Combo_Right EA单量偏大,属于超短剥头皮类型EA。如何有效的解决盈亏比乃是决定该款EA能否创造盈利的核心问题。
原版说明在这里 。
//+------------------------------------------------------------------+
//| Combo_Right.mq4 |
//| Copyright ?2008, Yury V. Reshetov |
//| /load/2-1-0-171 |
//+------------------------------------------------------------------+
#property copyright "Copyright ?2008, Yury V. Reshetov"
#property link "http://bigforex.biz/load/2-1-0-171"
//---- input parameters
extern double tp1 = 50;
extern double sl1 = 50;
extern int p1 = 10;
extern int x12 = 100;
extern int x22 = 100;
extern int x32 = 100;
extern int x42 = 100;
extern double tp2 = 50;
extern double sl2 = 50;
extern int p2 = 20;
extern int x13 = 100;
extern int x23 = 100;
extern int x33 = 100;
extern int x43 = 100;
extern double tp3 = 50;
extern double sl3 = 50;
extern int p3 = 20;
extern int x14 = 100;
extern int x24 = 100;
extern int x34 = 100;
extern int x44 = 100;
extern int p4 = 20;
extern int pass = 1;
extern double lots = 0.01;
extern int mn = 888;
static int prevtime = 0;
static double sl = 10;
static double tp = 10;
以上是相关的变量 ,带有 Extern 的可以被 优化和外部更改 ;
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
if (Time[0] == prevtime) return(0);
prevtime = Time[0];
//上面判断是否在当前时段已经做过处理了 ;
if (! IsTradeAllowed()) {
again();
return(0);
}
//这段判断是否允许交易 ;
//----
int total = OrdersTotal();
for (int i = 0; i < total; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == mn) {
return(0);
}
}
//如果有EA开出的交易单存在,则退出时段,等待交易单被止损或者止盈 ;
sl = sl1;
tp = tp1;
//盈亏点的初始化 ;
int ticket = -1;
RefreshRates();
//强制刷新数据 ;
if (Supervisor() > 0) {
ticket = OrderSend(Symbol(), OP_BUY, lots, Ask, 1, Bid - sl * Point, Bid + tp * Point, WindowExpertName(), mn, 0, Blue);
if (ticket < 0) {
again();
}
} else {
ticket = OrderSend(Symbol(), OP_SELL, lots, Bid, 1, Ask + sl * Point, Ask - tp * Point, WindowExpertName(), mn, 0, Red);
if (ticket < 0) {
again();
}
//根据判断开单子,做东或者做空 ;如果开单失败,清除标记位,等待Tick到来后,重新开单 ;
}
//-- Exit --
return(0);
}
//+--------------------------- getLots ----------------------------------+
double Supervisor() {
if (pass == 4) {
if (perceptron3() > 0) {
if (perceptron2() > 0) {
sl = sl3;
tp = tp3;
return(1);
}
} else {
if (perceptron1() < 0) {
sl = sl2;
tp = tp2;
return(-1);
}
}
return(basicTradingSystem());
}
if (pass == 3) {
if (perceptron2() > 0) {
sl = sl3;
tp = tp3;
return(1);
} else {
return(basicTradingSystem());
}
}
if (pass == 2) {
if (perceptron1() < 0) {
sl = sl2;
tp = tp2;
return(-1);
} else {
return(basicTradingSystem());
}
}
return(basicTradingSystem());
//这里根据 Pass 参数的不同选择不同的判断方式和参数,从神经网络来看,这里应该是构成 BTS 基本的感知器
}
double perceptron1() {
double w1 = x12 - 100;
double w2 = x22 - 100;
double w3 = x32 - 100;
double w4 = x42 - 100;
double a1 = Close[0] - Open[p2];
double a2 = Open[p2] - Open[p2 * 2];
double a3 = Open[p2 * 2] - Open[p2 * 3];
double a4 = Open[p2 * 3] - Open[p2 * 4];
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);
}
double perceptron2() {
double w1 = x13 - 100;
double w2 = x23 - 100;
double w3 = x33 - 100;
double w4 = x43 - 100;
double a1 = Close[0] - Open[p3];
double a2 = Open[p3] - Open[p3 * 2];
double a3 = Open[p3 * 2] - Open[p3 * 3];
double a4 = Open[p3 * 3] - Open[p3 * 4];
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);
}
double perceptron3() {
double w1 = x14 - 100;
double w2 = x24 - 100;
double w3 = x34 - 100;
double w4 = x44 - 100;
double a1 = Close[0] - Open[p4];
double a2 = Open[p4] - Open[p4 * 2];
double a3 = Open[p4 * 2] - Open[p4 * 3];
double a4 = Open[p4 * 3] - Open[p4 * 4];
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);
}
// 上面是三个用于训练的感知器 ;基本算法是四段同周期开盘价差乘以各自系数再相加。
double basicTradingSystem() {
return(iCCI(Symbol(), 0, p1, PRICE_OPEN, 0));
}
void again() {
prevtime = Time[1];
Sleep(30000);
} |