如何精确判断均线相交的金叉和死叉

s32967326 2019.12.14 12:39

网上找了均线判断金叉和死叉的指标, 发现有些金叉和死叉无法判断到. 这个该怎么优化呢 ?

下面是MT5 的具体指标代码:

#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 5 //定义5个画线位置
#property indicator_plots   5 //画5条线

input ulong                m_magic                    = 382418976;      // magic number







input int    StartHour = 3; // 挂单的开始时间
input int    EndHour   = 18; // 挂单的结束时间
//---- plot long
#property indicator_label5  "long55" //这条线的名称
#property indicator_type5   DRAW_LINE //这条线的类型是线性
#property indicator_color5  clrAqua //这条线的颜色
#property indicator_style5  STYLE_SOLID //这条线是实线
#property indicator_width5  3 //这条线的宽度是1


//---- plot long
#property indicator_label1  "long" //这条线的名称
#property indicator_type1   DRAW_LINE //这条线的类型是线性
#property indicator_color1  Red //这条线的颜色
#property indicator_style1  STYLE_SOLID //这条线是实线
#property indicator_width1  2 //这条线的宽度是1
//---- plot small
#property indicator_label2  "small"
#property indicator_type2   DRAW_LINE
#property indicator_color2  Yellow
#property indicator_style2  STYLE_SOLID
#property indicator_width2  2
//---- plot up
#property indicator_label3  "up"
#property indicator_type3   DRAW_ARROW //这里我们要画箭头
#property indicator_color3  White
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1
//---- plot down
#property indicator_label4  "down"
#property indicator_type4   DRAW_ARROW
#property indicator_color4  MediumBlue
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
//--- input parameters
input int      long55 = 55;
input int      longma = 10; //长均线周期(也就是上面图中我们输入的)
input int      smallma = 5; //短均线周期(也就是上面图中我们输入的)
//--- indicator buffers
double         longBuffer[]; //(也就是上面图中我们输入的画线是long的时候，这里就会产生一个longBuffer[]数组)
double         smallBuffer[]; //同上
double         long55Buffer[]; //同上

double         upBuffer[]; //同上
double         downBuffer[]; //同上


int             longma_handle; //这里定义长周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             smallma_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             long55_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。


int OnInit() {

   SetIndexBuffer(0,longBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,smallBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,upBuffer,INDICATOR_DATA);
   SetIndexBuffer(3,downBuffer,INDICATOR_DATA);
   SetIndexBuffer(4,long55Buffer,INDICATOR_DATA);

   PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_ARROW);
   PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_ARROW);
   PlotIndexSetInteger(2,PLOT_ARROW,1001); //箭头类型是1001号箭头
   PlotIndexSetInteger(3,PLOT_ARROW,1002); //箭头类型是1002号箭头

    longma_handle=iMA(Symbol(),0,longma,0,MODE_EMA,PRICE_CLOSE); //初始化长周期均线函数
    smallma_handle=iMA(Symbol(),0,smallma,0,MODE_EMA,PRICE_CLOSE); //初始化短周期均线函数
    long55_handle=iMA(Symbol(),0,long55,0,MODE_SMA,PRICE_CLOSE); //初始化短周期均线函数
    
    
   

   return(0);
}



int OnCalculate(const int rates_total, // 当前图表上的柱数量
                const int prev_calculated, //本根K线前一根K线的序号，通常来说prev_calculated=rates_total-1  指标已计算的柱数量
                const datetime& time[], //存储所有K线的时间数组
                const double& open[], //存储所有K线的开盘价数组
                const double& high[], //存储所有K线的最高价数组
                const double& low[], //存储所有K线的最低价数组
                const double& close[], //存储所有K线的收盘价数组
                const long& tick_volume[], // 跳动量
                const long& volume[], // 交易量
                const int& spread[] // 点差值
                ) {
   int malong=CopyBuffer(longma_handle,0,0,rates_total,longBuffer); //  10 日均线
   int masmall=CopyBuffer(smallma_handle,0,0,rates_total,smallBuffer); // 5 日均线
   int ma55long=CopyBuffer(long55_handle,0,0,rates_total,long55Buffer); // 55 日均线
   double bid = SymbolInfoDouble( Symbol() ,SYMBOL_BID);
   double ask = SymbolInfoDouble( Symbol() ,SYMBOL_ASK);
   MqlTick last_tick;
   MqlDateTime dt;
   TimeCurrent(dt);
  
      for(int i = 1; i<rates_total; i++) {
         double highP  = high[i];
         double lowP = low[i];
         double openP  = open[i];
         double closeP = close[i];
         MqlTick last_tick; // 账户
         SymbolInfoTick(Symbol(),last_tick);
         
         
          bool preLong55for5Result_ge =  long55Buffer[i-1] > smallBuffer[i-1];// 55 线日线小于 5 日线
          bool thisLong55for5Result_lt = long55Buffer[i] < smallBuffer[i];// 55 线日线小于 5 日线
          
          bool preLong55For10Result_ge =  long55Buffer[i-1] > longBuffer[i-1]; // 55 线日线大于 10 日线
          bool thisLong55For10Result_lt = long55Buffer[i] < longBuffer[i];// 55 线日线小于 10 日线

         if(
            (preLong55for5Result_ge && thisLong55for5Result_lt)||(preLong55For10Result_ge &&  thisLong55For10Result_lt)
         ){ 
                  if(i== prev_calculated){
                      string eS=StringFormat("Time: %s,品种: %s, 5日线,或者10日上穿55日均线,看多信号. 当前买价: %f ,收盘价格: %f ",
                                             TimeLocal(),Symbol(),last_tick.ask,close[i]);
                      sendNotice(eS);
                      
