Forex Tester 追踪止损和SMA组合策略演示

library TrailingPeriodsSMA;
//TrailingStop and SMA strategy with the ability to trade in trading periods (days, month, years) and daily times frames (hours, minutes).
//Trailing Stop and Trailing Step are optional.
//Trailing Step option "Yes" means that the user can declare a TrailingStep.
//Trailing Step option "No" means that the TrailingStep is automatically set at Bidgain (Bid minus PreviousBid).
//SMA option exist for buying an order and selling an existing order.

uses
  SysUtils,
  StrategyInterfaceUnit,
  DateUtils,
  Windows,
  Math;

var
  //Trading variables
  SymbolName: PAnsiChar = nil;
  lot: double = 1;
  StopLoss: integer = 3000;
  TakeProfit: integer = 10000;
  TrailingTrigger:integer = 5;
  TrailingStep:integer = 5;
  Timeframe: integer;
  OrderHandle: integer;

  //Variables for Time Periods
  BeginYear:Integer = 2002;
  BeginMonth:Integer = 1;
  BeginDay:Integer = 1;
  EndYear:Integer = 2015;
  EndMonth:Integer = 12;
  EndDay:Integer = 31;

  //Variables for daily time frames
  StartHour:Integer = 12;
  StartMinute:Integer = 0;
  StartSecond:Integer = 0;
  StartMillisecond:Integer = 0;
  StopHour:Integer = 16;
  StopMinute:Integer = 0;
  StopSecond:Integer = 0;
  StopMillisecond:Integer = 0;

  //TS procedure variables
  StopLossNew, StopLossCurrent, StopLossOriginal, StopLossTotal:Double;
  BidPrevious, BidGain:Double;
  TrailingValue:Double;
  TrailingBoolean, TStepBoolean:Boolean;

  //Variable for Popup Windows
  Mmagic:Integer;
  Ccomment:string;
  Hhour, Mminute, Ssecond, Mmillisecond:Integer;
  PreHhour, PreMminute, PreSsecond, PreMmillisecond:Integer;
  vBoolean:Boolean;
  tsBoolean:Boolean;

  //SMA variables
  BuySMABoolean:Boolean;
  SellSMABoolean:Boolean;
  period1:Integer = 5;
  period2:Integer = 10;

  //Misc variables
  j:Integer = 0;
  x:Integer = 0;

{-----Init strategy---------------------------------------------------------}
procedure InitStrategy; stdcall;
begin
  // set strategy name and description
  StrategyShortName('TrailingStop, Periods and SMAs');
  StrategyDescription('Trailing Stop and SMA Strategy for Trading within specified Periods');

  // register parameters
  AddSeparator('Trade settings');
  RegOption('Symbol', ot_Currency, SymbolName);
  ReplaceStr(SymbolName, 'USDJPY');
  RegOption('Lot', lot, 2, 0.01, 10);
  RegOption('Take Profit', TakeProfit, 1, 100000);
  RegOption('Stop Loss', StopLoss, 1, 100000);
  RegOption('Trailing Stop option (if No the below 3 are not used)',TrailingBoolean);
  RegOption('Trailing Trigger', TrailingTrigger, 1, 100000);
  RegOption('Trailing Step option (if No the below 1 is not used. Instead Bid-PreviousBid is used.)',TStepBoolean);
  RegOption('Trailing Step', TrailingStep, 1, 10000);

  AddSeparator('Time frame for FT calculations and graph settings');
  RegOption('Timeframe', ot_TimeFrame, Timeframe);
  Timeframe := PERIOD_M1;

  AddSeparator('Trading Period');
  RegOption('Begin year', BeginYear);
  SetOptionRange('Begin year', 2000, 2050);
  RegOption('Begin month', BeginMonth);
  SetOptionRange('Begin month', 1, 12);
  RegOption('Begin day', BeginDay);
  SetOptionRange('Begin day', 1, 31);
  RegOption('End year', EndYear);
  SetOptionRange('End year', 2000, 2050);
  RegOption('End month', EndMonth);
  SetOptionRange('End month', 1, 12);
  RegOption('End day', EndDay);
  SetOptionRange('End day', 1, 31);

  AddSeparator('Trading Daily TimeFrame (For continues trading set: 0,0,0,0 to 23,59,59,999)');
  RegOption('Start hour', StartHour);
  SetOptionRange('Start hour', 0, 23);
  RegOption('Start minute', StartMinute);
  SetOptionRange('Start minute', 0, 59);
  RegOption('Start second', StartSecond);
  SetOptionRange('Start second', 0, 59);
  RegOption('Start millisecond', StartMillisecond);
  SetOptionRange('Start millisecond', 0, 999);
  RegOption('Stop hour', StopHour);
  SetOptionRange('Stop hour', 0, 23);
  RegOption('Stop minute', StopMinute);
  SetOptionRange('Stop minute', 0, 59);
  RegOption('Stop second', StopSecond);
  SetOptionRange('Stop second', 0, 59);
  RegOption('Stop millisecond', StopMillisecond);
  SetOptionRange('Stop millisecond', 0, 999);

