[转帖]智能交易系统基础

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[转帖]智能交易系统基础

[转帖]智能交易系统基础
RE>//+------------------------------------------------------------------+
  //|                           Designed by OKwh, China   |
  //|                   Copyright 2006, OKwh |
  //|                                             |
  //+------------------------------------------------------------------+
  #property copyright "Copyright 2006, OKwh "
  #property link     ""
  #define MAGICMA 200610011231
  //+------------------------------------------------------------------+
  //| 注意没有指标文件那些property                   |
  //+------------------------------------------------------------------+
  extern int whichmethod = 1;   //1~4 种下单方式
  extern double TakeProfit = 100;   
  extern   double StopLoss = 20;
  extern double MaximumRisk     = 0.3;
  extern double TrailingStop =25;
  extern   int maxOpen = 3;   //最多持仓限制
  extern   int maxLots = 5;   //最多单仓限制
  extern int bb = 0;       //非零就跟踪止赢
  extern double MATrendPeriod=26;//使用26均线
   
  int i, p2, xxx,p1, res;
  double Lots;
  datetime lasttime;
  int init()   //初始化
  {
  Lots = 1;
  lasttime = NULL;
  return(0);
  }
  int deinit() { return(0); } //反初始化
  //主程序
  int start()
  {
  CheckForOpen();
  if (bb>0)   CTP();   //跟踪止赢
  return(0);
  }
  //+------下面是各子程序--------------------------------------------+
  double LotsOptimized()   //确定下单量,开仓调用
  {
  double lot=Lots;
  int   orders=HistoryTotal();   // history orders total
  int   losses=0;             // number of losses orders without a break
  //MarketInfo(Symbol(),MODE_MINLOT);
  //MarketInfo(Symbol(),MODE_MAXLOT);
  //MarketInfo(Symbol(),MODE_LOTSTEP);
  lot=NormalizeDouble(MaximumRisk * AccountBalance()/AccountLeverage(),1);
  if(lotmaxLots) lot=maxLots;
  return(lot);
  }
   
  //平仓持有的买单
  void CloseBuy()
  {
  if (OrdersTotal( ) > 0 )   
  {
    for(i=OrdersTotal()-1;i 0 )   
  {
    for(i=OrdersTotal()-1;i0 && MacdCurrentSignalPrevious
      && MaCurrent 19 ) return; //周五晚11点后不做
    }
   
  if (OrdersTotal( ) >= maxOpen) return ;   
  //如果已持有开仓数达到最大,不做
  if (nowbuyorsell==0) return;   //不交易
  TradeOK();   //去下单交易
  }
  void TradeOK()   //去下单交易
  {
  int error ;
  if (nowbuyorsell == 1) //买
    {
      switch (whichmethod)
      {
      case 1:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break;
      case 2:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,0,"",MAGICMA,0,Blue); break;
      case 3:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break;
      case 4:   res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);break;
      default : res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);break;
      }
      if (res r /      {br /      if (OrderStopLoss() < Bid - TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT)) br /      {br /        bs = OrderModify(OrderTicket(), OrderOpenPrice(), Bid - TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(),0, Green);br /      }br /      }br /    } br /    else if (OrderType() == OP_SELL) br /    {br /      if ((OrderOpenPrice() - Ask) > (TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT)))
      {
      if ((OrderStopLoss()) > (Ask + TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT)))
      {     
        bs = OrderModify(OrderTicket(), OrderOpenPrice(),
          Ask + TrailingStop * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(),0, Tan);
  }
      }
    }
  }
  }
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