                  } 
          }
            
           bool preLong55for5Result_le = (long55Buffer[i-1] < smallBuffer[i-1] ); // 55 日均线 小于 5 日线
           bool thisLong55for5Result_mt = long55Buffer[i] > smallBuffer[i];// 55 日均线 大于 5 日线
            
           bool preLong55for10Result_le = long55Buffer[i-1] < longBuffer[i-1]; // 55 日均线 小于 10 日线
           bool thisLong55for5Result10_mt = long55Buffer[i] > long55Buffer[i]; // 55 日均线 大于 10 日线
           if( (preLong55for5Result_le && thisLong55for5Result_mt )||(preLong55for10Result_le && thisLong55for5Result10_mt ) ){
                     if(i== prev_calculated){
                          //  bool isF = false; // 1.2  - 0.5 
                            //       if((closeP - lowP)  > (openP - closeP)){
                              //       isF = true;
                               //    }
                                  string eS=StringFormat("Time: %s,品种: %s, 5日线,或者10日下穿55日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                                       TimeLocal(),Symbol(),last_tick.bid,close[i]);
                                  sendNotice(eS);
                                  
                     }
                   
                   
            }
            
      
      }
   

   return(rates_total);
}

int sendNotice(string tmpEs){
   printf(tmpEs);
   //Alert(tmpEs);
   //SendMail(tmpEs,"1");
   //SendNotification(tmpEs);
   return 1;
}

void getFloatSpread() 
  { 
//--- 从交易品种属性获得点差 
   bool spreadfloat=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD_FLOAT); 
   string comm=StringFormat("Spread %s = %I64d points\r\n", 
                            spreadfloat?"floating":"fixed", 
                            SymbolInfoInteger(Symbol(),SYMBOL_SPREAD)); 
//--- 现在自己计算点差 
   double ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK); 
   double bid=SymbolInfoDouble(Symbol(),SYMBOL_BID); 
   double spread=ask-bid; 
   int spread_points=(int)MathRound(spread / SymbolInfoDouble(Symbol(),SYMBOL_POINT)); 
   comm=comm+"Calculated spread = "+(string)spread_points+" points"; 
   Comment(comm); 
  }

附加的文件：

bbs_d9.png 333 kb

s32967326 2019.12.14 12:42 #1

附近中的图片前面的2种开多,和开空信号都完整解决, 但是在 2019-11-29 16:30 的时候, 出现了金叉, 并没有判断到呢? 上面的图是30 分钟的k 线图

Mars Yuan 2019.12.15 03:59 #2

s32967326:

网上找了均线判断金叉和死叉的指标, 发现有些金叉和死叉无法判断到. 这个该怎么优化呢 ?

下面是MT5 的具体指标代码:

没理解你所说的没有判断到什么意思你得程序运行是这个样子，原有程序没有 up、down 箭头语句是吗？加上两句就是上图这样，你是要这样吗？另你的绘图缓冲区定义的通道序列是胡乱的重新给你对应通道后代码如下：

#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 5//定义5个画线位置
#property indicator_plots   5 //画5条线


//---- plot long55
#property indicator_label1  "long55" //这条线的名称
#property indicator_type1   DRAW_LINE //这条线的类型是线性
#property indicator_color1  clrAqua //这条线的颜色
#property indicator_style1  STYLE_SOLID //这条线是实线
#property indicator_width1  1 //这条线的宽度是1

//---- plot long
#property indicator_label2  "long" //这条线的名称
#property indicator_type2   DRAW_LINE //这条线的类型是线性
#property indicator_color2  clrRed //这条线的颜色
#property indicator_style2  STYLE_SOLID //这条线是实线
#property indicator_width2  1 //这条线的宽度是1
//---- plot small
#property indicator_label3  "small"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrYellow
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1


//---- plot up
#property indicator_label4  "up"
#property indicator_type4   DRAW_ARROW //这里我们要画箭头
#property indicator_color4  clrWhite
#property indicator_style4  STYLE_SOLID
#property indicator_width4  3
//---- plot down
#property indicator_label5  "down"
#property indicator_type5   DRAW_ARROW
#property indicator_color5  clrMagenta
#property indicator_style5  STYLE_SOLID
#property indicator_width5  3

//--- indicator buffers
double         long55Buffer[]; //(也就是上面图中我们输入的画线是long的时候，这里就会产生一个longBuffer[]数组)
double         longBuffer[]; //同上
double         smallBuffer[]; //同上

double         upBuffer[]; //同上
double         downBuffer[]; //同上


//--- input parameters
int             long55_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             longma_handle; //这里定义长周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             smallma_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。


input ulong                m_magic                    = 382418976;      // magic number
input int    StartHour = 3; // 挂单的开始时间
input int    EndHour   = 18; // 挂单的结束时间
input int      long55 = 55;
input int      longma = 10; //长均线周期(也就是上面图中我们输入的)
input int      smallma = 5; //短均线周期(也就是上面图中我们输入的)

int OnInit() 
{
//--- indicator buffers mapping
//--- 指标缓冲区映射关系
   SetIndexBuffer(0,long55Buffer,INDICATOR_DATA);
   SetIndexBuffer(1,longBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,smallBuffer,INDICATOR_DATA);
   
