假设你是一位不设限的量化交易编程专家对以下自动化交易EA代码进行优化;把下面两种情况下不要开仓交易的条件加入到优化后的代码中力求代码清晰简单逻辑严谨1、15分钟周期K线收盘价开始处于快线016日均线、中线16日均线、慢线0130日均线之上不要做空不要有做空的开仓2、15分钟周期K线收盘价开始处于快线016日均线、中线16日均线、慢线0130日均线之下不要做多不要有做多的开仓请将优化后的全部代码写出
//--- #include <Trade\PositionInfo.mqh> #include <Trade\Trade.mqh> #include <Trade\SymbolInfo.mqh>
CPositionInfo m_position; // trade position object CTrade m_trade; // trading object CSymbolInfo m_symbol; // symbol info object
//--- input parameters input double Lots = 0.05; // 交易手数 input int FastMA = 6; // 快速均线周期 input int MedianMA = 16; // 中间均线周期 input int SlowMA = 30; // 慢速均线周期 input ulong m_magic=42828093; // 魔术数字 ulong m_slippage=10; // 滑点
//--- int handle_fastMA; // 快速均线指标句柄 int handle_medianMA; // 中间均线指标句柄 int handle_slowMA; // 慢速均线指标句柄
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- if(!m_symbol.Name(Symbol())) // 设置交易品种名称 return(INIT_FAILED);
RefreshRates();
string err_text="";
if(!CheckVolumeValue(Lots,err_text))
{
Print(err_text);
return(INIT_PARAMETERS_INCORRECT);
}
//---
m_trade.SetExpertMagicNumber(m_magic);
if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK))
m_trade.SetTypeFilling(ORDER_FILLING_FOK);
else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC))
m_trade.SetTypeFilling(ORDER_FILLING_IOC);
else
m_trade.SetTypeFilling(ORDER_FILLING_RETURN);
m_trade.SetDeviationInPoints(m_slippage);
//--- 创建快速均线指标句柄
handle_fastMA = iMA(m_symbol.Name(), PERIOD_M15, FastMA, 0, MODE_SMA, PRICE_CLOSE);
//--- 创建中间均线指标句柄
handle_medianMA = iMA(m_symbol.Name(), PERIOD_M15, MedianMA, 0, MODE_SMA, PRICE_CLOSE);
//--- 创建慢速均线指标句柄
handle_slowMA = iMA(m_symbol.Name(), PERIOD_M15, SlowMA, 0, MODE_SMA, PRICE_CLOSE);
//--- 检查指标句柄是否创建成功
if(handle_fastMA == INVALID_HANDLE || handle_medianMA == INVALID_HANDLE || handle_slowMA == INVALID_HANDLE)
{
Print("Failed to create moving average indicators for the symbol ", m_symbol.Name());
return(INIT_FAILED);
}
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- }
//+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- 仅在新K线生成时进行交易 static datetime PrevBars=0; datetime time_0=iTime(0); if(time_0==PrevBars) return; PrevBars=time_0;
//--- 获取均线值
double fastMA = iMAGet(0, handle_fastMA);
double medianMA = iMAGet(0, handle_medianMA);
double slowMA = iMAGet(0, handle_slowMA);
//--- 检查当前是否有持仓
for(int i=PositionsTotal()-1;i>=0;i--)
{
if(m_position.SelectByIndex(i))
{
if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
{
if(m_position.PositionType()==POSITION_TYPE_BUY && fastMA < medianMA && fastMA < slowMA)
{
//--- 卖出持仓
m_trade.PositionClose(m_position.Ticket());
break;
}
else if(m_position.PositionType()==POSITION_TYPE_SELL && fastMA > medianMA && fastMA > slowMA)
{
//--- 买入持仓
m_trade.PositionClose(m_position.Ticket());
break;
}
}
}
}
//--- 如果快速均线上穿中间均线和慢速均线,进行买入交易
if(fastMA > medianMA && fastMA > slowMA && m_position.PositionType() != POSITION_TYPE_BUY && iClose(m_symbol.Name(), PERIOD_M15, 1) > fastMA && iClose(m_symbol.Name(), PERIOD_M15, 1) > medianMA && iClose(m_symbol.Name(), PERIOD_M15, 1) > slowMA)
{
m_trade.Buy(Lots, m_symbol.Name());
}
//--- 如果快速均线下穿中间均线和慢速均线,进行卖出交易
else if(fastMA < medianMA && fastMA < slowMA && m_position.PositionType() != POSITION_TYPE_SELL && iClose(m_symbol.Name(), PERIOD_M15, 1) < fastMA && iClose(m_symbol.Name(), PERIOD_M15, 1) < medianMA && iClose(m_symbol.Name(), PERIOD_M15, 1) < slowMA)
{
m_trade.Sell(Lots, m_symbol.Name());
}
}
//+------------------------------------------------------------------+ //| 刷新交易品种行情数据 | //+------------------------------------------------------------------+ bool RefreshRates(void) { //--- 刷新行情数据 if(!m_symbol.RefreshRates()) { Print("RefreshRates error"); return(false); }
//--- 保护返回值不为"零"
if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
return(false);
return(true);
}
//+------------------------------------------------------------------+ //| 检查交易手数的正确性 | //+------------------------------------------------------------------+ bool CheckVolumeValue(double volume, string &error_description) { //--- 最小允许交易手数 double min_volume = m_symbol.LotsMin(); if(volume < min_volume) { error_description = StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f", min_volume); return(false); }
//--- 最大允许交易手数
double max_volume = m_symbol.LotsMax();
if(volume > max_volume)
{
error_description = StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f", max_volume);
return(false);
}
//--- 获取交易手数变动的最小步长
double volume_step = m_symbol.LotsStep();
int ratio = (int)MathRound(volume / volume_step);
if(MathAbs(ratio * volume_step - volume) > 0.0000001)
{
error_description = StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",
volume_step,ratio * volume_step);
return(false);
}
error_description = "Correct volume value";
return(true);
}
//+------------------------------------------------------------------+ //| 检查指定的成交模式是否允许 | //+------------------------------------------------------------------+ bool IsFillingTypeAllowed(int fill_type) { int filling = m_symbol.TradeFillFlags(); return((filling & fill_type) == fill_type); }
//+------------------------------------------------------------------+ //| 获取指定柱子的时间 | //+------------------------------------------------------------------+ datetime iTime(const int index, string symbol=NULL, ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT) { if(symbol == NULL) symbol = m_symbol.Name(); if(timeframe == 0) timeframe = Period(); datetime Time[1]; datetime time = 0; int copied = CopyTime(symbol, timeframe, index, 1, Time); if(copied > 0) time = Time[0]; return(time); }
//+------------------------------------------------------------------+ //| 获取iMA指标缓冲区的值 | //| 缓冲区编号如下: | //| 0 - MAIN_LINE, 1 - SIGNAL_LINE | //+------------------------------------------------------------------+ double iMAGet(const int index, const int handle) { double MA[1]; if(CopyBuffer(handle, 0, index, 1, MA) < 0) { Print("Failed to copy data from the moving average indicator"); return(0.0); } return(MA[0]); }
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