编码帮助......我如何让指标过滤而不是警报? - 页 7

 
Maji:
对不起,我没有时间检查整个代码,但让我们只检查这个片段。

if(OrderSymbol()==Symbol() && OrderType()==OP_SELL && Bid+Profit>OrderOpenPrice()

让我们说,OrderOpenPrice = 1.2100

而利润是0.0010

所以,如果买入价小于或等于1.2100-0.0010=1.2090,你想关闭空头交易。

让我们假设有一个向下的缺口,价格跳过了1.2090,现在的买入价格是1.2088。根据你的公式。

Bid + Profit = 1.2088 + 0.0010 = 1.2098。即使您的系统已经超过了利润阈值,它也不比OrderOpenPrice大。因此,订单将不会被关闭。在我看来,平仓条件的逻辑需要被重新评估和重新编写。另外,在处理空头交易时,你应该处理问价,因为你只能在问价时平仓。

还有一点建议。

for (int cnt = 0 ; cnt = 0; cnt--) 的计数循环或类似的东西。

好运。

我很感谢学习这个,谢谢Maji!反正这不是我想要的平仓逻辑......我想要的逻辑是,如果它没有触发追踪止损,就平仓。由于我不知道究竟如何检测是否触发,所以在我学会如何编程以实现我的意图之前,我不能使用这种按时间收盘的收盘策略。

 

新的收盘标准......请帮我把代码放对......。

我需要一些帮助,在其中加入另一个平仓标准,即长EMA低于minortrendsetter(如果是多头),如果是空头则相反。我不确定如何用这个新的标准来隔离多头和空头的仓位,来关闭它们。

#property copyright "Copyright 2006, Aaragorn"

//+--------- settings may vary use at your own risk-----------------+

//+--------------user inputs--------------------+

extern double Trendsetter = 250;

extern double Minortrendsetter = 150;

extern double LongEMA = 20;

extern double ShortEMA = 5;

extern double TrailingStop = 15;

extern double TrailingStopTrigger = 1;

extern double StopLoss = 186;

extern double TakeProfit = 250;

extern double Lots = 0.1;

extern double EquityStop = 9;

//---- Custom "Channel-1" Indicator and Filter Parameters

extern int Hours=36;

extern color col=SkyBlue;

extern double TF = 60; //--which bar period for the custom indicator to use

extern double upperproximity = 30; //---disallows long orders within this proximity to resistance line

extern double lowerproximity = 30; //---disallows short orders within this proximity to the support line

//+-----------close based on not triggering trailing stop in allotted time----------------+

extern int MonitorInMinutes = 60; // minutes after open to check state of trade

extern int ThresholdMove = 11; // if after that time we don't have +'x' pips we will exit

extern int MinsMultiplier = 600; // multiplies the MonitorInMinutes to make minutes (if 'x'=60) into hours

//+----------------------end of allotted time user inputs-----------------------------+

//+-----------------------------end of user inputs----------------------------------+

//+------------------------------------------------------------------+

//| expert start function

//+------------------------------------------------------------------+

int start(){

CloseOrder();

int cnt, ticket;

if(Bars<100){

Print("bars less than 100");

return(0);

}

//+----------------------Get Moving Average(s) Data----------------------------------------+

double currentlong=iMA(NULL,0,LongEMA,0,MODE_EMA,PRICE_CLOSE,0);//--current period longEMA

double currentshort=iMA(NULL,0,ShortEMA,0,MODE_EMA,PRICE_CLOSE,0);//--current period shortEMA

double trendsetter=iMA(NULL,0,Trendsetter,0,MODE_EMA,PRICE_CLOSE,0);//--current period TrendsetterEMA

double minorts=iMA(NULL,0,Minortrendsetter,0,MODE_EMA,PRICE_CLOSE,0);//--current period MinortrendsetterEMA

double prevlong=iMA(NULL,0,LongEMA,0,MODE_EMA,PRICE_CLOSE,1);//--previous period longEMA

double prevshort=iMA(NULL,0,ShortEMA,0,MODE_EMA,PRICE_CLOSE,1);//--previous period shortEMA

double prevtrendsetter=iMA(NULL,0,Trendsetter,0,MODE_EMA,PRICE_CLOSE,1);//--previous period TrendsetterEMA

double prevminorts=iMA(NULL,0,Minortrendsetter,0,MODE_EMA,PRICE_CLOSE,1);//--previous period MinortrendsetterEMA

//+----------------------------end of Get Moving Average(s) Data-----------------------------+

//+--------------------channel filter---------------------------+

double resistance = iCustom(NULL,TF,"Channel-1",Hours,col,0,0);

double support = iCustom(NULL,TF,"Channel-1",Hours,col,2,0);

