| //可以调整参数：EAType：决定是否单向开仓|起始手数0.02 or 0.05|加仓间距100 or 150|isSafeMode：向下取整 | |
| //1.同时开多单和空单的EA | |
| //2.程序可以初始化 | |
| //3.200点顺势平仓 | |
| //4.追踪止损 | |
| //5.处理跳空|Fix跳空bug | |
| //6.多空分开处理 | |
| //7.安全模式1.5倍时向下取整 | |
| //8.加上顺势加强逻辑震荡超过0.9手趋势初始仓位为0.05 | |
| //9.可以挂多个货币对 | |
| //10.跳空方法处理扛单问题——rollback无法解决问题 | |
| //11.加上了逻辑 | |
| //Modification: | |
| //1. only open one direction | |
| //2. close position when detect there is an 0.01 order opened in opposite direction | |
| int minTrailingStop=10; //初始化追踪止损点数 | |
| int maxTrailingStop=50; //最大追踪止损点数 | |
| int deltaPoint=10; //用来覆盖手续费 | |
| //Tuning Parameters EA调整是可以调整的参数 | |
| bool isAggressive=False; //when order number is illegal like 0.013, whether use math.floor or math.ceiling | |
| double initialisedOrderCount=0.02; //起始仓位大小 | |
| double orderIncreaseFactor=1.5; //加仓倍数 | |
| int increaseOrderDeltaStep=150; //间隔多少点加仓 | |
| int pointToCloseAntiTrendOrder=deltaPoint+increaseOrderDeltaStep/(orderIncreaseFactor-1);//多少点平掉震荡型仓位 | |
| int pointToCloseTrendOrder=200; //多少点平掉趋势型仓位 | |
| //Final Parameters | |
| double minOrderNumber=0.01;//The minimum order number allowed by platform | |
| int jumpUpFactor=3; | |
| int placeOrderDelta=5; | |
| double increaseTrendThreshold=0.9; | |
| int enlargedInitialisedOrderFactor=5; | |
| //EA Parameters | |
| bool isInitialised=False; | |
| int valueOfLastBuyOrder=0; | |
| int valueOfLastSellOrder=0; | |
| int currentAskValue=0; | |
| int currentBidValue=0; | |
| double numberOfLastBuyOrder=0.0; | |
| double numberOfLastSellOrder=0.0; | |
| ulong buyOrderIdArray[100];//Hold order ticket | |
| int buyOrderIdArrayIndex=0; | |
| ulong sellOrderIdArray[100]; | |
| int sellOrderIdArrayIndex=0; | |
| bool isAutoPlaceOrder=True; | |
| bool isBuyIsTrend=True; | |
| bool isSellIsTrend=True; | |
| int orderDirection=0; //1 means long and -1 means short 0 means both direction | |
| //+------------------------------------------------------------------+ | |
| //| | | |
| //+------------------------------------------------------------------+ | |
| void OnTick(void) | |
| { | |
| //--- | |
| // initial data checks | |
| // it is important to make sure that the expert works with a normal | |
| // chart and the user did not make any mistakes setting external | |
| // variables (Lots, StopLoss, TakeProfit, | |
| // TrailingStop) in our case, we check TakeProfit | |
| // on a chart of less than 100 bars | |
| //--- | |
| if(Bars<100) | |
| { | |
| Print("bars less than 100"); | |
| return; | |
| } | |
| if(!isInitialised) | |
| { | |
| initialise(); | |
| } | |
| int cnt=OrdersTotal()-1; | |
| int totalBuyOrders=0; | |
| int totalSellOrders=0; | |
| isAutoPlaceOrder=True; | |
| for(;cnt>=0;cnt--) | |
| { | |
| if(!OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)) | |
| { | |
| Print("Cannot select ",cnt+1," order!"); | |
| continue; | |
| } | |
| else | |
| { | |
| if(OrderType()==OP_BUY&&OrderSymbol()==Symbol()) | |