   SetIndexBuffer(3,upBuffer,INDICATOR_DATA);
   SetIndexBuffer(4,downBuffer,INDICATOR_DATA);
  

   //PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_ARROW);
   //PlotIndexSetInteger(4,PLOT_DRAW_TYPE,DRAW_ARROW);
   PlotIndexSetInteger(3,PLOT_ARROW,1001); //箭头类型是1001号箭头
   PlotIndexSetInteger(4,PLOT_ARROW,1002); //箭头类型是1002号箭头
   
   
    long55_handle=iMA(Symbol(),0,long55,0,MODE_SMA,PRICE_CLOSE); //初始化短周期均线函数
    longma_handle=iMA(Symbol(),0,longma,0,MODE_EMA,PRICE_CLOSE); //初始化长周期均线函数
    smallma_handle=iMA(Symbol(),0,smallma,0,MODE_EMA,PRICE_CLOSE); //初始化短周期均线函数
    
    
    
   

   return(0);
}



int OnCalculate(const int rates_total, // 当前图表上的柱数量
                const int prev_calculated, //本根K线前一根K线的序号，通常来说prev_calculated=rates_total-1  指标已计算的柱数量
                const datetime& time[], //存储所有K线的时间数组
                const double& open[], //存储所有K线的开盘价数组
                const double& high[], //存储所有K线的最高价数组
                const double& low[], //存储所有K线的最低价数组
                const double& close[], //存储所有K线的收盘价数组
                const long& tick_volume[], // 跳动量
                const long& volume[], // 交易量
                const int& spread[] // 点差值
                ) 
{
   int ma55long=CopyBuffer(long55_handle,0,0,rates_total,long55Buffer); // 55 日均线
   int malong  =CopyBuffer(longma_handle,0,0,rates_total,longBuffer); //  10 日均线
   int masmall =CopyBuffer(smallma_handle,0,0,rates_total,smallBuffer); // 5 日均线
   
   
   
   
   
   double bid = SymbolInfoDouble( Symbol() ,SYMBOL_BID);
   double ask = SymbolInfoDouble( Symbol() ,SYMBOL_ASK);
   
   
   MqlTick last_tick;
   MqlDateTime dt;
   
   TimeCurrent(dt);
  
      for(int i = 1; i<rates_total; i++) {
         double highP  = high[i];
         double lowP = low[i];
         double openP  = open[i];
         double closeP = close[i];
         MqlTick last_tick; // 账户
         
         SymbolInfoTick(Symbol(),last_tick);
         
         
          bool preLong55for5Result_ge =  long55Buffer[i-1] > smallBuffer[i-1];// 55 线日线大于于 5 日线
          bool thisLong55for5Result_lt = long55Buffer[i] < smallBuffer[i];// 55 线日线小于 5 日线
          
          bool preLong55For10Result_ge =  long55Buffer[i-1] > longBuffer[i-1]; // 55 线日线大于 10 日线
          bool thisLong55For10Result_lt = long55Buffer[i] < longBuffer[i];// 55 线日线小于 10 日线

                  if((preLong55for5Result_ge && thisLong55for5Result_lt)||(preLong55For10Result_ge &&  thisLong55For10Result_lt) )
                  
                  { 
                           if(i== prev_calculated)
                           {
                               string eS=StringFormat("Time: %s,品种: %s, 5日线,或者10日上穿55日均线,看多信号. 当前买价: %f ,收盘价格: %f ",
                                                      TimeLocal(),Symbol(),last_tick.ask,close[i]);
                               sendNotice(eS);
                               
                           } 
                           
                           upBuffer[i]=long55Buffer[i];
                   }
            
           bool preLong55for5Result_le = (long55Buffer[i-1] < smallBuffer[i-1] ); // 55 日均线 小于 5 日线
           bool thisLong55for5Result_mt = long55Buffer[i] > smallBuffer[i];// 55 日均线 大于 5 日线
            
           bool preLong55for10Result_le = long55Buffer[i-1] < longBuffer[i-1]; // 55 日均线 小于 10 日线
           bool thisLong55for5Result10_mt = long55Buffer[i] > long55Buffer[i]; // 55 日均线 大于 10 日线
           if( (preLong55for5Result_le && thisLong55for5Result_mt )||(preLong55for10Result_le && thisLong55for5Result10_mt ) )
           {
                     if(i== prev_calculated)
                     {
                          //  bool isF = false; // 1.2  - 0.5 
                            //       if((closeP - lowP)  > (openP - closeP)){
                              //       isF = true;
                               //    }
                                  string eS=StringFormat("Time: %s,品种: %s, 5日线,或者10日下穿55日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                                       TimeLocal(),Symbol(),last_tick.bid,close[i]);
                                  sendNotice(eS);
                                  
                     }
                     downBuffer[i]=long55Buffer[i];
                   
