- //+------------------------------------------------------------------+
- //| Moving Average.mq4 |
- //| http://www.izzzz.com |
- //+------------------------------------------------------------------+
- #define MAGICMA 20050610 //定义本EA操作的订单的唯一标识号码
-
- extern double Lots = 0.1;//每单的交易量
- extern double MaximumRisk = 0.02;//作者定义的最大风险参数
- extern double DecreaseFactor = 3;//作者定义的参数,作用要看程序中的用法
- extern double MovingPeriod = 10;//EA中使用的均线的周期
- extern double MovingShift =3;//EA中使用的均线向左的K线偏移量
- //+------------------------------------------------------------------+
- //| Calculate open positions |
- //+------------------------------------------------------------------+
- int CalculateCurrentOrders(string symbol)//函数作用,计算当前持仓订单的数量
- {
- int buys=0,sells=0;//定义两个临时变量,准备用于后面的多空订单的个数计算
- //----
- for(int i=0;i<OrdersTotal();i++)//循环检测当前的订单队列
- {
- if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;//挑出持仓单的每一个订单位置
- if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)//根据订单位置,比较是否是当前K线商品 以及订单唯一标识号是否和本程序设置的一致(用于避免EA误操作其他程序控制的持仓单)
- {
- if(OrderType()==OP_BUY) buys++;//找到符合条件的持仓单后,如果是多单,则临时变量buys增加1
- if(OrderType()==OP_SELL) sells++;//找到符合条件的持仓单后,如果是空单,则临时变量sells增加1
- }
- }
- //---- return orders volume
- if(buys>0) return(buys);
- else return(-sells);//本函数返回查询计算结束时的持仓单的个数。
- }
- //+------------------------------------------------------------------+
- //| Calculate optimal lot size |
- //+------------------------------------------------------------------+
- double LotsOptimized()//函数目的,根据要求 计算出订单交易量
- {
- double lot=Lots;
- int orders=HistoryTotal(); // history orders total 历史出场订单的个数
- int losses=0; // number of losses orders without a break
- //---- select lot size
- lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);//通过风险系数的计算获得当前入场单应该采用的交易量
- //---- calcuulate number of losses orders without a break
- if(DecreaseFactor>0)
- {
- for(int i=orders-1;i>=0;i--)
- {
- if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }//循环查询出场单队列
- if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;//
- //----
- if(OrderProfit()>0) break;
- if(OrderProfit()<0) losses++;//循环计算所有出场亏损单的亏损总和
- }
- if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);//如果亏损额大于1,则下一入场单的交易量修正为新的计算结果。
- }
- //---- return lot size
- if(lot<0.1) lot=0.1;//如果计算出的交易量小于帐户最小手数0.1,则下一入场单的交易手数使用0.1作为交易量
- return(lot);
- }
- //+------------------------------------------------------------------+
- //| Check for open order conditions |
- //+------------------------------------------------------------------+
- void CheckForOpen()//检查入场条件的情况并作处理
- {
- double ma;
- int res;
- //---- go trading only for first tiks of new bar
- if(Volume[0]>1) return;//如果当前K线持仓量大于1,说明不是K线的开盘时间点,则直接返回 否则是K线第一个价格,则继续下面的过程
- //---- get Moving Average
- ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);//获得当前的均线数值
- //---- sell conditions
- if(Open[1]>ma && Close[1]<ma) //如当前K开盘价大于均线,而前一K收盘价小于均线,则发出入场多单
- {
- res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
- return;
- }
- //---- buy conditions
- if(Open[1]<ma && Close[1]>ma) //如当前K开盘价小于均线,而前一K收盘价大于均线,则发出入场空单
- {
- res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
- return;
- }
- //----
- }
- //+------------------------------------------------------------------+
- //| Check for close order conditions |
- //+------------------------------------------------------------------+
- void CheckForClose()//检查出场条件的情况并作处理
- {
- double ma;
- //---- go trading only for first tiks of new bar
- if(Volume[0]>1) return;
- //---- get Moving Average
- ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
- //----
- for(int i=0;i<OrdersTotal();i++)
- {
- if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
- if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
- //---- check order type
- if(OrderType()==OP_BUY)
- {
- if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);//如果持仓是多单,则当当前K开盘价小于均线,而前一K收盘价大于均线,则发出平仓指令
- break;
- }
- if(OrderType()==OP_SELL)
- {
- if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White););//如果持仓是空单,则当当前K开盘价大于均线,而前一K收盘价小于均线,则发出平仓指令
-
- break;
- }
- }
- //----
- }
- //+------------------------------------------------------------------+
- //| Start function |
- //+------------------------------------------------------------------+
- void start()//主循环过程
- {
- //---- check for history and trading
- if(Bars<100 || IsTradeAllowed()==false) return;
- //---- calculate open orders by current symbol
- if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
- else CheckForClose();
- //----
- }
-
- //+------------------------------------------------------------------+
-
-
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