| totalBuyOrders++; | |
| if(OrderType()==OP_SELL&&OrderSymbol()==Symbol()) | |
| totalSellOrders++; | |
| if((OrderType()==OP_BUYLIMIT||OrderType()==OP_SELLLIMIT)&&OrderSymbol()==Symbol()) | |
| { | |
| isAutoPlaceOrder=False; | |
| Print("Order Type: ",OrderType()); | |
| Print("Close autoplace order"); | |
| } | |
| } | |
| } | |
| Print("Autoplace order",isAutoPlaceOrder); | |
| if(totalBuyOrders!=0) | |
| { | |
| processor(OP_BUY); | |
| } | |
| if(totalSellOrders !=0) | |
| { | |
| processor(OP_SELL); | |
| } | |
| if(totalBuyOrders==0&&isLongDirection()&&isAutoPlaceOrder) | |
| { | |
| buyOrderIdArrayIndex=0; | |
| isBuyIsTrend=True; | |
| placeOrder(OP_BUY,initialisedOrderCount); | |
| } | |
| if(totalSellOrders==0&&isShortDirection()&&isAutoPlaceOrder) | |
| { | |
| sellOrderIdArrayIndex=0; | |
| isSellIsTrend=True; | |
| placeOrder(OP_SELL,initialisedOrderCount); | |
| } | |
| } | |
| bool isLongDirection() | |
| { | |
| if(orderDirection==1||orderDirection==0) | |
| return True; | |
| else | |
| return False; | |
| } | |
| bool isShortDirection() | |
| { | |
| if(orderDirection==-1||orderDirection==0) | |
| return True; | |
| else | |
| return False; | |
| } | |
| double adjustOrderCount(double lots) | |
| { | |
| double tmpLots=lots/minOrderNumber; | |
| if(isAggressive) | |
| return MathCeil(tmpLots)*minOrderNumber; | |
| else | |
| return MathFloor(tmpLots)*minOrderNumber; | |
| } | |
| void placeOrder(int orderType,double lots) | |
| { | |
| double tmpLots=lots/minOrderNumber; | |
| lots=MathFloor(tmpLots)*minOrderNumber; | |
| int ticket; | |
| ticket=OrderSend(Symbol(),orderType,NormalizeDouble(lots,2),orderType==OP_BUY?Ask:Bid,3,0,0,"dl combine sample",16384,0,orderType==OP_BUY?Red:Green); | |
| if(ticket>0) | |
| { | |
| if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) | |
| { | |
| if(orderType==OP_BUY) | |
| { | |
| Print("Buy order opened : ",OrderOpenPrice()); | |
| valueOfLastBuyOrder=OrderOpenPrice()/Point(); | |
| numberOfLastBuyOrder=OrderLots(); | |
| buyOrderIdArray[buyOrderIdArrayIndex]=ticket; | |
| buyOrderIdArrayIndex++; | |
| } | |
| else if(orderType==OP_SELL) | |
| { | |
| Print("Sell order opened : ",OrderOpenPrice()); | |
| valueOfLastSellOrder=OrderOpenPrice()/Point(); | |
| numberOfLastSellOrder=OrderLots(); | |
| sellOrderIdArray[sellOrderIdArrayIndex]=ticket; | |
| sellOrderIdArrayIndex++; | |
| } | |
| } | |
| else | |
| { | |
| Print("Log: Cannot get the exist order!",Symbol()); | |
| return; | |
| } | |
| } | |
| } | |
| void processor(int orderType) | |
| { | |
| double orderCount = initialisedOrderCount; | |
| int delta; | |
| currentAskValue=Ask/Point(); | |
| currentBidValue=Bid/Point(); | |
| if(orderType==OP_BUY) | |
| { | |
| delta=currentAskValue-valueOfLastBuyOrder; | |
| if(isBuyIsTrend&&(currentBidValue-valueOfLastBuyOrder)>pointToCloseTrendOrder) | |
| { | |
| closeAllOrders(buyOrderIdArray,OP_BUY); | |
