初学者的问题 MQL5 MT5 MetaTrader 5

Mikhail Tkachev 2021.07.15 14:00 #13271

我请求社区的帮助...
MT5
无法同时在多个货币对上通过超限参数进行优化。
当我在测试器的 "符号 "下选择 "来自市场观察的所有符号 "选项时，它禁用了在 "参数 "选项卡中设置输入参数超限的功能，只是没有复选框被选中，也没有输入任何数值。应该怎么做？

Mikhail Mishanin 2021.07.15 14:39 #13272

MikeZv:
我请求社区的帮助...
MT5
无法同时在多个货币对上通过超限参数做优化。
当我在测试器的 "符号 "栏中选择 "来自市场观察的所有符号 "选项时，它使 "参数 "选项卡中输入参数的超限设置功能失效，只是没有刻度线，也没有输入值。应该怎么做？

在几个字符上没有优化，只是测试了一下

Mikhail Tkachev 2021.07.15 15:06 #13273

Mikhail Mishanin:

没有在多个字符上进行优化，只是测试了一下

它必须在一个单独的测试中通过每个符号的参数？
在MT4中也是如此。因此，在MT5中进行多币种测试的可能性是一个神话？

UPD 然而，文件中明确说:

应该理解的是，指定一个符号并不意味着测试者将只使用这个历史数据。在EA中使用的所有符号的信息，测试器会自动加载。

也就是说，应该用参数集选择一个符号，然后测试者将把这些参数" 应用于EA中涉及的所有符号"。

[删除] 2021.07.15 15:47 #13274

MikeZv:

我必须在一个单独的测试中查看每个符号的参数吗？
在MT4中也是如此。所以MT5的多币种测试是一个神话？

.....

你了解 "测试 "和 "优化 "这两个词之间的区别吗？

Mikhail Tkachev 2021.07.15 15:56 #13275

Сергей Таболин:

你了解 "测试 "和 "优化 "之间的区别吗？

是逐字测试还是优化？

Valeriy Yastremskiy 2021.07.15 17:10 #13276

Vitaly Muzichenko:

因此，他需要了解开放的职位

关于交易、自动交易系统和策略测试的论坛

初学者的常见问题 MQL5 MT5 MetaTrader 5

Aleksandr Egorov, 2021.07.14 18:04

如何在MT5中分别计算每个货币对的开仓订单的佣金？

是的，我的错误。通过列举每一对上的位置)

Yuriy Vins 2021.07.15 17:45 #13277

大家好，有谁知道MT-5策略测试器中图表上的十字线是在哪里打开的，以及它是否存在？

Vladimir Karputov 2021.07.15 17:51 #13278

Yuriy Vins:
大家好，有谁知道MT-5策略测试器中图表上的十字线是在哪里启用的，它到底在不在？

鼠标的中键（点击滚轮）。

Eugen8519 2021.07.15 18:03 #13279

谁能告诉我如何设置追踪止损的朋友。

//+------------------------------------------------------------------+
//|                          EMA_WMA v2(barabashkakvn's edition).mq5 |
//|                               Copyright © 2009, Vladimir Hlystov |
//|                                                cmillion@narod.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Vladimir Hlystov"
#property link      "cmillion@narod.ru"
#property version   "2.000"
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
CPositionInfo  m_position;                   // trade position object
CTrade         m_trade;                      // trading object
CSymbolInfo    m_symbol;                     // symbol info object
CAccountInfo   m_account;                    // account info wrapper
//+------------------------------------------------------------------+
//| Enum Prices                                                      |
//+------------------------------------------------------------------+
enum enPrices
  {
   pr_close,      // Close
   pr_open,       // Open
   pr_high,       // High
   pr_low,        // Low
   pr_median,     // Median
   pr_typical,    // Typical
   pr_weighted,   // Weighted1
   pr_average     // Average (high+low+oprn+close)/4
  };
//+------------------------------------------------------------------+
//--- Super Trend Hull Indicator
int      Inp_hullPeriod             = 18;         // Hull period
int      Inp_hullPeriod2            = 6660;         // Hull period
enPrices Inp_Price                  = pr_close;    // Price

 
extern double  Lots                = 5.0; 
//---
int            period_EMA          = 80;        // EMA: averaging period
int            period_WMA          = 80;         // WMA: averaging period
extern int     InpStopLoss         = 5000;          // StopLoss
extern int     InpTakeProfit       = 10000;          // TakeProfit
double         my_lot;
ulong          m_magic=72406264;                  // magic number

 
 