                   
            }
            
      
      }
   
   
   

   return(rates_total);
}

int sendNotice(string tmpEs){
   printf(tmpEs);
   //Alert(tmpEs);
   //SendMail(tmpEs,"1");
   //SendNotification(tmpEs);
   return 1;
}

void getFloatSpread() 
  { 
//--- 从交易品种属性获得点差 
   bool spreadfloat=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD_FLOAT); 
   string comm=StringFormat("Spread %s = %I64d points\r\n", 
                            spreadfloat?"floating":"fixed", 
                            SymbolInfoInteger(Symbol(),SYMBOL_SPREAD)); 
//--- 现在自己计算点差 
   double ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK); 
   double bid=SymbolInfoDouble(Symbol(),SYMBOL_BID); 
   double spread=ask-bid; 
   int spread_points=(int)MathRound(spread / SymbolInfoDouble(Symbol(),SYMBOL_POINT)); 
   comm=comm+"Calculated spread = "+(string)spread_points+" points"; 
   Comment(comm); 
  }

Mars Yuan 2019.12.15 04:36 #3

s32967326:
附近中的图片前面的2种开多,和开空信号都完整解决, 但是在 2019-11-29 16:30 的时候, 出现了金叉, 并没有判断到呢? 上面的图是30 分钟的k 线图

新修正的代码白银在 2019-11-29 16:30 的时候, 出现了金叉可以判断的出来，你是说为什么没在16：30 而是在17：00才判断是吗？还是说为什么没出现5、10周期均线双金叉的双箭头吗？

s32967326 2019.12.15 05:00 #4

Mars Yuan:

我给你一张图和一份新的代码

#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 5 //定义5个画线位置
#property indicator_plots   5 //画5条线

input ulong                m_magic                    = 382418976;      // magic number


// 移动平均线交叉 - MetaTrader 5EA https://www.mql5.com/zh/code/21515

#include <Trade\AccountInfo.mqh>
#include<Trade\SymbolInfo.mqh>

#include<Trade\Trade.mqh>
//--- 执行交易操作的对象
CTrade  trade;




input int    StartHour = 3; // 挂单的开始时间
input int    EndHour   = 18; // 挂单的结束时间
//---- plot long
#property indicator_label5  "long55" //这条线的名称
#property indicator_type5   DRAW_LINE //这条线的类型是线性
#property indicator_color5  clrAqua //这条线的颜色
#property indicator_style5  STYLE_SOLID //这条线是实线
#property indicator_width5  3 //这条线的宽度是1


//---- plot long
#property indicator_label1  "long" //这条线的名称
#property indicator_type1   DRAW_LINE //这条线的类型是线性
#property indicator_color1  Red //这条线的颜色
#property indicator_style1  STYLE_SOLID //这条线是实线
#property indicator_width1  2 //这条线的宽度是1
//---- plot small
#property indicator_label2  "small"
#property indicator_type2   DRAW_LINE
#property indicator_color2  Yellow
#property indicator_style2  STYLE_SOLID
#property indicator_width2  2
//---- plot up
#property indicator_label3  "up"
#property indicator_type3   DRAW_ARROW //这里我们要画箭头
#property indicator_color3  White
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1
//---- plot down
#property indicator_label4  "down"
#property indicator_type4   DRAW_ARROW
#property indicator_color4  MediumBlue
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
//--- input parameters
input int      long55 = 55;
input int      longma = 10; //长均线周期(也就是上面图中我们输入的)
input int      smallma = 5; //短均线周期(也就是上面图中我们输入的)
//--- indicator buffers
double         longBuffer[]; //(也就是上面图中我们输入的画线是long的时候，这里就会产生一个longBuffer[]数组)
double         smallBuffer[]; //同上
double         long55Buffer[]; //同上

double         upBuffer[]; //同上
double         downBuffer[]; //同上


int             longma_handle; //这里定义长周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             smallma_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             long55_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。


int OnInit() {

   SetIndexBuffer(0,longBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,smallBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,upBuffer,INDICATOR_DATA);
   SetIndexBuffer(3,downBuffer,INDICATOR_DATA);
   SetIndexBuffer(4,long55Buffer,INDICATOR_DATA);

   // PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_ARROW);
   //PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_ARROW);
   PlotIndexSetInteger(2,PLOT_ARROW,1001); //箭头类型是1001号箭头
   PlotIndexSetInteger(3,PLOT_ARROW,1002); //箭头类型是1002号箭头

    longma_handle=iMA(Symbol(),0,longma,0,MODE_EMA,PRICE_CLOSE); //初始化长周期均线函数
    smallma_handle=iMA(Symbol(),0,smallma,0,MODE_EMA,PRICE_CLOSE); //初始化短周期均线函数
    long55_handle=iMA(Symbol(),0,long55,0,MODE_SMA,PRICE_CLOSE); //初始化短周期均线函数
    
