[转载]MetaTrader编程中级(0)－－一个EA练习

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1. MetaTrader编程中级(0)－－一个EA练习
   
2. 
   
3. 这里提供配套的一个指标和一个EA,
   
4. 从中可以学会,1 EA的文件结构, 2 指标的文件结构 巩固和发展前面的入门材料.
   
5. 
   
6. 进一步可以分析这个EA的表现,来认识 (1) 这个EA有哪些"诡异"的想象,原因是什么? (2)这个指标和EA可以使用吗?如何使用? (3)EA是如何优化的? (4) 不同公司不同数据,不同时间段 表现如何? 分析原因?(5)如何改进?
   
7. 声明,这个EA是学习编程用的, 若你要使用,当然后果自负. 有关问题我可能选择回答.
   
8. 这时最近偶然设计的一个EA, 内容很简单, 但我认为分析它 有很好的学习价值.
   
9. 
   
10. 我初步的测试结果最好时, 5.13~5.24十天从10000到18000, EUR, 目前的缺省参数就是,使用了MT自己的数据MetaQuotes-Demo. 但是却可能不能用.
    
11. 
    
12. 
    
13. 指标文件: 存为0meme.mq4
    
14. 
    
15. 
    
16. #property indicator_chart_window
    
17. 
    
18. //#property indicator_separate_window
    
19. #property indicator_buffers 2
    
20. #property indicator_color1 Aqua//Lime
    
21. #property indicator_color2 Red
    
22. 
    
23. 
    
24. double buffer10[];
    
25. double buffer20[];
    
26. extern int period=79;//10;
    
27. extern int price=5; // 0 or other = (H+L)/2
    
28.             // 1 = Open
    
29.             // 2 = Close
    
30.             // 3 = High
    
31.             // 4 = Low
    
32.             // 5 = (H+L+C)/3
    
33.             // 6 = (O+C+H+L)/4
    
34.             // 7 = (O+C)/2
    
35. extern double lwei= 0.67;
    
36. bool Mode_Fast= False;
    
37. 
    
38. int init()
    
39. {
    
40.   SetIndexArrow(0,67);//200);
    
41.   SetIndexArrow(1,68);//202);  
    
42.   SetIndexBuffer(0,buffer10);
    
43.   SetIndexBuffer(1,buffer20);
    
44. return(0);
    
45. }
    
46. 
    
47. 
    
48. int deinit()
    
49. {
    
50. int i;
    
51. return(0);
    
52. }
    
53. 
    
54. 
    
55. double Value=0,Value1=0,Value2=0,Fish=0,Fish1=0,Fish2=0;
    
56. 
    
57. double _price;
    
58. double MinL=0;
    
59. double MaxH=0;            
    
60. 
    
61. 
    
62. void getprice0(int i)
    
63. {
    
64. MaxH = High[iHighest(NULL,0,MODE_HIGH,period,i)];
    
65.   MinL = Low[iLowest(NULL,0,MODE_LOW,period,i)];
    
66.   switch (price)
    
67.   {
    
68.   case 1: _price = Open[i]; break;
    
69.   case 2: _price = Close[i]; break;
    
70.   case 3: _price = High[i]; break;
    
71.   case 4: _price = Low[i]; break;
    
72.   case 5: _price = (High[i]+Low[i]+Close[i])/3; break;
    
73.   case 6: _price = (Open[i]+High[i]+Low[i]+Close[i])/4; break;
    
74.   case 7: _price = (Open[i]+Close[i])/2; break;
    
75.   default: _price = (High[i]+Low[i])/2; break;
    
76.   }
    
77. 
    
78. }
    
79. datetime lasttime = NULL;
    
80. int start()
    
81. {
    
82. 
    
83. int i;
    
84. int barras;
    
85. if ((lasttime != NULL ) && ((Time[0] - lasttime) < Period( ) )) return;
    
86. lasttime = Time[0];
    
87. SetIndexStyle(0,DRAW_ARROW,STYLE_SOLID,3);
    
88.   SetIndexStyle(1,DRAW_ARROW,STYLE_SOLID,3);
    
89. 
    
90. barras = Bars;
    
91. if (Mode_Fast)
    
92.   barras = 100;
    
93. i = 0;
    
94. while(i<barras)
    
95.   {
    
96.   getprice0(i);
    
97. // Value = 0.33*2*((_price-MinL)/(MaxH-MinL)-0.5) + 0.67*Value1;  
    
98.   Value = (1-lwei)*2*((_price-MinL)/(MaxH-MinL)-0.5) + lwei*Value1;  
    
99.   Value=MathMin(MathMax(Value,-0.999),0.999);
    
100.   Fish = 0.5*MathLog((1+Value)/(1-Value))+0.5*Fish1;
     
101. 
     
