系统交易

MetaTrader4

AK-47 Scalper EA：MetaTrader 4 的最佳交易助手

1. 输入参数 #define ExtBotName "AK-47 Scalper EA" // 机器人名称 #define  Version "1.00" //--- 输入参数设置 extern string  EASettings        = "---------------------------------------------"; //-------- <EA 设置> -------- input int      InpMagicNumber    = 124656;   //魔术编号 extern string  TradingSettings   = "---------------------------------------------"; //-------- <交易设置> -------- input double   Inpuser_lot       = 0.01;     //手数 input double   InpSL_Pips        = 3.5      //止损（点数） input double   InpMax_spread     = 0.5      //最大允许点差（点数）（0 = 浮动） extern string  MoneySettings     = "---------------------------------------------"; //-------- <资金设置> -------- input bool     isVolume_Percent  = true;     //允许按百分比计算手数 input double   InpRisk           = 3        //账户风险百分比 (%) input string   TimeSettings      = "---------------------------------------------"; //-------- <交易时间设置> -------- input bool     InpTimeFilter     = true      //交易时间过滤 input int      InpStartHour      = 2         //开始小时 input int      InpStartMinute    = 30        //开始分钟 input int      InpEndHour        = 21        //结束小时 input int      InpEndMinute      = 0         //结束分钟 2. 本地变量初始化 //--- 变量 int      Pips2Points;               // 滑点 3 点  3=点    30=点 double   Pips2Double;               // 止损 15 点    0.015      0.0150 int      InpMax_slippage   = 3;     // 最大滑点 bool     isOrder           = false; // 只开1个订单 int      slippage; string   strComment        = ""; 3. 主代码 a/ 机器人初始化函数 int OnInit()   { //---      //3或5位数检测    //点数和点位    if (Digits % 2 == 1)    {       Pips2Double  = _Point*10;       Pips2Points  = 10;       slippage = 10* InpMax_slippage;    }    else    {           Pips2Double  = _Point;       Pips2Points  =  1;       slippage = InpMax_slippage;    }    //---    return(INIT_SUCCEEDED);   } b/ 机器人每个价格更新时的处理函数 void OnTick()   { //---      if(IsTradeAllowed() == false)      {       Comment("AK-47 EA\n交易不允许。");       return;      }             MqlDateTime structTime;        TimeCurrent(structTime);        structTime.sec = 0;               //设置开始时间        structTime.hour = InpStartHour;        structTime.min = InpStartMinute;              datetime timeStart = StructToTime(structTime);               //设置结束时间        structTime.hour = InpEndHour;        structTime.min = InpEndMinute;        datetime timeEnd = StructToTime(structTime);               double acSpread = MarketInfo(Symbol(), MODE_SPREAD);        StopLevel = MarketInfo(Symbol(), MODE_STOPLEVEL);              strComment = "\n" + ExtBotName + " - v." + (string)Version;       strComment += "\nGMT 时间 = " + TimeToString(TimeGMT(),TIME_DATE|TIME_SECONDS);       strComment += "\n交易时间 = [" + (string)InpStartHour + "h" + (string)InpStartMinute + " --> " +  (string)InpEndHour + "h" + (string)InpEndMinute + "]";              strComment += "\n当前点差 = " + (string)acSpread + " 点数";       strComment += "\n当前止损水平 = " + (string)StopLevel + " 点数";              Comment(strComment);          //更新值       UpdateOrders();              TrailingStop();              //检查交易时间       if(InpTimeFilter)       {          if(TimeCurrent() >= timeStart && TimeCurrent() < timeEnd)          {             if(!isOrder) OpenOrder();          }       }       