MQL4: 连续两阳/阴买/卖交易系统

2019独角兽企业重金招聘Python工程师标准>>>

一、交易策略

二、系统源码

//+------------------------------------------------------------------+
//|                                                     20180107.mq4 |
//|                                             Copyright 2017,CuiYi |
//|                                                1010333562@qq.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017,CuiYi"
#property link      "1010333562@qq.com"
#property version   "1.00"
#property strict
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
//----------- 外部变量 --------------

extern int MagicNumber = 123;

//----------- 计算现时仓位大小 ----------------------------

int CalculateCurrentOrder(string symbol)
	{
	int buys=0,sells=0;
	for(int i=0;i<OrdersTotal();i=i+1)
		{
		if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)	break;
		if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
			{
			if(OrderType()==OP_BUY) 	buys++;
			if(OrderType()==OP_SELL)	sells++;
			}
		}
	if(buys>0)	return(buys);
	else		return(-sells);
	}

//------------- 计算交易手数 ----------------------------

double lot=NormalizeDouble(AccountBalance()/5000.0,2);

//--------------- 开仓条件 ------------------------------

void CheckForOpen()
	{
	double P1,P2,P3,P4;
	int res;
	
	P1=iOpen("EURUSD",5,0);
	P2=iClose("EURUSD",5,0);
	P3=iOpen("EURUSD",5,1);
	P4=iClose("EURUSD",5,1);
	
	
	if(P2>P1 && P4>P3 && P2>P4)
		{
		res=OrderSend("EURUSD",OP_BUY,lot,Ask,3,0,0,"",MagicNumber,0,Blue);
		return;
		}
	
	if(P2<P1 && P4<P3 && P2<P4)
		{
		res=OrderSend("EURUSD",OP_SELL,lot,Bid,3,0,0,"",MagicNumber,0,Red);
		return;
		}
	}

//------------ 平仓条件 ---------------------------

void CheckForClose()
	{
	double P1,P2,P3,P4;
	
	P1=iOpen("EURUSD",5,0);
	P2=iClose("EURUSD",5,0);
	P3=iOpen("EURUSD",5,1);
	P4=iClose("EURUSD",5,1);
		
	for(int i=0;i<OrdersTotal();i++)
		{
		if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
		if(OrderMagicNumber()!=MagicNumber || OrderSymbol()!="EURUSD") continue;
		
		if(OrderType()==OP_BUY)
			{
			if(P2<P4 || P2<P1)	
			OrderClose(OrderTicket(),lot,Bid,3,White);
			break;
			}
			
		if(OrderType()==OP_SELL)
			{
			if(P2>P4 || P2>P1)	
			OrderClose(OrderTicket(),lot,Bid,3,White);
			break;
			}
		}
	}

//----------- 控制流 ----------------------

void start()
	{
	if(Bars<100 || IsTradeAllowed()==false) return;
	if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();
	else CheckForClose();
	}

转载于:https://my.oschina.net/u/3093769/blog/1604643