    
   

   return(0);
}



int OnCalculate(const int rates_total, // 当前图表上的柱数量
                const int prev_calculated, //本根K线前一根K线的序号，通常来说prev_calculated=rates_total-1  指标已计算的柱数量
                const datetime& time[], //存储所有K线的时间数组
                const double& open[], //存储所有K线的开盘价数组
                const double& high[], //存储所有K线的最高价数组
                const double& low[], //存储所有K线的最低价数组
                const double& close[], //存储所有K线的收盘价数组
                const long& tick_volume[], // 跳动量
                const long& volume[], // 交易量
                const int& spread[] // 点差值
                ) {
   int malong=CopyBuffer(longma_handle,0,0,rates_total,longBuffer); //  10 日均线
   int masmall=CopyBuffer(smallma_handle,0,0,rates_total,smallBuffer); // 5 日均线
   int ma55long=CopyBuffer(long55_handle,0,0,rates_total,long55Buffer); // 55 日均线
   double bid = SymbolInfoDouble( Symbol() ,SYMBOL_BID);
   double ask = SymbolInfoDouble( Symbol() ,SYMBOL_ASK);
   MqlTick last_tick;
   MqlDateTime dt;
   TimeCurrent(dt);
    if( (dt.hour >= StartHour && dt.hour < EndHour)){
      for(int i = 1; i<rates_total; i++) {
         double highP  = high[i];
         double lowP = low[i];
         double openP  = open[i];
         double closeP = close[i];
         MqlTick last_tick; // 账户
         SymbolInfoTick(Symbol(),last_tick);
         
         
          bool preLong55for5Result_ge =  long55Buffer[i-1] > smallBuffer[i-1];
          bool thisLong55for5Result_lt = long55Buffer[i] < smallBuffer[i];
          
          bool preLong55For10Result_ge =  long55Buffer[i-1] > longBuffer[i-1];
          bool thisLong55For10Result_lt = long55Buffer[i] < longBuffer[i];

         if(
            (preLong55for5Result_ge && thisLong55for5Result_lt)
         ){ // 5 日线大于 55 日线,那么5 日线必然大于 10 日均线
                  if(i== prev_calculated){
                      string eS=StringFormat("Time: %s,品种: %s, 5日线上穿55日均线,看多信号. 当前买价: %f ,收盘价格: %f ",
                                             TimeLocal(),Symbol(),last_tick.ask,close[i]);
                     sendNotice(eS,1,Symbol());
                      
                  } 
          }
          
          if((preLong55For10Result_ge &&  thisLong55For10Result_lt)){
             if(i== prev_calculated){
                      string eS=StringFormat("Time: %s,品种: %s, 10日线上穿55日均线,看多信号. 当前买价: %f ,收盘价格: %f ",
                                             TimeLocal(),Symbol(),last_tick.ask,close[i]);
                     sendNotice(eS,1,Symbol());
                      
                  } 
          }

           bool preLong55for5Result_le = (long55Buffer[i-1] < smallBuffer[i-1] );
           bool thisLong55for5Result_mt = long55Buffer[i] > smallBuffer[i];
            
           bool preLong55for10Result_le = long55Buffer[i-1] < longBuffer[i-1];
           bool thisLong55for5Result10_mt = long55Buffer[i] > long55Buffer[i];
           if( (preLong55for5Result_le && thisLong55for5Result_mt ) ){
                     if(i== prev_calculated){
                            bool isF = false; // 1.2  - 0.5 
                                   if((closeP - lowP)  > (openP - closeP)){
                                     isF = true;
                                   }
                                  string eS=StringFormat("Time: %s,品种: %s, 5日线下穿55日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                                       TimeLocal(),Symbol(),last_tick.bid,close[i]);
                                  sendNotice(eS,2,Symbol());
                     }
            }
            if(preLong55for10Result_le && thisLong55for5Result10_mt ){
                if(i== prev_calculated){
                            bool isF = false; // 1.2  - 0.5 
                                   if((closeP - lowP)  > (openP - closeP)){
                                     isF = true;
                                   }
                                  string eS=StringFormat("Time: %s,品种: %s, 10日线下穿55日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                                       TimeLocal(),Symbol(),last_tick.bid,close[i]);
                                  sendNotice(eS,2,Symbol());
                     }
            }
            
         if((longBuffer[i-1] > smallBuffer[i-1]) && (longBuffer[i] <= smallBuffer[i])) { 
               upBuffer[i]=longBuffer[i]; 
               if( i == prev_calculated ){
                  string eS=StringFormat("Time: %s,品种: %s, 5日线上穿10日均线,看多信号. 当前卖价: %f ,收盘价格: %f ",
                                      TimeLocal(),Symbol(),last_tick.ask,close[i]);
                  //sendNotice(eS);
                  if(smallBuffer[i] > long55Buffer[i]){ // close[i]
                     string tmpEs = StringFormat(eS+",%s","并且在收盘价格在55日均线上方");
                     sendNotice(tmpEs,1,Symbol());
                     upBuffer[i]=long55Buffer[i];//在金叉处画上白色箭头 
                  }
               }
         }
      if((longBuffer[i-1] < smallBuffer[i-1])&&(longBuffer[i] >= smallBuffer[i])) { //判断两均线产生了死叉
         if( i == prev_calculated ){
               string eS=StringFormat("Time: %s,品种: %s, 5日线下穿10日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                   TimeLocal(),Symbol(),last_tick.bid,close[i]);
               //sendNotice(eS);
               if(smallBuffer[i] < long55Buffer[i]){
                  string tmpEs = StringFormat(eS+",%s","并且在收盘价格在55日均线下方");
                  sendNotice(tmpEs,2,Symbol());
                  downBuffer[i]=long55Buffer[i];    
               }
            }
          downBuffer[i]=longBuffer[i];   
        }    
      }
   }
   

   return(rates_total);
}

int sendNotice(string tmpEs,int orderType,string symbol){
   printf(tmpEs);
   //Alert(tmpEs);
   //SendMail(tmpEs,"1");
   //SendNotification(tmpEs);
   