  AddSeparator('Simple moving average (SMA)');
  RegOption('Do you want to use SMA to buy orders?', ot_Boolean, BuySMABoolean);
  RegOption('Do you want to use SMA to sell orders?', ot_Boolean, SellSMABoolean);
  RegOption('Period1', period1);
  SetOptionRange('Period1', 5, 200);
  RegOption('Period2', period2);
  SetOptionRange('Period2', 5, 200);

  AddSeparator('Message Boxes');
  RegOption('Trade Summary Window (appears when trade is closed)', ot_Boolean, vBoolean);
  RegOption('Trailing Stop Summary Window (appears when Trailing Trigger was hit)', ot_Boolean, tsBoolean);
end;

{-----Done strategy---------------------------------------------------------}
procedure DoneStrategy; stdcall;

begin
  FreeMem(SymbolName);
end;

{-----Reset strategy--------------------------------------------------------}
procedure ResetStrategy; stdcall;

begin

end;

{------Trailing Stop Summary Popup Window-----------------------------------}
procedure TSSW;
begin
    Pause();
    MessageBox(0, PChar('Initial StopLoss:  '+FloatToStr(StopLossOriginal)+#13#10+
                        'Previous StopLoss:  '+FloatToStr(StopLossCurrent)+#13#10+
                        'New StopLoss:      '+FloatToStr(StopLossNew)+#13#10+
                        'Bid gain:          '+FloatToStr(RoundTo(BidGain,-4))+#13#10+
                        '# of S/L moves:   '+IntToStr(x)+#13#10+
                        'Total StopLoss move:  '+FloatToStr(RoundTo(StopLossTotal,-4))+#13#10+
                        'Previous Time:  '+IntToStr(PreHhour)+':'+IntToStr(PreMminute)+':'+IntToStr(PreSsecond)+':'+IntToStr(PreMmillisecond)+#13#10+
                        'Current Time:    '+IntToStr(Hhour)+':'+IntToStr(Mminute)+':'+IntToStr(Ssecond)+':'+IntToStr(Mmillisecond)+#13#10+
                        'MagicNumber:        '+IntToStr(Mmagic)+#13#10+
                        'OrderComment:      '+(Ccomment)),PChar('TrailingStop Summary'), MB_OK);
    Resume();
end;

{-----Trade Summary Popup Window--------------------------------------------}
procedure TSW;
var
  Oprice,Cprice, Ppips, Otime, Ctime, Pprofit, OStopLoss, OTakeProfit, Llot:Double;
  Hhistory, Hhandle, i:Integer;
  Ssymbol:string;

begin
  i:=HistoryTotal;
  if OrderSelect(i-1, SELECT_BY_TICKET, MODE_TRADES) then
    begin
      Oprice := OrderOpenPrice;
      Cprice := OrderClosePrice;
      Ppips := OrderProfitPips;
      Otime := OrderOpenTime;
      Ctime := OrderCloseTime;
      Pprofit:= OrderProfit;
      OStopLoss:=OrderStopLoss;
      OTakeProfit:=OrderTakeProfit;
      Hhistory:=HistoryTotal;
      Llot:=OrderLots;
      Hhandle:=OrderTicket;
      Ssymbol:=OrderSymbol;
      Mmagic:=OrderMagicNumber;
      Ccomment:=OrderComment;

      Pause();
      MessageBox(0, PChar('Open time:  '+DateTimeToStr(Otime)+#13#10+
                    'Close time:  '+DateTimeToStr(Ctime)+#13#10+
                    '-------------------------------------'+#13#10+
                    'Open price:  '+FloatToStr(Oprice)+#13#10+
                    'Close price:  '+FloatToStr(Cprice)+#13#10+
                    '-------------------------------------'+#13#10+
                    'Pips:              '+FloatToStr(Ppips)+#13#10+
                    'Profit/Loss:  '+FloatToStr(RoundTo(Pprofit,-4))+#13#10+
                    '-------------------------------------'+#13#10+
                    'Initial StopLoss:  '+FloatToStr(StopLossOriginal)+#13#10+
                    '# of S/L moves:   '+IntToStr(x)+#13#10+
                    'Total StopLoss move:  '+FloatToStr(RoundTo(StopLossTotal,-4))+#13#10+
                    '-------------------------------------'+#13#10+
                    'StopLoss:     '+FloatToStr(OStopLoss)+#13#10+
                    'TakeProfit:   '+FloatToStr(OTakeProfit)+#13#10+
                    '-------------------------------------'+#13#10+
                    'Records in History:  '+IntToStr(Hhistory)+#13#10+
                    'Handle/Ticket:         '+IntToStr(Hhandle)+#13#10+
                     '-------------------------------------'+#13#10+
                    'OrderHandle:           '+IntToStr(OrderHandle)+#13#10+
                    'MagicNumber:        '+IntToStr(Mmagic)+#13#10+
                    'OrderComment:      '+(Ccomment)+#13#10+
                     '-------------------------------------'+#13#10+
                    'Symbol:  '+(Ssymbol)+#13#10+
                    'Lot size:  ' +FloatToStr(Llot)),PChar('Trade Summary'), MB_OK);
      Resume();
    end;
end;