//---
double         my_SL,my_TP;
datetime       TimeBar;



double         ExtStopLoss=0.0;
double         ExtTakeProfit=0.0;


 
int            m_bar_current=0;
int            handle_iCustom;               // variable for storing the handle of the iCustom indicator
int            handle_iCustom2;              // variable for storing the handle of the iCustom indicator
int            handle_iMA_EMA;               // variable for storing the handle of the iMA indicator
int            handle_iMA_WMA;               // variable for storing the handle of the iMA indicator
int            all_positions;                // offene Positionen
input bool     Reverse                = true;


bool           UseTimeLimit = true;
int            startHour    = 1 ;
int            stopHour     = 23;
bool           YesStop=false;
input          ENUM_TIMEFRAMES Timeframe = PERIOD_CURRENT;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+


int OnInit()
  {
 
//---
 
   m_symbol.Name(Symbol());                  // sets symbol name
//---
   m_trade.SetExpertMagicNumber(m_magic);    // sets magic number
   if(!RefreshRates())
     {
      Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),
            ", Ask=",DoubleToString(m_symbol.Ask(),Digits()));
      return(INIT_FAILED);
     }
   m_symbol.Refresh();
//--- tuning for 3 or 5 digits
   int digits_adjust=1;
   if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
      digits_adjust=10;
 
   ExtStopLoss    = InpStopLoss     * digits_adjust;
   ExtTakeProfit  = InpTakeProfit   * digits_adjust;
 
//--- create handle of the indicator iMA
   handle_iMA_EMA=iMA(Symbol(),Period(),period_EMA,0,MODE_EMA,PRICE_OPEN);
//--- if the handle is not created
   if(handle_iMA_EMA==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//--- create handle of the indicator iMA
   handle_iMA_WMA=iMA(Symbol(),Period(),period_WMA,0,MODE_LWMA,PRICE_OPEN);
//--- if the handle is not created
   if(handle_iMA_WMA==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//--- create handle of the indicator iCustom
   handle_iCustom=iCustom(m_symbol.Name(),Period(),"hull_variation",Inp_hullPeriod,Inp_Price );
   handle_iCustom2=iCustom(m_symbol.Name(),Period(),"23",Inp_hullPeriod2,Inp_Price );
//--- if the handle is not created
   if(handle_iCustom==INVALID_HANDLE || handle_iCustom2==INVALID_HANDLE)
        {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iCustom indicator for the symbol %s/%s, error code %d",
                  m_symbol.Name(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
}
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+

int Crossed(double line1,double line2)
  {
   static int last_direction=0;
   static int current_direction=0;
//--- don't work in the first load, wait for the first cross!
   static bool first_time=true;
   if(first_time==true)
     {
      first_time=false;
      //---
      if(line1>line2)
         current_direction=1;  //up
      else
         current_direction=2;  //(line1<line2) //down

      last_direction=current_direction;
      //---
      return (0);
     }
//---
   if(line1>line2)
      current_direction=1;  //up
   else
      current_direction=2;  //(line1<line2) //down
//---
   if(current_direction!=last_direction) //changed
     {
      last_direction=current_direction;
      return(last_direction);
     }
   else
     {
      return(0);  //not changed
     }
  }
void OnTick()
  {
  
  double close1 = iClose(_Symbol,Timeframe,1);

   datetime time_0=iTime(0);
   if(TimeBar==time_0)
      return;
   if(TimeBar==0)
     {
      TimeBar=time_0;
      return;
     }//first program run
 
   double colorBuffer[],hull[],EMA0[],WMA0[];
   ArraySetAsSeries(colorBuffer,true);
   ArraySetAsSeries(hull,true);
   ArraySetAsSeries(EMA0,true);
   ArraySetAsSeries(WMA0,true);

 
 
 
   int start_pos=1,count=3;
   if(!iGetArray(handle_iCustom,1,start_pos,count,colorBuffer))
     return;
   if(!iGetArray(handle_iCustom2,1,start_pos,count,hull))
      return;
   if(!iGetArray(handle_iMA_EMA,0,start_pos,count,EMA0))
      return;
   if(!iGetArray(handle_iMA_WMA,0,start_pos,count,WMA0))
      return;
//---

   if(UseTimeLimit)
     {
       YesStop=true;
       MqlDateTime str1;
       TimeToStruct(TimeCurrent() , str1);
       if(str1.hour > startHour && str1.hour < stopHour)
          YesStop=false;
     }
   if(YesStop==false)
   ulong  m_ticket=0;
   double SEma,LEma;
   
   SEma = iMAGet(handle_iMA_WMA,0);
   LEma = iMAGet(handle_iMA_EMA,0);
   
      static int isCrossed=0;
   if(!Reverse)
      isCrossed=Crossed(LEma,SEma);
   else
      isCrossed=Crossed(SEma,LEma);
//---
   if(!RefreshRates())
      return;


  {  
   bool Buy_Condition_1 = (WMA0[m_bar_current] < EMA0[m_bar_current+1]);
   bool Buy_Condition_2 = (close1 > WMA0[0]);

     {  
        int pos_total=PositionsTotal();
   if(pos_total==0)
     {
       if(isCrossed==1)
       {

      if(!RefreshRates())
         return;
      TimeBar=time_0;
      my_TP = m_symbol.Ask() + ExtTakeProfit*Point();
      my_SL = m_symbol.Ask() - ExtStopLoss*Point();
      my_lot = Lots;
      OPENORDER("Sell");
            }
      