   return 1;
}

void getFloatSpread() 
  { 
//--- 从交易品种属性获得点差 
   bool spreadfloat=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD_FLOAT); 
   string comm=StringFormat("Spread %s = %I64d points\r\n", 
                            spreadfloat?"floating":"fixed", 
                            SymbolInfoInteger(Symbol(),SYMBOL_SPREAD)); 
//--- 现在自己计算点差 
   double ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK); 
   double bid=SymbolInfoDouble(Symbol(),SYMBOL_BID); 
   double spread=ask-bid; 
   int spread_points=(int)MathRound(spread / SymbolInfoDouble(Symbol(),SYMBOL_POINT)); 
   comm=comm+"Calculated spread = "+(string)spread_points+" points"; 
   Comment(comm); 
   
   
  }




 
 
 //--- 买入的例子  
//+------------------------------------------------------------------+
//|  在当前交易对象上买入指定大小的量                                |                                     
//+------------------------------------------------------------------+
void BuySample1()
  {
//--- 1. 在当前交易对象上进行买入的例子
   if(!trade.Buy(0.1))
     {
      //--- 报错信息
      Print("Buy() method failed. Return code=",trade.ResultRetcode(),
            ". Code description: ",trade.ResultRetcodeDescription());
     
}
   else
     {
      Print("Buy() method executed successfully. Return code=",trade.ResultRetcode(),
            " (",trade.ResultRetcodeDescription(),")");
     
}
//---
  
}

图里面 , 当黄金 2019-12-03 9:30 的时候 5 日和10日线金叉, 没有发出做多信号. 能帮我找找原因吗?

附加的文件：

bbs_ku.png 323 kb

Mars Yuan 2019.12.15 07:46 #5

s32967326:
我给你一张图和一份新的代码图里面 , 当黄金 2019-12-03 9:30 的时候 5 日和10日线金叉, 没有发出做多信号. 能帮我找找原因吗?

天啊你是一直在长时间编程，休息一下；我看你是在你最初代码打补丁，静下心仔细对比每一行代码，你的绘图缓存变量和通道的次序混乱，你的金叉死叉内部判断逻辑和箭头标明的语句位置逻辑也乱.. 因此就出莫名其妙问题...稍加整理顺序 12月3日9：30的金叉很清晰啊！！！

#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 5 //定义5个画线位置
#property indicator_plots   5 //画5条线


// 移动平均线交叉 - MetaTrader 5EA https://www.mql5.com/zh/code/21515

#include <Trade\AccountInfo.mqh>
#include<Trade\SymbolInfo.mqh>

#include<Trade\Trade.mqh>
//--- 执行交易操作的对象
CTrade  trade;


//---- plot long55
#property indicator_label1  "long55" //这条线的名称
#property indicator_type1   DRAW_LINE //这条线的类型是线性
#property indicator_color1  clrAqua //这条线的颜色
#property indicator_style1  STYLE_SOLID //这条线是实线
#property indicator_width1  1 //这条线的宽度是1

//---- plot long
#property indicator_label2  "long" //这条线的名称
#property indicator_type2   DRAW_LINE //这条线的类型是线性
#property indicator_color2  clrRed //这条线的颜色
#property indicator_style2  STYLE_SOLID //这条线是实线
#property indicator_width2  1 //这条线的宽度是1
//---- plot small
#property indicator_label3  "small"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrYellow
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1


//---- plot up
#property indicator_label4  "up"
#property indicator_type4   DRAW_ARROW //这里我们要画箭头
#property indicator_color4  clrWhite
#property indicator_style4  STYLE_SOLID
#property indicator_width4  3
//---- plot down
#property indicator_label5  "down"
#property indicator_type5   DRAW_ARROW
#property indicator_color5  clrMagenta
#property indicator_style5  STYLE_SOLID
#property indicator_width5  3

//--- indicator buffers
double         long55Buffer[]; //(也就是上面图中我们输入的画线是long的时候，这里就会产生一个longBuffer[]数组)
double         longBuffer[]; //同上
double         smallBuffer[]; //同上

double         upBuffer[]; //同上
double         downBuffer[]; //同上


//--- input parameters
int             long55_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             longma_handle; //这里定义长周期均线的句柄，有了句柄，以后就可以做相关的操作。
int             smallma_handle; //这里定义短周期均线的句柄，有了句柄，以后就可以做相关的操作。


input ulong  m_magic   = 382418976;      // magic number
input int    StartHour = 3; // 挂单的开始时间
input int    EndHour   = 18; // 挂单的结束时间
input int      long55  = 55;
input int      longma  = 10; //长均线周期(也就是上面图中我们输入的)
input int      smallma = 5; //短均线周期(也就是上面图中我们输入的)



int OnInit() 
{

//--- indicator buffers mapping
//--- 指标缓冲区映射关系
   SetIndexBuffer(0,long55Buffer,INDICATOR_DATA);
   SetIndexBuffer(1,longBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,smallBuffer,INDICATOR_DATA);
   
   SetIndexBuffer(3,upBuffer,INDICATOR_DATA);
   SetIndexBuffer(4,downBuffer,INDICATOR_DATA);
  

