mql5程序详解，MACD

为什么80%的码农都做不了架构师？>>>   

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