 }
 
      if(isCrossed==2)       
         {
      if(!RefreshRates())
         return;
      TimeBar=time_0;
      my_TP  = m_symbol.Bid() - ExtTakeProfit*Point();
      my_SL  = m_symbol.Bid() + ExtStopLoss*Point();

      my_lot= Lots;
      OPENORDER("Buy");
         }
     }
     
   
 } 
   if(colorBuffer[m_bar_current+1]>colorBuffer[m_bar_current] ) //Buy
     {
      if(!RefreshRates())
         return;
      TimeBar=time_0;
      CLOSEORDER("Sell");
     }
 
  if(colorBuffer[m_bar_current+1]<colorBuffer[m_bar_current] ) //Sell
     {
      if(!RefreshRates())
         return;
      TimeBar=time_0;
      CLOSEORDER("Buy");
     }
 
   return;
  }
  
//--------------------------------------------------------------------
void CLOSEORDER(string ord)
  {
   for(int i=PositionsTotal()-1; i>=0; i--)  // returns the number of open positions
      if(m_position.SelectByIndex(i))
         if(m_position.Symbol()==Symbol() && m_position.Magic()==m_magic)
           {
            if(m_position.PositionType()==POSITION_TYPE_BUY && ord=="Buy")
               m_trade.PositionClose(m_position.Ticket());  // Close Buy
            if(m_position.PositionType()==POSITION_TYPE_SELL && ord=="Sell")
               m_trade.PositionClose(m_position.Ticket()); // Close Sell
           }
  }
//--------------------------------------------------------------------

void OPENORDER(string ord)
  {
  if(ord=="Sell")
      for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
         if(m_position.SelectByIndex(i))
           if(m_position.PositionType()==POSITION_TYPE_SELL)
 
               return;                          // Если sell, то не открываемся
 
      if(!m_trade.Sell(my_lot,Symbol(),m_symbol.Bid(),my_SL,my_TP,""))
         Print("Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
               ", description of result: ",m_trade.ResultRetcodeDescription(),
               ", ticket of deal: ",m_trade.ResultDeal());
   if(ord=="Buy")
      for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
         if(m_position.SelectByIndex(i))
 
            if(m_position.PositionType()==POSITION_TYPE_BUY)
               return;                          // Если buy, то не открываемся
 

      if(!m_trade.Buy(my_lot,Symbol(),m_symbol.Ask(),my_SL,my_TP,""))
         Print("BUY_STOP -> false. Result Retcode: ",m_trade.ResultRetcode(),
               ", description of Retcode: ",m_trade.ResultRetcodeDescription(),
               ", ticket of order: ",m_trade.ResultOrder());
   return;
  }
  double iMAGet(const int handle,const int index)
  {
   double MA[];
   ArraySetAsSeries(MA,true);
//--- reset error code
   ResetLastError();
//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
   if(CopyBuffer(handle,0,0,index+1,MA)<0)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(0.0);
     }
   return(MA[index]);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
 
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data                                 |
//+------------------------------------------------------------------+
bool RefreshRates()
  {
//--- refresh rates
   if(!m_symbol.RefreshRates())
      return(false);
//--- protection against the return value of "zero"
   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
      return(false);
//---
   return(true);
  }
//+------------------------------------------------------------------+
//| Get Time for specified bar index                                 |
//+------------------------------------------------------------------+
datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)
  {
   if(symbol==NULL)
      symbol=Symbol();
   if(timeframe==0)
      timeframe=Period();
   datetime Time[];
   datetime time=0;
   ArraySetAsSeries(Time,true);
   int copied=CopyTime(symbol,timeframe,index,1,Time);
   if(copied>0)
      time=Time[0];
   return(time);
  }
//+------------------------------------------------------------------+
//| Get value of buffers                                             |
//+------------------------------------------------------------------+
bool iGetArray(const int handle,const int buffer,const int start_pos,
               const int count,double &arr_buffer[])
  {
   bool result=true;
   if(!ArrayIsDynamic(arr_buffer))
     {
      PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);
      return(false);
     }
   ArrayFree(arr_buffer);
//--- reset error code
   ResetLastError();
//--- fill a part of the iBands array with values from the indicator buffer
   int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);
   if(copied!=count)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",
                  __FILE__,__FUNCTION__,count,copied,GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
   return(result);
 
 
}
//+------------------------------------------------------------------+

Alexey Viktorov 2021.07.15 18:46 #13280

Yuriy Vins:
大家好，有谁知道MT-5策略测试器中图表上的十字线是在哪里打开的，或者说它是否存在？

Ctrl+F

但只有在用可视化的方式进行测试的时候。

初学者的问题 MQL5 MT5 MetaTrader 5 - 页 1328