   //PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_ARROW);
   //PlotIndexSetInteger(4,PLOT_DRAW_TYPE,DRAW_ARROW);
   PlotIndexSetInteger(3,PLOT_ARROW,1001); //箭头类型是1001号箭头
   PlotIndexSetInteger(4,PLOT_ARROW,1002); //箭头类型是1002号箭头
   
   
    long55_handle=iMA(Symbol(),0,long55,0,MODE_SMA,PRICE_CLOSE); //初始化短周期均线函数
    longma_handle=iMA(Symbol(),0,longma,0,MODE_EMA,PRICE_CLOSE); //初始化长周期均线函数
    smallma_handle=iMA(Symbol(),0,smallma,0,MODE_EMA,PRICE_CLOSE); //初始化短周期均线函数

   return(0);
}



int OnCalculate(const int rates_total, // 当前图表上的柱数量
                const int prev_calculated, //本根K线前一根K线的序号，通常来说prev_calculated=rates_total-1  指标已计算的柱数量
                const datetime& time[], //存储所有K线的时间数组
                const double& open[], //存储所有K线的开盘价数组
                const double& high[], //存储所有K线的最高价数组
                const double& low[], //存储所有K线的最低价数组
                const double& close[], //存储所有K线的收盘价数组
                const long& tick_volume[], // 跳动量
                const long& volume[], // 交易量
                const int& spread[] // 点差值
                ) 
{
   int malong=CopyBuffer(longma_handle,0,0,rates_total,longBuffer); //  10 日均线
   int masmall=CopyBuffer(smallma_handle,0,0,rates_total,smallBuffer); // 5 日均线
   int ma55long=CopyBuffer(long55_handle,0,0,rates_total,long55Buffer); // 55 日均线
   
   double bid = SymbolInfoDouble( Symbol() ,SYMBOL_BID);
   double ask = SymbolInfoDouble( Symbol() ,SYMBOL_ASK);
   
   MqlTick last_tick;
   MqlDateTime dt;
   TimeCurrent(dt);
   
    if( (dt.hour >= StartHour && dt.hour < EndHour))
    {
      for(int i = 1; i<rates_total; i++) {
         double highP  = high[i];
         double lowP = low[i];
         double openP  = open[i];
         double closeP = close[i];
         MqlTick last_tick; // 账户
         SymbolInfoTick(Symbol(),last_tick);
         
         
          bool preLong55for5Result_ge =  long55Buffer[i-1] > smallBuffer[i-1];//------5周期对55周期金叉
          bool thisLong55for5Result_lt = long55Buffer[i] < smallBuffer[i];
          
          bool preLong55For10Result_ge =  long55Buffer[i-1] > longBuffer[i-1];//------10周期对55周期金叉
          bool thisLong55For10Result_lt = long55Buffer[i] < longBuffer[i];

         if((preLong55for5Result_ge && thisLong55for5Result_lt) ) //------5周期对55周期发生金叉
         
          { 
                  //upBuffer[i]=long55Buffer[i]; //在金叉处画白色上箭头 
                  if(i== prev_calculated)
                  {
                      string eS=StringFormat("Time: %s,品种: %s, 5日线上穿55日均线,看多信号. 当前买价: %f ,收盘价格: %f ",
                                             TimeLocal(),Symbol(),last_tick.ask,close[i]);
                     sendNotice(eS,1,Symbol());
                      
                  } 
          }
          
          
          
          if((preLong55For10Result_ge &&  thisLong55For10Result_lt))//------10周期对55周期发生金叉
          {       
                 // upBuffer[i]=long55Buffer[i]; //在金叉处画白色上箭头 
                  if(i== prev_calculated)
                  {
                      string eS=StringFormat("Time: %s,品种: %s, 10日线上穿55日均线,看多信号. 当前买价: %f ,收盘价格: %f ",
                                             TimeLocal(),Symbol(),last_tick.ask,close[i]);
                     sendNotice(eS,1,Symbol());
                      
                  } 
          }


           bool preLong55for5Result_le = (long55Buffer[i-1] < smallBuffer[i-1] );//------5周期对55周期死叉
           bool thisLong55for5Result_mt = long55Buffer[i] > smallBuffer[i];
            
           bool preLong55for10Result_le = long55Buffer[i-1] < longBuffer[i-1];//------10周期对55周期死叉
           bool thisLong55for5Result10_mt = long55Buffer[i] > long55Buffer[i];
           
           if( (preLong55for5Result_le && thisLong55for5Result_mt ) )//------5周期对55周期发生死叉
           {
                     //downBuffer[i]=long55Buffer[i];//在死叉处画上粉色下白色箭头
                     
                     if(i== prev_calculated)
                     {
                            bool isF = false; // 1.2  - 0.5 
                                   if((closeP - lowP)  > (openP - closeP)){
                                     isF = true;
                                   }
                                  string eS=StringFormat("Time: %s,品种: %s, 5日线下穿55日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                                       TimeLocal(),Symbol(),last_tick.bid,close[i]);
                                  sendNotice(eS,2,Symbol());
                     }
            }
            
            if(preLong55for10Result_le && thisLong55for5Result10_mt )//------10周期对55周期发生死叉
            {
            
                   //downBuffer[i]=long55Buffer[i];//在死叉处画上粉色下白色箭头
                   if(i== prev_calculated)
                   {
                            bool isF = false; // 1.2  - 0.5 
                                   if((closeP - lowP)  > (openP - closeP)){
                                     isF = true;
                                   }
                                  string eS=StringFormat("Time: %s,品种: %s, 10日线下穿55日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                                       TimeLocal(),Symbol(),last_tick.bid,close[i]);
                                  sendNotice(eS,2,Symbol());
                   }
            }
            