102.    
     
103.   buffer10[i] = EMPTY_VALUE;
     
104.   buffer20[i] = EMPTY_VALUE;
     
105. 
     
106.   if ( (Fish<0) && (Fish1>0))
     
107.   {
     
108.   buffer10[i] = Low[i];
     
109. 
     
110.   }  
     
111.   if ((Fish>0) && (Fish1<0))
     
112.   { buffer20[i] = High[i];
     
113. 
     
114.   }   
     
115.   Value1 = Value;
     
116.   Fish2 = Fish1;
     
117.   Fish1 = Fish;
     
118. i++;
     
119.   }
     
120. return(0);
     
121. }
     
122. //+------------------------------------------------------------------+
     
123. 
     
124. 
     
125. 
     
126. 
     
127. EA文件: 存为你喜欢的名字
     
128. 
     
129. CODE:
     
130. 
     
131. 
     
132. //+------------------------------------------------------------------+
     
133. //|                           Designed by OKwh, China   |
     
134. //|                   Copyright 2006, OKwh |
     
135. //|                                             |
     
136. //+------------------------------------------------------------------+
     
137. #property copyright "Copyright 2006, OKwh "
     
138. #property link     ""
     
139. #define MAGICMA 200610011231
     
140. //本程序适合200603-04-05, 07-08
     
141. 
     
142. extern int whichmethod = 3;//1;//4;   //1~4 select no T/P no S/L,has T/P no S/L, no T/P has S/L, has T/P has S/L,
     
143. extern double TakeProfit = 51;//104;   //point 方法2时无效
     
144. extern   double StopLoss = 20;//25;   //point
     
145. extern double Lots = 1;     // default lots
     
146. extern double MaximumRisk     = 0.3;   //0.1,or 0.8   0.3
     
147. extern double DecreaseFactor   = 8; // factor if many lose 8* 3 5
     
148. extern double TrailingStop =13;//10~14 15;// 60;   // T/S
     
149. 
     
150. extern   int maxOpen = 4;//3;   //最多持仓限制 3* 10,9,8,6,5
     
151. extern   int maxLots = 5;   //最多单仓限制 7* 5 3 1
     
152. extern int trdTime = 2; //1 //0 一次，1 2次, 2,3次
     
153. 
     
154. extern int bb = 1;
     
155. datetime lasttime = NULL;
     
156. int i, res;
     
157. int init()   {     return(0); }
     
158. int deinit() {   return(0); }
     
159. //+------------------------------------------------------------------+
     
160. //| Calculate optimal lot size                           |
     
161. double LotsOptimized()  
     
162. {
     
163. double lot=Lots;
     
164. int   orders=HistoryTotal();   // history orders total
     
165. int   losses=0;             // number of losses orders without a break
     
166. // if (AccountBalance() < 8000)     MaximumRisk = 0.1;
     
167. // else MaximumRisk = 0.3;inin = 5;inin = 10;inin = 20;inin = 20;inin = 20;inin = 20;
     
168. double fm =0;
     
169. if (AccountBalance() > 200000)   fm = AccountBalance()- 100000 ;
     
170. if (AccountBalance() < 100000)   {   MaximumRisk = 0.5;   }
     
171. if (AccountBalance() < 80000)   {   MaximumRisk = 0.5; }
     
172. if (AccountBalance() < 50000)   {   MaximumRisk = 0.5; }
     
173. if (AccountBalance() < 20000)   {   MaximumRisk = 0.4; }
     
174. if (AccountBalance() < 12000)   {   MaximumRisk = 0.2;   }
     
175. fm = AccountFreeMargin();
     
176. if(AccountLeverage()<=0)
     
177.   {
     
178.     Print("CalculateVolume: invalid AccountLeverage() [",AccountLeverage(),"]");
     
179.     return(0);
     
180.   }
     
181.   double lot_min =MarketInfo(Symbol(),MODE_MINLOT);
     
182.   double lot_max =MarketInfo(Symbol(),MODE_MAXLOT);
     
183.   double lot_step=MarketInfo(Symbol(),MODE_LOTSTEP);
     
184. if(lot_min<0 || lot_max<=0.0 || lot_step<=0.0)
     
185.   {
     
186.     Print("CalculateVolume: invalid MarketInfo() results [",lot_min,",",lot_max,",",lot_step,"]");
     
187.     return(0);
     
188.   }
     
189. 
     
190.   lot=NormalizeDouble(fm *MaximumRisk/MarketInfo(Symbol(), MODE_MARGINREQUIRED),1);
     
191. 
     