| if(numberOfLastSellOrder>increaseTrendThreshold) | |
| { | |
| orderCount=initialisedOrderCount*enlargedInitialisedOrderFactor; | |
| } | |
| placeOrder(OP_BUY,orderCount); | |
| } | |
| else if(delta<0&&MathAbs(delta)>increaseOrderDeltaStep&&MathAbs(delta)<increaseOrderDeltaStep+placeOrderDelta) | |
| { | |
| placeOrder(OP_BUY,numberOfLastBuyOrder*orderIncreaseFactor); | |
| isBuyIsTrend=False; | |
| } | |
| else if(delta<0&&MathAbs(delta)>increaseOrderDeltaStep*jumpUpFactor) | |
| { | |
| double jumpGap=MathAbs(delta); | |
| double tmpOrderIncreaseFactor=orderIncreaseFactor; | |
| while(jumpGap/(double)increaseOrderDeltaStep>=1) | |
| { | |
| tmpOrderIncreaseFactor+=orderIncreaseFactor; | |
| jumpGap=jumpGap-increaseOrderDeltaStep; | |
| } | |
| placeOrder(OP_BUY,numberOfLastBuyOrder*tmpOrderIncreaseFactor); | |
| isBuyIsTrend=False; | |
| } | |
| if(!isBuyIsTrend&&(Bid/Point()-valueOfLastBuyOrder>pointToCloseAntiTrendOrder+minTrailingStop)) | |
| { | |
| int tmpTrailingStop=MathMax((Bid/Point()-valueOfLastBuyOrder-pointToCloseAntiTrendOrder),minTrailingStop); | |
| tmpTrailingStop=MathMin(tmpTrailingStop,maxTrailingStop); | |
| modifyAllOrders(buyOrderIdArray,OP_BUY,tmpTrailingStop); | |
| } | |
| } | |
| else if(orderType==OP_SELL) | |
| { | |
| delta=currentBidValue-valueOfLastSellOrder; | |
| if(isSellIsTrend&&(valueOfLastSellOrder-currentAskValue)>pointToCloseTrendOrder) | |
| { | |
| closeAllOrders(sellOrderIdArray,OP_SELL); | |
| if(numberOfLastBuyOrder>increaseTrendThreshold) | |
| { | |
| orderCount=initialisedOrderCount*enlargedInitialisedOrderFactor; | |
| } | |
| placeOrder(OP_SELL,orderCount); | |
| } | |
| else if(delta>increaseOrderDeltaStep&&delta<increaseOrderDeltaStep+placeOrderDelta) | |
| { | |
| placeOrder(OP_SELL,numberOfLastSellOrder*orderIncreaseFactor); | |
| isSellIsTrend=False; | |
| } | |
| else if(delta>increaseOrderDeltaStep*jumpUpFactor) | |
| { | |
| jumpGap=MathAbs(delta); | |
| tmpOrderIncreaseFactor=orderIncreaseFactor; | |
| while(jumpGap/increaseOrderDeltaStep>1) | |
| { | |
| tmpOrderIncreaseFactor+=orderIncreaseFactor; | |
| jumpGap=jumpGap-increaseOrderDeltaStep; | |
| } | |
| placeOrder(OP_SELL,numberOfLastSellOrder*tmpOrderIncreaseFactor); | |
| isSellIsTrend=False; | |
| } | |
| if(!isSellIsTrend&&(valueOfLastSellOrder-Ask/Point()>pointToCloseAntiTrendOrder+minTrailingStop)) | |
| { | |
| tmpTrailingStop=MathMax((valueOfLastSellOrder-Ask/Point()-pointToCloseAntiTrendOrder),minTrailingStop); | |
| tmpTrailingStop=MathMin(tmpTrailingStop,maxTrailingStop); | |
| modifyAllOrders(sellOrderIdArray,OP_SELL,tmpTrailingStop); | |
| } | |
| } | |
| } | |
| void closeAllOrders(ulong &orderIdArray[],int orderType) | |
| { | |
| int cnt; | |
| int index=(orderType==OP_BUY)?buyOrderIdArrayIndex:sellOrderIdArrayIndex; | |
| for(cnt=0;cnt<index;cnt++) | |
| { | |
| ulong orderId=orderIdArray[cnt]; | |