            
            
         if((longBuffer[i-1] > smallBuffer[i-1]) && (longBuffer[i] <= smallBuffer[i])) //------5周期对10周期发生金叉
         
         { 
               upBuffer[i]=longBuffer[i]; //在金叉处画白色上箭头 
               if( i == prev_calculated )
               {
                  string eS=StringFormat("Time: %s,品种: %s, 5日线上穿10日均线,看多信号. 当前卖价: %f ,收盘价格: %f ",
                                      TimeLocal(),Symbol(),last_tick.ask,close[i]);
                  //sendNotice(eS);
                  if(smallBuffer[i] > long55Buffer[i])
                  { // close[i]
                     string tmpEs = StringFormat(eS+",%s","并且在收盘价格在55日均线上方");
                     sendNotice(tmpEs,1,Symbol());
                     //upBuffer[i]=longBuffer[i];
                     
                  }
               }
         }
        if((longBuffer[i-1] < smallBuffer[i-1])&&(longBuffer[i] >= smallBuffer[i])) //------5周期对10周期发生死叉
      
         { 
            downBuffer[i]=longBuffer[i];   //在死叉处画上粉色下白色箭头
            
            if( i == prev_calculated )
            {
                  string eS=StringFormat("Time: %s,品种: %s, 5日线下穿10日均线,看空信号. 当前卖价: %f ,收盘价格: %f ",
                                      TimeLocal(),Symbol(),last_tick.bid,close[i]);
                  //sendNotice(eS);
                  if(smallBuffer[i] < long55Buffer[i])
                  {
                     string tmpEs = StringFormat(eS+",%s","并且在收盘价格在55日均线下方");
                     sendNotice(tmpEs,2,Symbol());
                     //downBuffer[i]=long55Buffer[i];    
                  }
               }
             
           }    
         }
   }
   

   return(rates_total);
}

int sendNotice(string tmpEs,int orderType,string symbol){
   printf(tmpEs);
   //Alert(tmpEs);
   //SendMail(tmpEs,"1");
   //SendNotification(tmpEs);
   

   return 1;
}

void getFloatSpread() 
  { 
//--- 从交易品种属性获得点差 
   bool spreadfloat=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD_FLOAT); 
   string comm=StringFormat("Spread %s = %I64d points\r\n", 
                            spreadfloat?"floating":"fixed", 
                            SymbolInfoInteger(Symbol(),SYMBOL_SPREAD)); 
//--- 现在自己计算点差 
   double ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK); 
   double bid=SymbolInfoDouble(Symbol(),SYMBOL_BID); 
   double spread=ask-bid; 
   int spread_points=(int)MathRound(spread / SymbolInfoDouble(Symbol(),SYMBOL_POINT)); 
   comm=comm+"Calculated spread = "+(string)spread_points+" points"; 
   Comment(comm); 
   
   
  }




 
 
 //--- 买入的例子  
//+------------------------------------------------------------------+
//|  在当前交易对象上买入指定大小的量                                |                                     
//+------------------------------------------------------------------+
void BuySample1()
  {
//--- 1. 在当前交易对象上进行买入的例子
   if(!trade.Buy(0.1))
     {
      //--- 报错信息
      Print("Buy() method failed. Return code=",trade.ResultRetcode(),
            ". Code description: ",trade.ResultRetcodeDescription());
     
}
   else
     {
      Print("Buy() method executed successfully. Return code=",trade.ResultRetcode(),
            " (",trade.ResultRetcodeDescription(),")");
     
}
//---
  
}

s32967326 2019.12.15 08:21 #6

Mars Yuan:

我的意思是有金叉出现,为什么没有 i== prev_calculated 这个判断没有通过, 这个是奇怪的地方. 刚才debug 的时候, 发现 rates_total 有时候总是和prev_calculated, 相等,那么i 在for循环中小于rates_total, 那么 i == prev_calculated 就不成立, 不知道这中情况是MT5的数据问题, 还是其他的问题.

simons Luo 2019.12.15 08:26 #7

s32967326:
我的意思是有金叉出现,为什么没有 i== prev_calculated 这个判断没有通过, 这个是奇怪的地方. 刚才debug 的时候, 发现 rates_total 有时候总是和prev_calculated, 相等,那么i 就用户按小于rates_total, 那么 i == prev_calculated 就不成立, 不知道这中情况是MT5的数据问题, 还是其他的问题.

第一次产生新bar时，rates_total = prev_calculated +1；其他时间rates_total = prev_calculated.

simons Luo 2019.12.15 08:29 #8

simons Luo:
第一次产生新bar时，rates_total = prev_calculated +1；其他时间rates_total = prev_calculated.

我刚好也在研究这个均线策略。

s32967326 2019.12.15 08:29 #9

simons Luo:
第一次产生新bar时，rates_total = prev_calculated +1；其他时间rates_total = prev_calculated.

啊.. 原来如此, 你有解决的方法没有?

simons Luo 2019.12.15 09:01 #10

我还在研究中，到时我发消息到你的ID通知你

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如何精确判断 均线相交的金叉和死叉

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