192.   if(lot<0.1) lot=0.1;
     
193. if(lot>maxLots) lot=maxLots;
     
194. // if(lot<lot_min) lot=lot_min;
     
195. //   if(lot>lot_max) lot=lot_max;
     
196. return(lot);
     
197. }
     
198. 
     
199. void CheckForCloseBuy()
     
200. {
     
201. //LotsOptimized();
     
202. if (OrdersTotal( ) > 0 )      
     
203. {
     
204.   //下单前先检查持有的单
     
205.   for(i=OrdersTotal()-1;i>=0;i--)
     
206.   {
     
207.     if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)     break;
     
208.     if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
     
209.   //   if (CurTime() < (OrderOpenTime()+ Period( )*gap2*60)) break ; //10倍当前时间间隔，才可去判断是否结束或更新
     
210.   if(OrderType()==OP_BUY)
     
211.   { //if (false == OrderClose(OrderTicket(),OrderLots(),Bid,3,White)) Sleep(5000);
     
212.   OrderClose(OrderTicket(),OrderLots(),Bid,3,White); Sleep(5000);
     
213.   }
     
214.   }
     
215. }
     
216. }
     
217. 
     
218. void CheckForCloseSel()
     
219. {
     
220. //LotsOptimized();
     
221. if (OrdersTotal( ) > 0 )      
     
222. {
     
223.   //下单前先检查持有的单
     
224.   for(i=OrdersTotal()-1;i>=0;i--)
     
225.   {
     
226.     if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)     break;
     
227.     if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
     
228.   // if (CurTime() < (OrderOpenTime()+ Period( )*gap2*60)) break ; //10倍当前时间间隔，才可去判断是否结束或更新
     
229.     if(OrderType()==OP_SELL)
     
230.     {
     
231.     //if (false == OrderClose(OrderTicket(),OrderLots(),Ask,3,White))   Sleep(5000);
     
232.     OrderClose(OrderTicket(),OrderLots(),Ask,3,White);   Sleep(5000);
     
233.     }
     
234.   }
     
235. }
     
236. }
     
237. 
     
238. 
     
239. 
     
240. extern int period=81;//79;//76;//10;
     
241. extern int price=5;//6; // 0 or other = (H+L)/2
     
242.             // 1 = Open
     
243.             // 2 = Close
     
244.             // 3 = High
     
245.             // 4 = Low
     
246.             // 5 = (H+L+C)/3
     
247.             // 6 = (O+C+H+L)/4
     
248.             // 7 = (O+C)/2
     
249. extern double lwei=0.69;// 0.67;//0.74;//0.67;
     
250. extern int pos = 1;
     
251. int ZigJuge()
     
252. {
     
253. double x,y;
     
254. 
     
255. 
     
256. x= iCustom(NULL,0,"0meme",period,price,lwei,0,pos);
     
257. y= iCustom(NULL,0,"0meme",period,price,lwei,1,pos);
     
258.   if ((y != EMPTY_VALUE))//1上穿２
     
259. {
     
260. //Print ("last = ",iCustom(NULL,0,"1LineCro1EA",9,3,3,17,1,9,21,17,5,5,0), " x= ",x, " y= ",y);
     
261.   return (-1);// setBuy(i);
     
262.     }
     
263. if ((x != EMPTY_VALUE))//1上穿２
     
264. {
     
265. //Print ("last = ",iCustom(NULL,0,"1LineCro1EA",9,3,3,17,1,9,21,17,5,5,0), " x= ",x, " y= ",y);
     
266.   return (1);// setBuy(i);
     
267.   }
     
268. 
     
269. return (0);
     
270. 
     
271. }
     
272. int nowZigJuge = 0;
     
273. void CheckForOpen()
     
274. {
     
275. if ((lasttime != NULL ) && ((Time[0] - lasttime) < Period( ) )) return;
     
276. lasttime = Time[0];
     
277. nowZigJuge = ZigJuge();
     
278. if (nowZigJuge == 1) //买//上穿买　先结束卖的
     
279.       CheckForCloseSel();
     
280. if (nowZigJuge == -1) //卖//下穿卖　先结束买的
     
281. CheckForCloseBuy();
     
282. 
     
283. if (TimeDayOfWeek(CurTime()) == 1)
     
284.   {
     
285.   if (TimeHour(CurTime()) < 3 ) return;//周一早x8点前不做
     
286.   }
     
287.   if (TimeDayOfWeek(CurTime()) == 5)
     
288.   {
     
289.   if (TimeHour(CurTime()) > 19 ) return;//周五晚x11点后不做中国时间
     
290.   }
     
291. 
     
292. if (((Ask-Bid)/Point)> 5) return ; //如果市场剧烈动荡，不做
     
293. 
     