else       {          if(!isOrder) OpenOrder();       }   } 3.1 计算信号以发出订单 void OpenOrder(){       //int OrdType = OP_SELL;//-1;    double TP = 0;    double SL = 0;    string comment = ExtBotName;    //计算手数    double lot1 = CalculateVolume();       //if(OrdType == OP_SELL){       double OpenPrice = NormalizeDouble(Bid - (StopLevel * _Point) - (InpSL_Pips/2) * Pips2Double, Digits);       SL = NormalizeDouble(Ask + StopLevel * _Point + InpSL_Pips/2 * Pips2Double, Digits);            if(CheckSpreadAllow())                                    //检查点差       {          if(!OrderSend(_Symbol, OP_SELLSTOP, lot1, OpenPrice, slippage, SL, TP, comment, InpMagicNumber, 0, clrRed))          Print(__FUNCTION__,"--> 订单发送错误 ",GetLastError());       }    //} } 3.2 计算手数 double CalculateVolume()   {    double LotSize = 0;    if(isVolume_Percent == false)      {       LotSize = Inpuser_lot;      }    else      {       LotSize = (InpRisk) * AccountFreeMargin();       LotSize = LotSize /100000;       double n = MathFloor(LotSize/Inpuser_lot);       //Comment((string)n);       LotSize = n * Inpuser_lot;       if(LotSize < Inpuser_lot)          LotSize = Inpuser_lot;       if(LotSize > MarketInfo(Symbol(),MODE_MAXLOT))          LotSize = MarketInfo(Symbol(),MODE_MAXLOT);       if(LotSize < MarketInfo(Symbol(),MODE_MINLOT))          LotSize = MarketInfo(Symbol(),MODE_MINLOT);      }    return(LotSize);   } 3.3 这个EA有“跟随止损”功能， 止损会随着价格变化而变化（下跌） void TrailingStop()   {    for(int i = OrdersTotal() - 1; i >= 0; i--)      {       if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))         {          if((OrderMagicNumber() == InpMagicNumber) && (OrderSymbol() == Symbol()))   //_Symbol))            {             //对于卖出订单             if(OrderType() == OP_SELL)               {                   //--计算止损当价格变化时                   double SL_in_Pip = NormalizeDouble(OrderStopLoss() - (StopLevel * _Point) - Ask, Digits) / Pips2Double;                   if(SL_in_Pip > InpSL_Pips){                         double newSL = NormalizeDouble(Ask + (StopLevel * _Point) + InpSL_Pips * Pips2Double, Digits);                     if(!OrderModify(OrderTicket(), OrderOpenPrice(), newSL, OrderTakeProfit(), 0, clrRed))                         {                            Print(__FUNCTION__,"--> 修改订单错误 ",GetLastError());                     continue;                         }               }                          //对于卖出止损订单             else if(OrderType() == OP_SELLSTOP)               {                   double SL_in_Pip = NormalizeDouble(OrderStopLoss() - (StopLevel * _Point) - Ask, Digits) / Pips2Double;                                      if(SL_in_Pip < InpSL_Pips/2){                      double newOP = NormalizeDouble(Bid - (StopLevel * _Point) - (InpSL_Pips/2) * Pips2Double, Digits);                      double newSL = NormalizeDouble(Ask + (StopLevel * _Point) + (InpSL_Pips/2) * Pips2Double, Digits);                                           if(!OrderModify(OrderTicket(), newOP, newSL, OrderTakeProfit(), 0, clrRed))                          {                                  Print(__FUNCTION__,"--> 修改挂单错误！", GetLastError());                                 }                          }               }            }      }   }

