2019独角兽企业重金招聘Python工程师标准>>>
一、交易策略
二、系统源码
//+------------------------------------------------------------------+
//| 20180107.mq4 |
//| Copyright 2017,CuiYi |
//| 1010333562@qq.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017,CuiYi"
#property link "1010333562@qq.com"
#property version "1.00"
#property strict
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
//----------- 外部变量 --------------extern int MagicNumber = 123;//----------- 计算现时仓位大小 ----------------------------int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber){if(OrderType()==OP_BUY) buys++;if(OrderType()==OP_SELL) sells++;}}if(buys>0) return(buys);else return(-sells);}//------------- 计算交易手数 ----------------------------double lot=NormalizeDouble(AccountBalance()/5000.0,2);//--------------- 开仓条件 ------------------------------void CheckForOpen(){double P1,P2,P3,P4;int res;P1=iOpen("EURUSD",5,0);P2=iClose("EURUSD",5,0);P3=iOpen("EURUSD",5,1);P4=iClose("EURUSD",5,1);if(P2>P1 && P4>P3 && P2>P4){res=OrderSend("EURUSD",OP_BUY,lot,Ask,3,0,0,"",MagicNumber,0,Blue);return;}if(P2<P1 && P4<P3 && P2<P4){res=OrderSend("EURUSD",OP_SELL,lot,Bid,3,0,0,"",MagicNumber,0,Red);return;}}//------------ 平仓条件 ---------------------------void CheckForClose(){double P1,P2,P3,P4;P1=iOpen("EURUSD",5,0);P2=iClose("EURUSD",5,0);P3=iOpen("EURUSD",5,1);P4=iClose("EURUSD",5,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;if(OrderMagicNumber()!=MagicNumber || OrderSymbol()!="EURUSD") continue;if(OrderType()==OP_BUY){if(P2<P4 || P2<P1) OrderClose(OrderTicket(),lot,Bid,3,White);break;}if(OrderType()==OP_SELL){if(P2>P4 || P2>P1) OrderClose(OrderTicket(),lot,Bid,3,White);break;}}}//----------- 控制流 ----------------------void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}