294. if (OrdersTotal( ) >= maxOpen) return ;   //如果已持有开仓数达到，不做
     
295. 
     
296.   TradeOK();
     
297. 
     
298. if (OrdersTotal( ) >= maxOpen) return ;   //如果已持有开仓数达到，不做
     
299. TradeOK();
     
300. 
     
301. if (trdTime==2)
     
302. {
     
303. if (OrdersTotal( ) >= maxOpen) return ;   //如果已持有开仓数达到，不做
     
304. TradeOK();
     
305. 
     
306. if (OrdersTotal( ) >= maxOpen) return ;   //如果已持有开仓数达到，不做
     
307. TradeOK();
     
308. }
     
309. 
     
310. }
     
311. void TradeOK()
     
312. {
     
313. int error ;
     
314. if (nowZigJuge == 1) //买//上穿买　先结束卖的
     
315. // if (PriLiv() == 1) //买//上穿买　先结束卖的
     
316.   {
     
317. 
     
318.   // if (iOpen(NULL,PERIOD_H4,1)>iClose(NULL,PERIOD_H4,1)) return;
     
319.     switch (whichmethod)
     
320.     {
     
321.     case 1:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break;
     
322.     case 2:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,0,"",MAGICMA,0,Blue);   break;
     
323.     case 3:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break;
     
324.     case 4:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break;
     
325.     default : res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break;
     
326.     }
     
327.     if (res <=0)
     
328.     {
     
329.     error=GetLastError();
     
330.     if(error==134)Print("Received 134 Error after OrderSend() !! ");         // not enough money
     
331.     if(error==135) RefreshRates();   // prices have changed
     
332.     }
     
333.     Sleep(5000);
     
334.     return ;  
     
335.   }
     
336. 
     
337. if (nowZigJuge == -1) //卖//下穿卖　先结束买的
     
338. // if (PriLiv() == -1) //买//上穿买　先结束卖的
     
339.   {
     
340. //   if (iOpen(NULL,PERIOD_H4,1)<iClose(NULL,PERIOD_H4,1)) return;
     
341.     switch (whichmethod)
     
342.     {
     
343.     case 1:   res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); break;
     
344.     case 2:   res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Point,0,"",MAGICMA,0,Red);     break;
     
345.     case 3:   res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,Bid-TakeProfit*Point,"",MAGICMA,0,Red); break;
     
346.     case 4:   res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Point,Bid-TakeProfit*Point,"",MAGICMA,0,Red); break;
     
347.     default : res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); break;
     
348.     }
     
349.     if (res <=0)
     
350.     {
     
351.     error=GetLastError();
     
352.     if(error==134) Print("Received 134 Error after OrderSend() !! ");         // not enough money
     
353.     if(error==135) RefreshRates();   // prices have changed
     
354.     }
     
355.     Sleep(5000);
     
356.     return ;  
     
357.   }
     
358. 
     
359. 
     
360. }
     
361. 
     
362. void CTP()   //固定10点止赢
     
363. {
     
364. // Print("into CTP");
     
365. bool bs = false;
     
366. for (int i = 0; i < OrdersTotal(); i++)
     
367. {
     
368.   if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)     break;
     
369.   if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
     
370.   //   if (CurTime() < (OrderOpenTime()+ Period( )*gap2*2*60)) continue ;
     
371.   if (OrderType() == OP_BUY)
     
372.   {
     
373.     if (Bid - OrderOpenPrice() > TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT))
     
374.     {
     
375.     if (OrderStopLoss() < Bid - TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT))
     
376.     {
     
377. 
     
378.       bs = OrderModify(OrderTicket(), OrderOpenPrice(), Bid - TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(),0, Green);
     
379.       // Print("into CTP buy ", bs);
     
380.     }
     
381.     }
     
382.   }
     
383.   else if (OrderType() == OP_SELL)
     
384.   {
     
385.     if (OrderOpenPrice() - Ask > TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT))
     
386.     {
     
387.     if ((OrderStopLoss() > Ask + TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT)) ||
     
388.       (OrderStopLoss() == 0))
     
389.     {   
     
390.       bs = OrderModify(OrderTicket(), OrderOpenPrice(),
     
391.         Ask + TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(),0, Tan);
     
392.     //   Print("into CTP Sell", bs);
     
393. }
     
394.     }
     
395.   }
     
396. }
     
397. }
     
398. 
     
399. //| expert start function                             |
     
400. //+------------------------------------------------------------------+
     
401. int start()
     
402. {
     
403. CheckForOpen();
     
404. if (bb==1)     CTP();   //bb ==1 跟踪
     
405. return(0);
     
406. }
     
407. //+------------------------------------------------------------------+

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