//+------------------- end channel filter------------------------+

//+---------Obnoxious money management code needs revision----------------+

int total=OrdersTotal();

if(total<1){

if(AccountFreeMargin()<(1000*Lots)){

Print("We have no money. Free Margin = ", AccountFreeMargin());

return(0);

}

//+---------end of Obnoxious money management code-----------------+

//+---------------------------------------Order Entry--------------------------------------------+

//+---------enter long positions----------+

if (prevshortcurrentlong && currentshort>currentlong>Trendsetter && Ask > resistance - upperproximity*Point){ //---conditions to open long positions change as desired

ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-StopLoss*Point,Ask+TakeProfit*Point, NULL,16384,0,Green);

if(ticket>0){

if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES )) Print("BUY order opened : ",OrderOpenPrice());

}

else Print("Error opening BUY order : ",GetLastError());

return(0);

}

//+---------enter short positions----------+

if (prevshort>prevlong && currentshort<currentlong && currentshort<currentlong<Trendsetter && Ask < support + lowerproximity*Point){ //---conditions to open short positions change as desired

ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Bid+StopLoss*Point,Bid-TakeProfit*Point, NULL,16384,0,Red);

if(ticket>0) {

if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES )) Print("SELL order opened : ",OrderOpenPrice());

}

else Print("Error opening SELL order : ",GetLastError());

return(0);

}

}

//+---------end of order entry-------------------------+

//+-------------------------Trailing Stop Code------------------------------------+

for(cnt=0;cnt<total;cnt++) {

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()<=OP_SELL && OrderSymbol()==Symbol()) {

if(OrderType()==OP_BUY){

if(TrailingStop>0) {

if(Bid-OrderOpenPrice()>Point*TrailingStopTrigger) {

if(OrderStopLoss()<Bid-Point*TrailingStop) {

OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);

return(0);

}

}

}

}else{

if(TrailingStop>0) {

if((OrderOpenPrice()-Ask)>(Point*TrailingStopTrigger)) {

if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0)) {

OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);

return(0);

}

}

}

}

//+-------------------------End of Trailing Stop Code----------------------------+

//+---------------------Equity Stop Code---------------------------+

if((AccountEquity()+ EquityStop)<AccountBalance()) {

{

int ttotal = OrdersTotal();

for(int i=ttotal-1;i>=0;i--)

{

OrderSelect(i, SELECT_BY_POS);

int type = OrderType();

bool result = false;

switch(type)

{

//Close opened long positions

case OP_BUY : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );

break;

//Close opened short positions

case OP_SELL : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red );

}

if(result == false)

{

Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );

Sleep(3000);

}

}

return(0);

}

}

}

}

}

//+---------------------End of Equity Stop Code---------------------------+

//|

//+---------------------Close Based on Time-------------------------------+

//+--------------needs revision, not working as desired---------------------+

//+------------I want it to close IF and ONLY IF trailing stop is NOT triggered-------------+

void CloseOrder()

{

double Profit=ThresholdMove*Point;

int total = OrdersTotal();

for (int cnt = 0 ; cnt < total ; cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

if ((CurTime()-OrderOpenTime())>MonitorInMinutes*60*MinsMultiplier)

{

if(OrderSymbol()==Symbol() && OrderType()==OP_BUY && Bid-Profit<OrderOpenPrice() )

{

OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);

}

if(OrderSymbol()==Symbol() && OrderType()==OP_SELL && Bid+Profit>OrderOpenPrice())

{

OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);

}

}

}

}

//+---------------------------end of close on time code---------------+
 

好的,我现在需要理解这部分代码....

第一行计数

第二行选择已计数的订单

第三行......这让我很困惑......我认为它想知道所选的订单 是否是卖出......但 "0 "是怎么回事?我的意思是这里有五个 "如果 "行......。

我猜如果其中任何一个为真,那么它将修改订单,否则......我猜它会转到......'其他'和......好吧,这必须设法处理多头和空头,但我还不明白。

因为我想根据多头EMA与最小趋势setterEMA的交叉来增加平仓多头或空头的标准......我不知道该在哪里做这件事。

for(cnt=0;cnt<total;cnt++) {

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()<=OP_SELL && OrderSymbol()==Symbol()) {

if(OrderType()==OP_BUY){

if(TrailingStop>0) {

if(Bid-OrderOpenPrice()>Point*TrailingStopTrigger) {

if(OrderStopLoss()<Bid-Point*TrailingStop) {

OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);

return(0);

}

}

}

}else{

if(TrailingStop>0) {

if((OrderOpenPrice()-Ask)>(Point*TrailingStopTrigger)) {

if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0)) {

OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);

return(0);

}

}

}

}

好吧,我知道所有的if和其他都会导致这几行。

OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green)。

OrderModify(OrderTicket(),OrderOpenPrice(), Ask+Point*TrailingStop,OrderTakeProfit(),0,Red)。

我需要更多地了解这些订单修改线是如何构建的。这些是关闭以及改变订单的吗?还是它们只是改变了订单,而其他东西关闭了订单?