| if(!OrderSelect(orderId,SELECT_BY_TICKET,MODE_TRADES)) | |
| { | |
| Print("Cannot select ",orderId," order!"); | |
| continue; | |
| } | |
| else | |
| { | |
| if(OrderType()==OP_BUY) | |
| if(!OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet)) | |
| Print("OrderClose error ",GetLastError()); | |
| if(OrderType()==OP_SELL) | |
| if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet)) | |
| Print("OrderClose error ",GetLastError()); | |
| } | |
| } | |
| if(orderType==OP_BUY) | |
| { | |
| buyOrderIdArrayIndex=0; | |
| } | |
| else if(orderType==OP_SELL) | |
| { | |
| sellOrderIdArrayIndex=0; | |
| } | |
| } | |
| void modifyAllOrders(ulong &orderIdArray[],int orderType,int tmpTrailingStop) | |
| { | |
| int cnt; | |
| int index=(orderType==OP_BUY)?buyOrderIdArrayIndex:sellOrderIdArrayIndex; | |
| for(cnt=0;cnt<index;cnt++) | |
| { | |
| ulong orderId=orderIdArray[cnt]; | |
| if(!OrderSelect(orderId,SELECT_BY_TICKET,MODE_TRADES)) | |
| { | |
| Print("Cannot select ",orderId," order!"); | |
| continue; | |
| } | |
| else | |
| { | |
| if(OrderType()==OP_BUY) | |
| if(OrderStopLoss()<Bid-Point*tmpTrailingStop) | |
| { | |
| if(!OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*tmpTrailingStop,OrderTakeProfit(),0,Red)) | |
| Print("OrderModify error ",GetLastError()); | |
| } | |
| if(OrderType()==OP_SELL) | |
| if((OrderStopLoss()>(Ask+Point*tmpTrailingStop))|| (OrderStopLoss()==0)) | |
| { | |
| if(!OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*tmpTrailingStop,OrderTakeProfit(),0,Green)) | |
| Print("OrderModify error ",GetLastError()); | |
| } | |
| } | |
| } | |
| } | |
| void initialise() | |
| { | |
| int cnt=OrdersTotal()-1; | |
| for(;cnt>=0;cnt--) | |
| { | |
| if(!OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)) | |
| { | |
| Print("Cannot select ",cnt+1," order!"); | |
| continue; | |
| } | |
| else | |
| { | |
| if(OrderType()==OP_BUY && OrderSymbol()==Symbol()) | |
| { | |
| double buyOrderLots=OrderLots(); | |
| if(buyOrderLots>numberOfLastBuyOrder) | |
| { | |
| numberOfLastBuyOrder=buyOrderLots; | |
| valueOfLastBuyOrder=OrderOpenPrice()/Point(); | |
| } | |
| buyOrderIdArray[buyOrderIdArrayIndex]=OrderTicket(); | |
| buyOrderIdArrayIndex++; | |
| } | |
| if(OrderType()==OP_SELL && OrderSymbol()==Symbol()) | |
| { | |
| double sellOrderLots=OrderLots(); | |
| if(sellOrderLots>numberOfLastSellOrder) | |
| { | |
| numberOfLastSellOrder=sellOrderLots; | |
| valueOfLastSellOrder=OrderOpenPrice()/Point(); | |
| } | |
| sellOrderIdArray[sellOrderIdArrayIndex]=OrderTicket(); | |
| sellOrderIdArrayIndex++; | |
| } | |
| } | |
| } | |
| if(buyOrderIdArrayIndex>2) | |
| { | |
| isBuyIsTrend=False; | |
| } | |
| if(sellOrderIdArrayIndex>2) | |
| { | |
| isSellIsTrend=False; | |
| } | |
| isInitialised=True; | |
| } |
文章来源: https://github.com/Goleo8/ea/blob/master/martine.mq4
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如有侵权请联系:admin#unsafe.sh