{-----Adjust Trailing Stop--------------------------------------------------}
Procedure TS;
begin
    if (OrdersTotal > 0) then
      Begin
        if (j > 0) then
          begin
            if (Bid-BidPrevious>=TrailingTrigger*Point) then
              Begin
                Hhour := HourOf(TimeCurrent);
                Mminute := MinuteOf(TimeCurrent);
                Ssecond := SecondOf(TimeCurrent);
                Mmillisecond := MilliSecondOf(TimeCurrent);
                BidGain:=Bid-BidPrevious;
                OrderSelect(0,SELECT_BY_POS,MODE_TRADES);
                if (x = 0) then StopLossOriginal := OrderStopLoss;
                StopLossCurrent:=OrderStopLoss;
                if not TStepBoolean then TrailingValue := BidGain;
                if TStepBoolean then TrailingValue := TrailingStep*Point;
                ModifyOrder(OrderTicket,OrderOpenPrice,OrderStopLoss+TrailingValue,OrderTakeProfit);
                OrderSelect(0,SELECT_BY_POS,MODE_TRADES);
                StopLossNew:=OrderStopLoss;
                StopLossTotal:=StopLossNew-StopLossOriginal;
                x:=x+1;
                if tsBoolean=True then TSSW;
              end;
          end;

          PreHhour := Hhour;
          PreMminute := Mminute;
          PreSsecond := Ssecond;
          PreMmillisecond := Mmillisecond;
          BidPrevious:=Bid;
          j:=j+1;
      end;
end;

{-----Calculate SMA---------------------------------------------------------}
function GetSMA(period: integer): double;
var
  i: integer;
  sum: double;
begin
  sum := 0;
  for i:=0 to period - 1 do
    sum := sum + Close(i);
  result := sum/period;
end;

{-----Process single tick---------------------------------------------------}
procedure GetSingleTick; stdcall;
var
  tm, BeginDateTime, EndDateTime, StartDayTime, StopDayTime: TDateTime;
  sma1, sma2: Double;

begin

    SetCurrencyAndTimeFrame(SymbolName, Timeframe);

    if BuySMABoolean or SellSMABoolean then
      Begin
        if (Bars > period1) and (Bars > period2) then
          begin
            sma1 := GetSMA(period1);
            sma2 := GetSMA(period2);
            if SellSMABoolean and (sma1 < sma2) then CloseOrder(OrderHandle);
          end;
      end;

    if TrailingBoolean then TS;

    tm := Time(0);
    BeginDateTime := EncodeDate(BeginYear, BeginMonth, BeginDay);
    EndDateTime := EncodeDate(EndYear, EndMonth, EndDay);
    StartDayTime := EncodeTime(StartHour, StartMinute, StartSecond, StartMillisecond);
    StopDayTime := EncodeTime(StopHour, StopMinute, StopSecond, StopMillisecond);

    if (OrdersTotal = 0) then
      begin
        if BuySMABoolean and (sma1 > sma2) then
            begin
              if (DateOf(tm) >= BeginDateTime) and (DateOf(tm) <= EndDateTime) then   //Time Period
                Begin
                 if (TimeOf(tm) >= StartDayTime) and (TimeOf(tm) <= StopDayTime) then   //Daily trading hours
                    begin
                      SendInstantOrder(SymbolName, op_Buy, Lot, Ask - StopLoss*Point, Ask + TakeProfit*Point, 'Test', 7, OrderHandle);
                      if  vBoolean=True then TSW;
                      j:=0;
                      x:=0;
                    end;
                end;
            end;

        if not BuySMABoolean then
           begin
            if (DateOf(tm) >= BeginDateTime) and (DateOf(tm) <= EndDateTime) then   //Time Period
              Begin
               if (TimeOf(tm) >= StartDayTime) and (TimeOf(tm) <= StopDayTime) then   //Daily trading hours
                  begin
                    SendInstantOrder(SymbolName, op_Buy, Lot, Ask - StopLoss*Point, Ask + TakeProfit*Point, 'Test', 7, OrderHandle);
                    if  vBoolean=True then TSW;
                    j:=0;
                    x:=0;
                  end;
              end;
           end;
      end;
end;

exports

      InitStrategy,
      DoneStrategy,
      ResetStrategy,
      GetSingleTick;

Begin

end.