.1399,0); } //搜索空单且盈利超过10个点时，修改止损到盈利5点 if(PositionGetInteger(POSITION_MAGIC) ==magic && PositionGetInteger(POSITION_TYPE)== POSITION_TYPE_SELL && (PositionGetDouble( POSITION_PRICE_OPEN)-PositionGetDouble( POSITION_PRICE_CURRENT)) >= 盈利多少点* _Point) { double sll = PositionGetDouble( POSITION_PRICE_OPEN)-move_SL*_Point; double tpl = PositionGetDouble( POSITION_PRICE_OPEN)-tp*_Point; jy.modifysltp(Symbol(),POSITION_TYPE_SELL,sll,tpl,magic); //jy.modifysltp(Symbol(),POSITION_TYPE_SELL,move_SL,tp,magic); } } } */ } //+------------------------------------------------------------------+ //| Timer function | //+------------------------------------------------------------------+ void OnTimer() { double high[]; ArraySetAsSeries(high,true); CopyHigh(Symbol(),0,0,bars,high); /*datetime time[]; ArraySetAsSeries(time,true); CopyTime(Symbol(),0,0,bars,time);*/ CopyBuffer(a,0,0,bars,zigzag); int index = 0; for(int i = 0; i < bars; i++) { if(zigzag[i] > 0 && zigzag[i] == high[i] && index < 10) { zigzagdata[index][0] = zigzag[i]; zigzagdata[index][1] = 1; zigzagdata[index][2] = 6;//记录下高点的下标index index ++; } if(zigzag[i] > 0 && zigzag[i] != high[i] && index < 10) { zigzagdata[index][0] = zigzag[i]; zigzagdata[index][1] = 2; zigzagdata[index][2] = 9;//记录下地址的时间 index ++; } } } //+------------------------------------------------------------------+ //| Trade function | //+------------------------------------------------------------------+ void OnTrade() { //--- } //+------------------------------------------------------------------+ //| Tester function | //+------------------------------------------------------------------+ double OnTester() { //--- double ret=0.0; //--- //--- return(ret); } //+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- } //+------------------------------------------------------------------+