2023.01.14

MetaTrader5

懒人交易机器人MT5：日内突破EA的使用与设置

1. 输入参数输入参数设置 // 导入外部类 #include <Trade\PositionInfo.mqh> #include <Trade\Trade.mqh> #include <Trade\SymbolInfo.mqh> #include <Trade\AccountInfo.mqh> #include <Trade\OrderInfo.mqh> //--- 定义代码可读性的预定义变量 #define Ask SymbolInfoDouble(_Symbol, SYMBOL_ASK) #define Bid SymbolInfoDouble(_Symbol, SYMBOL_BID) //--- 输入参数 input string EASettings = "---------------------------------------------"; //-------- <EA 设置> -------- input int InpMagicNumber = 123456; // 魔法数字 input string InpBotName = "LazyBot_V1"; // 机器人名称 input string TradingSettings = "---------------------------------------------"; //-------- <交易设置> -------- input double Inpuser_lot = 0.01; // 手数 input double Inpuser_SL = 5.0; // 止损（点数） input double InpAddPrice_pip = 0; // 从[最高]、[最低]到开盘价的距离（点数） input int Inpuser_SLippage = 3; // 最大允许滑点（点数） input double InpMax_spread = 0; // 最大允许点差（点数）（0 = 浮动） input string TimeSettings = "---------------------------------------------"; //-------- <交易时间设置> -------- input bool isTradingTime = true; // 允许交易时间 input int InpStartHour = 7; // 开始小时 input int InpEndHour = 22; // 结束小时 input string MoneyManagementSettings = "---------------------------------------------"; //-------- <资金设置> -------- input bool isVolume_Percent = false; // 允许按百分比计算交易量 input double InpRisk = 1; // 风险百分比 2. 本地变量初始化 // 本地参数 datetime last; int totalBars; int Pips2Points; // 滑点 3点 3=点数 30=点数 double Pips2Double; // 止损 15点 0.015 0.0150 double slippage; double acSpread; string strComment = ""; CPositionInfo m_position; // 交易头寸对象 CTrade m_trade; // 交易对象 CSymbolInfo m_symbol; // 交易品种信息对象 CAccountInfo m_account; // 账户信息包装 COrderInfo m_order; // 待处理订单对象 3. 主代码本策略每天会删除所有旧订单，并找到前一个日内K线的最高和最低值，发送两个挂单“BUY_STOP”、“SELL_STOP”。（无止盈） 3.1 专家初始化函数 int OnInit() { //--- // 检测3位或5位小数 // 点和滑点 if(_Digits % 2 == 1) { Pips2Double = _Point * 10; Pips2Points = 10; slippage = 10 * Inpuser_SLippage; } else { Pips2Double = _Point; Pips2Points = 1; slippage = Inpuser_SLippage; } if(!m_symbol.Name(Symbol())) // 设置品种名称 return(INIT_FAILED); RefreshRates(); //--- m_trade.SetExpertMagicNumber(InpMagicNumber); m_trade.SetMarginMode(); m_trade.SetTypeFillingBySymbol(m_symbol.Name()); m_trade.SetDeviationInPoints(slippage); //--- return(INIT_SUCCEEDED); } 3.2 专家按钮信息 void OnTick() { if(TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) == false) { Comment("LazyBot\n交易不被允许。"); return; } // 获取交易时间 // 开盘时间段 // 伦敦 14h - 23h GMT 越南 // 纽约 19h - 04h GMT 越南 MqlDateTime timeLocal; MqlDateTime timeServer; TimeLocal(timeLocal); TimeCurrent(timeServer); // 节假日不进行交易 if(timeServer.day_of_week == 0 || timeServer.day_of_week == 6) return; int hourLocal = timeLocal.hour; int hourCurrent = timeServer.hour; acSpread = SymbolInfoInteger(_Symbol, SYMBOL_SPREAD); strComment = "\n本地时间 = " + hourLocal; strComment += "\n当前时间 = " + hourCurrent; strComment += "\n点差 = " + (string)acSpread; strComment += "\n总K线数 = " + (string)totalBars; Comment(strComment); // 检查跟踪止损 TrailingSL(); if(last != iTime(m_symbol.Name(), PERIOD_D1, 0)) { // 检查交易时间 if(isTradingTime) { if(hourCurrent >= InpStartHour) { DeleteOldOrds(); // 发送订单BUY_STOP和SELL_STOP OpenOrder(); last = iTime(m_symbol.Name(), PERIOD_D1, 0); } } else { DeleteOldOrds(); // 发送订单BUY_STOP和SELL_STOP OpenOrder(); last = iTime(m_symbol.Name(), PERIOD_D1, 0); } } } 4. 