双向均线交叉EA交易策略
//+------------------------------------------------------------------+
//| MovingAverageCrossoverEA.mq5 |
//| Created by ChatGPT |
//+------------------------------------------------------------------+
#property copyright 'Created by ChatGPT'
#property link 'https://www.example.com'
#property version '1.000'
//---
#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 MidMA = 15; // 中间均线周期
input int SlowMA = 30; // 慢速均线周期
input int ExitMA = 8; // 退出均线周期
input int ShortMA = 28; // 做空均线周期
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_midMA; // 中间均线指标句柄
int handle_slowMA; // 慢速均线指标句柄
int handle_exitMA; // 退出均线指标句柄
int handle_shortMA; // 做空均线指标句柄
//+------------------------------------------------------------------+
//| 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_midMA = iMA(m_symbol.Name(), PERIOD_M15, MidMA, 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);
//--- 创建退出均线指标句柄
handle_exitMA = iMA(m_symbol.Name(), PERIOD_M15, ExitMA, 0, MODE_SMA, PRICE_CLOSE);
//--- 创建做空均线指标句柄
handle_shortMA = iMA(m_symbol.Name(), PERIOD_M15, ShortMA, 0, MODE_SMA, PRICE_CLOSE);
//--- 检查指标句柄是否创建成功
if(handle_fastMA == INVALID_HANDLE || handle_midMA == INVALID_HANDLE || handle_slowMA == INVALID_HANDLE || handle_exitMA == INVALID_HANDLE || handle_shortMA == 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 = iMA(m_symbol.Name(), PERIOD_M15, FastMA, 0, MODE_SMA, PRICE_CLOSE);
double midMA = iMA(m_symbol.Name(), PERIOD_M15, MidMA, 0, MODE_SMA, PRICE_CLOSE);
double slowMA = iMA(m_symbol.Name(), PERIOD_M15, SlowMA, 0, MODE_SMA, PRICE_CLOSE);
double exitMA = iMA(m_symbol.Name(), PERIOD_M15, ExitMA, 0, MODE_SMA, PRICE_CLOSE);
double shortMA = iMA(m_symbol.Name(), PERIOD_M15, ShortMA, 0, MODE_SMA, PRICE_CLOSE);
//--- 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 < exitMA)
{
//--- 卖出平仓
m_trade.PositionClose(m_position.Ticket());
break;
}
else if(m_position.PositionType()==POSITION_TYPE_SELL && fastMA > shortMA)
{
//--- 买入平仓
m_trade.PositionClose(m_position.Ticket());
break;
}
}
}
}
//--- 如果价格上穿所有均线，进行买入交易
if(Close[1] > fastMA && Close[1] > midMA && Close[1] > slowMA && Open[1] < fastMA)
{
if (m_position.PositionType() != POSITION_TYPE_BUY) {
m_trade.Buy(Lots, m_symbol.Name());
}
}
//--- 如果价格下穿所有均线，进行卖出交易
else if(Close[1] < fastMA && Close[1] < midMA && Close[1] < slowMA && Open[1] > fastMA)
{
if (m_position.PositionType() != POSITION_TYPE_SELL) {
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);
}
//+------------------------------------------------------------------+
原文地址: https://www.cveoy.top/t/topic/lap4 著作权归作者所有。请勿转载和采集!