mql5程序详解，MACD
直接进入主题，日后补充
MQL5是用来炒外汇的编程语言
基于C++，所以大家应该很熟悉
首先，我们要创建一个Class，
//+------------------------------------------------------------------+
//| MACD Sample expert class |
//+------------------------------------------------------------------+
class CSampleExpert
{
protected:
double m_adjusted_point; // point value adjusted for 3 or 5 points
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
CPositionInfo m_position; // trade position object
CAccountInfo m_account; // account info wrapper
//--- indicators
int m_handle_macd; // MACD indicator handle
int m_handle_ema; // moving average indicator handle
//--- indicator buffers
double m_buff_MACD_main[]; // MACD indicator main buffer
double m_buff_MACD_signal[]; // MACD indicator signal buffer
double m_buff_EMA[]; // EMA indicator buffer
//--- indicator data for processing
double m_macd_current;
double m_macd_previous;
double m_signal_current;
double m_signal_previous;
double m_ema_current;
double m_ema_previous;
//---
double m_macd_open_level;
double m_macd_close_level;
double m_traling_stop;
double m_take_profit;
public:
CSampleExpert();
bool Init();
void Deinit();
bool Processing();
protected:
bool InitCheckParameters(int digits_adjust);
bool InitIndicators();
bool LongClosed();
bool ShortClosed();
bool LongModified();
bool ShortModified();
bool LongOpened();
bool ShortOpened();
}; 这里解释下，第一部分是成员变量，第二部分是构造函数，init函数，deinit函数，Processing函数，其实都不是必须的，只是为了加强理解。protected里面的东西，下面开始解释。
首先是init函数
//+------------------------------------------------------------------+
//| Initialization and checking for input parameters |
//+------------------------------------------------------------------+
bool CSampleExpert::Init()
{
//--- initialize common information
m_symbol.Name(Symbol()); // symbol
m_trade.SetExpertMagicNumber(12345); // magic
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5) digits_adjust=10;
m_adjusted_point=m_symbol.Point()*digits_adjust;
//--- set default deviation for trading in adjusted points
m_macd_open_level =InpMACDOpenLevel*m_adjusted_point;
m_macd_close_level=InpMACDCloseLevel*m_adjusted_point;
m_traling_stop =InpTrailingStop*m_adjusted_point;
m_take_profit =InpTakeProfit*m_adjusted_point;
//--- set default deviation for trading in adjusted points
m_trade.SetDeviationInPoints(3*digits_adjust);
//---
if(!InitCheckParameters(digits_adjust)) return(false);
if(!InitIndicators()) return(false);
//--- ok
return(true);
} 前面的内容，自己去看书，我就说下最后两句，调用了两个函数，一个是初始化参数的，另外一个是初始化，指标
我们一个一个来看
先看
InitCheckParameters代码
//+------------------------------------------------------------------+
//| Checking for input parameters |
//+------------------------------------------------------------------+
bool CSampleExpert::InitCheckParameters(int digits_adjust)
{
//--- initial data checks
if(InpTakeProfit*digits_adjust<m_symbol.StopsLevel())
{
printf("Take Profit must be greater than %d",m_symbol.StopsLevel());
return(false);
}
if(InpTrailingStop*digits_adjust<m_symbol.StopsLevel())
{
printf("Trailing Stop must be greater than %d",m_symbol.StopsLevel());
return(false);
}
//--- check for right lots amount
if(InpLots<m_symbol.LotsMin() || InpLots>m_symbol.LotsMax())
{
printf("Lots amount must be in the range from %f to %f",m_symbol.LotsMin(),m_symbol.LotsMax());
return(false);
}
if(MathAbs(InpLots/m_symbol.LotsStep()-MathRound(InpLots/m_symbol.LotsStep()))>1.0E-10)
{
printf("Lots amount is not corresponding with lot step %f",m_symbol.LotsStep());
return(false);
}
//--- warning
if(InpTakeProfit<=InpTrailingStop)
printf("Warning: Trailing Stop must be less than Take Profit");
//--- ok
return(true);
} 然后是
//+------------------------------------------------------------------+
//| Initialization of the indicators |
//+------------------------------------------------------------------+
bool CSampleExpert::InitIndicators()
{
//--- create MACD indicator
if(m_handle_macd==INVALID_HANDLE)
if((m_handle_macd=iMACD(NULL,0,12,26,9,PRICE_CLOSE))==INVALID_HANDLE)
{
printf("Error creating MACD indicator");
return(false);
}
//--- create EMA indicator and add it to collection
if(m_handle_ema==INVALID_HANDLE)
if((m_handle_ema=iMA(NULL,0,InpMATrendPeriod,0,MODE_EMA,PRICE_CLOSE))==INVALID_HANDLE)
{
printf("Error creating EMA indicator");
return(false);
}
//--- ok
return(true);
} 初始化都完成以后，开始Processing函数
代码如下
//+------------------------------------------------------------------+
//| main function returns true if any position processed |
//+------------------------------------------------------------------+
bool CSampleExpert::Processing()
{
//--- refresh rates
if(!m_symbol.RefreshRates()) return(false);
//--- refresh indicators
if(BarsCalculated(m_handle_macd)<2 || BarsCalculated(m_handle_ema)<2) return(false);
if(CopyBuffer(m_handle_macd,0,0,2,m_buff_MACD_main) !=2 ||
CopyBuffer(m_handle_macd,1,0,2,m_buff_MACD_signal)!=2 ||
CopyBuffer(m_handle_ema,0,0,2,m_buff_EMA) !=2) return(false);
// m_indicators.Refresh();
//--- to simplify the coding and speed up access
//--- data are put into internal variables
m_macd_current =m_buff_MACD_main[0];
m_macd_previous =m_buff_MACD_main[1];
m_signal_current =m_buff_MACD_signal[0];
m_signal_previous=m_buff_MACD_signal[1];
m_ema_current =m_buff_EMA[0];
m_ema_previous =m_buff_EMA[1];
//--- it is important to enter the market correctly,
//--- but it is more important to exit it correctly...
//--- first check if position exists - try to select it
if(m_position.Select(Symbol()))
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
//--- try to close or modify long position
if(LongClosed()) return(true);
if(LongModified()) return(true);
}
else
{
//--- try to close or modify short position
if(ShortClosed()) return(true);
if(ShortModified()) return(true);
}
}
//--- no opened position identified
else
{
//--- check for long position (BUY) possibility
if(LongOpened()) return(true);
//--- check for short position (SELL) possibility
if(ShortOpened()) return(true);
}
//--- exit without position processing
return(false);
} 这里的longopen表示卖出下单，longclose表示卖出下单关闭
同理，shortopen表示买入下单，shortclose表示买入下单关闭
因为期货是双向的交易，可以做双向操作。
给出这四个函数
//+------------------------------------------------------------------+
//| Check for long position closing |
//+------------------------------------------------------------------+
bool CSampleExpert::LongClosed()
{
bool res=false;
//--- should it be closed?
if(m_macd_current>0)
if(m_macd_current<m_signal_current && m_macd_previous>m_signal_previous)
if(m_macd_current>m_macd_close_level)
{
//--- close position
if(m_trade.PositionClose(Symbol()))
printf("Long position by %s to be closed",Symbol());
else
printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment());
//--- processed and cannot be modified
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position closing |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortClosed()
{
bool res=false;
//--- should it be closed?
if(m_macd_current<0)
if(m_macd_current>m_signal_current && m_macd_previous<m_signal_previous)
if(MathAbs(m_macd_current)>m_macd_close_level)
{
//--- close position
if(m_trade.PositionClose(Symbol()))
printf("Short position by %s to be closed",Symbol());
else
printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment());
//--- processed and cannot be modified
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for long position opening |
//+------------------------------------------------------------------+
bool CSampleExpert::LongOpened()
{
bool res=false;
//--- check for long position (BUY) possibility
if(m_macd_current<0)
if(m_macd_current>m_signal_current && m_macd_previous<m_signal_previous)
if(MathAbs(m_macd_current)>(m_macd_open_level) && m_ema_current>m_ema_previous)
{
double price=m_symbol.Ask();
double tp =m_symbol.Bid()+m_take_profit;
//--- check for free money
if(m_account.FreeMarginCheck(Symbol(),ORDER_TYPE_BUY,InpLots,price)<0.0)
printf("We have no money. Free Margin = %f",m_account.FreeMargin());
else
{
//--- open position
if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,InpLots,price,0.0,tp))
printf("Position by %s to be opened",Symbol());
else
{
printf("Error opening BUY position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Open parameters : price=%f,TP=%f",price,tp);
}
}
//--- in any case we must exit from expert
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position opening |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortOpened()
{
bool res=false;
//--- check for short position (SELL) possibility
if(m_macd_current>0)
if(m_macd_current<m_signal_current && m_macd_previous>m_signal_previous)
if(m_macd_current>(m_macd_open_level) && m_ema_current<m_ema_previous)
{
double price=m_symbol.Bid();
double tp =m_symbol.Ask()-m_take_profit;
//--- check for free money
if(m_account.FreeMarginCheck(Symbol(),ORDER_TYPE_SELL,InpLots,price)<0.0)
printf("We have no money. Free Margin = %f",m_account.FreeMargin());
else
{
//--- open position
if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,InpLots,price,0.0,tp))
printf("Position by %s to be opened",Symbol());
else
{
printf("Error opening SELL position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Open parameters : price=%f,TP=%f",price,tp);
}
}
//--- in any case we must exit from expert
res=true;
}
//---
return(res);
} 再给出两个修改订单的函数
//+------------------------------------------------------------------+
//| Check for long position modifying |
//+------------------------------------------------------------------+
bool CSampleExpert::LongModified()
{
bool res=false;
//--- check for trailing stop
if(InpTrailingStop>0)
{
if(m_symbol.Bid()-m_position.PriceOpen()>m_adjusted_point*InpTrailingStop)
{
double sl=NormalizeDouble(m_symbol.Bid()-m_traling_stop,m_symbol.Digits());
double tp=m_position.TakeProfit();
if(m_position.StopLoss()<sl || m_position.StopLoss()==0.0)
{
//--- modify position
if(m_trade.PositionModify(Symbol(),sl,tp))
printf("Long position by %s to be modified",Symbol());
else
{
printf("Error modifying position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Modify parameters : SL=%f,TP=%f",sl,tp);
}
//--- modified and must exit from expert
res=true;
}
}
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position modifying |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortModified()
{
bool res=false;
//--- check for trailing stop
if(InpTrailingStop>0)
{
if((m_position.PriceOpen()-m_symbol.Ask())>(m_adjusted_point*InpTrailingStop))
{
double sl=NormalizeDouble(m_symbol.Ask()+m_traling_stop,m_symbol.Digits());
double tp=m_position.TakeProfit();
if(m_position.StopLoss()>sl || m_position.StopLoss()==0.0)
{
//--- modify position
if(m_trade.PositionModify(Symbol(),sl,tp))
printf("Short position by %s to be modified",Symbol());
else
{
printf("Error modifying position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Modify parameters : SL=%f,TP=%f",sl,tp);
}
//--- modified and must exit from expert
res=true;
}
}
}
//---
return(res);
} 最后补上这个类的构造函数
CSampleExpert::CSampleExpert()
{
//---
m_adjusted_point=0;
m_handle_macd=INVALID_HANDLE;
m_handle_ema =INVALID_HANDLE;
//---
ArraySetAsSeries(m_buff_MACD_main,true);
ArraySetAsSeries(m_buff_MACD_signal,true);
ArraySetAsSeries(m_buff_EMA,true);
//---
m_macd_current =0;
m_macd_previous =0;
m_signal_current =0;
m_signal_previous =0;
m_ema_current =0;
m_ema_previous =0;
//---
m_macd_open_level =0;
m_macd_close_level=0;
m_traling_stop =0;
m_take_profit =0;
} 最后写一个程序的初始化函数
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create all necessary objects
if(!ExtExpert.Init()) return(-1);
//--- ok
return(0);
} 还有程序的执行函数
//+------------------------------------------------------------------+
//| Expert new tick handling function |
//+------------------------------------------------------------------+
void OnTick()
{
static datetime limit_time=0; // last trade processing time + timeout
//--- don't process if timeout
if(TimeCurrent()>=limit_time)
{
//--- check for data
if(Bars(Symbol(),Period())>2*InpMATrendPeriod)
{
//--- change limit time by timeout in seconds if processed
if(ExtExpert.Processing()) limit_time=TimeCurrent()+ExtTimeOut;
}
}
//---
} 这两个函数是必须的，否则EA是不能运行的
现在给出完整的代码
//+------------------------------------------------------------------+
//| MACD Sample.mq5 |
//| Copyright 2010, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2010, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property version "5.20"
#property description "It is important to make sure that the expert works with a normal"
#property description "chart and the user did not make any mistakes setting input"
#property description "variables (Lots, TakeProfit, TrailingStop) in our case,"
#property description "we check TakeProfit on a chart of more than 2*trend_period bars"
//---
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\PositionInfo.mqh>
#include <Trade\AccountInfo.mqh>
//---
input double InpLots =0.1; // Lots
input int InpTakeProfit =50; // Take Profit (in pips)
input int InpTrailingStop =30; // Trailing Stop Level (in pips)
input int InpMACDOpenLevel =3; // MACD open level (in pips)
input int InpMACDCloseLevel=2; // MACD close level (in pips)
input int InpMATrendPeriod =26; // MA trend period
//---
int ExtTimeOut=10; // time out in seconds between trade operations
//+------------------------------------------------------------------+
//| MACD Sample expert class |
//+------------------------------------------------------------------+
class CSampleExpert
{
protected:
double m_adjusted_point; // point value adjusted for 3 or 5 points
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
CPositionInfo m_position; // trade position object
CAccountInfo m_account; // account info wrapper
//--- indicators
int m_handle_macd; // MACD indicator handle
int m_handle_ema; // moving average indicator handle
//--- indicator buffers
double m_buff_MACD_main[]; // MACD indicator main buffer
double m_buff_MACD_signal[]; // MACD indicator signal buffer
double m_buff_EMA[]; // EMA indicator buffer
//--- indicator data for processing
double m_macd_current;
double m_macd_previous;
double m_signal_current;
double m_signal_previous;
double m_ema_current;
double m_ema_previous;
//---
double m_macd_open_level;
double m_macd_close_level;
double m_traling_stop;
double m_take_profit;
public:
CSampleExpert();
bool Init();
void Deinit();
bool Processing();
protected:
bool InitCheckParameters(int digits_adjust);
bool InitIndicators();
bool LongClosed();
bool ShortClosed();
bool LongModified();
bool ShortModified();
bool LongOpened();
bool ShortOpened();
};
//---
CSampleExpert ExtExpert;
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CSampleExpert::CSampleExpert()
{
//---
m_adjusted_point=0;
m_handle_macd=INVALID_HANDLE;
m_handle_ema =INVALID_HANDLE;
//---
ArraySetAsSeries(m_buff_MACD_main,true);
ArraySetAsSeries(m_buff_MACD_signal,true);
ArraySetAsSeries(m_buff_EMA,true);
//---
m_macd_current =0;
m_macd_previous =0;
m_signal_current =0;
m_signal_previous =0;
m_ema_current =0;
m_ema_previous =0;
//---
m_macd_open_level =0;
m_macd_close_level=0;
m_traling_stop =0;
m_take_profit =0;
}
//+------------------------------------------------------------------+
//| Initialization and checking for input parameters |
//+------------------------------------------------------------------+
bool CSampleExpert::Init()
{
//--- initialize common information
m_symbol.Name(Symbol()); // symbol
m_trade.SetExpertMagicNumber(12345); // magic
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5) digits_adjust=10;
m_adjusted_point=m_symbol.Point()*digits_adjust;
//--- set default deviation for trading in adjusted points
m_macd_open_level =InpMACDOpenLevel*m_adjusted_point;
m_macd_close_level=InpMACDCloseLevel*m_adjusted_point;
m_traling_stop =InpTrailingStop*m_adjusted_point;
m_take_profit =InpTakeProfit*m_adjusted_point;
//--- set default deviation for trading in adjusted points
m_trade.SetDeviationInPoints(3*digits_adjust);
//---
if(!InitCheckParameters(digits_adjust)) return(false);
if(!InitIndicators()) return(false);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Checking for input parameters |
//+------------------------------------------------------------------+
bool CSampleExpert::InitCheckParameters(int digits_adjust)
{
//--- initial data checks
if(InpTakeProfit*digits_adjust<m_symbol.StopsLevel())
{
printf("Take Profit must be greater than %d",m_symbol.StopsLevel());
return(false);
}
if(InpTrailingStop*digits_adjust<m_symbol.StopsLevel())
{
printf("Trailing Stop must be greater than %d",m_symbol.StopsLevel());
return(false);
}
//--- check for right lots amount
if(InpLots<m_symbol.LotsMin() || InpLots>m_symbol.LotsMax())
{
printf("Lots amount must be in the range from %f to %f",m_symbol.LotsMin(),m_symbol.LotsMax());
return(false);
}
if(MathAbs(InpLots/m_symbol.LotsStep()-MathRound(InpLots/m_symbol.LotsStep()))>1.0E-10)
{
printf("Lots amount is not corresponding with lot step %f",m_symbol.LotsStep());
return(false);
}
//--- warning
if(InpTakeProfit<=InpTrailingStop)
printf("Warning: Trailing Stop must be less than Take Profit");
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Initialization of the indicators |
//+------------------------------------------------------------------+
bool CSampleExpert::InitIndicators()
{
//--- create MACD indicator
if(m_handle_macd==INVALID_HANDLE)
if((m_handle_macd=iMACD(NULL,0,12,26,9,PRICE_CLOSE))==INVALID_HANDLE)
{
printf("Error creating MACD indicator");
return(false);
}
//--- create EMA indicator and add it to collection
if(m_handle_ema==INVALID_HANDLE)
if((m_handle_ema=iMA(NULL,0,InpMATrendPeriod,0,MODE_EMA,PRICE_CLOSE))==INVALID_HANDLE)
{
printf("Error creating EMA indicator");
return(false);
}
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Check for long position closing |
//+------------------------------------------------------------------+
bool CSampleExpert::LongClosed()
{
bool res=false;
//--- should it be closed?
if(m_macd_current>0)
if(m_macd_current<m_signal_current && m_macd_previous>m_signal_previous)
if(m_macd_current>m_macd_close_level)
{
//--- close position
if(m_trade.PositionClose(Symbol()))
printf("Long position by %s to be closed",Symbol());
else
printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment());
//--- processed and cannot be modified
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position closing |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortClosed()
{
bool res=false;
//--- should it be closed?
if(m_macd_current<0)
if(m_macd_current>m_signal_current && m_macd_previous<m_signal_previous)
if(MathAbs(m_macd_current)>m_macd_close_level)
{
//--- close position
if(m_trade.PositionClose(Symbol()))
printf("Short position by %s to be closed",Symbol());
else
printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment());
//--- processed and cannot be modified
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for long position modifying |
//+------------------------------------------------------------------+
bool CSampleExpert::LongModified()
{
bool res=false;
//--- check for trailing stop
if(InpTrailingStop>0)
{
if(m_symbol.Bid()-m_position.PriceOpen()>m_adjusted_point*InpTrailingStop)
{
double sl=NormalizeDouble(m_symbol.Bid()-m_traling_stop,m_symbol.Digits());
double tp=m_position.TakeProfit();
if(m_position.StopLoss()<sl || m_position.StopLoss()==0.0)
{
//--- modify position
if(m_trade.PositionModify(Symbol(),sl,tp))
printf("Long position by %s to be modified",Symbol());
else
{
printf("Error modifying position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Modify parameters : SL=%f,TP=%f",sl,tp);
}
//--- modified and must exit from expert
res=true;
}
}
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position modifying |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortModified()
{
bool res=false;
//--- check for trailing stop
if(InpTrailingStop>0)
{
if((m_position.PriceOpen()-m_symbol.Ask())>(m_adjusted_point*InpTrailingStop))
{
double sl=NormalizeDouble(m_symbol.Ask()+m_traling_stop,m_symbol.Digits());
double tp=m_position.TakeProfit();
if(m_position.StopLoss()>sl || m_position.StopLoss()==0.0)
{
//--- modify position
if(m_trade.PositionModify(Symbol(),sl,tp))
printf("Short position by %s to be modified",Symbol());
else
{
printf("Error modifying position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Modify parameters : SL=%f,TP=%f",sl,tp);
}
//--- modified and must exit from expert
res=true;
}
}
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for long position opening |
//+------------------------------------------------------------------+
bool CSampleExpert::LongOpened()
{
bool res=false;
//--- check for long position (BUY) possibility
if(m_macd_current<0)
if(m_macd_current>m_signal_current && m_macd_previous<m_signal_previous)
if(MathAbs(m_macd_current)>(m_macd_open_level) && m_ema_current>m_ema_previous)
{
double price=m_symbol.Ask();
double tp =m_symbol.Bid()+m_take_profit;
//--- check for free money
if(m_account.FreeMarginCheck(Symbol(),ORDER_TYPE_BUY,InpLots,price)<0.0)
printf("We have no money. Free Margin = %f",m_account.FreeMargin());
else
{
//--- open position
if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,InpLots,price,0.0,tp))
printf("Position by %s to be opened",Symbol());
else
{
printf("Error opening BUY position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Open parameters : price=%f,TP=%f",price,tp);
}
}
//--- in any case we must exit from expert
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position opening |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortOpened()
{
bool res=false;
//--- check for short position (SELL) possibility
if(m_macd_current>0)
if(m_macd_current<m_signal_current && m_macd_previous>m_signal_previous)
if(m_macd_current>(m_macd_open_level) && m_ema_current<m_ema_previous)
{
double price=m_symbol.Bid();
double tp =m_symbol.Ask()-m_take_profit;
//--- check for free money
if(m_account.FreeMarginCheck(Symbol(),ORDER_TYPE_SELL,InpLots,price)<0.0)
printf("We have no money. Free Margin = %f",m_account.FreeMargin());
else
{
//--- open position
if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,InpLots,price,0.0,tp))
printf("Position by %s to be opened",Symbol());
else
{
printf("Error opening SELL position by %s : '%s'",Symbol(),m_trade.ResultComment());
printf("Open parameters : price=%f,TP=%f",price,tp);
}
}
//--- in any case we must exit from expert
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| main function returns true if any position processed |
//+------------------------------------------------------------------+
bool CSampleExpert::Processing()
{
//--- refresh rates
if(!m_symbol.RefreshRates()) return(false);
//--- refresh indicators
if(BarsCalculated(m_handle_macd)<2 || BarsCalculated(m_handle_ema)<2) return(false);
if(CopyBuffer(m_handle_macd,0,0,2,m_buff_MACD_main) !=2 ||
CopyBuffer(m_handle_macd,1,0,2,m_buff_MACD_signal)!=2 ||
CopyBuffer(m_handle_ema,0,0,2,m_buff_EMA) !=2) return(false);
// m_indicators.Refresh();
//--- to simplify the coding and speed up access
//--- data are put into internal variables
m_macd_current =m_buff_MACD_main[0];
m_macd_previous =m_buff_MACD_main[1];
m_signal_current =m_buff_MACD_signal[0];
m_signal_previous=m_buff_MACD_signal[1];
m_ema_current =m_buff_EMA[0];
m_ema_previous =m_buff_EMA[1];
//--- it is important to enter the market correctly,
//--- but it is more important to exit it correctly...
//--- first check if position exists - try to select it
if(m_position.Select(Symbol()))
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
//--- try to close or modify long position
if(LongClosed()) return(true);
if(LongModified()) return(true);
}
else
{
//--- try to close or modify short position
if(ShortClosed()) return(true);
if(ShortModified()) return(true);
}
}
//--- no opened position identified
else
{
//--- check for long position (BUY) possibility
if(LongOpened()) return(true);
//--- check for short position (SELL) possibility
if(ShortOpened()) return(true);
}
//--- exit without position processing
return(false);
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create all necessary objects
if(!ExtExpert.Init()) return(-1);
//--- ok
return(0);
}
//+------------------------------------------------------------------+
//| Expert new tick handling function |
//+------------------------------------------------------------------+
void OnTick()
{
static datetime limit_time=0; // last trade processing time + timeout
//--- don't process if timeout
if(TimeCurrent()>=limit_time)
{
//--- check for data
if(Bars(Symbol(),Period())>2*InpMATrendPeriod)
{
//--- change limit time by timeout in seconds if processed
if(ExtExpert.Processing()) limit_time=TimeCurrent()+ExtTimeOut;
}
}
//---
}
//+------------------------------------------------------------------+ game over！有问题的同学快点提问啊，不然明天我就开始下一讲了~
这个是根据MACD指标和EMA指标来确定交易规则的一个自动交易机器人
当然了，就是一个例子，我们还是要完善它的