计算信号并发送订单 void OpenOrder() { // 初始化买卖止损价格 double TP_Buy = 0, TP_Sell = 0; double SL_Buy = 0, SL_Sell = 0; // 检查最大点差 if(InpMax_spread != 0){ if(acSpread > InpMax_spread){ Print(__FUNCTION__, " > 当前点差大于用户设置的点差！..."); return; } } // 获取前一个日内的最高和最低 double Bar1High = m_symbol.NormalizePrice(iHigh(m_symbol.Name(), PERIOD_D1, 1)); double Bar1Low = m_symbol.NormalizePrice(iLow(m_symbol.Name(), PERIOD_D1, 1)); // 计算手数 double lot1 = CalculateVolume(); // 设置开盘价 double OpenPrice = m_symbol.NormalizePrice(Bar1High + InpAddPrice_pip * Pips2Double); // 处理BUY_STOP TP_Buy = 0; SL_Buy = m_symbol.NormalizePrice(OpenPrice - Inpuser_SL * Pips2Double); // 获取总K线数量总K线数 = iBars(m_symbol.Name(), PERIOD_D1); string comment = InpBotName + ";" + m_symbol.Name() + ";" + totalBars; // 检查交易条件并执行BUY_STOP if(CheckVolumeValue(lot1) && CheckOrderForFREEZE_LEVEL(ORDER_TYPE_BUY_STOP, OpenPrice) && CheckMoneyForTrade(m_symbol.Name(), lot1, ORDER_TYPE_BUY) && CheckStopLoss(OpenPrice, SL_Buy)) { if(!m_trade.BuyStop(lot1, OpenPrice, m_symbol.Name(), SL_Buy, TP_Buy, ORDER_TIME_GTC, 0, comment)) Print(__FUNCTION__, "--> 买入错误"); } // 处理SELL_STOP OpenPrice = m_symbol.NormalizePrice(Bar1Low - InpAddPrice_pip * Pips2Double); TP_Sell = 0; SL_Sell = m_symbol.NormalizePrice(OpenPrice + Inpuser_SL * Pips2Double); // 检查交易条件并执行SELL_STOP if(CheckVolumeValue(lot1) && CheckOrderForFREEZE_LEVEL(ORDER_TYPE_SELL_STOP, OpenPrice) && CheckMoneyForTrade(m_symbol.Name(), lot1, ORDER_TYPE_SELL) && CheckStopLoss(OpenPrice, SL_Sell)) { if(!m_trade.SellStop(lot1, OpenPrice, m_symbol.Name(), SL_Sell, TP_Sell, ORDER_TIME_GTC, 0, comment)) Print(__FUNCTION__, "--> 卖出错误"); } } 5. 删除旧订单 void DeleteOldOrds() { string sep=";"; // 分隔符 ushort u_sep; // 分隔符字符代码 string result[]; // 数组用于获取字符串 for(int i = OrdersTotal() - 1; i >= 0; i--) { if(m_order.SelectByIndex(i)) { // 获取分隔符代码 u_sep = StringGetCharacter(sep, 0); string Ordcomment = m_order.Comment(); // 分割OrderComment（EAName;Symbol;totalBar）获取订单符号 int k = StringSplit(Ordcomment, u_sep, result); if(k > 2) { string sym = m_symbol.Name(); if((m_order.Magic() == InpMagicNumber) && (sym == result[1])) { m_trade.OrderDelete(m_order.Ticket()); } } } } 6. 跟踪止损 void TrailingSL() { double SL_in_Pip = 0; for(int i = PositionsTotal() - 1; i >= 0; i--) { if(m_position.SelectByIndex(i)) { if((m_position.Magic() == InpMagicNumber) && (m_position.Symbol() == m_symbol.Name())) { // 处理买入订单 if(m_position.PositionType() == POSITION_TYPE_BUY) { // 计算SL SL_in_Pip = NormalizeDouble((Bid - m_position.StopLoss()), _Digits) / Pips2Double; if(SL_in_Pip > Inpuser_SL) { m_position.StopLoss() = NormalizeDouble(Bid - (Inpuser_SL * Pips2Double), _Digits); m_trade.PositionModify(m_position.Ticket(), m_position.StopLoss(), m_position.TakeProfit()); } } // 处理卖出订单 if(m_position.PositionType() == POSITION_TYPE_SELL) { SL_in_Pip = NormalizeDouble((m_position.StopLoss() - Ask), _Digits) / Pips2Double; if(SL_in_Pip > Inpuser_SL) { m_position.StopLoss() = NormalizeDouble(Ask + (Inpuser_SL * Pips2Double), _Digits); m_trade.PositionModify(m_position.Ticket(), m_position.StopLoss(), m_position.TakeProfit()); } } } } } 想了解更多关于MQL4和MQL5的内容，可以查看下面的视频：视频 MQL4：视频 MQL5：

2022.12.14