 

看看MetaEditor的帮助

OP_BUY 0 Buying position.

OP_SELL 1 Selling position.

OP_BUYLIMIT 2 Buy limit pending position.

OP_SELLLIMIT 3 Sell limit pending position.

OP_BUYSTOP 4 Buy stop pending position.

OP_SELLSTOP 5 Sell stop pending position.

[/PHP]

so, <= OP_SELL is OP_BUY or OP_SELL. Just instead of using

[PHP]if((OrderType()==OP_SELL) || (OrderType()==OP_BUY) ...

只要少打点

 

在这里你可以

void CloseOrders(int op)

{

int tik[30], t = 0;

for(int i =0;i<OrdersTotal();i++){

if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){

if(OrderSymbol()==Symbol() && MagicNum==OrderMagicNumber() && OrderType() == op){

tik[t] = OrderTicket(); t++;

}

}

}

for (i = 0; i<t; i++)

{

if(OrderSelect(tik,SELECT_BY_TICKET)){

double prc = Bid;

if (op == OP_SELL) prc = Ask;

CloseOrder(tik, OrderLots(), prc);

}

}

}

调用:CloseOrder(OP_BUY); // 关闭所有买入订单

CloseOrder(OP_SELL); // 关闭所有卖单

我把所有的订单 保存在一个数组中,然后删除,是因为当我关闭1号位置的订单时,下一个订单又变成了1,我们就有问题了。

 

我忘了这个

void CloseOrder(int ticket,double numLots,double close_price)

{

int CloseCnt, err;

// try to close 3 Times

CloseCnt = 0;

color clr = Violet;

if (OrderType() == OP_SELL)

clr = Orange;

while (CloseCnt < 3)

{

if (OrderClose(ticket,numLots,close_price,Slippage,clr))

{

CloseCnt = 3;

}

else

{

err=GetLastError();

Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err));

if (err > 0) CloseCnt++;

}

}

}

[/PHP]

and dont forget to add this line after #property link

[PHP]#property link "http://www.elihayun.com"

#include

 

我还是很迷惑...

请理解,这段代码最初不是我创造的。我正在努力理解别人的做法,并对其进行修改。我把我的名字放在财产线上,只是现在我已经修改了很多,以至于它和原来的东西已经没有什么相似之处。我现在对它的修改比我没动过的要多。但仍有一些方面我不明白,因此无法修改。

我所寻找的是关闭订单的代码......似乎所有这些都只是为了更新追踪止损而进行的修改。

这不止是一种关闭方式。

现在,这个EA有能力用止损关闭。

以拖曳止损收盘。

获利 目标收盘。

或者在开盘后的某个规定时间内关闭。

我想让它具备的是,如果长EMA回到minortrendsetterEMA上,它就可以关闭。它可以做到向上穿越以关闭空头 头寸,或者向下穿越以关闭多头 头寸。我怎样才能让它这样做呢?我的意思是,在所有这些其他的平仓选项中,我应该把新的代码放在哪里,以超越所有这些其他的平仓选项?

在我的expirementation中,当我不想使用这个参数的某些方面时,我只是简单地使该参数的标准变得如此极端,以至于它永远不会触发它,这就像把该标准基本上关闭。这样做允许其他标准的发挥,以显示它们会返回什么。

 
elihayun:
我忘了这个
void CloseOrder(int ticket,double numLots,double close_price)

{

int CloseCnt, err;

// try to close 3 Times

CloseCnt = 0;

color clr = Violet;

if (OrderType() == OP_SELL)

clr = Orange;

while (CloseCnt < 3)

{

if (OrderClose(ticket,numLots,close_price,Slippage,clr))

{

CloseCnt = 3;

}

else

{

err=GetLastError();

Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err));

if (err > 0) CloseCnt++;

}

}

}

[/PHP]

and dont forget to add this line after #property link

[PHP]#property link "http://www.elihayun.com"

#include

好的,谢谢你!

所以这基本上只是一个平仓代码?

这是否会同时关闭多头和空头头寸?

如果longema在minortrendsetterema上向后交叉,我将如何使用它来关闭? 如果它开了空头,就向上交叉,如果它开了多头,就向下交叉?

p.s. 我今天下午晚些时候才会回到电脑前。我到时再来看看

 

还有一个问题...

交换 "是什么意思?

 

每当你决定开立一个长线头寸的时候,就调用:CloseOrders(OP_SELL)。

反之亦然。

看看你的代码,在那里你正在打开订单。

你不需要检查 是否有一个订单要关闭。该程序将为你做这件事。

BTW,我发布了一个代码,将2006.07.02有点单元格转换为excel中的日期。请看你的帖子

原因: